COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,659: 25,388 30,187 4,968 4,876 3,152 7,558 14,834 726 15,453 4,410 5,976: 1,438 498
Old : 64,659: 25,388 30,187 4,968 4,876 3,152 7,558 14,834 726 15,453 4,410 5,976: 1,438 498
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 367: 1,374 -267 -242 -87 488 -222 -130 53 -1,233 153 203: -54 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 46.7 7.7 7.5 4.9 11.7 22.9 1.1 23.9 6.8 9.2: 2.2 0.8
Old : 100.0: 39.3 46.7 7.7 7.5 4.9 11.7 22.9 1.1 23.9 6.8 9.2: 2.2 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 : 54: 16 14 . . 5 . 5 6 12 11 15:
Old : 54: 16 14 . . 5 . 5 6 12 11 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 : 39.1 49.9 65.0 66.7 33.2 37.9 52.1 49.9
Old : 39.1 49.9 65.0 66.7 33.2 37.9 52.1 49.9
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 9,300: 2,524 5,454 778 1,635 35 690 996 240 4,054 0 477: 502 463
Old : 9,300: 2,524 5,454 778 1,635 35 690 996 240 4,054 0 477: 502 463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 38: 101 96 -35 70 -15 10 0 0 95 -10 -133: 15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 58.6 8.4 17.6 0.4 7.4 10.7 2.6 43.6 0.0 5.1: 5.4 5.0
Old : 100.0: 27.1 58.6 8.4 17.6 0.4 7.4 10.7 2.6 43.6 0.0 5.1: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 6 8 . . . . . . 9 0 6:
Old : 25: 6 8 . . . . . . 9 0 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 53.7 71.0 80.9 44.9 53.4 60.9 67.5
Old : 46.2 53.7 71.0 80.9 44.9 53.4 60.9 67.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,212: 238 656 215 28 63 220 118 107 166 39 202: 2 0
Old : 1,212: 238 656 215 28 63 220 118 107 166 39 202: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 105: 10 91 51 1 -17 24 -1 10 -4 -10 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 54.1 17.8 2.3 5.2 18.2 9.7 8.8 13.7 3.2 16.7: 0.2 0.0
Old : 100.0: 19.6 54.1 17.8 2.3 5.2 18.2 9.7 8.8 13.7 3.2 16.7: 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 : 28: 7 8 . . . . . 5 5 4 5:
Old : 28: 7 8 . . . . . 5 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 53.4 83.6 76.3 42.8 36.9 49.5 46.8
Old : 63.8 53.4 83.6 76.3 42.8 36.9 49.5 46.8
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,471: 73,967 80,297 4,205 10,145 16,454 14,664 596 3,128 5,988 7,798 10,609: 456 445
Old : 129,471: 73,967 80,297 4,205 10,145 16,454 14,664 596 3,128 5,988 7,798 10,609: 456 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,769: 706 947 123 28 196 23 22 187 212 67 324: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 62.0 3.2 7.8 12.7 11.3 0.5 2.4 4.6 6.0 8.2: 0.4 0.3
Old : 100.0: 57.1 62.0 3.2 7.8 12.7 11.3 0.5 2.4 4.6 6.0 8.2: 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 : 68: 37 39 . . 4 5 . 6 8 7 13:
Old : 68: 37 39 . . 4 5 . 6 8 7 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 31.6 55.7 50.6 22.5 18.5 30.6 28.1
Old : 37.5 31.6 55.7 50.6 22.5 18.5 30.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,961: 24,078 31,458 6,830 0 1,628 225 225 0 800 250 2,400: 0 0
Old : 35,961: 24,078 31,458 6,830 0 1,628 225 225 0 800 250 2,400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,065: 815 555 -335 0 260 75 -75 0 -75 0 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 87.5 19.0 0.0 4.5 0.6 0.6 0.0 2.2 0.7 6.7: 0.0 0.0
Old : 100.0: 67.0 87.5 19.0 0.0 4.5 0.6 0.6 0.0 2.2 0.7 6.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 19 . 0 . . . 0 4 . 5:
Old : 40: 27 19 . 0 . . . 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 48.8 70.5 75.3 35.9 41.8 44.1 50.7
Old : 47.2 48.8 70.5 75.3 35.9 41.8 44.1 50.7
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,214: 22,770 17,617 0 5,612 1,970 0 0 0 1,250 575 200: 24 240
Old : 26,214: 22,770 17,617 0 5,612 1,970 0 0 0 1,250 575 200: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 575: 725 525 0 275 -200 0 0 0 75 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 67.2 0.0 21.4 7.5 0.0 0.0 0.0 4.8 2.2 0.8: 0.1 0.9
Old : 100.0: 86.9 67.2 0.0 21.4 7.5 0.0 0.0 0.0 4.8 2.2 0.8: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 18 0 . . 0 0 0 4 . .:
Old : 31: 21 18 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 : 59.7 50.0 77.6 76.8 50.7 35.8 59.5 53.4
Old : 59.7 50.0 77.6 76.8 50.7 35.8 59.5 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 184,618: 149,805 119,584 16,346 20,332 6,721 5,280 17,678 3,680 2,454 16,332 286: 46 5
Old : 184,618: 149,805 119,584 16,346 20,332 6,721 5,280 17,678 3,680 2,454 16,332 286: 46 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,302: -1,311 1,696 2,045 -322 -1,021 600 -120 1,094 -30 50 45: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 64.8 8.9 11.0 3.6 2.9 9.6 2.0 1.3 8.8 0.2: 0.0 0.0
Old : 100.0: 81.1 64.8 8.9 11.0 3.6 2.9 9.6 2.0 1.3 8.8 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 : 59: 33 35 . . . . . . 4 5 .:
Old : 59: 33 35 . . . . . . 4 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 44.9 58.7 75.5 29.3 39.2 45.9 56.3
Old : 37.8 44.9 58.7 75.5 29.3 39.2 45.9 56.3
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,679: 47,209 37,516 9,769 14,844 1,583 213 3,039 1,043 1,500 3,329 3,325: 37 0
Old : 64,679: 47,209 37,516 9,769 14,844 1,583 213 3,039 1,043 1,500 3,329 3,325: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 390: -1,146 883 17 -1,608 403 155 -24 161 575 350 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 58.0 15.1 23.0 2.4 0.3 4.7 1.6 2.3 5.1 5.1: 0.1 0.0
Old : 100.0: 73.0 58.0 15.1 23.0 2.4 0.3 4.7 1.6 2.3 5.1 5.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 19 . . . . 5 4 . . .:
Old : 35: 20 19 . . . . 5 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 70.9 85.4 85.9 66.9 60.8 73.1 71.6
Old : 72.6 70.9 85.4 85.9 66.9 60.8 73.1 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,401: 18,856 14,758 4,062 8,090 1,028 0 0 450 0 75 0: 5 0
