Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 70,149 : : Positions : : 27,124 26,241 8,769 6,565 1,901 2,870 18,558 1,585 19,550 7,265 7,134 : : : : Changes from: April 11, 2017 : : 127 17 35 535 0 65 -60 -60 25 -240 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 37.4 12.5 9.4 2.7 4.1 26.5 2.3 27.9 10.4 10.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 15 . 4 4 . 4 . 15 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 12,022 : : Positions : : 1,909 7,112 557 1,495 256 470 1,449 260 7,243 195 730 : : : : Changes from: April 11, 2017 : : 12 252 35 -45 45 0 30 0 190 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 59.2 4.6 12.4 2.1 3.9 12.1 2.2 60.2 1.6 6.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 7 . . . . . . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 868 : : Positions : : 239 264 60 16 60 118 179 138 130 90 122 : : : : Changes from: April 11, 2017 : : -6 2 1 -1 -3 1 -3 -14 -6 -7 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 30.4 6.9 1.8 6.9 13.6 20.6 15.9 15.0 10.3 14.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 6 . . . . . 4 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 147,930 : : Positions : : 90,106 92,457 5,010 12,325 17,887 13,482 1,405 3,498 6,235 8,537 11,282 : : : : Changes from: April 11, 2017 : : 331 131 -374 -189 377 167 14 48 -69 164 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 62.5 3.4 8.3 12.1 9.1 0.9 2.4 4.2 5.8 7.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 42 . . 4 6 . 7 9 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 48,892 : : Positions : : 32,137 45,898 6,942 0 2,220 92 0 260 7,085 357 157 : : : : Changes from: April 11, 2017 : : 407 119 -358 0 77 92 -14 14 -36 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 93.9 14.2 0.0 4.5 0.2 0.0 0.5 14.5 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 25 . 0 . . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 422,942 : : Positions : : 366,191 305,437 0 80,050 29,639 11,736 0 0 13,184 5,624 2,192 : : : : Changes from: April 11, 2017 : : 7,616 12,272 0 -3,560 0 0 0 0 2,368 1,272 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 72.2 0.0 18.9 7.0 2.8 0.0 0.0 3.1 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 1,275,776 : : Positions : :1,056,316 994,395 134,387 79,472 43,098 2,769 63,703 14,898 23,180 79,082 1,128 : : : : Changes from: April 11, 2017 : : 752 4,200 -64 -3,904 736 0 784 0 0 -392 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 77.9 10.5 6.2 3.4 0.2 5.0 1.2 1.8 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 34 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 68,691 : : Positions : : 56,137 44,540 7,515 16,408 1,339 0 2,238 1,119 1,714 2,180 867 : : : : Changes from: April 11, 2017 : : 670 1,894 354 -1,109 113 0 83 198 104 260 -364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 64.8 10.9 23.9 1.9 0.0 3.3 1.6 2.5 3.2 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . . . 0 . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 301,974 : : Positions : : 239,512 186,355 42,123 85,461 16,144 198 2,921 2,781 1,216 8,312 0 : : : : Changes from: April 11, 2017 : : 3,352 3,656 0 -1,418 623 198 0 2,781 0 1,312 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 61.7 13.9 28.3 5.3 0.1 1.0 0.9 0.4 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 330,603 : : Positions : : 226,036 262,363 53,928 7,914 43,125 0 6,918 7,122 392 3,161 0 : : : : Changes from: April 11, 2017 : : -3,472 -4,330 -858 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 79.4 16.3 2.4 13.0 0.0 2.1 2.2 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 22,515 : : Positions : : 17,247 18,691 1,685 0 2,694 0 177 210 256 86 0 : : : : Changes from: April 11, 2017 : : 421 16 -405 0 66 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 83.0 7.5 0.0 12.0 0.0 0.8 0.9 1.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 62,382 : : Positions : : 36,664 29,935 22,927 17,830 1,967 0 0 0 535 12,600 50 : : : : Changes from: April 11, 2017 : : 590 350 1,140 180 0 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 48.0 36.8 28.6 3.2 0.0 0.0 0.0 0.9 20.2 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 79,373 : : Positions : : 51,409 39,126 25,727 26,105 1,377 0 0 0 640 12,600 50 : : : : Changes from: April 11, 2017 : : 460 280 1,200 180 0 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 49.3 32.4 32.9 1.7 0.0 0.0 0.0 0.8 15.9 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 33,390 : : Positions : : 24,817 27,505 3,930 940 3,745 0 0 0 700 1,050 0 : : : : Changes from: April 11, 2017 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 82.4 11.8 2.8 11.2 0.0 0.0 0.0 2.1 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 271,200 : : Positions : : 173,832 256,424 66,728 0 14,040 3,560 0 0 12,304 0 736 : : : : Changes from: April 11, 2017 : : 5,072 4,680 -392 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 94.6 24.6 0.0 5.2 1.3 0.0 0.0 4.5 0.0 0.3 : : : : 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 April 18, 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 7,722 : : Positions : : 6,353 5,644 213 111 454 576 0 0 126 831 0 : : : : Changes from: April 11, 2017 : : -38 526 0 -543 344 43 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 73.1 2.8 1.4 5.9 7.5 0.0 0.0 1.6 10.