Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 69,530 : : Positions : : 25,255 30,591 7,530 5,770 2,185 2,890 17,601 908 24,240 6,057 5,414 : : : : Changes from: May 16, 2017 : : -487 517 46 76 159 1,215 823 -84 563 156 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 44.0 10.8 8.3 3.1 4.2 25.3 1.3 34.9 8.7 7.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 14 4 . 4 . 5 . 14 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 11,318 : : Positions : : 2,555 6,899 554 1,672 303 0 1,003 255 6,349 15 695 : : : : Changes from: May 16, 2017 : : -123 229 40 48 57 0 -15 0 225 -15 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 61.0 4.9 14.8 2.7 0.0 8.9 2.3 56.1 0.1 6.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 8 . . . 0 . . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 905 : : Positions : : 197 317 119 13 63 65 139 147 154 69 157 : : : : Changes from: May 16, 2017 : : -5 29 19 -5 -8 5 -3 -10 -33 -33 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 35.1 13.2 1.4 7.0 7.2 15.3 16.2 17.0 7.6 17.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 8 . . . . . 5 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 144,106 : : Positions : : 86,078 87,489 3,439 12,308 17,546 15,858 1,225 3,382 5,948 10,109 11,450 : : : : Changes from: May 16, 2017 : : 225 210 89 121 -74 90 4 21 -68 1 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 60.7 2.4 8.5 12.2 11.0 0.9 2.3 4.1 7.0 7.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 42 . . 4 6 . 7 7 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 45,767 : : Positions : : 30,785 42,592 7,141 0 1,802 63 450 100 5,552 500 323 : : : : Changes from: May 16, 2017 : : -354 -1,332 71 0 -251 -36 -125 -25 -1,113 25 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 93.1 15.6 0.0 3.9 0.1 1.0 0.2 12.1 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 24 . 0 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 32,369 : : Positions : : 25,755 22,607 0 6,957 2,140 275 0 0 3,950 200 225 : : : : Changes from: May 16, 2017 : : -575 50 0 150 30 -100 0 0 875 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 69.8 0.0 21.5 6.6 0.8 0.0 0.0 12.2 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 23, 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 191,578 : : Positions : : 163,923 132,734 15,147 21,265 5,122 2,170 17,893 1,441 3,419 12,766 282 : : : : Changes from: May 16, 2017 : : -2,769 -309 3,000 -115 -861 1,000 1,625 291 -20 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 69.3 7.9 11.1 2.7 1.1 9.3 0.8 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 23, 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 67,630 : : Positions : : 56,353 43,152 6,637 15,647 1,882 0 1,985 915 725 3,024 1,025 : : : : Changes from: May 16, 2017 : : 57 640 143 1,109 -498 0 -577 -7 275 -646 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 63.8 9.8 23.1 2.8 0.0 2.9 1.4 1.1 4.5 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 20 . . . 0 . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 23,549 : : Positions : : 19,269 13,433 2,997 8,340 701 0 200 375 200 500 0 : : : : Changes from: May 16, 2017 : : 150 50 -1 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 57.0 12.7 35.4 3.0 0.0 0.8 1.6 0.8 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 23, 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 60,407 : : Positions : : 49,476 45,941 1,240 1,356 8,520 0 3,600 600 200 0 330 : : : : Changes from: May 16, 2017 : : -75 75 -565 -565 30 0 0 0 50 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 76.1 2.1 2.2 14.1 0.0 6.0 1.0 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 25 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 65,620 : : Positions : : 55,594 50,894 2,295 6,946 5,345 0 1,625 250 1,655 300 190 : : : : Changes from: May 16, 2017 : : 766 -189 0 910 -525 0 0 0 50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 77.6 3.5 10.6 8.1 0.0 2.5 0.4 2.5 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 23 . . . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 66,525 : : Positions : : 42,009 28,510 19,237 16,130 4,365 0 0 0 695 17,400 0 : : : : Changes from: May 16, 2017 : : 1,115 515 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 42.9 28.9 24.2 6.6 0.0 0.0 0.0 1.0 26.2 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 23, 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 84,316 : : Positions : : 58,228 39,691 21,277 23,115 3,845 0 0 0 815 17,400 0 : : : : Changes from: May 16, 2017 : : 345 -255 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 47.1 25.2 27.4 4.6 0.0 0.0 0.0 1.0 20.6 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 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,520 : : Positions : : 24,434 27,110 3,825 1,070 4,250 0 0 0 700 900 50 : : : : Changes from: May 16, 2017 : : 915 650 170 535 -170 0 0 0 0 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 80.9 11.4 3.2 12.7 0.0 0.0 0.0 2.1 2.