Old : 24,401: 18,856 14,758 4,062 8,090 1,028 0 0 450 0 75 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 665: -600 325 925 150 340 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 60.5 16.6 33.2 4.2 0.0 0.0 1.8 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 77.3 60.5 16.6 33.2 4.2 0.0 0.0 1.8 0.0 0.3 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 : 21: 11 14 . . . 0 0 . 0 . 0:
Old : 21: 11 14 . . . 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 81.8 93.2 93.9 73.2 69.6 75.3 74.1
Old : 77.0 81.8 93.2 93.9 73.2 69.6 75.3 74.1
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,493: 46,956 40,871 1,188 3,640 7,322 0 4,050 450 540 100 0: 37 60
Old : 56,493: 46,956 40,871 1,188 3,640 7,322 0 4,050 450 540 100 0: 37 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 305: 305 5 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 72.3 2.1 6.4 13.0 0.0 7.2 0.8 1.0 0.2 0.0: 0.1 0.1
Old : 100.0: 83.1 72.3 2.1 6.4 13.0 0.0 7.2 0.8 1.0 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: 25 27 . . . 0 . . . . 0:
Old : 40: 25 27 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 43.6 71.6 70.9 29.8 35.1 44.4 50.0
Old : 47.8 43.6 71.6 70.9 29.8 35.1 44.4 50.0
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,496: 48,584 41,274 1,955 8,372 3,835 0 1,975 150 1,730 425 105: 137 360
Old : 56,496: 48,584 41,274 1,955 8,372 3,835 0 1,975 150 1,730 425 105: 137 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 595: 245 345 85 110 50 0 0 0 250 100 5: -40 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 73.1 3.5 14.8 6.8 0.0 3.5 0.3 3.1 0.8 0.2: 0.2 0.6
Old : 100.0: 86.0 73.1 3.5 14.8 6.8 0.0 3.5 0.3 3.1 0.8 0.2: 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 : 40: 22 24 . . . 0 . . . . .:
Old : 40: 22 24 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 49.8 63.7 72.5 34.3 48.6 53.4 61.2
Old : 42.0 49.8 63.7 72.5 34.3 48.6 53.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,562: 40,870 28,050 17,460 13,455 4,485 0 0 0 385 17,400 0: 362 172
Old : 63,562: 40,870 28,050 17,460 13,455 4,485 0 0 0 385 17,400 0: 362 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 380: 380 385 0 -5 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 44.1 27.5 21.2 7.1 0.0 0.0 0.0 0.6 27.4 0.0: 0.6 0.3
Old : 100.0: 64.3 44.1 27.5 21.2 7.1 0.0 0.0 0.0 0.6 27.4 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 : 37: 25 23 . . . 0 0 0 . . 0:
Old : 37: 25 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 71.0 67.9 84.1 42.1 65.2 58.6 75.5
Old : 45.9 71.0 67.9 84.1 42.1 65.2 58.6 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,598: 57,247 38,034 19,545 21,220 2,865 0 0 0 635 18,174 0: 306 305
Old : 80,598: 57,247 38,034 19,545 21,220 2,865 0 0 0 635 18,174 0: 306 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,970: 2,920 1,325 150 1,195 -1,200 0 0 0 100 600 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 47.2 24.2 26.3 3.6 0.0 0.0 0.0 0.8 22.5 0.0: 0.4 0.4
Old : 100.0: 71.0 47.2 24.2 26.3 3.6 0.0 0.0 0.0 0.8 22.5 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 23 . . . 0 0 0 . . 0:
Old : 39: 26 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 : 43.6 66.8 65.6 82.4 41.6 63.9 62.0 76.6
Old : 43.6 66.8 65.6 82.4 41.6 63.9 62.0 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,384: 24,092 27,994 4,340 0 5,370 0 0 0 450 900 0: 132 120
Old : 34,384: 24,092 27,994 4,340 0 5,370 0 0 0 450 900 0: 132 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,090: 500 1,070 490 -80 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 81.4 12.6 0.0 15.6 0.0 0.0 0.0 1.3 2.6 0.0: 0.4 0.3
Old : 100.0: 70.1 81.4 12.6 0.0 15.6 0.0 0.0 0.0 1.3 2.6 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 : 27: 19 16 . 0 . 0 0 0 . . 0:
Old : 27: 19 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 : 42.6 72.2 72.0 84.9 33.5 58.5 49.5 60.5
Old : 42.6 72.2 72.0 84.9 33.5 58.5 49.5 60.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,302: 29,027 31,900 2,440 1,290 2,700 750 0 0 1,225 0 100: 60 312
Old : 36,302: 29,027 31,900 2,440 1,290 2,700 750 0 0 1,225 0 100: 60 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 105: 255 -245 -200 300 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 87.9 6.7 3.6 7.4 2.1 0.0 0.0 3.4 0.0 0.3: 0.2 0.9
Old : 100.0: 80.0 87.9 6.7 3.6 7.4 2.1 0.0 0.0 3.4 0.0 0.3: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 21 . . . . 0 0 . 0 .:
Old : 30: 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 : 40.5 69.4 62.5 85.8 20.8 49.5 34.6 53.9
Old : 40.5 69.4 62.5 85.8 20.8 49.5 34.6 53.9
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,840: 13,390 10,690 300 2,250 150 0 0 0 0 750 0: 0 0
Old : 13,840: 13,390 10,690 300 2,250 150 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: July 11, 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: 96.7 77.2 2.2 16.3 1.1 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0
Old : 100.0: 96.7 77.2 2.2 16.3 1.1 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 11 . . . 0 0 0 0 . 0:
Old : 21: 14 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 : 70.7 63.2 84.8 87.0 69.8 57.7 80.1 77.6
Old : 70.7 63.2 84.8 87.0 69.8 57.7 80.1 77.6
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,540: 15,693 12,305 0 746 2,021 600 1,333 0 300 2,133 700: 225 301
Old : 19,540: 15,693 12,305 0 746 2,021 600 1,333 0 300 2,133 700: 225 301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 338: 360 73 0 55 78 0 151 0 0 80 -100: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 63.0 0.0 3.8 10.3 3.1 6.8 0.0 1.5 10.9 3.6: 1.2 1.5
Old : 100.0: 80.3 63.0 0.0 3.8 10.3 3.1 6.8 0.0 1.5 10.9 3.6: 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 : 36: 22 23 0 . . . . 0 . 4 .:
Old : 36: 22 23 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 : 42.5 38.3 66.4 61.8 39.2 32.3 53.3 47.6
Old : 42.5 38.3 66.4 61.8 39.2 32.3 53.3 47.6
