COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,232: 22,045 27,752 4,501 4,039 3,238 6,072 13,235 1,006 14,813 3,054 7,352: 1,205 556
Old : 60,232: 22,045 27,752 4,501 4,039 3,238 6,072 13,235 1,006 14,813 3,054 7,352: 1,205 556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 980: 160 488 -30 -155 0 -5 -60 212 -215 -321 728: 130 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 46.1 7.5 6.7 5.4 10.1 22.0 1.7 24.6 5.1 12.2: 2.0 0.9
Old : 100.0: 36.6 46.1 7.5 6.7 5.4 10.1 22.0 1.7 24.6 5.1 12.2: 2.0 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 : 53: 16 14 . 4 5 . 5 6 11 10 15:
Old : 53: 16 14 . 4 5 . 5 6 11 10 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 48.8 67.3 65.8 34.1 35.3 52.2 47.4
Old : 40.3 48.8 67.3 65.8 34.1 35.3 52.2 47.4
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,751: 1,885 5,173 770 1,638 20 840 990 240 4,351 50 287: 358 353
Old : 8,751: 1,885 5,173 770 1,638 20 840 990 240 4,351 50 287: 358 353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -80: -75 135 -15 65 0 30 15 0 190 0 -170: -40 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 59.1 8.8 18.7 0.2 9.6 11.3 2.7 49.7 0.6 3.3: 4.1 4.0
Old : 100.0: 21.5 59.1 8.8 18.7 0.2 9.6 11.3 2.7 49.7 0.6 3.3: 4.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 5 7 . . . . . . 8 . 5:
Old : 25: 5 7 . . . . . . 8 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 54.4 75.0 85.4 50.2 54.1 66.2 71.6
Old : 50.6 54.4 75.0 85.4 50.2 54.1 66.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,392: 266 757 277 17 72 264 119 120 116 30 275: 2 2
Old : 1,392: 266 757 277 17 72 264 119 120 116 30 275: 2 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 103: 28 83 37 -7 -6 21 -1 14 -15 -3 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 54.4 19.9 1.2 5.2 19.0 8.6 8.6 8.3 2.2 19.7: 0.2 0.1
Old : 100.0: 19.1 54.4 19.9 1.2 5.2 19.0 8.6 8.6 8.3 2.2 19.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 7 8 . . . . . 5 6 . 5:
Old : 28: 7 8 . . . . . 5 6 . 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 : 64.2 55.3 83.5 77.1 42.1 38.1 47.3 45.9
Old : 64.2 55.3 83.5 77.1 42.1 38.1 47.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,707: 67,955 75,464 3,728 9,362 15,556 14,029 419 2,667 6,010 6,521 9,348: 414 370
Old : 119,707: 67,955 75,464 3,728 9,362 15,556 14,029 419 2,667 6,010 6,521 9,348: 414 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -379: -160 -111 6 37 27 74 -9 -112 -35 -30 -178: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 63.0 3.1 7.8 13.0 11.7 0.3 2.2 5.0 5.4 7.8: 0.3 0.3
Old : 100.0: 56.8 63.0 3.1 7.8 13.0 11.7 0.3 2.2 5.0 5.4 7.8: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 37 39 . . 4 5 . 6 9 6 12:
Old : 68: 37 39 . . 4 5 . 6 9 6 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 : 38.3 32.6 57.2 52.0 23.4 19.4 32.5 29.5
Old : 38.3 32.6 57.2 52.0 23.4 19.4 32.5 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,186: 25,553 28,958 3,241 0 2,277 375 300 0 500 425 225: 15 0
Old : 32,186: 25,553 28,958 3,241 0 2,277 375 300 0 500 425 225: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 623: 618 125 -384 0 174 50 0 0 25 200 125: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 90.0 10.1 0.0 7.1 1.2 0.9 0.0 1.6 1.3 0.7: 0.0 0.0
Old : 100.0: 79.4 90.0 10.1 0.0 7.1 1.2 0.9 0.0 1.6 1.3 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 18 . 0 . . . 0 . . .:
Old : 36: 25 18 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 50.0 72.1 79.6 34.7 42.3 44.9 49.6
Old : 48.0 50.0 72.1 79.6 34.7 42.3 44.9 49.6
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,589: 20,980 15,267 0 5,422 1,085 0 0 0 450 525 50: 24 240
Old : 22,589: 20,980 15,267 0 5,422 1,085 0 0 0 450 525 50: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 385: 225 225 0 125 -115 0 0 0 275 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 67.6 0.0 24.0 4.8 0.0 0.0 0.0 2.0 2.3 0.2: 0.1 1.1
Old : 100.0: 92.9 67.6 0.0 24.0 4.8 0.0 0.0 0.0 2.0 2.3 0.2: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 14 0 . . 0 0 0 . . .:
Old : 30: 20 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 : 67.4 55.7 83.0 84.8 60.7 46.1 70.3 65.9
Old : 67.4 55.7 83.0 84.8 60.7 46.1 70.3 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 180,186: 141,564 117,401 21,542 20,025 4,214 6,310 17,773 3,615 2,612 16,865 293: 36 0
Old : 180,186: 141,564 117,401 21,542 20,025 4,214 6,310 17,773 3,615 2,612 16,865 293: 36 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,650: 1,073 2,283 641 -154 -494 410 5 10 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 65.2 12.0 11.1 2.3 3.5 9.9 2.0 1.4 9.4 0.2: 0.0 0.0
Old : 100.0: 78.6 65.2 12.0 11.1 2.3 3.5 9.9 2.0 1.4 9.4 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 : 63: 35 38 . . . . . . 5 5 .:
Old : 63: 35 38 . . . . . . 5 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 43.1 59.3 73.7 30.8 37.6 47.0 56.1
Old : 38.4 43.1 59.3 73.7 30.8 37.6 47.0 56.1
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,938: 44,881 37,552 8,651 13,196 1,646 573 3,970 732 1,150 546 275: 29 20
Old : 57,938: 44,881 37,552 8,651 13,196 1,646 573 3,970 732 1,150 546 275: 29 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 386: 581 71 -57 282 30 -100 26 -44 -25 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 64.8 14.9 22.8 2.8 1.0 6.9 1.3 2.0 0.9 0.5: 0.0 0.0
Old : 100.0: 77.5 64.8 14.9 22.8 2.8 1.0 6.9 1.3 2.0 0.9 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 19 . . . . . . . . .:
Old : 33: 17 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 77.1 89.4 88.2 73.9 71.4 81.0 80.5
Old : 76.9 77.1 89.4 88.2 73.9 71.4 81.0 80.5
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,206: 50,296 39,896 125 6,880 7,830 0 3,375 375 10 75 460: 110 315
