Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 66,418 : : Positions : : 24,834 27,079 7,784 5,496 2,329 3,460 17,054 1,293 19,548 6,413 5,947 : : : : Changes from: April 25, 2017 : : -2,140 -686 -557 -829 296 210 -490 -347 -172 -657 -1,130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 40.8 11.7 8.3 3.5 5.2 25.7 1.9 29.4 9.7 9.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 14 4 . 4 . 4 . 15 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 10,485 : : Positions : : 1,910 6,086 514 1,394 291 435 1,128 265 5,753 30 760 : : : : Changes from: April 25, 2017 : : -8 -1,390 -13 -216 -60 -20 -61 0 -1,645 -40 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 58.0 4.9 13.3 2.8 4.1 10.8 2.5 54.9 0.3 7.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 7 . . . . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 829 : : Positions : : 196 285 94 14 64 74 128 129 146 84 125 : : : : Changes from: April 25, 2017 : : -20 42 25 -12 0 0 -22 -42 -13 -16 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 34.4 11.4 1.7 7.7 8.9 15.5 15.5 17.6 10.1 15.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 8 . . . . . 4 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 150,312 : : Positions : : 91,891 91,386 4,722 13,496 17,338 14,549 1,864 3,616 5,701 9,483 11,504 : : : : Changes from: April 25, 2017 : : 337 541 -259 -412 -596 741 122 -154 -479 -494 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 60.8 3.1 9.0 11.5 9.7 1.2 2.4 3.8 6.3 7.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 38 44 . . 4 5 . 6 8 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 45,696 : : Positions : : 30,015 43,618 7,251 0 1,817 47 0 130 6,409 105 26 : : : : Changes from: April 25, 2017 : : -2,425 -2,144 982 0 -872 -53 0 0 -873 -226 -131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 95.5 15.9 0.0 4.0 0.1 0.0 0.3 14.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 23 . 0 . . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 392,782 : : Positions : : 336,791 279,587 0 78,052 29,639 5,664 0 0 19,136 3,952 1,552 : : : : Changes from: April 25, 2017 : : -28,911 -25,105 0 -4,310 0 -4,432 0 0 4,272 344 -656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 71.2 0.0 19.9 7.5 1.4 0.0 0.0 4.9 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 1,307,313 : : Positions : :1,082,301 985,607 122,700 85,645 46,058 7,473 86,367 11,762 23,107 74,362 4,312 : : : : Changes from: April 25, 2017 : : 20,585 6,204 -7,734 1,007 3,824 4,704 8,232 -3,136 -464 -1,952 1,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 75.4 9.4 6.6 3.5 0.6 6.6 0.9 1.8 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 35 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 70,950 : : Positions : : 58,128 46,266 7,428 14,173 2,310 0 3,399 915 1,355 3,072 815 : : : : Changes from: April 25, 2017 : : 428 1,706 260 -1,392 903 0 -174 -79 30 577 -131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 65.2 10.5 20.0 3.3 0.0 4.8 1.3 1.9 4.3 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . 0 4 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 305,024 : : Positions : : 245,056 184,140 41,795 93,680 11,336 330 2,921 4,635 1,872 8,312 0 : : : : Changes from: April 25, 2017 : : -936 -2,727 0 1,463 512 0 0 0 0 328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 60.4 13.7 30.7 3.7 0.1 1.0 1.5 0.6 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 366,996 : : Positions : : 245,727 276,124 70,214 7,514 41,557 0 30,318 7,122 1,176 3,161 0 : : : : Changes from: April 25, 2017 : : 8,347 6,174 -3,357 -400 5,211 0 0 0 784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 75.2 19.1 2.0 11.3 0.0 8.3 1.9 0.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 23,009 : : Positions : : 17,318 19,108 2,213 0 2,367 0 177 210 361 86 42 : : : : Changes from: April 25, 2017 : : -50 -109 79 0 -133 0 0 0 127 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 83.0 9.6 0.0 10.3 0.0 0.8 0.9 1.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 0 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 64,812 : : Positions : : 39,947 28,515 22,094 19,115 1,790 0 0 0 645 15,000 0 : : : : Changes from: April 25, 2017 : : 588 -695 1,352 50 -177 0 0 0 110 2,400 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 44.0 34.1 29.5 2.8 0.0 0.0 0.0 1.0 23.