Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 68,196 : : Positions : : 25,742 30,074 7,484 5,694 2,026 1,675 16,778 992 23,677 5,901 5,498 : : : : Changes from: May 9, 2017 : : 1,001 2,020 -415 208 -228 -1,135 -431 -256 1,547 -1,657 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 44.1 11.0 8.3 3.0 2.5 24.6 1.5 34.7 8.7 8.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 14 4 . 4 . 4 . 14 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 11,019 : : Positions : : 2,678 6,670 514 1,624 246 0 1,018 255 6,124 30 700 : : : : Changes from: May 9, 2017 : : 893 339 -30 245 -95 -220 25 -10 -69 -15 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 60.5 4.7 14.7 2.2 0.0 9.2 2.3 55.6 0.3 6.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 6 8 . . . 0 . . 10 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 902 : : Positions : : 202 289 100 18 71 60 142 157 187 103 123 : : : : Changes from: May 9, 2017 : : 5 18 9 -1 -1 -11 0 0 10 -3 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 32.0 11.1 2.0 7.8 6.7 15.7 17.4 20.8 11.4 13.7 : : : : 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 16, 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 143,929 : : Positions : : 85,853 87,279 3,350 12,187 17,619 15,767 1,221 3,361 6,016 10,108 11,557 : : : : Changes from: May 9, 2017 : : -764 222 -492 -46 391 1,472 -210 -162 -51 205 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 60.6 2.3 8.5 12.2 11.0 0.8 2.3 4.2 7.0 8.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 42 . . 4 5 . 7 7 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 47,327 : : Positions : : 31,139 43,924 7,070 0 2,053 99 575 125 6,665 475 175 : : : : Changes from: May 9, 2017 : : 1,937 990 -4 0 277 44 575 0 -37 375 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 92.8 14.9 0.0 4.3 0.2 1.2 0.3 14.1 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 23 . 0 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 32,139 : : Positions : : 26,330 22,557 0 6,807 2,110 375 0 0 3,075 200 225 : : : : Changes from: May 9, 2017 : : 555 732 0 632 -165 -50 0 0 1,000 -75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 70.2 0.0 21.2 6.6 1.2 0.0 0.0 9.6 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 21 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 190,912 : : Positions : : 166,692 133,043 12,147 21,380 5,983 1,170 16,268 1,150 3,439 12,766 222 : : : : Changes from: May 9, 2017 : : 33,342 11,793 -2,053 11,830 83 220 5,168 -350 539 3,266 -378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 69.7 6.4 11.2 3.1 0.6 8.5 0.6 1.8 6.7 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 34 4 . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 67,308 : : Positions : : 56,296 42,511 6,493 14,537 2,381 0 2,562 922 450 3,670 725 : : : : Changes from: May 9, 2017 : : 1,783 -153 -737 588 583 0 121 53 25 570 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 63.2 9.6 21.6 3.5 0.0 3.8 1.4 0.7 5.5 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 20 . . . 0 5 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 23,499 : : Positions : : 19,119 13,383 2,998 8,240 801 0 200 375 200 500 0 : : : : Changes from: May 9, 2017 : : 994 158 -302 590 101 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 57.0 12.8 35.1 3.4 0.0 0.9 1.6 0.9 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . 0 . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 60,867 : : Positions : : 49,551 45,866 1,805 1,921 8,490 0 3,600 600 150 100 230 : : : : Changes from: May 9, 2017 : : 19,951 12,166 -7,395 1,071 3,540 0 -400 -200 0 -300 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 75.4 3.0 3.2 13.9 0.0 5.9 1.0 0.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 65,644 : : Positions : : 54,828 51,083 2,295 6,036 5,870 0 1,625 250 1,605 300 140 : : : : Changes from: May 9, 2017 : : 16,528 8,133 -3,005 6,036 470 0 525 -200 855 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 77.8 3.5 9.2 8.9 0.0 2.5 0.4 2.4 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . . . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 65,410 : : Positions : : 40,894 27,995 19,237 16,130 4,365 0 0 0 695 16,800 0 : : : : Changes from: May 9, 2017 : : 915 485 -105 -200 0 0 0 0 75 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 42.8 29.4 24.7 6.7 0.0 0.0 0.0 1.1 25.