Old : 59,206: 50,296 39,896 125 6,880 7,830 0 3,375 375 10 75 460: 110 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 230: 30 380 -550 -300 750 0 -600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 67.4 0.2 11.6 13.2 0.0 5.7 0.6 0.0 0.1 0.8: 0.2 0.5
Old : 100.0: 85.0 67.4 0.2 11.6 13.2 0.0 5.7 0.6 0.0 0.1 0.8: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 26 . . . 0 . . . . .:
Old : 37: 26 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 46.7 75.0 72.3 33.5 35.7 49.0 52.0
Old : 50.7 46.7 75.0 72.3 33.5 35.7 49.0 52.0
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 60,112: 51,671 40,476 2,115 12,675 4,826 0 1,025 150 985 400 195: 170 365
Old : 60,112: 51,671 40,476 2,115 12,675 4,826 0 1,025 150 985 400 195: 170 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 312: -4 346 0 -10 326 0 -350 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 67.3 3.5 21.1 8.0 0.0 1.7 0.2 1.6 0.7 0.3: 0.3 0.6
Old : 100.0: 86.0 67.3 3.5 21.1 8.0 0.0 1.7 0.2 1.6 0.7 0.3: 0.3 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 : 41: 23 26 . . . 0 . . . . .:
Old : 41: 23 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 51.3 66.9 76.2 36.5 46.1 53.4 61.7
Old : 41.9 51.3 66.9 76.2 36.5 46.1 53.4 61.7
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,567: 38,082 27,325 19,270 13,790 3,880 0 0 0 890 17,400 0: 445 172
Old : 62,567: 38,082 27,325 19,270 13,790 3,880 0 0 0 890 17,400 0: 445 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,400: 1,175 995 480 780 -375 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 43.7 30.8 22.0 6.2 0.0 0.0 0.0 1.4 27.8 0.0: 0.7 0.3
Old : 100.0: 60.9 43.7 30.8 22.0 6.2 0.0 0.0 0.0 1.4 27.8 0.0: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 23 . . . 0 0 0 . . 0:
Old : 38: 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 : 43.3 71.3 64.3 83.8 40.0 66.2 57.1 75.4
Old : 43.3 71.3 64.3 83.8 40.0 66.2 57.1 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 84,254: 54,339 36,985 25,670 21,015 2,340 0 0 0 1,520 23,674 0: 385 240
Old : 84,254: 54,339 36,985 25,670 21,015 2,340 0 0 0 1,520 23,674 0: 385 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 2,270: 1,045 1,065 1,180 780 -375 0 0 0 300 800 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 43.9 30.5 24.9 2.8 0.0 0.0 0.0 1.8 28.1 0.0: 0.5 0.3
Old : 100.0: 64.5 43.9 30.5 24.9 2.8 0.0 0.0 0.0 1.8 28.1 0.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 22 . . . 0 0 0 . . 0:
Old : 39: 26 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 : 44.8 68.4 65.2 81.6 43.5 66.2 62.1 76.3
Old : 44.8 68.4 65.2 81.6 43.5 66.2 62.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,237: 22,377 26,252 4,300 0 5,025 0 0 0 425 850 0: 110 110
Old : 32,237: 22,377 26,252 4,300 0 5,025 0 0 0 425 850 0: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -25: 95 -40 -135 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 81.4 13.3 0.0 15.6 0.0 0.0 0.0 1.3 2.6 0.0: 0.3 0.3
Old : 100.0: 69.4 81.4 13.3 0.0 15.6 0.0 0.0 0.0 1.3 2.6 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 17 . 0 . 0 0 0 . . 0:
Old : 27: 19 17 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 72.2 72.1 84.9 33.2 58.2 48.3 60.2
Old : 43.6 72.2 72.1 84.9 33.2 58.2 48.3 60.2
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,876: 27,011 30,566 3,305 1,410 2,550 625 0 0 1,275 0 50: 60 300
Old : 34,876: 27,011 30,566 3,305 1,410 2,550 625 0 0 1,275 0 50: 60 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 305: -295 255 600 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 87.6 9.5 4.0 7.3 1.8 0.0 0.0 3.7 0.0 0.1: 0.2 0.9
Old : 100.0: 77.4 87.6 9.5 4.0 7.3 1.8 0.0 0.0 3.7 0.0 0.1: 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 : 32: 19 21 . . . . 0 0 . 0 .:
Old : 32: 19 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 70.2 64.9 87.5 24.4 51.5 38.1 57.2
Old : 42.1 70.2 64.9 87.5 24.4 51.5 38.1 57.2
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,865: 12,615 11,040 300 2,375 150 0 0 0 800 300 0: 0 0
Old : 13,865: 12,615 11,040 300 2,375 150 0 0 0 800 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,000: 200 1,400 0 0 0 0 0 0 800 -400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0: 0.0 0.0
Old : 100.0: 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 0 0 . . 0:
Old : 21: 15 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 : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
Old : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 20,482: 16,877 12,664 0 3,185 890 500 1,232 0 1,650 1,856 350: 215 305
Old : 20,482: 16,877 12,664 0 3,185 890 500 1,232 0 1,650 1,856 350: 215 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,255: 1,605 505 0 -100 50 0 0 0 0 1,200 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 61.8 0.0 15.6 4.3 2.4 6.0 0.0 8.1 9.1 1.7: 1.0 1.5
Old : 100.0: 82.4 61.8 0.0 15.6 4.3 2.4 6.0 0.0 8.1 9.1 1.7: 1.0 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 21 0 . . . . 0 . . .:
Old : 36: 22 21 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 39.1 67.6 59.9 37.1 36.5 56.1 52.7
Old : 43.3 39.1 67.6 59.9 37.1 36.5 56.1 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,047: 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600: 145 295
Old : 9,047: 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600: 145 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 200: 200 0 -150 50 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6: 1.6 3.3
Old : 100.0: 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6: 1.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 0 . . . . 0 0 . .:
Old : 21: 9 9 0 . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
Old : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,115: 7,990 7,265 600 1,065 635 0 475 200 50 150 300: 340 25
Old : 10,115: 7,990 7,265 600 1,065 635 0 475 200 50 150 300: 340 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 50: 50 -50 -100 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 71.8 5.9 10.5 6.3 0.0 4.7 2.0 0.5 1.5 3.0: 3.4 0.2
