Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 75,197 : : Positions : : 26,952 21,384 10,388 6,613 2,017 5,005 22,198 2,429 19,580 11,460 7,600 : : : : Changes from: January 17, 2017 : : 188 1,087 55 -85 194 2,000 -2,325 75 -2,575 1,188 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 28.4 13.8 8.8 2.7 6.7 29.5 3.2 26.0 15.2 10.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 12 14 . 4 5 . 4 . 11 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 16,076 : : Positions : : 3,628 9,244 601 1,648 361 480 2,962 180 9,446 195 976 : : : : Changes from: January 17, 2017 : : -155 556 -25 -90 -50 480 300 180 411 -55 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 57.5 3.7 10.3 2.2 3.0 18.4 1.1 58.8 1.2 6.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 . 4 4 . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 624 : : Positions : : 100 263 16 15 22 109 61 70 171 57 135 : : : : Changes from: January 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 42.1 2.5 2.4 3.5 17.4 9.8 11.3 27.4 9.1 21.7 : : : : Number of Traders in Each Category Total Traders: 22 : : . 4 . . . . 4 5 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 161,648 : : Positions : : 92,896 98,538 7,231 13,281 19,791 20,336 987 4,549 4,413 12,190 12,020 : : : : Changes from: January 17, 2017 : : 3,009 1,699 474 -623 41 -221 -147 81 -280 2,118 -878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 61.0 4.5 8.2 12.2 12.6 0.6 2.8 2.7 7.5 7.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 42 44 . . 4 4 4 7 7 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,249 : : Positions : : 32,960 39,134 4,313 0 2,965 140 0 385 1,951 230 535 : : : : Changes from: January 17, 2017 : : 986 -398 -72 0 -107 -52 0 0 -1,235 26 484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 90.5 10.0 0.0 6.9 0.3 0.0 0.9 4.5 0.5 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 23 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 401,846 : : Positions : : 348,255 312,507 0 59,755 27,592 12,376 0 0 12,263 632 1,360 : : : : Changes from: January 17, 2017 : : 2,163 7,904 0 7,699 -1,575 1,904 0 0 10,048 -1,488 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 77.8 0.0 14.9 6.9 3.1 0.0 0.0 3.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,453,441 : : Positions : :1,139,944 1,178,169 159,420 52,636 62,616 4,335 20,407 59,389 27,001 79,488 736 : : : : Changes from: January 17, 2017 : : 387 23,206 352 -13,107 3,094 0 -12,321 10,561 -1,553 1,408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 81.1 11.0 3.6 4.3 0.3 1.4 4.1 1.9 5.5 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 38 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,062 : : Positions : : 46,193 40,457 9,188 10,860 2,880 62 1,690 709 476 2,912 554 : : : : Changes from: January 17, 2017 : : 1,937 143 154 1,138 0 62 492 122 54 434 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 67.4 15.3 18.1 4.8 0.1 2.8 1.2 0.8 4.8 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 302,759 : : Positions : : 226,453 205,601 52,041 70,309 18,553 4,760 3,864 0 952 4,432 0 : : : : Changes from: January 17, 2017 : : 616 -8 -952 -952 952 3,808 0 0 0 4,432 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 67.9 17.2 23.2 6.1 1.6 1.3 0.0 0.3 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 332,953 : : Positions : : 246,164 286,175 46,219 9,392 28,026 3,912 728 8,632 0 0 0 : : : : Changes from: January 17, 2017 : : -4,342 -3,517 1,177 0 -1,600 0 0 0 -352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 86.0 13.9 2.8 8.4 1.2 0.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 23 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 24,537 : : Positions : : 18,529 21,620 2,830 0 2,298 567 0 0 145 344 23 : : : : Changes from: January 17, 2017 : : -375 -93 262 0 -85 0 0 0 -3 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 88.1 11.5 0.0 9.4 2.3 0.0 0.0 0.6 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 23 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 59,600 : : Positions : : 37,183 42,697 20,150 15,170 1,565 0 0 0 350 0 0 : : : : Changes from: January 17, 2017 : : 360 420 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 71.6 33.8 25.5 2.