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 40,015 : : Positions : : 29,075 35,559 5,025 1,035 3,055 1,000 0 0 1,650 0 150 : : : : Changes from: May 16, 2017 : : 685 -265 -825 -175 55 0 0 0 -300 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 88.9 12.6 2.6 7.6 2.5 0.0 0.0 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 15,790 : : Positions : : 15,190 12,290 0 3,200 0 0 50 0 550 200 50 : : : : Changes from: May 16, 2017 : : 200 150 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 77.8 0.0 20.3 0.0 0.0 0.3 0.0 3.5 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 0 . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 18,924 : : Positions : : 15,313 13,809 860 560 716 1,300 1,390 0 200 1,850 300 : : : : Changes from: May 16, 2017 : : -210 -227 -208 0 -15 0 -27 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 73.0 4.5 3.0 3.8 6.9 7.3 0.0 1.1 9.8 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 7,907 : : Positions : : 6,507 4,275 0 1,960 90 800 1,032 0 100 0 250 : : : : Changes from: May 16, 2017 : : 100 100 0 50 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 54.1 0.0 24.8 1.1 10.1 13.1 0.0 1.3 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 23, 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 12,810 : : Positions : : 10,640 9,075 75 1,660 910 0 450 225 260 150 300 : : : : Changes from: May 16, 2017 : : -35 10 75 -320 70 0 300 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 70.8 0.6 13.0 7.1 0.0 3.5 1.8 2.0 1.2 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 42,195 : : Positions : : 31,690 35,480 4,975 0 5,385 0 0 0 0 1,200 50 : : : : Changes from: May 16, 2017 : : 810 0 -910 0 1,210 0 0 0 0 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 84.1 11.8 0.0 12.8 0.0 0.0 0.0 0.0 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 23 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 49,622 : : Positions : : 41,818 36,757 2,365 8,326 3,089 575 400 0 1,425 700 350 : : : : Changes from: May 16, 2017 : : -65 -78 0 -687 377 0 0 0 0 700 -550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 74.1 4.8 16.8 6.2 1.2 0.8 0.0 2.9 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 26 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 50,514 : : Positions : : 38,390 40,814 9,344 8,160 615 400 0 0 1,015 445 300 : : : : Changes from: May 16, 2017 : : 820 1,149 219 0 15 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 80.8 18.5 16.2 1.2 0.8 0.0 0.0 2.0 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 60,230 : : Positions : : 43,535 44,544 11,559 9,915 2,751 400 0 0 1,315 2,545 475 : : : : Changes from: May 16, 2017 : : 800 1,114 219 0 -49 100 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 74.0 19.2 16.5 4.6 0.7 0.0 0.0 2.2 4.2 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 74,318 : : Positions : : 68,061 66,272 2,781 3,238 2,611 0 0 0 260 1,281 474 : : : : Changes from: May 16, 2017 : : -314 447 420 0 0 0 0 0 0 -316 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 89.2 3.7 4.4 3.5 0.0 0.0 0.0 0.3 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 101,582 : : Positions : : 88,211 91,680 4,191 1,899 2,203 2,075 1,718 54 2,538 1,445 2,217 : : : : Changes from: May 16, 2017 : : 1,491 4,256 355 -110 204 250 0 -7 312 -1,832 852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 90.3 4.1 1.9 2.2 2.0 1.7 0.1 2.5 1.4 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 . . . . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 34,220 : : Positions : : 25,702 33,573 6,906 0 572 225 0 0 775 75 0 : : : : Changes from: May 16, 2017 : : 150 150 300 0 94 -75 0 0 -250 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 98.1 20.2 0.0 1.7 0.7 0.0 0.0 2.3 0.2 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 23, 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 47,964 : : Positions : : 38,770 35,239 990 1,855 6,170 600 4,250 300 1,006 150 0 : : : : Changes from: May 16, 2017 : : 100 320 -65 -460 -140 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 73.5 2.1 3.9 12.9 1.3 8.9 0.6 2.1 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 23, 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 49,965 : : Positions : : 35,395 39,871 1,406 50 6,039 4,050 0 1,800 890 1,500 215 : : : : Changes from: May 16, 2017 : : 505 -20 -280 50 -109 -200 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 79.8 2.8 0.1 12.1 8.1 0.0 3.6 1.8 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 33,924 : : Positions : : 18,639 28,761 13,903 1,245 982 0 2,075 175 50 475 70 : : : : Changes from: May 16, 2017 : : -90 35 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 84.8 41.0 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 23, 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 29,661 : : Positions : : 16,750 23,616 12,020 3,560 645 0 1,800 0 50 0 0 : : : : Changes from: May 16, 2017 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 79.6 40.5 12.0 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 23, 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 37,067 : : Positions : : 27,468 33,330 5,347 952 1,947 75 85 295 1,106 0 383 : : : : Changes from: May 16, 2017 : : 264 554 60 0 -55 0 -250 250 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 89.9 14.4 2.6 5.3 0.2 0.2 0.8 3.