Old : 100.0: 79.0 71.8 5.9 10.5 6.3 0.0 4.7 2.0 0.5 1.5 3.0: 3.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . 0 . . . . .:
Old : 24: 11 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 : 62.5 58.8 81.1 84.9 54.6 55.0 68.8 68.4
Old : 62.5 58.8 81.1 84.9 54.6 55.0 68.8 68.4
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,147: 27,847 35,227 7,255 0 4,795 0 0 0 650 425 600: 0 100
Old : 41,147: 27,847 35,227 7,255 0 4,795 0 0 0 650 425 600: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 165: 165 210 95 0 -95 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 85.6 17.6 0.0 11.7 0.0 0.0 0.0 1.6 1.0 1.5: 0.0 0.2
Old : 100.0: 67.7 85.6 17.6 0.0 11.7 0.0 0.0 0.0 1.6 1.0 1.5: 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 : 32: 22 21 . 0 . 0 0 0 . . .:
Old : 32: 22 21 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 61.4 70.7 79.3 32.1 52.9 46.8 57.2
Old : 44.1 61.4 70.7 79.3 32.1 52.9 46.8 57.2
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,103: 42,413 32,693 1,855 11,580 2,065 0 150 0 1,275 1,350 175: 320 90
Old : 48,103: 42,413 32,693 1,855 11,580 2,065 0 150 0 1,275 1,350 175: 320 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -149: -100 -374 0 199 1 -25 25 -25 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 68.0 3.9 24.1 4.3 0.0 0.3 0.0 2.7 2.8 0.4: 0.7 0.2
Old : 100.0: 88.2 68.0 3.9 24.1 4.3 0.0 0.3 0.0 2.7 2.8 0.4: 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 : 40: 22 23 . . . 0 . 0 . 4 .:
Old : 40: 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 : 46.1 59.0 67.2 80.3 39.9 54.0 57.7 70.8
Old : 46.1 59.0 67.2 80.3 39.9 54.0 57.7 70.8
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,878: 37,325 35,863 9,218 12,015 620 300 0 0 970 0 360: 85 20
Old : 48,878: 37,325 35,863 9,218 12,015 620 300 0 0 970 0 360: 85 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 465: 415 695 50 -250 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 73.4 18.9 24.6 1.3 0.6 0.0 0.0 2.0 0.0 0.7: 0.2 0.0
Old : 100.0: 76.4 73.4 18.9 24.6 1.3 0.6 0.0 0.0 2.0 0.0 0.7: 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 : 29: 19 13 . . . . 0 0 . 0 .:
Old : 29: 19 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 : 40.2 93.1 70.3 97.9 38.0 90.2 65.8 90.6
Old : 40.2 93.1 70.3 97.9 38.0 90.2 65.8 90.6
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,778: 41,515 38,778 10,638 13,140 2,315 300 0 0 1,670 2,350 175: 165 20
Old : 56,778: 41,515 38,778 10,638 13,140 2,315 300 0 0 1,670 2,350 175: 165 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 445: 175 475 70 -250 200 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 68.3 18.7 23.1 4.1 0.5 0.0 0.0 2.9 4.1 0.3: 0.3 0.0
Old : 100.0: 73.1 68.3 18.7 23.1 4.1 0.5 0.0 0.0 2.9 4.1 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 : 32: 22 11 . . . . 0 0 . . .:
Old : 32: 22 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 88.9 66.0 97.4 36.2 86.2 62.6 89.4
Old : 38.2 88.9 66.0 97.4 36.2 86.2 62.6 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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,551: 68,765 61,158 1,587 6,257 1,962 0 0 0 210 2,836 0: 27 338
Old : 72,551: 68,765 61,158 1,587 6,257 1,962 0 0 0 210 2,836 0: 27 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 2,027: 2,358 1,493 -600 130 269 0 0 0 0 125 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 84.3 2.2 8.6 2.7 0.0 0.0 0.0 0.3 3.9 0.0: 0.0 0.5
Old : 100.0: 94.8 84.3 2.2 8.6 2.7 0.0 0.0 0.0 0.3 3.9 0.0: 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 : 42: 25 26 . . . 0 0 0 . . 0:
Old : 42: 25 26 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 60.4 76.7 81.7 53.9 57.0 74.6 78.0
Old : 53.9 60.4 76.7 81.7 53.9 57.0 74.6 78.0
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,221: 83,363 81,604 4,149 7,082 2,142 3,260 322 105 2,306 4,089 821: 75 56
Old : 96,221: 83,363 81,604 4,149 7,082 2,142 3,260 322 105 2,306 4,089 821: 75 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,169: 1,353 735 -390 200 195 50 0 0 60 138 -99: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 84.8 4.3 7.4 2.2 3.4 0.3 0.1 2.4 4.2 0.9: 0.1 0.1
Old : 100.0: 86.6 84.8 4.3 7.4 2.2 3.4 0.3 0.1 2.4 4.2 0.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 28 32 . . . . . . 8 . .:
Old : 57: 28 32 . . . . . . 8 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 55.8 67.9 76.0 43.5 49.4 62.1 66.6
Old : 44.6 55.8 67.9 76.0 43.5 49.4 62.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,960: 24,025 29,570 5,506 0 340 0 0 0 50 50 0: 39 0
Old : 29,960: 24,025 29,570 5,506 0 340 0 0 0 50 50 0: 39 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,575: 1,200 1,575 375 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 98.7 18.4 0.0 1.1 0.0 0.0 0.0 0.2 0.2 0.0: 0.1 0.0
Old : 100.0: 80.2 98.7 18.4 0.0 1.1 0.0 0.0 0.0 0.2 0.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 . 0 . 0 0 0 . . 0:
Old : 22: 13 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 89.3 97.9 97.4 76.6 82.6 84.0 84.6
Old : 80.6 89.3 97.9 97.4 76.6 82.6 84.0 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,445: 33,525 32,185 5,025 2,870 2,420 0 4,650 0 1,025 0 75: 375 245
Old : 42,445: 33,525 32,185 5,025 2,870 2,420 0 4,650 0 1,025 0 75: 375 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -5: 970 470 600 500 -975 -500 100 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 75.8 11.8 6.8 5.7 0.0 11.0 0.0 2.4 0.0 0.2: 0.9 0.6
Old : 100.0: 79.0 75.8 11.8 6.8 5.7 0.0 11.0 0.0 2.4 0.0 0.2: 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 : 31: 22 16 . . . 0 . 0 . 0 .:
Old : 31: 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 : 56.6 75.4 75.9 89.9 56.3 66.9 69.7 77.2