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 7,100 : : Positions : : 6,250 5,900 800 0 0 0 450 0 0 750 0 : : : : Changes from: January 17, 2017 : : -3,400 -4,050 -800 0 0 -250 250 0 0 -700 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 83.1 11.3 0.0 0.0 0.0 6.3 0.0 0.0 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 13 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 78,140 : : Positions : : 52,928 55,657 23,600 21,345 1,015 0 0 0 360 0 0 : : : : Changes from: January 17, 2017 : : 485 505 -40 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 71.2 30.2 27.3 1.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 32,185 : : Positions : : 26,161 27,260 3,250 2,455 1,670 0 0 0 700 600 0 : : : : Changes from: January 17, 2017 : : 1,790 2,140 0 -565 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 84.7 10.1 7.6 5.2 0.0 0.0 0.0 2.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 320,904 : : Positions : : 186,400 306,128 104,104 0 14,040 4,696 0 0 10,928 0 736 : : : : Changes from: January 17, 2017 : : 760 408 -704 0 0 0 0 0 352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 95.4 32.4 0.0 4.4 1.5 0.0 0.0 3.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,155 : : Positions : : 5,818 4,719 111 1,021 83 508 0 0 0 864 82 : : : : Changes from: January 17, 2017 : : 237 71 -20 60 20 0 0 0 0 43 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 66.0 1.6 14.3 1.2 7.1 0.0 0.0 0.0 12.1 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 14 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 14,945 : : Positions : : 13,010 8,405 0 5,855 300 300 0 0 530 0 325 : : : : Changes from: January 17, 2017 : : 480 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 56.2 0.0 39.2 2.0 2.0 0.0 0.0 3.5 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 12 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 37,201 : : Positions : : 30,051 32,646 4,745 1,320 2,355 0 0 0 50 760 0 : : : : Changes from: January 17, 2017 : : 855 960 -110 -500 300 0 0 0 50 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.8 12.8 3.5 6.3 0.0 0.0 0.0 0.1 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 26,441 : : Positions : : 19,816 20,736 3,100 3,325 2,140 0 0 0 1,175 100 0 : : : : Changes from: January 17, 2017 : : 130 195 175 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 78.4 11.7 12.6 8.1 0.0 0.0 0.0 4.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,569 : : Positions : : 14,357 15,951 2,209 1,862 2,126 509 0 0 883 82 105 : : : : Changes from: January 17, 2017 : : 438 -5 -266 -25 120 -40 0 0 115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 77.5 10.7 9.1 10.3 2.5 0.0 0.0 4.3 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 58,256 : : Positions : : 52,968 46,453 2,186 4,218 2,263 0 172 0 395 4,525 432 : : : : Changes from: January 17, 2017 : : 711 486 -15 -72 515 0 0 0 0 282 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 79.7 3.8 7.2 3.9 0.0 0.3 0.0 0.7 7.8 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 77,293 : : Positions : : 69,264 53,432 2,678 3,610 2,518 257 1,227 464 921 14,790 1,146 : : : : Changes from: January 17, 2017 : : 1,597 643 129 197 328 0 41 90 -155 721 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 69.1 3.5 4.7 3.3 0.3 1.6 0.6 1.2 19.1 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 27 . . . . . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,215 : : Positions : : 36,045 41,450 9,470 5,050 525 0 0 0 865 0 0 : : : : Changes from: January 17, 2017 : : 1,755 1,390 140 500 45 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 87.8 20.1 10.7 1.1 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 53,410 : : Positions : : 38,770 41,800 11,145 7,430 1,780 0 0 0 1,480 2,400 0 : : : : Changes from: January 17, 2017 : : 1,780 2,520 1,240 200 220 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 78.3 20.9 13.9 3.3 0.0 0.0 0.0 2.8 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 289,663 : : Positions : : 217,841 262,897 16,492 11,868 12,947 0 0 0 40,832 400 1,551 : : : : Changes from: January 17, 2017 : : 773 375 0 2,016 0 0 0 0 1,618 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 90.8 5.7 4.1 4.5 0.0 0.0 0.0 14.