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 84,037 : : Positions : : 57,339 41,160 24,249 26,190 1,270 0 0 0 750 15,000 0 : : : : Changes from: April 25, 2017 : : 1,280 -81 982 50 -107 0 0 0 110 2,400 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 49.0 28.9 31.2 1.5 0.0 0.0 0.0 0.9 17.8 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 34,460 : : Positions : : 24,902 28,170 4,230 745 4,345 0 0 0 700 1,050 0 : : : : Changes from: April 25, 2017 : : -1,215 -735 100 -300 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 81.7 12.3 2.2 12.6 0.0 0.0 0.0 2.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 276,824 : : Positions : : 184,424 260,448 62,560 0 14,040 3,560 0 0 9,904 0 2,336 : : : : Changes from: April 25, 2017 : : 5,472 3,960 -1,512 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 94.1 22.6 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 6,806 : : Positions : : 6,065 5,231 0 1,082 300 0 0 0 80 66 0 : : : : Changes from: April 25, 2017 : : 1,961 365 -580 972 216 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 76.9 0.0 15.9 4.4 0.0 0.0 0.0 1.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 7,895 : : Positions : : 6,416 5,899 169 111 542 598 0 0 126 617 22 : : : : Changes from: April 25, 2017 : : 126 104 0 0 22 22 0 0 0 44 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 74.7 2.1 1.4 6.9 7.6 0.0 0.0 1.6 7.8 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 7,967 : : Positions : : 6,812 4,185 0 2,110 90 900 1,032 0 0 250 0 : : : : Changes from: April 25, 2017 : : -50 0 0 0 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 52.5 0.0 26.5 1.1 11.3 13.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 13,750 : : Positions : : 11,765 9,295 0 3,370 600 225 0 0 305 100 300 : : : : Changes from: April 25, 2017 : : -710 775 0 -1,390 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 67.6 0.0 24.5 4.4 1.6 0.0 0.0 2.2 0.7 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 43,372 : : Positions : : 32,417 36,987 5,925 0 4,935 0 0 0 0 1,360 0 : : : : Changes from: April 25, 2017 : : -120 -155 175 0 80 0 0 0 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 85.3 13.7 0.0 11.4 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 26,691 : : Positions : : 20,701 20,121 2,295 3,880 2,690 0 0 0 825 0 0 : : : : Changes from: April 25, 2017 : : 495 485 420 430 -445 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.4 8.6 14.5 10.1 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 18,754 : : Positions : : 14,295 13,963 1,560 2,562 1,104 380 194 0 439 0 422 : : : : Changes from: April 25, 2017 : : 213 249 36 0 -43 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 74.5 8.3 13.7 5.9 2.0 1.0 0.0 2.3 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 60,869 : : Positions : : 55,363 46,969 2,754 3,790 2,228 0 0 0 280 7,468 150 : : : : Changes from: April 25, 2017 : : 644 720 540 23 111 0 0 0 0 448 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 77.2 4.5 6.2 3.7 0.0 0.0 0.0 0.5 12.3 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 21 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 79,662 : : Positions : : 72,000 56,725 3,257 3,628 2,089 354 462 564 616 15,392 731 : : : : Changes from: April 25, 2017 : : 1,356 1,533 633 -185 100 0 -10 0 -115 537 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 71.2 4.1 4.6 2.6 0.4 0.6 0.7 0.8 19.3 0.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 27 . . . . . . 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 51,450 : : Positions : : 38,175 41,285 9,620 8,620 600 300 0 0 1,085 445 300 : : : : Changes from: April 25, 2017 : : 395 1,060 -255 60 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 80.2 18.7 16.8 1.2 0.6 0.0 0.0 2.1 0.9 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 May 2, 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 61,935 : : Positions : : 43,750 45,560 11,865 10,555 2,800 300 0 0 1,420 2,545 475 : : : : Changes from: April 25, 2017 : : 235 1,180 -380 -165 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 73.6 19.2 17.0 4.5 0.5 0.0 0.0 2.3 4.1 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 May 2, 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 306,109 : : Positions : : 232,977 278,036 13,421 11,840 13,873 0 0 0 44,678 1,200 1,160 : : : : Changes from: April 25, 2017 : : 744 824 0 336 -736 0 0 0 416 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 