Old : 56.6 75.4 75.9 89.9 56.3 66.9 69.7 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,527: 29,921 37,036 7,065 2,080 3,891 1,800 0 1,800 1,760 1,300 120: 170 300
Old : 46,527: 29,921 37,036 7,065 2,080 3,891 1,800 0 1,800 1,760 1,300 120: 170 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 85: 770 165 600 620 -700 -600 0 0 15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 79.6 15.2 4.5 8.4 3.9 0.0 3.9 3.8 2.8 0.3: 0.4 0.6
Old : 100.0: 64.3 79.6 15.2 4.5 8.4 3.9 0.0 3.9 3.8 2.8 0.3: 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 : 32: 21 19 . . . . 0 . 4 . .:
Old : 32: 21 19 . . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 63.7 68.2 80.0 34.8 53.2 47.6 62.0
Old : 44.4 63.7 68.2 80.0 34.8 53.2 47.6 62.0
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,278: 18,981 32,178 16,727 1,605 300 0 1,590 125 0 220 20: 125 240
Old : 36,278: 18,981 32,178 16,727 1,605 300 0 1,590 125 0 220 20: 125 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 965: 865 675 -200 -10 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 88.7 46.1 4.4 0.8 0.0 4.4 0.3 0.0 0.6 0.1: 0.3 0.7
Old : 100.0: 52.3 88.7 46.1 4.4 0.8 0.0 4.4 0.3 0.0 0.6 0.1: 0.3 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 : 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 : 61.7 71.7 83.1 87.3 60.9 70.1 80.5 84.7
Old : 61.7 71.7 83.1 87.3 60.9 70.1 80.5 84.7
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,623: 15,673 26,950 14,380 1,173 985 0 2,365 125 350 0 0: 110 25
Old : 31,623: 15,673 26,950 14,380 1,173 985 0 2,365 125 350 0 0: 110 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,255: 755 655 40 -660 360 0 950 -50 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 85.2 45.5 3.7 3.1 0.0 7.5 0.4 1.1 0.0 0.0: 0.3 0.1
Old : 100.0: 49.6 85.2 45.5 3.7 3.1 0.0 7.5 0.4 1.1 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 12 . . . 0 . . . 0 0:
Old : 29: 14 12 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 74.4 86.3 86.2 66.7 74.4 83.8 84.4
Old : 69.0 74.4 86.3 86.2 66.7 74.4 83.8 84.4
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,095: 22,217 26,961 3,797 378 1,908 75 225 265 1,164 50 258: 411 50
Old : 30,095: 22,217 26,961 3,797 378 1,908 75 225 265 1,164 50 258: 411 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 300: 300 0 0 0 0 -75 225 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 89.6 12.6 1.3 6.3 0.2 0.7 0.9 3.9 0.2 0.9: 1.4 0.2
Old : 100.0: 73.8 89.6 12.6 1.3 6.3 0.2 0.7 0.9 3.9 0.2 0.9: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 19 . . 4 . . . . . .:
Old : 34: 18 19 . . 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 : 59.4 56.1 72.6 73.9 54.0 55.9 64.5 69.3
Old : 59.4 56.1 72.6 73.9 54.0 55.9 64.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,671: 18,904 18,809 1,064 1,923 433 90 0 300 759 0 1: 120 205
Old : 21,671: 18,904 18,809 1,064 1,923 433 90 0 300 759 0 1: 120 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 250: 220 190 0 -270 30 -300 0 300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 86.8 4.9 8.9 2.0 0.4 0.0 1.4 3.5 0.0 0.0: 0.6 0.9
Old : 100.0: 87.2 86.8 4.9 8.9 2.0 0.4 0.0 1.4 3.5 0.0 0.0: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . . 0 . . 0 .:
Old : 28: 13 15 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 66.7 85.0 84.7 71.2 66.6 81.9 83.2
Old : 71.5 66.7 85.0 84.7 71.2 66.6 81.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,163: 39,352 24,451 1,328 8,886 2,255 1,280 8,799 253 340 514 0: 355 5
Old : 45,163: 39,352 24,451 1,328 8,886 2,255 1,280 8,799 253 340 514 0: 355 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 895: 785 -125 50 780 60 0 110 0 -5 65 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 54.1 2.9 19.7 5.0 2.8 19.5 0.6 0.8 1.1 0.0: 0.8 0.0
Old : 100.0: 87.1 54.1 2.9 19.7 5.0 2.8 19.5 0.6 0.8 1.1 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 21 . . . . . . . . 0:
Old : 42: 28 21 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 49.3 68.1 70.1 49.2 43.9 59.5 57.6
Old : 52.5 49.3 68.1 70.1 49.2 43.9 59.5 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,409: 26,249 17,471 2,200 8,153 515 1,350 3,795 0 0 450 0: 95 25
Old : 30,409: 26,249 17,471 2,200 8,153 515 1,350 3,795 0 0 450 0: 95 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,024: 370 -200 -980 350 -484 0 -840 0 0 150 0: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 57.5 7.2 26.8 1.7 4.4 12.5 0.0 0.0 1.5 0.0: 0.3 0.1
Old : 100.0: 86.3 57.5 7.2 26.8 1.7 4.4 12.5 0.0 0.0 1.5 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 19 . . . . . 0 0 . 0:
Old : 37: 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 : 51.0 58.7 70.9 80.0 46.2 55.4 65.1 71.2
Old : 51.0 58.7 70.9 80.0 46.2 55.4 65.1 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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,533: 12,751 11,823 3,272 0 3,735 0 3,725 775 0 475 0: 0 0
Old : 20,533: 12,751 11,823 3,272 0 3,735 0 3,725 775 0 475 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 945: -105 870 1,245 -30 -195 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 57.6 15.9 0.0 18.2 0.0 18.1 3.8 0.0 2.3 0.0: 0.0 0.0
Old : 100.0: 62.1 57.6 15.9 0.0 18.2 0.0 18.1 3.8 0.0 2.3 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 : 26: 17 13 . 0 . 0 . . 0 . 0:
Old : 26: 17 13 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 62.9 87.1 86.6 52.3 50.3 64.3 62.7
Old : 67.7 62.9 87.1 86.6 52.3 50.3 64.3 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,655: 8,600 16,975 6,725 0 655 400 0 5 225 0 0: 1,045 20
Old : 17,655: 8,600 16,975 6,725 0 655 400 0 5 225 0 0: 1,045 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 25: 0 0 0 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 96.1 38.1 0.0 3.7 2.3 0.0 0.0 1.3 0.0 0.0: 5.9 0.1
Old : 100.0: 48.7 96.1 38.1 0.0 3.7 2.3 0.0 0.0 1.3 0.0 0.0: 5.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . 0 . . 0 . . 0 0:
Old : 23: 15 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 : 67.8 89.6 79.9 97.4 60.7 87.9 72.8 87.9
Old : 67.8 89.6 79.9 97.4 60.7 87.9 72.8 87.9
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,440: 10,130 17,450 6,710 0 510 0 100 360 400 0 0: 330 20
Old : 18,440: 10,130 17,450 6,710 0 510 0 100 360 400 0 0: 330 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 25: 0 0 0 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 94.6 36.4 0.0 2.8 0.0 0.5 2.0 2.2 0.0 0.0: 1.8 0.1
Old : 100.0: 54.9 94.6 36.4 0.0 2.8 0.0 0.5 2.0 2.2 0.0 0.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . 0 . . . 0 0:
Old : 27: 17 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 : 64.7 85.8 77.3 95.6 58.7 82.7 70.8 85.1
Old : 64.7 85.8 77.3 95.6 58.7 82.7 70.8 85.1
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 736,935: 456,425 348,770 16,481 46,583 161,466 290 91,049 7,641 15,558 2,351 78,968: 106 106
Old : 736,935: 456,425 348,770 16,481 46,583 161,466 290 91,049 7,641 15,558 2,351 78,968: 106 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 6,661: 1,575 20,745 10,387 -13,691 1,050 -3 -4,413 16 -9,721 -403 3,356: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 47.3 2.2 6.3 21.9 0.0 12.4 1.0 2.1 0.3 10.7: 0.0 0.0
Old : 100.0: 61.9 47.3 2.2 6.3 21.9 0.0 12.4 1.0 2.1 0.3 10.7: 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 : 28: 16 17 . . . . . . . . 4:
Old : 28: 16 17 . . . . . . . . 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 : 66.1 54.8 85.9 82.6 22.8 22.6 25.7 25.5
Old : 66.1 54.8 85.9 82.6 22.8 22.6 25.7 25.5
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,530: 6,505 4,885 1,000 2,650 915 0 0 0 15 0 10: 85 70
Old : 8,530: 6,505 4,885 1,000 2,650 915 0 0 0 15 0 10: 85 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 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: 76.3 57.3 11.7 31.1 10.7 0.0 0.0 0.0 0.2 0.0 0.1: 1.0 0.8
Old : 100.0: 76.3 57.3 11.7 31.1 10.7 0.0 0.0 0.0 0.2 0.0 0.1: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 . . . 0 0 0 . 0 .:
Old : 24: 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 : 63.4 71.4 84.3 91.2 51.8 63.5 69.2 76.1
Old : 63.4 71.4 84.3 91.2 51.8 63.5 69.2 76.1
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,004: 8,481 19,340 15,850 6,390 1,065 650 0 25 360 150 0: 573 34
Old : 27,004: 8,481 19,340 15,850 6,390 1,065 650 0 25 360 150 0: 573 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 165: 90 265 150 -125 0 -200 0 25 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 71.6 58.7 23.7 3.9 2.4 0.0 0.1 1.3 0.6 0.0: 2.1 0.1
Old : 100.0: 31.4 71.6 58.7 23.7 3.9 2.4 0.0 0.1 1.3 0.6 0.0: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 11 . . . . 0 . . . 0:
Old : 30: 16 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 : 74.9 80.6 86.9 95.1 71.0 75.5 78.7 83.7
Old : 74.9 80.6 86.9 95.1 71.0 75.5 78.7 83.7
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,820: 7,390 17,410 13,850 5,040 2,170 650 0 25 385 150 0: 350 25
Old : 24,820: 7,390 17,410 13,850 5,040 2,170 650 0 25 385 150 0: 350 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -40: 85 60 -50 -125 0 -200 0 25 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 70.1 55.8 20.3 8.7 2.6 0.0 0.1 1.6 0.6 0.0: 1.4 0.1
Old : 100.0: 29.8 70.1 55.8 20.3 8.7 2.6 0.0 0.1 1.6 0.6 0.0: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 8 . . . . 0 . . . 0:
Old : 27: 14 8 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 86.0 86.6 97.1 67.3 74.4 75.2 80.4
Old : 73.4 86.0 86.6 97.1 67.3 74.4 75.2 80.4
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,035: 9,060 10,000 2,070 770 780 0 375 0 25 50 0: 100 60
Old : 12,035: 9,060 10,000 2,070 770 780 0 375 0 25 50 0: 100 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -10: -10 -10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 83.1 17.2 6.4 6.5 0.0 3.1 0.0 0.2 0.4 0.0: 0.8 0.5
Old : 100.0: 75.3 83.1 17.2 6.4 6.5 0.0 3.1 0.0 0.2 0.4 0.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . . . 0 . 0 . . 0:
Old : 25: 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 : 60.1 61.2 85.9 85.7 55.3 59.2 78.2 75.9
Old : 60.1 61.2 85.9 85.7 55.3 59.2 78.2 75.9
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,375: 19,993 15,318 795 6,165 2,730 550 0 0 157 100 62: 88 0
Old : 24,375: 19,993 15,318 795 6,165 2,730 550 0 0 157 100 62: 88 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 650: -215 1,075 -135 -1,375 950 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 62.8 3.3 25.3 11.2 2.3 0.0 0.0 0.6 0.4 0.3: 0.4 0.0
Old : 100.0: 82.0 62.8 3.3 25.3 11.2 2.3 0.0 0.0 0.6 0.4 0.3: 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: 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 : 62.9 71.8 86.8 90.3 56.0 66.3 68.3 73.6
Old : 62.9 71.8 86.8 90.3 56.0 66.3 68.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,157: 21,252 16,760 125 5,260 4,000 550 0 0 181 100 37: 12 0
Old : 26,157: 21,252 16,760 125 5,260 4,000 550 0 0 181 100 37: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 775: -215 1,125 -5 -1,470 1,095 50 0 0 -75 0 25: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 64.1 0.5 20.1 15.3 2.1 0.0 0.0 0.7 0.4 0.1: 0.0 0.0
Old : 100.0: 81.2 64.1 0.5 20.1 15.3 2.1 0.0 0.0 0.7 0.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 16 . . . . 0 0 . . .:
Old : 32: 14 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 72.6 86.8 90.5 52.2 58.1 62.5 65.3
Old : 60.4 72.6 86.8 90.5 52.2 58.1 62.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,581: 106,331 79,688 5,165 23,969 5,385 0 4,642 55 200 3,430 400: 45 12
Old : 117,581: 106,331 79,688 5,165 23,969 5,385 0 4,642 55 200 3,430 400: 45 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 415: 490 -270 300 760 -375 0 200 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 67.8 4.4 20.4 4.6 0.0 3.9 0.0 0.2 2.9 0.3: 0.0 0.0