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,437 : : Positions : : 16,109 21,623 774 293 1,060 0 970 837 6,094 500 712 : : : : Changes from: January 17, 2017 : : 449 1,653 -101 -153 0 0 -138 -20 1,016 0 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 81.8 2.9 1.1 4.0 0.0 3.7 3.2 23.1 1.9 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 40,095 : : Positions : : 28,617 39,472 10,081 0 154 231 0 0 783 240 229 : : : : Changes from: January 17, 2017 : : -106 101 -255 0 154 0 0 0 329 -157 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 98.4 25.1 0.0 0.4 0.6 0.0 0.0 2.0 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 299,950 : : Positions : : 251,474 201,616 9,392 46,006 33,528 2,448 15,692 3,108 0 0 0 : : : : Changes from: January 17, 2017 : : 354 73 0 -775 0 -1,056 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 67.2 3.1 15.3 11.2 0.8 5.2 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 19,540 : : Positions : : 14,314 14,513 837 465 1,731 582 0 1,058 0 606 84 : : : : Changes from: January 17, 2017 : : 214 106 -65 0 0 0 0 0 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 74.3 4.3 2.4 8.9 3.0 0.0 5.4 0.0 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 10,820 : : Positions : : 5,221 7,902 3,744 1,021 124 508 82 0 0 387 185 : : : : Changes from: January 17, 2017 : : -46 127 213 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 73.0 34.6 9.4 1.1 4.7 0.8 0.0 0.0 3.6 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 87,028 : : Positions : : 67,541 76,132 9,895 4,696 6,200 704 0 0 2,688 0 0 : : : : Changes from: January 17, 2017 : : 9,008 15,192 503 -4,977 4,625 704 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 87.5 11.4 5.4 7.1 0.8 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 14,106 : : Positions : : 9,901 9,566 2,804 2,107 164 0 532 0 520 958 170 : : : : Changes from: January 17, 2017 : : 249 142 -47 255 -2 0 -40 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 67.8 19.9 14.9 1.2 0.0 3.8 0.0 3.7 6.8 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 153,320 : : Positions : : 117,856 88,779 34,714 53,777 750 0 8,494 0 0 1,520 0 : : : : Changes from: January 17, 2017 : : 4,255 -711 770 5,032 0 0 704 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 57.9 22.6 35.1 0.5 0.0 5.5 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 7,460 : : Positions : : 5,490 6,940 1,850 0 0 0 300 0 0 220 0 : : : : Changes from: January 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 93.0 24.8 0.0 0.0 0.0 4.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,869 : : Positions : : 16,103 14,503 716 2,827 2,981 49 181 1,994 949 306 77 : : : : Changes from: January 17, 2017 : : 462 565 25 -77 0 0 0 0 1 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 63.4 3.1 12.4 13.0 0.2 0.8 8.7 4.1 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,420 : : Positions : : 10,645 9,485 1,020 2,520 665 0 330 420 300 0 0 : : : : Changes from: January 17, 2017 : : 120 600 -50 120 50 0 -650 420 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 70.7 7.6 18.8 5.0 0.0 2.5 3.1 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,315 : : Positions : : 10,480 9,315 1,120 2,680 605 0 80 445 55 0 190 : : : : Changes from: January 17, 2017 : : 120 600 25 145 -25 0 -600 420 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 70.0 8.4 20.1 4.5 0.0 0.6 3.3 0.4 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,635 : : Positions : : 10,520 15,095 8,345 4,180 1,155 300 175 0 120 0 30 : : : : Changes from: January 17, 2017 : : -50 1,210 1,335 75 -190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 