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 83,971 : : Positions : : 57,883 39,946 21,277 23,115 3,845 0 0 0 815 16,800 0 : : : : Changes from: May 9, 2017 : : 1,290 760 -105 0 0 0 0 0 175 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 47.6 25.3 27.5 4.6 0.0 0.0 0.0 1.0 20.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 32,555 : : Positions : : 23,519 26,460 3,655 535 4,420 0 0 0 700 1,000 0 : : : : Changes from: May 9, 2017 : : 230 -370 -600 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 81.3 11.2 1.6 13.6 0.0 0.0 0.0 2.2 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 40,250 : : Positions : : 28,390 35,824 5,850 1,210 3,000 1,000 0 0 1,950 0 0 : : : : Changes from: May 9, 2017 : : 4,990 3,974 -1,100 1,210 700 600 0 0 800 -50 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 89.0 14.5 3.0 7.5 2.5 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 15,590 : : Positions : : 14,990 12,140 0 3,200 0 0 50 0 600 200 0 : : : : Changes from: May 9, 2017 : : 940 940 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 77.9 0.0 20.5 0.0 0.0 0.3 0.0 3.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 0 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 19,207 : : Positions : : 15,523 14,035 1,068 560 731 1,300 1,418 0 200 2,000 150 : : : : Changes from: May 9, 2017 : : 1,773 835 368 -40 -19 0 1,318 0 0 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 73.1 5.6 2.9 3.8 6.8 7.4 0.0 1.0 10.4 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 7,757 : : Positions : : 6,407 4,175 0 1,910 90 800 1,032 0 50 0 250 : : : : Changes from: May 9, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 53.8 0.0 24.6 1.2 10.3 13.3 0.0 0.6 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 12,700 : : Positions : : 10,675 9,065 0 1,980 840 0 150 225 260 100 300 : : : : Changes from: May 9, 2017 : : -300 -260 0 -390 240 -200 150 225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 71.4 0.0 15.6 6.6 0.0 1.2 1.8 2.0 0.8 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 41,035 : : Positions : : 30,880 35,480 5,885 0 4,175 0 0 0 0 1,300 0 : : : : Changes from: May 9, 2017 : : 775 175 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 86.5 14.3 0.0 10.2 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 49,860 : : Positions : : 41,883 36,835 2,365 9,013 2,712 575 400 0 1,425 0 900 : : : : Changes from: May 9, 2017 : : 6,483 3,810 -360 2,963 -238 -75 0 0 475 -250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 73.9 4.7 18.1 5.4 1.2 0.8 0.0 2.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 26 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 49,350 : : Positions : : 37,570 39,665 9,125 8,160 600 300 0 0 1,015 445 300 : : : : Changes from: May 9, 2017 : : 735 735 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 80.4 18.5 16.5 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 16, 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 59,165 : : Positions : : 42,735 43,430 11,340 9,915 2,800 300 0 0 1,320 2,545 475 : : : : Changes from: May 9, 2017 : : 690 690 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 73.4 19.2 16.8 4.7 0.5 0.0 0.0 2.2 4.3 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 74,097 : : Positions : : 68,375 65,825 2,361 3,238 2,611 0 0 0 260 1,597 369 : : : : Changes from: May 9, 2017 : : 41,225 32,975 661 2,038 961 0 0 0 -4,940 1,597 269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 88.8 3.2 4.4 3.5 0.0 0.0 0.0 0.4 2.2 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 98,324 : : Positions : : 86,721 87,424 3,836 2,009 1,999 1,825 1,718 61 2,226 3,277 1,365 : : : : Changes from: May 9, 2017 : : 50,831 41,008 2,586 509 -101 1,525 244 -557 -10,474 2,527 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 88.9 3.9 2.0 2.0 1.9 1.7 0.1 2.3 3.3 1.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 28 . . . . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 34,001 : : Positions : : 25,552 33,423 6,606 0 478 300 0 0 1,025 100 0 : : : : Changes from: May 9, 2017 : : -73 -77 -119 0 78 -50 0 0 125 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 98.3 19.4 0.0 1.4 0.9 0.0 0.0 3.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 48,244 : : Positions : : 38,670 34,919 1,055 2,315 6,310 600 4,250 300 1,181 150 0 : : : : Changes from: May 9, 2017 : : 6,820 11,019 255 -3,535 2,160 0 300 0 581 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 72.4 2.2 4.8 13.1 1.2 8.8 0.6 2.