Old : 100.0: 90.4 67.8 4.4 20.4 4.6 0.0 3.9 0.0 0.2 2.9 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 : 56: 32 27 . . 5 0 4 . . 6 .:
Old : 56: 32 27 . . 5 0 4 . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 57.9 68.4 83.8 49.8 49.9 66.9 72.0
Old : 49.8 57.9 68.4 83.8 49.8 49.9 66.9 72.0
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,653: 121,148 90,117 3,420 25,837 4,930 0 5,032 345 350 3,980 400: 60 12
Old : 130,653: 121,148 90,117 3,420 25,837 4,930 0 5,032 345 350 3,980 400: 60 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 705: 880 65 300 1,015 -525 0 125 0 50 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 69.0 2.6 19.8 3.8 0.0 3.9 0.3 0.3 3.0 0.3: 0.0 0.0
Old : 100.0: 92.7 69.0 2.6 19.8 3.8 0.0 3.9 0.3 0.3 3.0 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 : 61: 34 33 . . 4 0 5 . . 7 4:
Old : 61: 34 33 . . 4 0 5 . . 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 : 50.5 53.9 64.9 81.2 50.4 46.0 62.3 71.2
Old : 50.5 53.9 64.9 81.2 50.4 46.0 62.3 71.2
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 223,449: 153,805 143,725 5,407 15,888 14,854 26,133 5,835 10,076 7,059 26,746 6,102: 13 223
Old : 223,449: 153,805 143,725 5,407 15,888 14,854 26,133 5,835 10,076 7,059 26,746 6,102: 13 223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 8,623: 7,345 4,940 525 4,184 -495 1,244 514 -183 119 -412 63: 6 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 64.3 2.4 7.1 6.6 11.7 2.6 4.5 3.2 12.0 2.7: 0.0 0.1
Old : 100.0: 68.8 64.3 2.4 7.1 6.6 11.7 2.6 4.5 3.2 12.0 2.7: 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 : 86: 44 41 4 . 4 4 7 6 9 9 15:
Old : 86: 44 41 4 . 4 4 7 6 9 9 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 : 34.4 33.9 54.2 52.3 29.1 26.1 43.1 36.1
Old : 34.4 33.9 54.2 52.3 29.1 26.1 43.1 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,255: 35,955 39,015 6,905 6,025 2,775 1,465 225 115 780 75 0: 260 25
Old : 48,255: 35,955 39,015 6,905 6,025 2,775 1,465 225 115 780 75 0: 260 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 25: -620 -645 0 375 295 350 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 80.9 14.3 12.5 5.8 3.0 0.5 0.2 1.6 0.2 0.0: 0.5 0.1
Old : 100.0: 74.5 80.9 14.3 12.5 5.8 3.0 0.5 0.2 1.6 0.2 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 12 . . . . . . . . 0:
Old : 33: 23 12 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 90.6 79.6 97.3 62.1 82.9 76.1 86.9
Old : 63.0 90.6 79.6 97.3 62.1 82.9 76.1 86.9
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,640: 33,415 37,960 4,960 2,045 3,205 1,105 225 130 590 50 0: 235 25
Old : 43,640: 33,415 37,960 4,960 2,045 3,205 1,105 225 130 590 50 0: 235 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -440: -895 -770 0 225 105 350 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 87.0 11.4 4.7 7.3 2.5 0.5 0.3 1.4 0.1 0.0: 0.5 0.1
Old : 100.0: 76.6 87.0 11.4 4.7 7.3 2.5 0.5 0.3 1.4 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 : 31: 20 10 . . . . . . . . 0:
Old : 31: 20 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 : 64.4 91.6 81.0 97.4 63.8 82.3 76.4 87.3
Old : 64.4 91.6 81.0 97.4 63.8 82.3 76.4 87.3
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 215,800: 131,188 125,231 5,379 35,304 49,646 22,586 0 5,038 1,299 0 581: 83 0
Old : 215,800: 131,188 125,231 5,379 35,304 49,646 22,586 0 5,038 1,299 0 581: 83 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -1,348: -1,313 -390 -423 -1,420 134 -67 0 276 -7 0 52: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 58.0 2.5 16.4 23.0 10.5 0.0 2.3 0.6 0.0 0.3: 0.0 0.0
Old : 100.0: 60.8 58.0 2.5 16.4 23.0 10.5 0.0 2.3 0.6 0.0 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 : 29: 18 19 . . . . 0 . . 0 .:
Old : 29: 18 19 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 72.4 85.9 89.1 30.3 36.3 36.6 39.1
Old : 53.5 72.4 85.9 89.1 30.3 36.3 36.6 39.1
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,147: 27,162 32,517 5,730 455 480 0 0 0 0 0 0: 2,775 2,695
Old : 36,147: 27,162 32,517 5,730 455 480 0 0 0 0 0 0: 2,775 2,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 0: 0 -180 -180 0 180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 90.0 15.9 1.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 7.5
Old : 100.0: 75.1 90.0 15.9 1.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 7.5
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 : 24: 16 16 . . . 0 0 0 0 0 0:
Old : 24: 16 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.1 62.5 89.0 82.4 68.8 51.3 73.2 69.9
Old : 83.1 62.5 89.0 82.4 68.8 51.3 73.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,600: 24,960 30,490 5,880 455 480 0 0 0 0 0 0: 2,280 2,175
Old : 33,600: 24,960 30,490 5,880 455 480 0 0 0 0 0 0: 2,280 2,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 0: 0 -180 -180 0 180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 90.7 17.5 1.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 6.8 6.5
Old : 100.0: 74.3 90.7 17.5 1.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 6.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 17 . . . 0 0 0 0 0 0:
Old : 22: 12 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.9 64.2 92.2 84.4 70.9 52.0 73.9 69.6
Old : 86.9 64.2 92.2 84.4 70.9 52.0 73.9 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,022: 18,508 23,703 8,900 2,685 960 0 0 0 0 1,000 0: 3,654 3,674
Old : 32,022: 18,508 23,703 8,900 2,685 960 0 0 0 0 1,000 0: 3,654 3,674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 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: 57.8 74.0 27.8 8.4 3.0 0.0 0.0 0.0 0.0 3.1 0.0: 11.4 11.5
Old : 100.0: 57.8 74.0 27.8 8.4 3.0 0.0 0.0 0.0 0.0 3.1 0.0: 11.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7