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,845: 8,380 7,900 200 530 1,210 0 400 275 120 200 300: 360 30
Old : 10,845: 8,380 7,900 200 530 1,210 0 400 275 120 200 300: 360 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -50: -250 -100 100 50 0 0 -100 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 72.8 1.8 4.9 11.2 0.0 3.7 2.5 1.1 1.8 2.8: 3.3 0.3
Old : 100.0: 77.3 72.8 1.8 4.9 11.2 0.0 3.7 2.5 1.1 1.8 2.8: 3.3 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 : 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 : 60.7 55.3 83.0 84.8 48.3 48.9 57.7 60.2
Old : 60.7 55.3 83.0 84.8 48.3 48.9 57.7 60.2
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,524: 29,864 37,184 6,910 0 5,350 0 0 0 800 300 600: 0 90
Old : 43,524: 29,864 37,184 6,910 0 5,350 0 0 0 800 300 600: 0 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 2,265: 768 2,260 1,190 0 5 0 0 0 500 0 0: -198 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 85.4 15.9 0.0 12.3 0.0 0.0 0.0 1.8 0.7 1.4: 0.0 0.2
Old : 100.0: 68.6 85.4 15.9 0.0 12.3 0.0 0.0 0.0 1.8 0.7 1.4: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 22 . 0 . 0 0 0 . . .:
Old : 31: 21 22 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 61.7 70.5 79.9 31.4 53.2 47.1 56.9
Old : 42.6 61.7 70.5 79.9 31.4 53.2 47.1 56.9
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 49,019: 42,906 34,084 1,925 11,107 1,968 250 250 50 1,450 1,300 150: 320 110
Old : 49,019: 42,906 34,084 1,925 11,107 1,968 250 250 50 1,450 1,300 150: 320 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -264: -565 -314 0 -306 356 0 0 0 -75 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 69.5 3.9 22.7 4.0 0.5 0.5 0.1 3.0 2.7 0.3: 0.7 0.2
Old : 100.0: 87.5 69.5 3.9 22.7 4.0 0.5 0.5 0.1 3.0 2.7 0.3: 0.7 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 : 39: 24 23 . . . . . . . . .:
Old : 39: 24 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 59.2 66.1 78.3 36.3 55.0 52.3 68.0
Old : 43.9 59.2 66.1 78.3 36.3 55.0 52.3 68.0
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,774: 38,695 37,954 9,759 11,565 620 375 0 0 935 335 300: 90 0
Old : 50,774: 38,695 37,954 9,759 11,565 620 375 0 0 935 335 300: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 2,930: 2,930 0 0 3,000 0 0 0 0 0 0 0: 0 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 74.8 19.2 22.8 1.2 0.7 0.0 0.0 1.8 0.7 0.6: 0.2 0.0
Old : 100.0: 76.2 74.8 19.2 22.8 1.2 0.7 0.0 0.0 1.8 0.7 0.6: 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 : 28: 19 11 . . . . 0 0 . . .:
Old : 28: 19 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 94.5 70.7 98.3 39.3 90.9 65.3 91.9
Old : 42.2 94.5 70.7 98.3 39.3 90.9 65.3 91.9
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,034: 44,105 43,074 12,219 13,070 2,275 375 0 0 1,470 2,200 415: 175 0
Old : 61,034: 44,105 43,074 12,219 13,070 2,275 375 0 0 1,470 2,200 415: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 2,440: 2,550 -300 0 3,000 -200 0 0 0 150 0 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 70.6 20.0 21.4 3.7 0.6 0.0 0.0 2.4 3.6 0.7: 0.3 0.0
Old : 100.0: 72.3 70.6 20.0 21.4 3.7 0.6 0.0 0.0 2.4 3.6 0.7: 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 12 . . . . 0 0 . . .:
Old : 33: 23 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 87.6 67.7 96.1 37.4 85.8 63.1 89.4
Old : 39.2 87.6 67.7 96.1 37.4 85.8 63.1 89.4
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,561: 68,450 61,551 2,175 7,276 1,522 0 0 0 215 1,681 180: 19 351
Old : 72,561: 68,450 61,551 2,175 7,276 1,522 0 0 0 215 1,681 180: 19 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 4,127: 4,419 2,314 15 500 -17 0 0 0 0 1,560 -230: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 84.8 3.0 10.0 2.1 0.0 0.0 0.0 0.3 2.3 0.2: 0.0 0.5
Old : 100.0: 94.3 84.8 3.0 10.0 2.1 0.0 0.0 0.0 0.3 2.3 0.2: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 27 . . . 0 0 0 . . .:
Old : 41: 25 27 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 60.7 77.7 81.4 55.8 56.6 76.1 77.2
Old : 56.0 60.7 77.7 81.4 55.8 56.6 76.1 77.2
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,073: 90,250 87,903 4,237 7,637 935 3,200 1,376 111 3,036 3,485 1,198: 106 429
Old : 103,073: 90,250 87,903 4,237 7,637 935 3,200 1,376 111 3,036 3,485 1,198: 106 429
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 3,851: 5,401 2,540 10 800 -121 145 19 0 -2,187 25 618: -15 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 85.3 4.1 7.4 0.9 3.1 1.3 0.1 2.9 3.4 1.2: 0.1 0.4
Old : 100.0: 87.6 85.3 4.1 7.4 0.9 3.1 1.3 0.1 2.9 3.4 1.2: 0.1 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 : 55: 27 29 . . . . . . 8 . .:
Old : 55: 27 29 . . . . . . 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 : 46.4 52.8 68.3 74.4 44.3 47.3 61.2 64.5
Old : 46.4 52.8 68.3 74.4 44.3 47.3 61.2 64.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,123: 23,934 29,145 5,136 0 903 0 0 0 100 25 50: 0 0
Old : 30,123: 23,934 29,145 5,136 0 903 0 0 0 100 25 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 425: 625 300 -150 0 75 0 0 0 -175 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 96.8 17.1 0.0 3.0 0.0 0.0 0.0 0.3 0.1 0.2: 0.0 0.0
Old : 100.0: 79.5 96.8 17.1 0.0 3.0 0.0 0.0 0.0 0.3 0.1 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 : 21: 14 12 . 0 . 0 0 0 . . .:
Old : 21: 14 12 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 83.8 95.2 96.1 78.8 75.8 80.5 79.5
Old : 82.0 83.8 95.2 96.1 78.8 75.8 80.5 79.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,723: 34,645 32,963 3,245 2,255 3,710 600 4,550 0 1,142 0 0: 381 245
Old : 43,723: 34,645 32,963 3,245 2,255 3,710 600 4,550 0 1,142 0 0: 381 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 475: -2,025 1,255 2,645 -635 -145 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 75.4 7.4 5.2 8.5 1.4 10.4 0.0 2.6 0.0 0.0: 0.9 0.6