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 50,049 : : Positions : : 34,890 39,891 1,686 0 6,148 4,250 0 1,800 885 1,500 220 : : : : Changes from: May 9, 2017 : : 4,740 8,141 586 -1,850 2,598 300 0 0 585 -400 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 79.7 3.4 0.0 12.3 8.5 0.0 3.6 1.8 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 33,889 : : Positions : : 18,729 28,726 13,783 1,245 982 0 2,075 175 50 475 70 : : : : Changes from: May 9, 2017 : : 10,029 14,726 5,133 -1,105 -268 -250 275 175 -500 475 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 84.8 40.7 3.7 2.9 0.0 6.1 0.5 0.1 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 29,461 : : Positions : : 16,550 23,416 12,020 3,560 645 0 1,800 0 50 0 0 : : : : Changes from: May 9, 2017 : : 8,700 10,066 1,820 610 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 79.5 40.8 12.1 2.2 0.0 6.1 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 36,583 : : Positions : : 27,204 32,776 5,287 952 2,002 75 335 45 1,056 0 383 : : : : Changes from: May 9, 2017 : : 9,604 12,976 1,787 -1,898 1,752 -775 235 45 -694 -950 383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 89.6 14.5 2.6 5.5 0.2 0.9 0.1 2.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,432 : : Positions : : 19,269 19,035 1,544 2,837 1,359 240 0 0 854 0 1 : : : : Changes from: May 9, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 81.2 6.6 12.1 5.8 1.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 51,340 : : Positions : : 42,957 34,431 2,446 6,992 3,101 1,760 5,629 176 565 951 60 : : : : Changes from: May 9, 2017 : : 21,496 7,892 -4,754 4,692 2,151 -240 4,606 -13 165 -249 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 67.1 4.8 13.6 6.0 3.4 11.0 0.3 1.1 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 36,261 : : Positions : : 27,804 27,571 5,672 6,837 895 1,800 890 10 0 50 0 : : : : Changes from: May 9, 2017 : : 14,754 12,671 -228 1,687 895 0 240 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 76.0 15.6 18.9 2.5 5.0 2.5 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 18,568 : : Positions : : 14,417 10,129 377 4,165 2,549 0 300 1,200 25 225 0 : : : : Changes from: May 9, 2017 : : 442 429 -198 -185 349 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 54.6 2.0 22.4 13.7 0.0 1.6 6.5 0.1 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 13,529 : : Positions : : 10,989 7,024 1,285 5,050 1,255 0 0 0 0 200 0 : : : : Changes from: May 9, 2017 : : 114 99 -40 -25 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 51.9 9.5 37.3 9.3 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 16,390 : : Positions : : 9,205 15,285 4,425 0 985 440 0 100 300 0 0 : : : : Changes from: May 9, 2017 : : -520 2,480 3,000 0 -1,050 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 93.3 27.0 0.0 6.0 2.7 0.0 0.6 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 18,055 : : Positions : : 11,520 15,995 4,200 0 1,205 0 310 405 345 0 120 : : : : Changes from: May 9, 2017 : : -340 2,610 3,050 0 -1,050 0 150 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 88.6 23.3 0.0 6.7 0.0 1.7 2.2 1.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 15 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 554,247 : : Positions : : 359,392 233,846 7,473 55,558 111,445 0 68,871 3,488 1,224 9,073 70,885 : : : : Changes from: May 9, 2017 : : 5,406 -3,326 -1,310 -2,917 -2,784 0 11,618 -362 257 -986 -2,027 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 42.2 1.3 10.0 20.1 0.0 12.4 0.6 0.2 1.6 12.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 10,595 : : Positions : : 7,985 5,350 1,300 4,430 815 0 0 0 130 0 0 : : : : Changes from: May 9, 2017 : : 0 -50 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 50.5 12.3 41.8 7.7 0.0 0.0 0.0 1.2 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 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 31,679 : : Positions : : 7,758 25,175 20,215 4,610 1,885 1,050 0 0 150 0 0 : : : : Changes from: May 9, 2017 : : 725 -20 45 775 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 79.5 63.8 14.6 6.0 3.3 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 28,911 : : Positions : : 6,979 22,330 16,990 3,160 3,415 1,050 0 0 100 0 0 : : : : Changes from: May 9, 2017 : : 540 200 45 375 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 77.2 58.8 10.9 11.8 3.6 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 13,850 : : Positions : : 10,955 11,635 1,825 475 910 0 550 0 0 0 0 : : : : Changes from: May 9, 2017 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 84.0 13.2 3.4 6.6 0.0 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 9,710 : : Positions : : 7,605 7,775 1,080 540 745 0 350 0 0 0 0 : : : : Changes from: May 9, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 80.1 11.1 5.6 7.7 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 25,989 : : Positions : : 23,389 9,263 145 8,000 2,325 0 50 0 0 6,250 75 : : : : Changes from: May 9, 2017 : : 0 0 0 -1,800 1,200 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 35.6 0.6 30.8 8.9 0.0 0.2 0.0 0.0 24.