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 7,567 : : Positions : : 6,412 4,035 0 2,110 90 900 1,032 0 0 0 0 : : : : Changes from: April 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 53.3 0.0 27.9 1.2 11.9 13.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 13,935 : : Positions : : 12,375 8,430 0 4,760 300 225 0 0 305 100 300 : : : : Changes from: April 11, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 60.5 0.0 34.2 2.2 1.6 0.0 0.0 2.2 0.7 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 41,492 : : Positions : : 31,837 36,117 5,430 0 4,225 0 0 0 0 1,050 0 : : : : Changes from: April 11, 2017 : : -120 -150 -30 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 87.0 13.1 0.0 10.2 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 23 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 26,101 : : Positions : : 20,086 19,541 1,875 3,425 3,135 0 0 0 825 0 0 : : : : Changes from: April 11, 2017 : : 655 105 -250 300 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 74.9 7.2 13.1 12.0 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 18,673 : : Positions : : 14,330 13,843 1,296 2,541 1,230 380 106 0 439 0 422 : : : : Changes from: April 11, 2017 : : -566 -44 -24 -335 -71 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 74.1 6.9 13.6 6.6 2.0 0.6 0.0 2.4 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 58,084 : : Positions : : 53,473 45,512 2,244 3,892 1,847 0 0 0 280 6,416 153 : : : : Changes from: April 11, 2017 : : 1,279 730 540 360 -230 0 0 0 0 739 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 78.4 3.9 6.7 3.2 0.0 0.0 0.0 0.5 11.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 20 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 76,636 : : Positions : : 69,653 54,539 2,664 3,828 2,004 504 502 420 746 14,661 606 : : : : Changes from: April 11, 2017 : : 2,321 2,228 300 -94 0 0 0 0 75 567 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 71.2 3.5 5.0 2.6 0.7 0.7 0.5 1.0 19.1 0.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 27 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 46,310 : : Positions : : 37,370 36,790 6,250 7,960 615 300 0 0 1,025 445 300 : : : : Changes from: April 11, 2017 : : 1,485 1,745 240 0 -15 0 0 0 20 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 79.4 13.5 17.2 1.3 0.6 0.0 0.0 2.2 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 56,060 : : Positions : : 42,255 40,120 8,645 10,120 2,800 300 0 0 1,380 2,545 475 : : : : Changes from: April 11, 2017 : : 1,835 1,930 120 300 180 0 0 0 0 -275 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 71.6 15.4 18.1 5.0 0.5 0.0 0.0 2.5 4.5 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 286,270 : : Positions : : 210,000 259,757 13,029 9,152 15,001 0 0 0 47,080 1,200 1,160 : : : : Changes from: April 11, 2017 : : 303 695 0 0 0 0 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 90.7 4.6 3.2 5.2 0.0 0.0 0.0 16.4 0.4 0.4 : : : : 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 April 18, 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 23,334 : : Positions : : 14,496 19,441 532 380 1,139 0 684 345 5,645 595 455 : : : : Changes from: April 11, 2017 : : -140 -80 0 0 0 0 50 -1 132 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 83.3 2.3 1.6 4.9 0.0 2.9 1.5 24.2 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 37,197 : : Positions : : 27,866 36,203 7,108 0 564 515 0 0 817 103 327 : : : : Changes from: April 11, 2017 : : 691 305 -747 0 228 50 0 0 286 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 97.3 19.1 0.0 1.5 1.4 0.0 0.0 2.2 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 311,221 : : Positions : : 262,497 210,778 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0 : : : : Changes from: April 11, 2017 : : -9,857 -9,857 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 67.7 2.3 16.4 9.6 1.5 5.4 0.7 1.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 18,933 : : Positions : : 14,797 13,741 211 592 1,702 589 0 1,018 87 606 84 : : : : Changes from: April 11, 2017 : : -156 -156 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 72.6 1.1 3.1 9.0 3.1 0.0 5.4 0.5 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 153,271 : : Positions : : 65,985 110,227 82,606 24,324 4,680 0 14,040 0 0 0 0 : : : : Changes from: April 11, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 71.9 53.9 15.9 3.1 0.0 9.