Old : 100.0: 79.2 75.4 7.4 5.2 8.5 1.4 10.4 0.0 2.6 0.0 0.0: 0.9 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 : 30: 22 16 . . . . . 0 . 0 0:
Old : 30: 22 16 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 73.4 78.2 89.0 56.5 64.0 67.2 74.3
Old : 58.0 73.4 78.2 89.0 56.5 64.0 67.2 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,951: 32,820 39,147 5,682 1,870 3,954 2,500 0 1,800 1,875 1,750 120: 200 310
Old : 48,951: 32,820 39,147 5,682 1,870 3,954 2,500 0 1,800 1,875 1,750 120: 200 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 410: -2,005 445 2,800 250 -285 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 80.0 11.6 3.8 8.1 5.1 0.0 3.7 3.8 3.6 0.2: 0.4 0.6
Old : 100.0: 67.0 80.0 11.6 3.8 8.1 5.1 0.0 3.7 3.8 3.6 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 17 . . . . 0 . 4 . .:
Old : 33: 21 17 . . . . 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 : 42.3 65.5 67.6 81.3 35.5 55.5 48.9 63.4
Old : 42.3 65.5 67.6 81.3 35.5 55.5 48.9 63.4
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,937: 19,929 32,604 16,748 1,668 35 0 1,740 125 0 505 20: 80 240
Old : 36,937: 19,929 32,604 16,748 1,668 35 0 1,740 125 0 505 20: 80 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,495: 785 1,175 765 305 -55 0 -50 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 88.3 45.3 4.5 0.1 0.0 4.7 0.3 0.0 1.4 0.1: 0.2 0.6
Old : 100.0: 54.0 88.3 45.3 4.5 0.1 0.0 4.7 0.3 0.0 1.4 0.1: 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 : 29: 16 15 4 . . 0 . . 0 . .:
Old : 29: 16 15 4 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 68.7 83.1 86.3 60.6 66.6 82.2 83.7
Old : 60.6 68.7 83.1 86.3 60.6 66.6 82.2 83.7
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,946: 17,619 27,717 14,360 2,834 625 0 1,590 150 0 0 0: 192 30
Old : 32,946: 17,619 27,717 14,360 2,834 625 0 1,590 150 0 0 0: 192 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 425: 365 125 0 300 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 84.1 43.6 8.6 1.9 0.0 4.8 0.5 0.0 0.0 0.0: 0.6 0.1
Old : 100.0: 53.5 84.1 43.6 8.6 1.9 0.0 4.8 0.5 0.0 0.0 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 11 . . . 0 . . 0 0 0:
Old : 26: 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 : 66.1 74.7 88.1 88.3 64.9 73.9 84.6 86.4
Old : 66.1 74.7 88.1 88.3 64.9 73.9 84.6 86.4
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 30,395: 21,859 27,088 4,347 574 1,951 105 0 235 1,115 70 357: 426 120
Old : 30,395: 21,859 27,088 4,347 574 1,951 105 0 235 1,115 70 357: 426 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 433: 769 19 -590 0 254 -100 0 100 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 89.1 14.3 1.9 6.4 0.3 0.0 0.8 3.7 0.2 1.2: 1.4 0.4
Old : 100.0: 71.9 89.1 14.3 1.9 6.4 0.3 0.0 0.8 3.7 0.2 1.2: 1.4 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 : 33: 17 17 . . 4 . 0 . . . .:
Old : 33: 17 17 . . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 55.4 72.2 75.8 50.0 54.6 61.4 69.5
Old : 55.7 55.4 72.2 75.8 50.0 54.6 61.4 69.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,372: 18,262 18,769 1,308 1,973 1,364 500 0 0 802 0 1: 135 265
Old : 22,372: 18,262 18,769 1,308 1,973 1,364 500 0 0 802 0 1: 135 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 660: 660 460 -200 0 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 83.9 5.8 8.8 6.1 2.2 0.0 0.0 3.6 0.0 0.0: 0.6 1.2
Old : 100.0: 81.6 83.9 5.8 8.8 6.1 2.2 0.0 0.0 3.6 0.0 0.0: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 . . . . 0 0 . 0 .:
Old : 28: 15 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 62.7 81.4 83.0 60.0 61.3 75.2 79.4
Old : 62.4 62.7 81.4 83.0 60.0 61.3 75.2 79.4
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,025: 41,259 27,829 1,110 8,253 2,944 1,410 8,102 234 915 648 0: 153 15
Old : 48,025: 41,259 27,829 1,110 8,253 2,944 1,410 8,102 234 915 648 0: 153 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,292: 736 390 195 210 267 -50 371 27 360 50 0: -243 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 57.9 2.3 17.2 6.1 2.9 16.9 0.5 1.9 1.3 0.0: 0.3 0.0
Old : 100.0: 85.9 57.9 2.3 17.2 6.1 2.9 16.9 0.5 1.9 1.3 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 22 . . . . . . . . 0:
Old : 39: 27 22 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 46.6 65.6 67.3 46.8 42.0 56.7 56.8
Old : 50.6 46.6 65.6 67.3 46.8 42.0 56.7 56.8
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,898: 28,836 20,225 2,101 8,496 1,401 1,500 3,670 0 0 100 0: 60 6
Old : 33,898: 28,836 20,225 2,101 8,496 1,401 1,500 3,670 0 0 100 0: 60 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 237: -63 -463 300 0 0 0 600 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 59.7 6.2 25.1 4.1 4.4 10.8 0.0 0.0 0.3 0.0: 0.2 0.0
Old : 100.0: 85.1 59.7 6.2 25.1 4.1 4.4 10.8 0.0 0.0 0.3 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 19 . . . . . 0 0 . 0:
Old : 34: 24 19 . . . . . 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 : 50.2 58.0 68.7 77.9 45.0 55.2 60.4 71.2
Old : 50.2 58.0 68.7 77.9 45.0 55.2 60.4 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,939: 13,797 11,252 1,405 0 4,787 0 3,325 900 0 625 50: 0 0
Old : 20,939: 13,797 11,252 1,405 0 4,787 0 3,325 900 0 625 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,425: -171 550 1,405 -370 145 0 900 0 0 150 50: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 53.7 6.7 0.0 22.9 0.0 15.9 4.3 0.0 3.0 0.2: 0.0 0.0
Old : 100.0: 65.9 53.7 6.7 0.0 22.9 0.0 15.9 4.3 0.0 3.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 14 . 0 . 0 . . 0 . .:
Old : 29: 17 14 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 61.5 84.9 84.9 47.7 44.3 59.3 55.6
Old : 65.9 61.5 84.9 84.9 47.7 44.3 59.3 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 10,468 6,900 1,500 4,925 1,300 0 0 0 0 150 0: 7 0
Old : 13,275: 10,468 6,900 1,500 4,925 1,300 0 0 0 0 150 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 75: -50 150 125 -75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 52.0 11.3 37.1 9.8 0.0 0.0 0.0 0.0 1.1 0.0: 0.1 0.0