90.8 4.4 3.9 4.5 0.0 0.0 0.0 14.6 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 May 2, 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 24,883 : : Positions : : 16,151 20,967 477 543 1,108 0 596 345 5,603 595 478 : : : : Changes from: April 25, 2017 : : 173 221 0 20 2 0 -3 0 65 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 84.3 1.9 2.2 4.5 0.0 2.4 1.4 22.5 2.4 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 37,172 : : Positions : : 27,945 36,178 7,160 0 564 515 0 0 712 154 276 : : : : Changes from: April 25, 2017 : : -459 -563 -52 0 0 0 0 0 -1 51 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 97.3 19.3 0.0 1.5 1.4 0.0 0.0 1.9 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 313,093 : : Positions : : 259,689 201,986 7,122 46,326 34,501 4,680 21,573 2,331 4,770 1,176 0 : : : : Changes from: April 25, 2017 : : -2,792 -8,776 0 -4,680 4,680 0 4,680 0 0 784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 64.5 2.3 14.8 11.0 1.5 6.9 0.7 1.5 0.4 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 May 2, 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 18,994 : : Positions : : 14,472 13,536 444 1,146 1,280 1,376 0 763 130 650 84 : : : : Changes from: April 25, 2017 : : 168 -370 -22 532 -211 277 0 -255 43 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 71.3 2.3 6.0 6.7 7.2 0.0 4.0 0.7 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 152,062 : : Positions : : 63,984 108,218 81,406 25,124 4,680 0 14,040 0 392 0 0 : : : : Changes from: April 25, 2017 : : -2,001 -2,401 -1,200 800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 71.2 53.5 16.5 3.1 0.0 9.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 15,170 : : Positions : : 9,893 11,820 3,481 1,231 341 751 484 177 129 280 147 : : : : Changes from: April 25, 2017 : : 264 608 154 -362 277 0 113 -1 0 86 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 77.9 22.9 8.1 2.2 5.0 3.2 1.2 0.9 1.8 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 170,934 : : Positions : : 103,371 122,705 51,923 42,307 0 14,040 5,530 0 0 392 0 : : : : Changes from: April 25, 2017 : : -5,193 -3,593 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 71.8 30.4 24.8 0.0 8.2 3.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 18,332 : : Positions : : 14,317 9,798 591 4,546 2,169 0 306 1,229 0 258 26 : : : : Changes from: April 25, 2017 : : -656 -973 -350 198 -121 0 -231 -76 0 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 53.4 3.2 24.8 11.8 0.0 1.7 6.7 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 171,579 : : Positions : : 138,104 85,029 17,083 67,557 16,392 0 0 0 0 2,601 0 : : : : Changes from: April 25, 2017 : : -4,800 -6,080 320 1,920 -2,240 0 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 49.6 10.0 39.4 9.6 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 15,955 : : Positions : : 10,515 13,080 1,030 0 2,505 340 0 200 280 0 45 : : : : Changes from: April 25, 2017 : : -190 -125 0 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 82.0 6.5 0.0 15.7 2.1 0.0 1.3 1.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 17,255 : : Positions : : 12,385 13,655 845 0 2,645 0 160 405 315 0 215 : : : : Changes from: April 25, 2017 : : 110 -50 -110 -260 10 -140 160 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 79.1 4.9 0.0 15.3 0.0 0.9 2.3 1.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 12 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 551,783 : : Positions : : 352,614 232,280 6,077 56,968 117,113 0 57,219 3,527 0 11,500 72,072 : : : : Changes from: April 25, 2017 : : 11,032 10,189 -741 -47 -31 0 -369 -197 0 515 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 42.1 1.1 10.3 21.2 0.0 10.4 0.6 0.0 2.1 13.