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 13,941 : : Positions : : 9,351 10,504 3,219 1,615 42 751 375 177 129 194 147 : : : : Changes from: April 11, 2017 : : -27 20 66 21 22 0 -2 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 75.3 23.1 11.6 0.3 5.4 2.7 1.3 0.9 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 170,079 : : Positions : : 106,092 121,066 48,771 42,307 1,176 14,040 5,530 0 0 0 0 : : : : Changes from: April 11, 2017 : : 816 424 -392 0 392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 71.2 28.7 24.9 0.7 8.3 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 19,457 : : Positions : : 14,947 10,668 941 4,425 2,213 0 537 1,305 0 258 51 : : : : Changes from: April 11, 2017 : : 104 229 77 -48 101 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 54.8 4.8 22.7 11.4 0.0 2.8 6.7 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 176,347 : : Positions : : 140,624 89,157 17,091 65,637 18,632 0 0 0 0 2,921 0 : : : : Changes from: April 11, 2017 : : 944 4,463 672 -2,847 993 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 50.6 9.7 37.2 10.6 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 17,150 : : Positions : : 11,020 14,240 1,690 0 2,665 520 0 200 280 0 45 : : : : Changes from: April 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 83.0 9.9 0.0 15.5 3.0 0.0 1.2 1.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 17,715 : : Positions : : 12,395 14,590 1,330 0 2,730 320 0 230 265 0 165 : : : : Changes from: April 11, 2017 : : 465 140 -125 0 250 -200 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 82.4 7.5 0.0 15.4 1.8 0.0 1.3 1.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 12 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 551,627 : : Positions : : 349,972 226,039 6,077 60,390 116,502 0 58,594 4,002 0 10,312 74,694 : : : : Changes from: April 11, 2017 : : -1,243 -1,874 3 1,117 1,313 0 -3,898 -465 -1,602 1,291 -3,287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 41.0 1.1 10.9 21.1 0.0 10.6 0.7 0.0 1.9 13.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 11,180 : : Positions : : 9,165 5,840 1,460 5,225 115 0 0 0 180 0 0 : : : : Changes from: April 11, 2017 : : -270 30 300 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 52.2 13.1 46.7 1.0 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 31,833 : : Positions : : 8,507 25,860 19,210 3,905 2,040 1,175 0 0 250 0 0 : : : : Changes from: April 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 81.2 60.3 12.3 6.4 3.7 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 29,314 : : Positions : : 7,082 22,820 16,940 2,905 3,565 1,175 0 0 150 0 0 : : : : Changes from: April 11, 2017 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 77.8 57.8 9.9 12.2 4.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 14,535 : : Positions : : 11,480 12,515 1,775 335 1,100 0 425 0 0 0 0 : : : : Changes from: April 11, 2017 : : 0 0 -50 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 86.1 12.2 2.3 7.6 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 23,633 : : Positions : : 22,748 10,343 70 10,140 700 0 100 0 0 2,275 75 : : : : Changes from: April 11, 2017 : : 400 100 0 -300 175 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 43.8 0.3 42.9 3.0 0.0 0.4 0.0 0.0 9.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 25,911 : : Positions : : 24,916 12,521 70 10,405 760 0 100 0 100 2,100 25 : : : : Changes from: April 11, 2017 : : 400 100 0 -300 175 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 48.3 0.3 40.2 2.9 0.0 0.4 0.0 0.4 8.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 105,781 : : Positions : : 91,676 78,364 5,010 15,700 8,245 170 1,557 330 295 1,470 30 : : : : Changes from: April 11, 2017 : : 1,725 1,075 -450 200 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 74.1 4.7 14.8 7.8 0.2 1.5 0.3 0.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 27 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 127,398 : : Positions : : 109,598 96,661 6,390 13,655 10,520 245 4,057 385 170 2,045 25 : : : : Changes from: April 11, 2017 : : 2,515 2,165 -500 -250 445 0 100 130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 75.9 5.0 10.7 8.3 0.2 3.2 0.3 0.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 29 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 195,313 : : Positions : : 152,867 144,607 14,549 9,086 6,416 5,175 4,145 8,490 3,883 18,782 3,664 : : : : Changes from: April 11, 2017 : : -50 881 699 -387 -469 0 -22 0 -72 96 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 74.0 7.4 4.7 3.3 2.6 2.1 4.3 2.0 9.6 1.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 37 36 4 . 4 . 5 . 