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 27,968 : : Positions : : 25,363 11,059 145 8,310 2,275 0 50 0 100 6,150 25 : : : : Changes from: May 9, 2017 : : 0 200 0 -2,000 1,200 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 39.5 0.5 29.7 8.1 0.0 0.2 0.0 0.4 22.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 111,456 : : Positions : : 99,066 80,269 3,005 18,545 8,685 0 2,227 200 410 1,455 55 : : : : Changes from: May 9, 2017 : : 4,920 -300 -2,600 2,545 1,275 0 175 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 72.0 2.7 16.6 7.8 0.0 2.0 0.2 0.4 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 30 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 131,998 : : Positions : : 116,173 94,866 4,570 18,360 9,360 535 6,042 755 535 2,580 35 : : : : Changes from: May 9, 2017 : : 7,090 525 -2,305 2,385 790 55 1,980 70 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 71.9 3.5 13.9 7.1 0.4 4.6 0.6 0.4 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 29 . . 4 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 197,351 : : Positions : : 156,343 138,849 9,964 10,565 6,519 7,033 2,530 9,852 3,707 25,059 3,894 : : : : Changes from: May 9, 2017 : : 3,027 3,475 170 -701 -1,731 958 -1,094 746 -327 2,176 267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 70.4 5.0 5.4 3.3 3.6 1.3 5.0 1.9 12.7 2.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 39 39 . . . . 7 5 7 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 49,635 : : Positions : : 41,840 40,900 4,520 6,085 1,895 580 625 0 645 100 5 : : : : Changes from: May 9, 2017 : : -600 1,405 400 -1,470 -145 225 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 82.4 9.1 12.3 3.8 1.2 1.3 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 46,805 : : Positions : : 39,495 41,730 3,745 1,825 2,600 380 525 0 520 100 0 : : : : Changes from: May 9, 2017 : : -690 1,425 350 -1,690 -100 175 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.2 8.0 3.9 5.6 0.8 1.1 0.0 1.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 8 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 224,125 : : Positions : : 143,708 118,739 0 32,541 55,021 19,326 0 6,023 0 11,727 0 : : : : Changes from: May 9, 2017 : : 33 1,619 0 -1,704 -249 -104 0 -62 0 13 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 53.0 0.0 14.5 24.5 8.6 0.0 2.7 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 18 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 38,592 : : Positions : : 27,137 36,727 9,770 200 0 0 0 0 0 0 0 : : : : Changes from: May 9, 2017 : : 0 900 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 95.2 25.3 0.5 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 16, 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 35,050 : : Positions : : 23,975 33,610 9,915 200 0 0 0 0 0 0 0 : : : : Changes from: May 9, 2017 : : 0 900 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 95.9 28.3 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 16, 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 36,166 : : Positions : : 22,082 25,967 9,815 4,730 0 0 0 0 0 1,200 0 : : : : Changes from: May 9, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 71.8 27.1 13.1 0.0 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 33,301 : : Positions : : 20,053 23,558 9,945 5,110 0 0 0 0 0 1,200 0 : : : : Changes from: May 9, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 70.7 29.9 15.3 0.0 0.0 0.0 0.0 0.0 3.6 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 16, 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 43,420 : : Positions : : 36,605 13,765 1,425 6,585 3,805 0 10,775 75 0 7,195 475 : : : : Changes from: May 9, 2017 : : 0 75 0 150 0 0 -150 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 