Old : 100.0: 78.9 52.0 11.3 37.1 9.8 0.0 0.0 0.0 0.0 1.1 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 13 . . . 0 0 0 0 . 0:
Old : 21: 12 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 : 78.7 76.5 93.9 93.6 72.4 65.5 81.3 78.9
Old : 78.7 76.5 93.9 93.6 72.4 65.5 81.3 78.9
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,725: 8,410 18,095 8,150 0 550 395 0 10 175 0 50: 985 20
Old : 18,725: 8,410 18,095 8,150 0 550 395 0 10 175 0 50: 985 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 25: 0 0 -50 0 75 0 0 0 50 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 96.6 43.5 0.0 2.9 2.1 0.0 0.1 0.9 0.0 0.3: 5.3 0.1
Old : 100.0: 44.9 96.6 43.5 0.0 2.9 2.1 0.0 0.1 0.9 0.0 0.3: 5.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 10 . 0 . . 0 . . 0 .:
Old : 22: 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 : 72.6 88.9 83.0 97.1 66.5 88.6 76.2 88.6
Old : 72.6 88.9 83.0 97.1 66.5 88.6 76.2 88.6
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,090: 10,285 18,785 7,920 0 475 200 405 405 565 0 0: 240 20
Old : 20,090: 10,285 18,785 7,920 0 475 200 405 405 565 0 0: 240 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 51.2 93.5 39.4 0.0 2.4 1.0 2.0 2.0 2.8 0.0 0.0: 1.2 0.1
Old : 100.0: 51.2 93.5 39.4 0.0 2.4 1.0 2.0 2.0 2.8 0.0 0.0: 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 11 . 0 . . . . . 0 0:
Old : 28: 17 11 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 83.9 78.3 94.6 62.0 79.8 71.8 84.7
Old : 67.3 83.9 78.3 94.6 62.0 79.8 71.8 84.7
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 621,563: 405,021 277,965 6,089 81,169 113,429 0 74,228 516 24,421 2,170 71,961: 126 126
Old : 621,563: 405,021 277,965 6,089 81,169 113,429 0 74,228 516 24,421 2,170 71,961: 126 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 2,184: -107 2,667 2 622 539 0 1,257 -215 4,342 -310 -2,376: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 44.7 1.0 13.1 18.2 0.0 11.9 0.1 3.9 0.3 11.6: 0.0 0.0
Old : 100.0: 65.2 44.7 1.0 13.1 18.2 0.0 11.9 0.1 3.9 0.3 11.6: 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: 16 17 . . . 0 . . . . .:
Old : 27: 16 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 53.8 85.9 82.2 28.5 27.5 31.1 31.0
Old : 62.7 53.8 85.9 82.2 28.5 27.5 31.1 31.0
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,355: 7,335 5,270 985 3,080 915 0 0 0 5 0 20: 95 70
Old : 9,355: 7,335 5,270 985 3,080 915 0 0 0 5 0 20: 95 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 56.3 10.5 32.9 9.8 0.0 0.0 0.0 0.1 0.0 0.2: 1.0 0.7
Old : 100.0: 78.4 56.3 10.5 32.9 9.8 0.0 0.0 0.0 0.1 0.0 0.2: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . 0 0 0 . 0 .:
Old : 23: 11 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 : 60.4 69.9 83.2 89.8 49.6 63.8 67.9 77.1
Old : 60.4 69.9 83.2 89.8 49.6 63.8 67.9 77.1
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,603: 8,927 20,525 17,045 7,030 945 875 0 0 225 100 0: 586 3
Old : 28,603: 8,927 20,525 17,045 7,030 945 875 0 0 225 100 0: 586 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 150: 0 0 75 150 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 71.8 59.6 24.6 3.3 3.1 0.0 0.0 0.8 0.3 0.0: 2.0 0.0
Old : 100.0: 31.2 71.8 59.6 24.6 3.3 3.1 0.0 0.0 0.8 0.3 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 : 28: 16 9 . . . . 0 0 . . 0:
Old : 28: 16 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 : 75.4 80.1 88.5 97.0 71.5 75.2 80.6 86.0
Old : 75.4 80.1 88.5 97.0 71.5 75.2 80.6 86.0
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,135: 8,198 18,355 14,490 5,730 1,950 875 0 0 275 100 0: 347 0
Old : 26,135: 8,198 18,355 14,490 5,730 1,950 875 0 0 275 100 0: 347 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 150: 0 0 75 150 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 70.2 55.4 21.9 7.5 3.3 0.0 0.0 1.1 0.4 0.0: 1.3 0.0
Old : 100.0: 31.4 70.2 55.4 21.9 7.5 3.3 0.0 0.0 1.1 0.4 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 6 . . . . 0 0 . . 0:
Old : 24: 14 6 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 87.1 87.9 99.0 68.3 77.1 77.6 83.4
Old : 74.4 87.1 87.9 99.0 68.3 77.1 77.6 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,335: 10,150 11,125 2,235 755 870 0 425 0 50 100 0: 30 60
Old : 13,335: 10,150 11,125 2,235 755 870 0 425 0 50 100 0: 30 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0: 0.2 0.4
Old : 100.0: 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . 0 . 0 . . 0:
Old : 26: 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 : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5
Old : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,912: 21,225 14,970 375 7,445 2,310 600 0 0 229 100 87: 86 0
Old : 24,912: 21,225 14,970 375 7,445 2,310 600 0 0 229 100 87: 86 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 85.2 60.1 1.5 29.9 9.3 2.4 0.0 0.0 0.9 0.4 0.3: 0.3 0.0
Old : 100.0: 85.2 60.1 1.5 29.9 9.3 2.4 0.0 0.0 0.9 0.4 0.3: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 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 : 66.1 74.9 87.2 91.4 58.6 70.3 69.4 77.2
Old : 66.1 74.9 87.2 91.4 58.6 70.3 69.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,339: 23,026 16,682 0 7,305 3,240 600 0 0 351 100 12: 110 0
Old : 27,339: 23,026 16,682 0 7,305 3,240 600 0 0 351 100 12: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 84.2 61.0 0.0 26.7 11.9 2.2 0.0 0.0 1.3 0.4 0.0: 0.4 0.0
Old : 100.0: 84.2 61.0 0.0 26.7 11.9 2.2 0.0 0.0 1.3 0.4 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 0 . . . 0 0 . . .:
Old : 30: 14 15 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 76.5 85.3 92.7 54.4 60.1 64.5 70.0
Old : 63.1 76.5 85.3 92.7 54.4 60.1 64.5 70.0
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,362: 113,674 83,518 2,170 24,669 6,088 0 4,987 0 180 2,895 205: 45 0