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 123,452 : : Positions : : 113,395 92,350 4,540 18,391 1,405 90 4,063 2,090 1,658 4,898 225 : : : : Changes from: April 11, 2017 : : -1,830 -1,200 -150 -695 -160 60 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 74.8 3.7 14.9 1.1 0.1 3.3 1.7 1.3 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 27 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 48,335 : : Positions : : 39,885 38,350 3,870 5,615 3,565 180 750 0 680 0 30 : : : : Changes from: April 11, 2017 : : 250 -100 -250 100 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 79.3 8.0 11.6 7.4 0.4 1.6 0.0 1.4 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 April 18, 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 45,410 : : Positions : : 37,295 39,120 3,195 1,345 4,270 0 650 0 550 0 0 : : : : Changes from: April 11, 2017 : : 350 0 -300 50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 86.1 7.0 3.0 9.4 0.0 1.4 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 29,164 : : Positions : : 24,861 18,768 0 7,161 2,940 975 0 225 0 0 0 : : : : Changes from: April 11, 2017 : : -180 0 0 -180 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 64.4 0.0 24.6 10.1 3.3 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 21,201 : : Positions : : 16,306 17,111 455 1,390 2,640 675 0 0 1,125 0 0 : : : : Changes from: April 11, 2017 : : 1,405 1,285 -120 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 80.7 2.1 6.6 12.5 3.2 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 219,420 : : Positions : : 134,597 113,720 0 32,554 60,239 16,198 0 8,338 0 4,498 0 : : : : Changes from: April 11, 2017 : : 628 5,029 0 -1,903 589 2,532 0 -1,923 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 51.8 0.0 14.8 27.5 7.4 0.0 3.8 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 17 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,395,418 : : Positions : :1,712,819 1,207,824 0 786,405 341,669 340,930 0 0 0 59,520 0 : : : : Changes from: April 11, 2017 : : 221,990 -12,010 0 234,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 50.4 0.0 32.8 14.3 14.2 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 35,842 : : Positions : : 26,437 33,707 7,495 225 0 0 0 0 0 0 0 : : : : Changes from: April 11, 2017 : : 365 365 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 94.0 20.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 32,155 : : Positions : : 23,205 30,635 7,760 225 0 0 0 0 0 0 0 : : : : Changes from: April 11, 2017 : : 420 420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 95.3 24.1 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 26,126 : : Positions : : 16,098 19,483 6,460 3,299 1,359 0 875 0 1,290 1,050 0 : : : : Changes from: April 11, 2017 : : 12 160 388 240 -228 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 74.6 24.7 12.6 5.2 0.0 3.3 0.0 4.9 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 17,143 : : Positions : : 13,391 13,514 1,312 2,662 690 270 0 0 848 0 7 : : : : Changes from: April 11, 2017 : : 25 40 15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 78.8 7.7 15.5 4.0 1.6 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 33,884 : : Positions : : 30,350 16,311 445 11,813 960 0 3,957 0 1,540 350 395 : : : : Changes from: April 11, 2017 : : -149 -299 0 15 -20 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 48.1 1.3 34.9 2.8 0.0 11.7 0.0 4.5 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 17 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 22,592 : : Positions : : 21,202 16,394 0 4,809 1,275 50 0 0 0 0 0 : : : : Changes from: April 11, 2017 : : 150 60 0 90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 72.6 0.0 21.3 5.6 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 0 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 20,852 : : Positions : : 13,262 17,580 6,323 590 1,062 0 575 0 0 960 85 : : : : Changes from: April 11, 2017 : : 21 21 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 84.3 30.3 2.8 5.1 0.0 2.8 0.0 0.0 4.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 33,774 : : Positions : : 30,529 20,331 1,887 11,428 1,055 0 525 0 180 0 5 : : : : Changes from: April 11, 2017 : : -39 -99 0 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 60.2 5.6 33.8 3.1 0.0 1.6 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 18,461 : : Positions : : 11,994 15,191 3,845 1,130 1,805 0 0 0 613 0 0 : : : : Changes from: April 11, 2017 : : -704 -529 240 0 60 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 82.3 20.8 6.1 9.8 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 15,190 : : Positions : : 8,850 11,533 1,450 32 3,075 0 0 0 985 0 0 : : : : Changes from: April 11, 2017 : : -35 -95 -60 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 75.9 9.5 0.2 20.2 0.0 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 37,197 : : Positions : : 22,592 27,057 10,770 5,105 0 0 0 0 0 1,200 0 : : : : Changes from: April 11, 2017 : : 575 -325 0 300 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 72.7 29.0 13.7 0.0 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 35,040 : : Positions : : 