31.7 3.3 15.2 8.8 0.0 24.8 0.2 0.0 16.6 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 41,675 : : Positions : : 35,195 14,980 1,225 7,640 3,830 0 10,135 170 0 3,875 375 : : : : Changes from: May 9, 2017 : : 0 0 0 150 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 35.9 2.9 18.3 9.2 0.0 24.3 0.4 0.0 9.3 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 43,390 : : Positions : : 18,615 37,140 20,485 1,025 940 730 0 570 575 2,255 15 : : : : Changes from: May 9, 2017 : : -120 205 570 50 -50 0 0 0 0 195 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 85.6 47.2 2.4 2.2 1.7 0.0 1.3 1.3 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 38,975 : : Positions : : 16,070 33,925 18,940 450 830 780 0 570 575 2,030 15 : : : : Changes from: May 9, 2017 : : -150 325 570 50 -50 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 87.0 48.6 1.2 2.1 2.0 0.0 1.5 1.5 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 35,325 : : Positions : : 22,805 21,130 9,815 275 2,165 0 10,270 0 200 1,250 0 : : : : Changes from: May 9, 2017 : : 640 1,040 400 0 -600 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 59.8 27.8 0.8 6.1 0.0 29.1 0.0 0.6 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 32,780 : : Positions : : 20,280 19,430 9,915 375 2,065 0 9,720 0 0 775 0 : : : : Changes from: May 9, 2017 : : 520 910 450 0 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 59.3 30.2 1.1 6.3 0.0 29.7 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 26,070 : : Positions : : 23,155 14,060 0 9,580 645 50 130 50 565 0 115 : : : : Changes from: May 9, 2017 : : 150 0 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 53.9 0.0 36.7 2.5 0.2 0.5 0.2 2.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 25,350 : : Positions : : 22,575 13,910 0 9,570 550 50 130 50 985 0 165 : : : : Changes from: May 9, 2017 : : 145 -5 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 54.9 0.0 37.8 2.2 0.2 0.5 0.2 3.9 0.0 0.7 : : : : 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 16, 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 38,520 : : Positions : : 29,050 16,699 0 18,626 200 7,100 775 350 650 725 0 : : : : Changes from: May 9, 2017 : : 880 580 0 1,975 0 1,675 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 43.4 0.0 48.4 0.5 18.4 2.0 0.9 1.7 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 28,465 : : Positions : : 23,905 14,760 0 9,585 585 1,055 875 130 400 465 0 : : : : Changes from: May 9, 2017 : : 870 270 0 750 -200 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 51.9 0.0 33.7 2.1 3.7 3.1 0.5 1.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 120,320 : : Positions : : 60,384 107,505 25,081 165 3,045 14,340 0 75 7,965 75 10 : : : : Changes from: May 9, 2017 : : 840 955 1,720 -50 0 -1,675 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 89.3 20.8 0.1 2.5 11.9 0.0 0.1 6.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 102,340 : : Positions : : 52,060 91,825 17,470 1,215 1,865 19,195 0 150 4,340 0 0 : : : : Changes from: May 9, 2017 : : 530 355 -120 -50 -75 -150 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 89.7 17.1 1.2 1.8 18.8 0.0 0.1 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 22,040 : : Positions : : 18,195 10,125 0 8,055 815 0 675 25 600 0 0 : : : : Changes from: May 9, 2017 : : 750 750 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 45.9 0.0 36.5 3.7 0.0 3.1 0.1 2.7 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 16, 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 20,120 : : Positions : : 16,375 10,350 0 8,295 520 0 25 0 2,100 0 0 : : : : Changes from: May 9, 2017 : : 775 775 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 51.4 0.0 41.2 2.6 0.0 0.1 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 16, 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 47,535 : : Positions : : 38,615 31,505 0 3,100 2,560 0 4,240 25 230 0 0 : : : : Changes from: May 9, 2017 : : 1,425 1,175 0 250 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 66.3 0.0 6.5 5.4 0.0 8.9 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 16, 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 31,460 : : Positions : : 23,560 18,530 245 2,730 3,630 0 2,675 0 0 0 0 : : : : Changes from: May 9, 2017 : : 1,340 1,340 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 58.9 0.8 8.7 11.5 0.0 8.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 19, 2017