Old : 122,362: 113,674 83,518 2,170 24,669 6,088 0 4,987 0 180 2,895 205: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,280: 2,525 0 0 2,400 -1,245 0 0 0 0 125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 68.3 1.8 20.2 5.0 0.0 4.1 0.0 0.1 2.4 0.2: 0.0 0.0
Old : 100.0: 92.9 68.3 1.8 20.2 5.0 0.0 4.1 0.0 0.1 2.4 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 : 53: 31 26 . . 5 0 4 0 . 4 .:
Old : 53: 31 26 . . 5 0 4 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 58.3 71.1 83.5 51.4 50.4 67.1 70.2
Old : 51.4 58.3 71.1 83.5 51.4 50.4 67.1 70.2
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,050: 128,400 92,179 3,310 24,849 6,325 0 10,612 585 145 4,245 255: 30 0
Old : 139,050: 128,400 92,179 3,310 24,849 6,325 0 10,612 585 145 4,245 255: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,297: 2,535 60 0 2,600 -1,243 0 -100 0 0 -20 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 66.3 2.4 17.9 4.5 0.0 7.6 0.4 0.1 3.1 0.2: 0.0 0.0
Old : 100.0: 92.3 66.3 2.4 17.9 4.5 0.0 7.6 0.4 0.1 3.1 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 : 58: 33 31 . . 4 0 4 . . 7 4:
Old : 58: 33 31 . . 4 0 4 . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 54.9 63.3 81.4 46.6 47.4 61.3 69.7
Old : 46.8 54.9 63.3 81.4 46.6 47.4 61.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 217,432: 161,440 143,972 5,194 11,762 10,658 16,824 3,958 9,919 7,778 31,498 5,518: 101 147
Old : 217,432: 161,440 143,972 5,194 11,762 10,658 16,824 3,958 9,919 7,778 31,498 5,518: 101 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 2,918: 1,357 2,840 -533 -3,170 1,838 -184 161 292 -157 529 462: -157 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 66.2 2.4 5.4 4.9 7.7 1.8 4.6 3.6 14.5 2.5: 0.0 0.1
Old : 100.0: 74.2 66.2 2.4 5.4 4.9 7.7 1.8 4.6 3.6 14.5 2.5: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 41 43 . . 4 5 6 6 9 10 12:
Old : 82: 41 43 . . 4 5 6 6 9 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 : 29.4 38.4 46.9 53.8 27.7 32.1 39.3 42.7
Old : 29.4 38.4 46.9 53.8 27.7 32.1 39.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,980: 38,080 42,295 7,495 4,965 2,345 1,030 225 75 655 50 0: 300 25
Old : 49,980: 38,080 42,295 7,495 4,965 2,345 1,030 225 75 655 50 0: 300 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 325: -150 425 395 -275 175 0 0 0 -95 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 84.6 15.0 9.9 4.7 2.1 0.5 0.2 1.3 0.1 0.0: 0.6 0.0
Old : 100.0: 76.2 84.6 15.0 9.9 4.7 2.1 0.5 0.2 1.3 0.1 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 : 31: 20 13 . . . . . . . . 0:
Old : 31: 20 13 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 93.0 80.7 97.3 61.4 86.4 77.1 89.8
Old : 62.3 93.0 80.7 97.3 61.4 86.4 77.1 89.8
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,005: 36,235 41,010 5,175 1,570 3,050 780 225 75 455 50 0: 235 25
Old : 46,005: 36,235 41,010 5,175 1,570 3,050 780 225 75 455 50 0: 235 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 325: -100 325 250 -175 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 89.1 11.2 3.4 6.6 1.7 0.5 0.2 1.0 0.1 0.0: 0.5 0.1
Old : 100.0: 78.8 89.1 11.2 3.4 6.6 1.7 0.5 0.2 1.0 0.1 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 : 30: 18 11 . . . . . . . . 0:
Old : 30: 18 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 94.0 81.2 97.8 63.7 85.8 77.0 89.3
Old : 63.8 94.0 81.2 97.8 63.7 85.8 77.0 89.3
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 220,877: 139,452 125,789 2,625 34,562 52,985 20,146 0 4,909 110 1,983 650: 0 0
Old : 220,877: 139,452 125,789 2,625 34,562 52,985 20,146 0 4,909 110 1,983 650: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -780: -69 -346 2,625 3,040 -3,111 140 0 -387 30 31 -6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 56.9 1.2 15.6 24.0 9.1 0.0 2.2 0.0 0.9 0.3: 0.0 0.0
Old : 100.0: 63.1 56.9 1.2 15.6 24.0 9.1 0.0 2.2 0.0 0.9 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 18 . . . . 0 . . . .:
Old : 30: 20 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 : 53.1 70.0 83.3 87.7 30.4 38.0 37.2 40.7
Old : 53.1 70.0 83.3 87.7 30.4 38.0 37.2 40.7
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,377: 27,037 35,837 8,890 150 0 0 0 0 0 0 0: 2,450 2,390
Old : 38,377: 27,037 35,837 8,890 150 0 0 0 0 0 0 0: 2,450 2,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,085: 1,910 1,010 -900 0 0 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 93.4 23.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.2
Old : 100.0: 70.5 93.4 23.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 16 . . 0 0 0 0 0 0 0:
Old : 22: 13 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 : 85.0 66.4 90.8 85.5 73.4 55.7 76.6 73.6
Old : 85.0 66.4 90.8 85.5 73.4 55.7 76.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,975: 24,410 33,025 8,675 150 0 0 0 0 0 0 0: 1,890 1,800
Old : 34,975: 24,410 33,025 8,675 150 0 0 0 0 0 0 0: 1,890 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,010: 1,910 1,010 -900 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 94.4 24.8 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 5.1
Old : 100.0: 69.8 94.4 24.8 0.4 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 : 20: 9 17 . . 0 0 0 0 0 0 0:
Old : 20: 9 17 . . 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 : 89.8 67.8 94.2 87.5 75.9 56.5 77.7 73.7
Old : 89.8 67.8 94.2 87.5 75.9 56.5 77.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,059: 19,536 23,946 9,570 4,060 35 0 0 0 0 1,100 0: 3,918 3,918
Old : 33,059: 19,536 23,946 9,570 4,060 35 0 0 0 0 1,100 0: 3,918 3,918
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 59.1 72.4 28.9 12.3 0.1 0.0 0.0 0.0 0.0 3.3 0.0: 11.9 11.9
Old : 100.0: 59.1 72.4 28.9 12.3 0.1 0.0 0.0 0.0 0.0 3.3 0.0: 11.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 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 : 75.6 49.8 87.3 70.3 74.3 49.6 79.1 69.1