21,228 24,518 10,010 5,380 0 0 0 0 0 1,200 0 : : : : Changes from: April 11, 2017 : : 500 -400 0 1,500 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 70.0 28.6 15.4 0.0 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 40,250 : : Positions : : 36,365 9,630 1,425 6,085 505 0 12,265 200 75 10,115 245 : : : : Changes from: April 11, 2017 : : 255 1,715 600 -580 25 0 50 0 0 -420 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 23.9 3.5 15.1 1.3 0.0 30.5 0.5 0.2 25.1 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 38,535 : : Positions : : 35,065 10,920 1,200 7,555 555 0 12,065 340 0 5,955 125 : : : : Changes from: April 11, 2017 : : 300 1,550 600 -405 25 0 0 0 0 -245 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 28.3 3.1 19.6 1.4 0.0 31.3 0.9 0.0 15.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 40,920 : : Positions : : 20,145 33,200 13,960 925 3,075 710 0 590 1,175 1,895 30 : : : : Changes from: April 11, 2017 : : -685 640 1,400 0 -725 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 81.1 34.1 2.3 7.5 1.7 0.0 1.4 2.9 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 37,020 : : Positions : : 17,805 30,680 13,250 400 2,180 760 0 590 1,075 1,870 30 : : : : Changes from: April 11, 2017 : : -335 690 1,200 0 -725 0 0 0 -300 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 82.9 35.8 1.1 5.9 2.1 0.0 1.6 2.9 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 35,710 : : Positions : : 23,255 20,410 9,295 275 2,790 0 10,925 0 0 1,050 0 : : : : Changes from: April 11, 2017 : : 175 100 125 0 0 0 -100 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 57.2 26.0 0.8 7.8 0.0 30.6 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 32,500 : : Positions : : 19,840 18,245 9,395 400 2,665 0 10,325 0 0 375 0 : : : : Changes from: April 11, 2017 : : 125 100 0 0 0 0 -100 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 56.1 28.9 1.2 8.2 0.0 31.8 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 27,080 : : Positions : : 23,075 15,835 0 8,035 1,190 100 130 50 825 0 155 : : : : Changes from: April 11, 2017 : : 300 600 0 -600 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 58.5 0.0 29.7 4.4 0.4 0.5 0.2 3.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 26,375 : : Positions : : 22,320 15,615 0 7,920 1,100 100 130 50 1,245 0 255 : : : : Changes from: April 11, 2017 : : 0 600 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 59.2 0.0 30.0 4.2 0.4 0.5 0.2 4.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 0 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 34,717 : : Positions : : 27,175 15,664 0 15,296 250 4,935 775 450 600 1,000 0 : : : : Changes from: April 11, 2017 : : 850 -170 0 1,020 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 45.1 0.0 44.1 0.7 14.2 2.2 1.3 1.7 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 26,975 : : Positions : : 22,225 13,890 0 8,315 1,010 1,225 875 110 100 690 0 : : : : Changes from: April 11, 2017 : : 765 -255 0 1,020 -255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 51.5 0.0 30.8 3.7 4.5 3.2 0.4 0.4 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 121,570 : : Positions : : 56,049 108,805 26,881 1,480 2,375 18,665 0 200 8,890 175 0 : : : : Changes from: April 11, 2017 : : 2,095 615 -1,385 600 -250 -50 0 0 555 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 89.5 22.1 1.2 2.0 15.4 0.0 0.2 7.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 105,370 : : Positions : : 50,000 95,455 21,135 2,430 1,170 21,525 0 300 5,250 0 0 : : : : Changes from: April 11, 2017 : : 1,275 -240 -1,185 600 -245 -100 0 0 355 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 90.6 20.1 2.3 1.1 20.4 0.0 0.3 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 22 . . . . 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 20,570 : : Positions : : 17,690 8,340 0 9,395 40 0 600 25 600 0 0 : : : : Changes from: April 11, 2017 : : 240 -600 0 840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 40.5 0.0 45.7 0.2 0.0 2.9 0.1 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 19,310 : : Positions : : 15,465 8,775 0 8,915 875 0 50 0 2,100 0 0 : : : : Changes from: April 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 45.4 0.0 46.2 4.5 0.0 0.3 0.0 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 41,680 : : Positions : : 33,820 26,510 45 2,670 2,310 0 4,365 25 180 500 0 : : : : Changes from: April 11, 2017 : : 1,920 1,830 0 180 0 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 63.6 0.1 6.4 5.5 0.0 10.5 0.1 0.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 18, 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 29,550 : : Positions : : 21,615 16,730 455 2,590 3,465 0 2,750 0 0 0 0 : : : : Changes from: April 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 56.6 1.5 8.8 11.7 0.0 9.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 21, 2017