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 11,605 : : Positions : : 8,570 5,865 1,520 4,925 815 0 0 0 180 0 0 : : : : Changes from: April 25, 2017 : : -595 25 180 -300 630 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 50.5 13.1 42.4 7.0 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 May 2, 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 32,843 : : Positions : : 7,987 26,685 20,785 4,305 1,825 1,175 0 0 150 0 0 : : : : Changes from: April 25, 2017 : : -595 425 950 100 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 81.3 63.3 13.1 5.6 3.6 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 29,874 : : Positions : : 6,852 23,205 17,640 3,205 3,440 1,175 0 0 150 0 0 : : : : Changes from: April 25, 2017 : : -205 210 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 77.7 59.0 10.7 11.5 3.9 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 May 2, 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 14,160 : : Positions : : 10,870 12,100 1,800 435 1,000 0 375 0 0 0 0 : : : : Changes from: April 25, 2017 : : -635 -465 0 100 -100 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 85.5 12.7 3.1 7.1 0.0 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 9,830 : : Positions : : 7,225 8,175 1,120 515 880 0 150 0 0 0 0 : : : : Changes from: April 25, 2017 : : -635 -425 0 100 -100 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 83.2 11.4 5.2 9.0 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 24,169 : : Positions : : 23,284 10,013 70 10,740 700 0 100 0 0 2,275 75 : : : : Changes from: April 25, 2017 : : 536 -330 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 41.4 0.3 44.4 2.9 0.0 0.4 0.0 0.0 9.4 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 May 2, 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 26,260 : : Positions : : 25,350 11,861 70 11,180 675 0 100 0 100 2,100 25 : : : : Changes from: April 25, 2017 : : 384 -660 0 775 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 45.2 0.3 42.6 2.6 0.0 0.4 0.0 0.4 8.0 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 May 2, 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 112,454 : : Positions : : 96,969 82,007 6,380 18,185 7,900 0 2,102 450 295 1,470 30 : : : : Changes from: April 25, 2017 : : 1,180 470 25 195 0 0 720 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 72.9 5.7 16.2 7.0 0.0 1.9 0.4 0.3 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 30 . . 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 133,018 : : Positions : : 112,963 97,806 7,495 17,220 9,930 220 3,677 895 360 2,695 85 : : : : Changes from: April 25, 2017 : : -1,367 -2,132 250 1,100 -650 -50 400 300 50 -150 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 73.5 5.6 12.9 7.5 0.2 2.8 0.7 0.3 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 29 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 199,386 : : Positions : : 155,830 139,320 11,510 10,689 8,080 6,565 4,108 9,106 3,798 21,483 3,722 : : : : Changes from: April 25, 2017 : : 384 -5,363 -2,278 1,413 773 805 -720 616 247 1,630 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 69.9 5.8 5.4 4.1 3.3 2.1 4.6 1.9 10.8 1.9 : : : : Number of Traders in Each Category Total Traders: 76 : : 37 37 4 . 4 . 6 . 6 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 127,602 : : Positions : : 116,475 91,333 4,582 20,912 1,067 295 4,628 2,435 1,939 4,838 250 : : : : Changes from: April 25, 2017 : : 1,670 -2,468 65 2,065 -495 95 950 -265 326 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 71.6 3.6 16.4 0.8 0.2 3.6 1.9 1.5 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 29 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 50,670 : : Positions : : 41,840 39,820 3,630 5,525 3,605 355 750 0 680 0 5 : : : : Changes from: April 25, 2017 : : 635 620 -50 -600 100 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 78.6 7.2 10.9 7.1 0.7 1.5 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 47,715 : : Positions : : 39,205 40,285 2,955 1,330 4,340 205 650 0 550 0 0 : : : : Changes from: April 25, 2017 : : 665 415 -50 -500 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 84.4 6.2 2.8 9.1 0.4 1.4 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 28,999 : : Positions : : 24,986 18,531 0 7,138 2,918 375 0 225 0 0 0 : : : : Changes from: April 25, 2017 : : -220 -727 0 722 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 63.9 0.0 24.6 10.1 1.3 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 23 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 22,336 : : Positions : : 17,616 17,571 355 2,090 2,615 675 0 0 1,075 0 0 : : : : Changes from: April 25, 2017 : : 1,200 670 -100 430 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 78.7 1.6 9.4 11.7 3.0 0.0 0.0 4.8 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 May 2, 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 213,856 : : Positions : : 129,147 111,402 0 29,819 59,590 18,141 0 6,933 0 6,043 0 : : : : Changes from: April 25, 2017 : : -6,096 -2,372 