73.2 40.4 20.3 5.6 1.5 0.8 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 15,043 : : Positions : : 7,945 10,848 5,455 2,980 1,010 300 175 0 100 0 0 : : : : Changes from: January 17, 2017 : : 75 1,375 1,275 -25 -230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 72.1 36.3 19.8 6.7 2.0 1.2 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,710 : : Positions : : 15,880 19,675 3,970 0 1,275 75 600 100 50 0 0 : : : : Changes from: January 17, 2017 : : 960 -75 -810 0 225 75 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 90.6 18.3 0.0 5.9 0.3 2.8 0.5 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,605 : : Positions : : 13,160 10,700 0 1,685 4,400 0 550 0 0 240 10 : : : : Changes from: January 17, 2017 : : 670 355 0 300 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 60.8 0.0 9.6 25.0 0.0 3.1 0.0 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 19,031 : : Positions : : 14,031 11,836 380 2,225 4,380 0 550 0 155 0 25 : : : : Changes from: January 17, 2017 : : 805 305 -330 0 125 0 0 0 -175 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 62.2 2.0 11.7 23.0 0.0 2.9 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 113,580 : : Positions : : 96,935 88,833 3,640 9,685 11,740 415 1,012 550 195 1,670 75 : : : : Changes from: January 17, 2017 : : 4,760 4,870 -205 -915 535 -625 0 520 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 78.2 3.2 8.5 10.3 0.4 0.9 0.5 0.2 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 131,957 : : Positions : : 109,815 101,592 5,950 9,080 14,175 829 3,262 878 100 2,750 185 : : : : Changes from: January 17, 2017 : : 4,045 4,175 -330 -810 515 -375 -50 390 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 77.0 4.5 6.9 10.7 0.6 2.5 0.7 0.1 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 30 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 184,581 : : Positions : : 134,148 141,739 19,886 336 9,447 6,305 3,668 8,088 4,520 19,108 2,160 : : : : Changes from: January 17, 2017 : : 339 1,083 508 -90 -84 301 -301 1,736 -461 1 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 76.8 10.8 0.2 5.1 3.4 2.0 4.4 2.4 10.4 1.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 37 43 4 . 4 4 . 5 4 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 120,753 : : Positions : : 106,103 95,041 4,556 13,935 3,200 4,367 700 1,788 430 5,864 225 : : : : Changes from: January 17, 2017 : : 2,055 720 207 1,395 -558 -55 0 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 78.7 3.8 11.5 2.7 3.6 0.6 1.5 0.4 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 29 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 35,485 : : Positions : : 29,310 27,045 2,265 5,855 1,885 505 625 0 1,395 0 50 : : : : Changes from: January 17, 2017 : : 600 285 100 615 -105 0 0 0 200 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 76.2 6.4 16.5 5.3 1.4 1.8 0.0 3.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 30,975 : : Positions : : 25,940 27,170 1,740 1,005 2,425 0 295 30 785 50 0 : : : : Changes from: January 17, 2017 : : 600 -25 0 600 -125 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 87.7 5.6 3.2 7.8 0.0 1.0 0.1 2.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 28,942 : : Positions : : 24,606 21,971 5 3,644 2,877 1,025 200 250 50 0 0 : : : : Changes from: January 17, 2017 : : 660 440 0 220 -148 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 75.9 0.0 12.6 9.9 3.5 0.7 0.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 21,266 : : Positions : : 14,861 17,611 2,100 1,555 1,980 900 0 0 1,425 0 0 : : : : Changes from: January 17, 2017 : : 0 -75 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 82.8 9.9 7.3 9.3 4.2 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 254,011 : : Positions : : 146,282 134,209 200 21,039 79,976 10,657 0 16,836 0 1,890 60 : : : : Changes from: January 17, 2017 : : 4,981 16,955 200 -11,403 17,478 223 0 -177 0 -147 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 52.8 0.1 8.3 31.5 4.2 0.0 6.