Old : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,443: 17,930 22,395 8,765 3,180 960 0 0 0 0 1,000 0: 2,788 2,908
Old : 30,443: 17,930 22,395 8,765 3,180 960 0 0 0 0 1,000 0: 2,788 2,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 73.6 28.8 10.4 3.2 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 9.6
Old : 100.0: 58.9 73.6 28.8 10.4 3.2 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
Old : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,780: 34,105 11,005 1,225 10,385 180 0 10,825 0 300 3,565 0: 3,970 3,820
Old : 39,780: 34,105 11,005 1,225 10,385 180 0 10,825 0 300 3,565 0: 3,970 3,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,450: 1,200 0 0 1,375 -625 0 50 0 200 -25 0: 675 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 27.7 3.1 26.1 0.5 0.0 27.2 0.0 0.8 9.0 0.0: 10.0 9.6
Old : 100.0: 85.7 27.7 3.1 26.1 0.5 0.0 27.2 0.0 0.8 9.0 0.0: 10.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 13 . . . 0 . 0 . . 0:
Old : 32: 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 : 60.3 67.6 73.7 83.3 56.3 67.1 68.5 81.7
Old : 60.3 67.6 73.7 83.3 56.3 67.1 68.5 81.7
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,020: 34,575 11,520 1,050 12,495 180 0 9,750 0 300 2,310 25: 3,890 3,740
Old : 40,020: 34,575 11,520 1,050 12,495 180 0 9,750 0 300 2,310 25: 3,890 3,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,400: 1,200 0 0 1,450 -625 0 50 0 200 -100 0: 625 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 28.8 2.6 31.2 0.4 0.0 24.4 0.0 0.7 5.8 0.1: 9.7 9.3
Old : 100.0: 86.4 28.8 2.6 31.2 0.4 0.0 24.4 0.0 0.7 5.8 0.1: 9.7 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 : 30: 16 13 . . . 0 . 0 . . .:
Old : 30: 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 : 62.3 73.2 74.7 84.9 59.8 72.7 70.9 81.8
Old : 62.3 73.2 74.7 84.9 59.8 72.7 70.9 81.8
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,770: 17,665 38,665 22,955 1,125 685 725 0 500 150 1,705 0: 1,090 1,090
Old : 43,770: 17,665 38,665 22,955 1,125 685 725 0 500 150 1,705 0: 1,090 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 425: -100 305 480 0 0 0 0 0 0 75 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 88.3 52.4 2.6 1.6 1.7 0.0 1.1 0.3 3.9 0.0: 2.5 2.5
Old : 100.0: 40.4 88.3 52.4 2.6 1.6 1.7 0.0 1.1 0.3 3.9 0.0: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 12 . . . . 0 . . . 0:
Old : 28: 12 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 : 76.1 84.7 88.7 93.7 75.6 82.9 88.0 90.4
Old : 76.1 84.7 88.7 93.7 75.6 82.9 88.0 90.4
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,875: 15,490 35,795 21,715 550 595 750 0 500 150 1,780 0: 675 655
Old : 39,875: 15,490 35,795 21,715 550 595 750 0 500 150 1,780 0: 675 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 435: -90 360 525 0 0 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 89.8 54.5 1.4 1.5 1.9 0.0 1.3 0.4 4.5 0.0: 1.7 1.6
Old : 100.0: 38.8 89.8 54.5 1.4 1.5 1.9 0.0 1.3 0.4 4.5 0.0: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 10 . . . . 0 . . . 0:
Old : 26: 13 10 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 87.6 88.9 95.4 75.2 85.1 87.9 91.1
Old : 75.7 87.6 88.9 95.4 75.2 85.1 87.9 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,370: 19,045 17,910 8,220 425 1,155 0 9,065 0 50 0 0: 900 815
Old : 29,370: 19,045 17,910 8,220 425 1,155 0 9,065 0 50 0 0: 900 815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 61.0 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.1 2.8
Old : 100.0: 64.8 61.0 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . 0 . 0 . 0 0:
Old : 25: 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 : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
Old : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,355: 16,555 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 750 665
Old : 27,355: 16,555 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 750 665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 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 62.3 33.0 1.8 3.8 0.0 29.0 0.0 0.0 0.7 0.0: 2.7 2.4
Old : 100.0: 60.5 62.3 33.0 1.8 3.8 0.0 29.0 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 9 . . . 0 . 0 0 . 0:
Old : 21: 14 9 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
Old : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,415: 18,765 11,105 0 8,510 0 0 130 50 525 145 230: 2,845 2,245
Old : 22,415: 18,765 11,105 0 8,510 0 0 130 50 525 145 230: 2,845 2,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 50: -125 -15 0 -185 0 0 0 0 0 75 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 49.5 0.0 38.0 0.0 0.0 0.6 0.2 2.3 0.6 1.0: 12.7 10.0
Old : 100.0: 83.7 49.5 0.0 38.0 0.0 0.0 0.6 0.2 2.3 0.6 1.0: 12.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 0 . 0 0 . . . . .:
Old : 22: 11 8 0 . 0 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 68.1 82.5 87.1 63.5 68.1 74.8 79.3
Old : 71.2 68.1 82.5 87.1 63.5 68.1 74.8 79.3
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,545: 18,125 10,905 0 7,995 0 0 130 50 405 25 295: 2,670 2,145
Old : 21,545: 18,125 10,905 0 7,995 0 0 130 50 405 25 295: 2,670 2,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 40: -50 -15 0 -110 0 0 0 0 -75 0 65: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 50.6 0.0 37.1 0.0 0.0 0.6 0.2 1.9 0.1 1.4: 12.4 10.0
Old : 100.0: 84.1 50.6 0.0 37.1 0.0 0.0 0.6 0.2 1.9 0.1 1.4: 12.4 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 0 . 0 0 . . . . .:
Old : 23: 12 8 0 . 0 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 69.7 82.0 87.1 66.0 69.7 75.2 80.5
Old : 72.7 69.7 82.0 87.1 66.0 69.7 75.2 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,530: 26,525 15,507 0 19,293 100 8,950 650 225 425 475 0: 1,305 1,280