Old : 75.6 49.8 87.3 70.3 74.3 49.6 79.1 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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,979: 18,746 22,146 9,170 4,550 35 0 0 0 0 1,100 0: 3,028 3,148
Old : 30,979: 18,746 22,146 9,170 4,550 35 0 0 0 0 1,100 0: 3,028 3,148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 60.5 71.5 29.6 14.7 0.1 0.0 0.0 0.0 0.0 3.6 0.0: 9.8 10.2
Old : 100.0: 60.5 71.5 29.6 14.7 0.1 0.0 0.0 0.0 0.0 3.6 0.0: 9.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 82.2 52.6 90.0 70.2 78.0 52.5 82.2 69.6
Old : 82.2 52.6 90.0 70.2 78.0 52.5 82.2 69.6
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,845: 33,240 11,585 1,350 8,525 2,005 0 10,865 0 100 3,885 0: 2,150 1,980
Old : 38,845: 33,240 11,585 1,350 8,525 2,005 0 10,865 0 100 3,885 0: 2,150 1,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 230: 480 100 0 250 -300 0 0 0 50 180 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 29.8 3.5 21.9 5.2 0.0 28.0 0.0 0.3 10.0 0.0: 5.5 5.1
Old : 100.0: 85.6 29.8 3.5 21.9 5.2 0.0 28.0 0.0 0.3 10.0 0.0: 5.5 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 : 31: 16 13 . . . 0 . 0 . . 0:
Old : 31: 16 13 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 69.4 77.8 86.9 61.6 64.2 74.2 80.7
Old : 64.0 69.4 77.8 86.9 61.6 64.2 74.2 80.7
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,990: 33,735 12,320 1,150 10,740 2,005 0 9,415 0 100 2,680 25: 1,975 1,805
Old : 38,990: 33,735 12,320 1,150 10,740 2,005 0 9,415 0 100 2,680 25: 1,975 1,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 230: 480 100 0 250 -300 0 0 0 50 180 25: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 31.6 2.9 27.5 5.1 0.0 24.1 0.0 0.3 6.9 0.1: 5.1 4.6
Old : 100.0: 86.5 31.6 2.9 27.5 5.1 0.0 24.1 0.0 0.3 6.9 0.1: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . . . 0 . 0 . . .:
Old : 29: 16 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 : 66.9 75.6 79.1 88.3 64.1 70.4 74.9 80.5
Old : 66.9 75.6 79.1 88.3 64.1 70.4 74.9 80.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,145: 18,390 38,575 22,255 1,375 685 725 0 525 0 1,570 0: 1,565 1,415
Old : 44,145: 18,390 38,575 22,255 1,375 685 725 0 525 0 1,570 0: 1,565 1,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 50: -75 0 -25 0 0 0 0 0 0 50 0: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 87.4 50.4 3.1 1.6 1.6 0.0 1.2 0.0 3.6 0.0: 3.5 3.2
Old : 100.0: 41.7 87.4 50.4 3.1 1.6 1.6 0.0 1.2 0.0 3.6 0.0: 3.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . . . . 0 . 0 . 0:
Old : 27: 12 11 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 86.4 87.8 92.8 74.3 83.7 87.4 89.5
Old : 74.7 86.4 87.8 92.8 74.3 83.7 87.4 89.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,885: 15,965 35,755 20,765 525 620 775 0 525 0 1,395 0: 1,235 1,065
Old : 39,885: 15,965 35,755 20,765 525 620 775 0 525 0 1,395 0: 1,235 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 50: -225 0 125 0 0 0 0 0 0 50 0: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 89.6 52.1 1.3 1.6 1.9 0.0 1.3 0.0 3.5 0.0: 3.1 2.7
Old : 100.0: 40.0 89.6 52.1 1.3 1.6 1.9 0.0 1.3 0.0 3.5 0.0: 3.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 . . . . 0 . 0 . 0:
Old : 24: 12 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 : 74.2 88.2 87.7 94.9 73.7 85.7 86.9 90.6
Old : 74.2 88.2 87.7 94.9 73.7 85.7 86.9 90.6
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,300: 19,830 19,035 9,235 375 1,205 0 9,845 0 100 0 0: 930 840
Old : 31,300: 19,830 19,035 9,235 375 1,205 0 9,845 0 100 0 0: 930 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 63.4 60.8 29.5 1.2 3.8 0.0 31.5 0.0 0.3 0.0 0.0: 3.0 2.7
Old : 100.0: 63.4 60.8 29.5 1.2 3.8 0.0 31.5 0.0 0.3 0.0 0.0: 3.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 10 . . . 0 . 0 . 0 0:
Old : 25: 13 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 83.8 88.6 93.3 73.5 82.3 85.5 89.3
Old : 76.6 83.8 88.6 93.3 73.5 82.3 85.5 89.3
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,840: 17,115 17,830 9,860 450 1,080 0 8,585 0 0 200 0: 785 695
Old : 28,840: 17,115 17,830 9,860 450 1,080 0 8,585 0 0 200 0: 785 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 0: 0 0 0 0 0 0 -200 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 61.8 34.2 1.6 3.7 0.0 29.8 0.0 0.0 0.7 0.0: 2.7 2.4
Old : 100.0: 59.3 61.8 34.2 1.6 3.7 0.0 29.8 0.0 0.0 0.7 0.0: 2.7 2.4
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 : 21: 14 8 . . . 0 . 0 0 . 0:
Old : 21: 14 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 86.8 90.1 95.5 74.7 86.3 86.8 91.9
Old : 78.1 86.8 90.1 95.5 74.7 86.3 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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,485: 20,180 10,590 0 11,150 0 0 130 50 1,080 0 225: 1,950 1,340
Old : 23,485: 20,180 10,590 0 11,150 0 0 130 50 1,080 0 225: 1,950 1,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 25: 25 -25 0 0 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 45.1 0.0 47.5 0.0 0.0 0.6 0.2 4.6 0.0 1.0: 8.3 5.7
Old : 100.0: 85.9 45.1 0.0 47.5 0.0 0.0 0.6 0.2 4.6 0.0 1.0: 8.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 0 . 0 0 . . . 0 .:
Old : 22: 11 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 : 72.9 76.9 86.4 91.6 65.5 76.9 79.1 84.5
Old : 72.9 76.9 86.4 91.6 65.5 76.9 79.1 84.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,110: 19,360 10,380 0 10,340 0 0 130 50 940 0 155: 1,605 1,055
Old : 22,110: 19,360 10,380 0 10,340 0 0 130 50 940 0 155: 1,605 1,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 87.6 46.9 0.0 46.8 0.0 0.0 0.6 0.2 4.3 0.0 0.7: 7.3 4.8
Old : 100.0: 87.6 46.9 0.0 46.8 0.0 0.0 0.6 0.2 4.3 0.0 0.7: 7.3 4.8
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 : 23: 12 9 0 . 0 0 . . . 0 .:
Old : 23: 12 9 0 . 0 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 78.5 86.3 92.6 68.9 78.5 79.7 86.3