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 28,317 : : Positions : : 21,552 26,637 5,100 300 0 0 0 0 0 0 0 : : : : Changes from: January 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 94.1 18.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,222 : : Positions : : 17,719 19,696 6,027 4,184 1,989 51 1,200 0 1,980 1,070 57 : : : : Changes from: January 17, 2017 : : 265 755 846 45 -66 50 0 -25 20 360 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 69.8 21.4 14.8 7.0 0.2 4.3 0.0 7.0 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 19,592 : : Positions : : 14,619 15,055 1,959 2,715 1,105 360 0 0 550 25 334 : : : : Changes from: January 17, 2017 : : 1,020 580 -565 -125 474 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 76.8 10.0 13.9 5.6 1.8 0.0 0.0 2.8 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 36,354 : : Positions : : 30,944 14,518 1,393 15,399 188 125 4,689 0 2,871 915 625 : : : : Changes from: January 17, 2017 : : 1,989 286 20 1,579 -790 0 231 0 15 -42 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 39.9 3.8 42.4 0.5 0.3 12.9 0.0 7.9 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 21 . . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 19,973 : : Positions : : 18,041 12,739 105 6,269 914 95 0 5 173 0 10 : : : : Changes from: January 17, 2017 : : 1,842 316 0 1,520 -1,026 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 63.8 0.5 31.4 4.6 0.5 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 23,205 : : Positions : : 14,156 18,994 6,928 558 1,854 0 300 0 0 1,414 85 : : : : Changes from: January 17, 2017 : : 85 1,480 1,375 0 -360 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 81.9 29.9 2.4 8.0 0.0 1.3 0.0 0.0 6.1 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,016 : : Positions : : 11,350 12,379 1,015 292 1,999 0 0 0 0 0 0 : : : : Changes from: January 17, 2017 : : 50 1,480 570 -860 860 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 82.4 6.8 1.9 13.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 33,490 : : Positions : : 31,125 23,746 448 7,539 1,505 0 500 0 100 200 0 : : : : Changes from: January 17, 2017 : : 730 460 0 270 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 70.9 1.3 22.5 4.5 0.0 1.5 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 21 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,824 : : Positions : : 12,754 13,139 1,270 1,380 2,000 0 0 0 404 0 55 : : : : Changes from: January 17, 2017 : : 385 456 195 120 -245 0 0 0 -15 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 78.1 7.5 8.2 11.9 0.0 0.0 0.0 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,664 : : Positions : : 9,559 9,309 435 1,436 2,915 0 0 0 755 0 0 : : : : Changes from: January 17, 2017 : : 385 385 0 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 68.1 3.2 10.5 21.3 0.0 0.0 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 38,232 : : Positions : : 23,437 29,887 11,930 4,410 40 0 0 0 0 850 0 : : : : Changes from: January 17, 2017 : : -600 -525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 78.2 31.2 11.5 0.1 0.0 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 34,485 : : Positions : : 20,543 25,753 10,850 4,570 0 0 0 0 0 850 0 : : : : Changes from: January 17, 2017 : : -600 -525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 74.7 31.5 13.3 0.0 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 33,495 : : Positions : : 31,050 3,815 0 5,435 180 0 13,990 150 0 8,220 105 : : : : Changes from: January 17, 2017 : : 0 0 0 225 -225 0 -150 150 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 11.4 0.0 16.2 0.5 0.0 41.8 0.4 0.0 24.5 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 30,595 : : Positions : : 28,185 4,670 0 6,940 0 0 12,890 710 0 3,975 0 : : : : Changes from: January 17, 2017 : : 0 0 0 275 0 0 -200 200 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 15.3 0.0 22.7 0.0 0.0 42.1 2.3 0.0 13.