0 -3,391 -450 61 0 -178 0 -294 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 52.1 0.0 13.9 27.9 8.5 0.0 3.2 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 38,462 : : Positions : : 27,992 36,452 8,685 225 0 0 0 0 0 0 0 : : : : Changes from: April 25, 2017 : : 1,705 2,895 1,190 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 94.8 22.6 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 May 2, 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 34,770 : : Positions : : 24,665 33,260 8,925 225 0 0 0 0 0 0 0 : : : : Changes from: April 25, 2017 : : 1,610 2,775 1,165 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 95.7 25.7 0.6 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 May 2, 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 28,051 : : Positions : : 17,674 22,120 7,053 2,689 1,035 70 875 0 1,315 1,050 0 : : : : Changes from: April 25, 2017 : : 1,035 1,961 413 -680 -324 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 78.9 25.1 9.6 3.7 0.2 3.1 0.0 4.7 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 17,414 : : Positions : : 13,322 13,880 1,622 2,397 690 270 0 0 848 0 7 : : : : Changes from: April 25, 2017 : : -44 261 300 -145 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 79.7 9.3 13.8 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 May 2, 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 36,389 : : Positions : : 30,274 17,034 355 9,445 3,246 0 5,347 0 1,490 509 395 : : : : Changes from: April 25, 2017 : : -530 429 -195 -1,958 1,877 0 740 0 -50 159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 46.8 1.0 26.0 8.9 0.0 14.7 0.0 4.1 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 17 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 23,814 : : Positions : : 20,383 17,226 0 2,745 3,125 0 190 110 0 0 0 : : : : Changes from: April 25, 2017 : : -885 406 0 -1,764 1,650 -110 190 110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 72.3 0.0 11.5 13.1 0.0 0.8 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 0 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 20,940 : : Positions : : 13,240 18,042 6,778 615 402 0 575 0 0 960 85 : : : : Changes from: April 25, 2017 : : -20 470 395 -25 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 86.2 32.4 2.9 1.9 0.0 2.7 0.0 0.0 4.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 14,562 : : Positions : : 11,265 12,810 1,385 18 1,564 0 0 0 0 0 0 : : : : Changes from: April 25, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 88.0 9.5 0.1 10.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 33,134 : : Positions : : 29,613 20,376 1,795 10,658 1,090 0 525 0 185 0 0 : : : : Changes from: April 25, 2017 : : -261 -125 -92 70 35 0 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 61.5 5.4 32.2 3.3 0.0 1.6 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 20 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 18,951 : : Positions : : 12,239 15,669 4,105 1,130 1,805 0 0 0 583 0 0 : : : : Changes from: April 25, 2017 : : 75 333 285 0 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 82.7 21.7 6.0 9.5 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 16,755 : : Positions : : 10,090 13,001 1,690 32 3,135 0 0 0 975 0 0 : : : : Changes from: April 25, 2017 : : 340 588 240 0 60 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 77.6 10.1 0.2 18.7 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 37,572 : : Positions : : 22,877 27,342 11,070 5,405 0 0 0 0 0 1,200 0 : : : : Changes from: April 25, 2017 : : 285 285 300 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 72.8 29.5 14.4 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 May 2, 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 35,365 : : Positions : : 21,488 24,728 10,260 5,680 0 0 0 0 0 1,200 0 : : : : Changes from: April 25, 2017 : : 260 260 300 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 69.9 29.0 16.1 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 May 2, 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 43,440 : : Positions : : 36,250 12,720 1,425 5,920 3,805 0 10,790 175 75 8,640 460 : : : : Changes from: April 25, 2017 : : 465 1,330 0 -25 1,200 0 -225 -25 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 29.3 3.3 13.6 8.8 0.0 24.8 0.4 0.2 19.9 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 41,475 : : Positions : : 