Old : 75.3 78.5 86.3 92.6 68.9 78.5 79.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,470: 27,250 16,549 0 18,221 200 8,620 1,000 100 400 525 25: 1,875 1,850
Old : 38,470: 27,250 16,549 0 18,221 200 8,620 1,000 100 400 525 25: 1,875 1,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 225: 350 -250 0 375 0 -225 0 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 43.0 0.0 47.4 0.5 22.4 2.6 0.3 1.0 1.4 0.1: 4.9 4.8
Old : 100.0: 70.8 43.0 0.0 47.4 0.5 22.4 2.6 0.3 1.0 1.4 0.1: 4.9 4.8
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 . . . . . . . .:
Old : 27: 17 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 : 69.7 78.4 84.2 92.1 64.4 77.3 77.7 85.0
Old : 69.7 78.4 84.2 92.1 64.4 77.3 77.7 85.0
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,970: 22,275 14,795 0 10,545 0 3,680 875 20 375 405 0: 2,620 2,330
Old : 28,970: 22,275 14,795 0 10,545 0 3,680 875 20 375 405 0: 2,620 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 475: 0 0 0 475 0 475 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 51.1 0.0 36.4 0.0 12.7 3.0 0.1 1.3 1.4 0.0: 9.0 8.0
Old : 100.0: 76.9 51.1 0.0 36.4 0.0 12.7 3.0 0.1 1.3 1.4 0.0: 9.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 0 . 0 . . . . . 0:
Old : 25: 15 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 : 63.5 70.7 79.0 88.1 55.6 68.4 70.0 79.7
Old : 63.5 70.7 79.0 88.1 55.6 68.4 70.0 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,640: 58,634 99,360 24,081 25 2,100 13,240 0 315 3,830 225 815: 11,625 11,800
Old : 114,640: 58,634 99,360 24,081 25 2,100 13,240 0 315 3,830 225 815: 11,625 11,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 960: -1,130 -175 650 0 0 225 0 175 280 50 -70: 830 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 86.7 21.0 0.0 1.8 11.5 0.0 0.3 3.3 0.2 0.7: 10.1 10.3
Old : 100.0: 51.1 86.7 21.0 0.0 1.8 11.5 0.0 0.3 3.3 0.2 0.7: 10.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 23 . . . . 0 . . . .:
Old : 41: 20 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 57.9 73.3 70.9 54.0 54.5 66.1 65.9
Old : 60.3 57.9 73.3 70.9 54.0 54.5 66.1 65.9
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,990: 53,635 87,070 17,200 675 1,820 14,935 0 315 2,520 350 265: 10,300 10,495
Old : 100,990: 53,635 87,070 17,200 675 1,820 14,935 0 315 2,520 350 265: 10,300 10,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 440: -1,245 -1,090 600 0 0 -675 0 175 180 -200 195: 1,210 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 86.2 17.0 0.7 1.8 14.8 0.0 0.3 2.5 0.3 0.3: 10.2 10.4
Old : 100.0: 53.1 86.2 17.0 0.7 1.8 14.8 0.0 0.3 2.5 0.3 0.3: 10.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 24 . . . . 0 . . . .:
Old : 39: 18 24 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 55.5 78.6 70.1 60.0 53.6 74.5 67.5
Old : 63.3 55.5 78.6 70.1 60.0 53.6 74.5 67.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,360: 16,460 9,400 0 7,100 875 0 700 0 650 0 0: 2,375 2,285
Old : 20,360: 16,460 9,400 0 7,100 875 0 700 0 650 0 0: 2,375 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 46.2 0.0 34.9 4.3 0.0 3.4 0.0 3.2 0.0 0.0: 11.7 11.2
Old : 100.0: 80.8 46.2 0.0 34.9 4.3 0.0 3.4 0.0 3.2 0.0 0.0: 11.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 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 : 49.6 61.0 70.5 77.7 37.5 52.6 55.0 63.2
Old : 49.6 61.0 70.5 77.7 37.5 52.6 55.0 63.2
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,020: 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0: 1,035 825
Old : 20,020: 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0: 1,035 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 0.0 0.0: 5.2 4.1
Old : 100.0: 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 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 : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5
Old : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,995: 8,220 11,935 415 800 530 5,350 0 0 0 1,250 0: 1,480 1,480
Old : 15,995: 8,220 11,935 415 800 530 5,350 0 0 0 1,250 0: 1,480 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 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: 51.4 74.6 2.6 5.0 3.3 33.4 0.0 0.0 0.0 7.8 0.0: 9.3 9.3
Old : 100.0: 51.4 74.6 2.6 5.0 3.3 33.4 0.0 0.0 0.0 7.8 0.0: 9.3 9.3
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 : 20: 11 10 . . . . 0 0 0 . 0:
Old : 20: 11 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 : 68.5 70.2 83.6 84.5 64.7 65.1 71.4 72.5
Old : 68.5 70.2 83.6 84.5 64.7 65.1 71.4 72.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,995: 37,170 31,175 945 3,135 1,760 0 3,950 150 50 25 0: 6,920 6,800
Old : 46,995: 37,170 31,175 945 3,135 1,760 0 3,950 150 50 25 0: 6,920 6,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 50: 55 80 0 0 0 0 0 0 50 25 0: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 66.3 2.0 6.7 3.7 0.0 8.4 0.3 0.1 0.1 0.0: 14.7 14.5
Old : 100.0: 79.1 66.3 2.0 6.7 3.7 0.0 8.4 0.3 0.1 0.1 0.0: 14.7 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 : 30: 17 17 . . . 0 . . . . 0:
Old : 30: 17 17 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 44.9 76.6 66.1 60.8 40.9 66.0 57.5
Old : 61.0 44.9 76.6 66.1 60.8 40.9 66.0 57.5
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, July 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,295: 23,030 19,215 830 2,995 3,040 0 2,250 0 600 0 0: 4,795 4,795
Old : 32,295: 23,030 19,215 830 2,995 3,040 0 2,250 0 600 0 0: 4,795 4,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 59.5 2.6 9.3 9.4 0.0 7.0 0.0 1.9 0.0 0.0: 14.8 14.8
Old : 100.0: 71.3 59.5 2.6 9.3 9.4 0.0 7.0 0.0 1.9 0.0 0.0: 14.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 . . . 0 . 0 . 0 0:
Old : 27: 16 17 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 42.2 67.9 64.9 33.0 28.9 41.6 38.5
Old : 45.4 42.2 67.9 64.9 33.0 28.9 41.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2017