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 27,568 : : Positions : : 16,248 16,635 842 925 5,283 1,800 400 100 1,675 2,685 0 : : : : Changes from: January 17, 2017 : : -775 575 550 150 -500 700 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 60.3 3.1 3.4 19.2 6.5 1.5 0.4 6.1 9.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 23,703 : : Positions : : 13,515 13,673 190 550 4,950 1,800 400 100 1,675 2,710 0 : : : : Changes from: January 17, 2017 : : -787 563 145 -255 -95 700 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 57.7 0.8 2.3 20.9 7.6 1.7 0.4 7.1 11.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 42,855 : : Positions : : 23,980 23,560 16,525 25 1,870 0 16,740 0 0 300 0 : : : : Changes from: January 17, 2017 : : 1,060 -590 -750 0 0 0 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 55.0 38.6 0.1 4.4 0.0 39.1 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 36,650 : : Positions : : 20,835 18,205 13,365 0 1,820 0 15,715 0 0 400 0 : : : : Changes from: January 17, 2017 : : 1,035 -490 -875 0 0 0 650 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 49.7 36.5 0.0 5.0 0.0 42.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 30,365 : : Positions : : 26,855 19,695 150 6,900 375 100 1,360 0 1,200 320 280 : : : : Changes from: January 17, 2017 : : 465 0 0 465 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 64.9 0.5 22.7 1.2 0.3 4.5 0.0 4.0 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 29,945 : : Positions : : 26,350 19,145 150 7,245 255 100 1,560 0 1,380 0 520 : : : : Changes from: January 17, 2017 : : 540 0 0 540 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 63.9 0.5 24.2 0.9 0.3 5.2 0.0 4.6 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 32,284 : : Positions : : 21,220 15,439 0 9,341 2,989 4,945 475 500 450 1,375 150 : : : : Changes from: January 17, 2017 : : 725 -100 0 975 -350 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 47.8 0.0 28.9 9.3 15.3 1.5 1.5 1.4 4.3 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 23,705 : : Positions : : 16,725 12,640 0 3,850 3,775 745 475 200 350 865 150 : : : : Changes from: January 17, 2017 : : 495 -405 0 900 -425 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 53.3 0.0 16.2 15.9 3.1 2.0 0.8 1.5 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 118,207 : : Positions : : 47,879 104,823 22,219 1,560 3,739 27,040 0 0 9,250 0 270 : : : : Changes from: January 17, 2017 : : 970 3,355 2,660 -150 -1,220 -100 0 0 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 88.7 18.8 1.3 3.2 22.9 0.0 0.0 7.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 24 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 105,540 : : Positions : : 42,035 93,845 20,765 2,610 1,650 29,165 0 475 4,520 0 100 : : : : Changes from: January 17, 2017 : : 1,170 3,435 2,690 -150 -1,570 -250 0 300 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 88.9 19.7 2.5 1.6 27.6 0.0 0.5 4.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 23 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 18,490 : : Positions : : 15,600 9,660 1,645 7,410 355 0 275 0 100 0 0 : : : : Changes from: January 17, 2017 : : 320 -600 -800 120 355 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 52.2 8.9 40.1 1.9 0.0 1.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,845 : : Positions : : 14,150 8,625 1,495 7,810 595 0 225 0 900 0 0 : : : : Changes from: January 17, 2017 : : 645 -375 -800 220 460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 48.3 8.4 43.8 3.3 0.0 1.3 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 36,680 : : Positions : : 30,230 24,650 615 3,245 1,505 0 2,450 0 0 500 0 : : : : Changes from: January 17, 2017 : : -35 -935 -900 0 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 67.2 1.7 8.8 4.1 0.0 6.7 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 27,030 : : Positions : : 18,660 16,395 985 1,675 3,390 100 1,675 0 0 0 0 : : : : Changes from: January 17, 2017 : : 475 -175 -800 -150 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 60.7 3.6 6.2 12.5 0.4 6.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 27, 2017