34,695 13,940 1,200 7,065 3,855 0 10,265 340 0 4,855 400 : : : : Changes from: April 25, 2017 : : 370 1,270 0 0 1,200 0 -300 0 0 -600 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 33.6 2.9 17.0 9.3 0.0 24.7 0.8 0.0 11.7 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 43,825 : : Positions : : 19,640 36,295 17,710 925 2,470 710 0 590 1,175 2,045 30 : : : : Changes from: April 25, 2017 : : -25 1,150 1,250 0 -530 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 82.8 40.4 2.1 5.6 1.6 0.0 1.3 2.7 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 39,305 : : Positions : : 16,755 33,105 16,875 400 1,900 760 0 590 1,075 2,020 30 : : : : Changes from: April 25, 2017 : : -300 750 1,125 0 -205 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 84.2 42.9 1.0 4.8 1.9 0.0 1.5 2.7 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 May 2, 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 36,335 : : Positions : : 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0 : : : : Changes from: April 25, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 33,330 : : Positions : : 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0 : : : : Changes from: April 25, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 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 May 2, 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 27,370 : : Positions : : 23,665 15,825 0 8,335 1,240 100 130 50 525 0 155 : : : : Changes from: April 25, 2017 : : 440 -10 0 450 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 57.8 0.0 30.5 4.5 0.4 0.5 0.2 1.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 26,595 : : Positions : : 22,910 15,555 0 8,270 1,100 100 130 50 945 0 255 : : : : Changes from: April 25, 2017 : : 440 -60 0 500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 58.5 0.0 31.1 4.1 0.4 0.5 0.2 3.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 0 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 37,020 : : Positions : : 28,840 16,854 0 16,721 225 5,535 775 400 900 950 0 : : : : Changes from: April 25, 2017 : : 550 550 0 200 -25 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 45.5 0.0 45.2 0.6 15.0 2.1 1.1 2.4 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 28,460 : : Positions : : 23,905 14,945 0 8,890 835 825 875 210 400 640 0 : : : : Changes from: April 25, 2017 : : 510 510 0 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 52.5 0.0 31.2 2.9 2.9 3.1 0.7 1.4 2.2 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 May 2, 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 122,105 : : Positions : : 60,514 108,080 24,466 1,405 2,375 16,590 0 175 8,115 175 10 : : : : Changes from: April 25, 2017 : : 1,720 1,720 800 -75 0 -425 0 -25 -450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 88.5 20.0 1.2 1.9 13.6 0.0 0.1 6.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 104,000 : : Positions : : 52,780 92,885 17,935 2,380 1,620 20,125 0 300 4,450 0 150 : : : : Changes from: April 25, 2017 : : 1,650 1,340 465 -50 -100 -300 0 0 -525 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 89.3 17.2 2.3 1.6 19.4 0.0 0.3 4.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 24 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 21,220 : : Positions : : 18,240 8,890 0 9,295 40 0 700 25 600 0 0 : : : : Changes from: April 25, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 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 May 2, 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 20,160 : : Positions : : 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0 : : : : Changes from: April 25, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 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 May 2, 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 46,180 : : Positions : : 36,615 30,230 45 2,375 2,960 0 4,265 25 210 0 0 : : : : Changes from: April 25, 2017 : : 170 420 0 0 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.5 0.1 5.1 6.4 0.0 9.2 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 2, 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 30,000 : : Positions : : 22,440 17,395 455 2,880 3,280 0 2,750 0 0 0 0 : : : : Changes from: April 25, 2017 : : 545 545 0 10 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 58.0 1.5 9.6 10.9 0.0 9.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 5, 2017