Old : 37,530: 26,525 15,507 0 19,293 100 8,950 650 225 425 475 0: 1,305 1,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 125: 150 -75 -75 300 0 -50 -200 175 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 41.3 0.0 51.4 0.3 23.8 1.7 0.6 1.1 1.3 0.0: 3.5 3.4
Old : 100.0: 70.7 41.3 0.0 51.4 0.3 23.8 1.7 0.6 1.1 1.3 0.0: 3.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 0 . . . . . . . 0:
Old : 27: 17 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 81.6 85.4 93.4 65.4 80.5 80.9 88.3
Old : 69.2 81.6 85.4 93.4 65.4 80.5 80.9 88.3
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,725: 21,615 14,175 0 11,395 0 4,675 675 175 300 370 0: 1,960 1,935
Old : 28,725: 21,615 14,175 0 11,395 0 4,675 675 175 300 370 0: 1,960 1,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 200: 345 -75 -50 325 -25 0 -200 175 0 0 0: -245 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 49.3 0.0 39.7 0.0 16.3 2.3 0.6 1.0 1.3 0.0: 6.8 6.7
Old : 100.0: 75.2 49.3 0.0 39.7 0.0 16.3 2.3 0.6 1.0 1.3 0.0: 6.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 0 . 0 . . . . . 0:
Old : 28: 16 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 : 64.1 72.9 80.6 89.2 57.3 70.0 72.2 80.0
Old : 64.1 72.9 80.6 89.2 57.3 70.0 72.2 80.0
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,085: 54,477 95,415 25,393 0 2,075 11,800 0 665 4,420 650 560: 10,695 10,720
Old : 110,085: 54,477 95,415 25,393 0 2,075 11,800 0 665 4,420 650 560: 10,695 10,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 735: -395 515 1,035 -50 -25 -100 0 0 125 200 50: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 86.7 23.1 0.0 1.9 10.7 0.0 0.6 4.0 0.6 0.5: 9.7 9.7
Old : 100.0: 49.5 86.7 23.1 0.0 1.9 10.7 0.0 0.6 4.0 0.6 0.5: 9.7 9.7
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 : 44: 21 24 . 0 . . 0 . . . .:
Old : 44: 21 24 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 58.4 73.2 71.0 54.8 55.8 66.2 66.4
Old : 60.3 58.4 73.2 71.0 54.8 55.8 66.2 66.4
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,220: 50,845 85,055 18,495 355 1,820 13,455 0 665 3,160 500 350: 9,430 9,475
Old : 98,220: 50,845 85,055 18,495 355 1,820 13,455 0 665 3,160 500 350: 9,430 9,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 610: -225 665 1,115 -75 0 -150 0 0 50 200 20: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 86.6 18.8 0.4 1.9 13.7 0.0 0.7 3.2 0.5 0.4: 9.6 9.6
Old : 100.0: 51.8 86.6 18.8 0.4 1.9 13.7 0.0 0.7 3.2 0.5 0.4: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 19 25 . . . . 0 . . . .:
Old : 42: 19 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 55.9 77.8 70.1 60.6 54.1 73.0 67.5
Old : 63.2 55.9 77.8 70.1 60.6 54.1 73.0 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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,630: 15,810 9,030 0 6,685 775 0 750 0 550 0 0: 2,495 2,390
Old : 19,630: 15,810 9,030 0 6,685 775 0 750 0 550 0 0: 2,495 2,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 250: 220 70 0 100 -100 0 50 0 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 46.0 0.0 34.1 3.9 0.0 3.8 0.0 2.8 0.0 0.0: 12.7 12.2
Old : 100.0: 80.5 46.0 0.0 34.1 3.9 0.0 3.8 0.0 2.8 0.0 0.0: 12.7 12.2
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: 17 13 0 . . 0 . 0 . 0 0:
Old : 25: 17 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 58.9 68.8 75.5 37.3 51.1 54.7 61.9
Old : 48.7 58.9 68.8 75.5 37.3 51.1 54.7 61.9
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,130: 15,220 10,215 0 7,535 410 0 0 0 2,325 0 0: 1,175 970
Old : 19,130: 15,220 10,215 0 7,535 410 0 0 0 2,325 0 0: 1,175 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 53.4 0.0 39.4 2.1 0.0 0.0 0.0 12.2 0.0 0.0: 6.1 5.1
Old : 100.0: 79.6 53.4 0.0 39.4 2.1 0.0 0.0 0.0 12.2 0.0 0.0: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 12 0 . . 0 0 0 . 0 0:
Old : 23: 16 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 : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7
Old : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,260 11,550 210 270 1,795 5,200 0 0 0 850 0: 1,530 1,530
Old : 15,995: 7,260 11,550 210 270 1,795 5,200 0 0 0 850 0: 1,530 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 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: 45.4 72.2 1.3 1.7 11.2 32.5 0.0 0.0 0.0 5.3 0.0: 9.6 9.6
Old : 100.0: 45.4 72.2 1.3 1.7 11.2 32.5 0.0 0.0 0.0 5.3 0.0: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
Old : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,090: 38,665 33,285 850 2,650 4,020 0 3,725 125 50 25 0: 7,380 7,260
Old : 51,090: 38,665 33,285 850 2,650 4,020 0 3,725 125 50 25 0: 7,380 7,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 2,815: 2,765 2,965 0 -100 100 0 -100 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 65.1 1.7 5.2 7.9 0.0 7.3 0.2 0.1 0.0 0.0: 14.4 14.2
Old : 100.0: 75.7 65.1 1.7 5.2 7.9 0.0 7.3 0.2 0.1 0.0 0.0: 14.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 . . . 0 . . . . 0:
Old : 30: 17 16 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 46.8 78.1 65.5 58.3 40.8 64.7 55.4
Old : 58.6 46.8 78.1 65.5 58.3 40.8 64.7 55.4
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, August 15, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,655: 24,300 20,550 15 2,410 3,540 0 1,775 0 300 0 0: 5,500 5,380
Old : 33,655: 24,300 20,550 15 2,410 3,540 0 1,775 0 300 0 0: 5,500 5,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 660: 0 300 15 -285 285 0 0 0 0 0 0: 360 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 61.1 0.0 7.2 10.5 0.0 5.3 0.0 0.9 0.0 0.0: 16.3 16.0
Old : 100.0: 72.2 61.1 0.0 7.2 10.5 0.0 5.3 0.0 0.9 0.0 0.0: 16.3 16.0
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: 17 19 . . . 0 . 0 . 0 0:
Old : 28: 17 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 37.4 67.9 57.3 29.6 24.0 36.4 33.3
Old : 46.7 37.4 67.9 57.3 29.6 24.0 36.4 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017