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . . 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 23,597 : : Positions : : 19,434 19,200 1,544 2,837 1,359 240 0 0 854 0 1 : : : : Changes from: May 16, 2017 : : 165 165 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 81.4 6.5 12.0 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 23, 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 51,924 : : Positions : : 44,131 33,562 1,889 7,262 3,047 1,760 6,431 177 565 1,369 60 : : : : Changes from: May 16, 2017 : : 1,174 -869 -557 270 -54 0 802 1 0 418 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 64.6 3.6 14.0 5.9 3.4 12.4 0.3 1.1 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 35,961 : : Positions : : 28,309 26,571 4,767 6,837 995 1,800 1,490 10 0 50 0 : : : : Changes from: May 16, 2017 : : 505 -1,000 -905 0 100 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 73.9 13.3 19.0 2.8 5.0 4.1 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 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,112 : : Positions : : 14,886 9,998 377 4,215 2,624 0 600 1,200 0 450 25 : : : : Changes from: May 16, 2017 : : 469 -131 0 50 75 0 300 0 -25 225 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 52.3 2.0 22.1 13.7 0.0 3.1 6.3 0.0 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 13,604 : : Positions : : 11,059 7,099 1,290 5,050 1,255 0 0 0 0 200 0 : : : : Changes from: May 16, 2017 : : 70 75 5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 52.2 9.5 37.1 9.2 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 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 17,590 : : Positions : : 9,205 16,485 5,620 0 985 440 0 100 300 0 0 : : : : Changes from: May 16, 2017 : : 0 1,200 1,195 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 93.7 31.9 0.0 5.6 2.5 0.0 0.6 1.7 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 23, 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 19,305 : : Positions : : 11,550 17,245 5,420 0 1,205 0 310 405 345 0 120 : : : : Changes from: May 16, 2017 : : 30 1,250 1,220 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 89.3 28.1 0.0 6.2 0.0 1.6 2.1 1.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 14 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 551,271 : : Positions : : 357,657 232,853 6,079 55,004 111,988 0 68,397 3,250 1,955 8,721 70,003 : : : : Changes from: May 16, 2017 : : -1,736 -993 -1,394 -554 543 0 -475 -238 731 -351 -882 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 42.2 1.1 10.0 20.3 0.0 12.4 0.6 0.4 1.6 12.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 10,505 : : Positions : : 8,000 5,250 1,190 4,430 825 0 0 0 130 0 0 : : : : Changes from: May 16, 2017 : : 15 -100 -110 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 50.0 11.3 42.2 7.9 0.0 0.0 0.0 1.2 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 23, 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 31,459 : : Positions : : 7,923 24,965 19,740 4,510 1,975 1,050 0 0 150 0 0 : : : : Changes from: May 16, 2017 : : 165 -210 -475 -100 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 79.4 62.7 14.3 6.3 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 23, 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 28,711 : : Positions : : 7,079 22,130 16,665 3,135 3,440 1,050 0 0 100 0 0 : : : : Changes from: May 16, 2017 : : 100 -200 -325 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 77.1 58.0 10.9 12.0 3.7 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 23, 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 15,050 : : Positions : : 11,555 12,835 2,425 475 910 0 550 0 0 0 0 : : : : Changes from: May 16, 2017 : : 600 1,200 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 85.3 16.1 3.2 6.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 10,910 : : Positions : : 8,205 8,975 1,680 540 745 0 350 0 0 0 0 : : : : Changes from: May 16, 2017 : : 600 1,200 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 82.3 15.4 4.9 6.8 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 26,916 : : Positions : : 24,003 9,717 145 8,360 2,450 0 50 0 174 6,250 89 : : : : Changes from: May 16, 2017 : : 614 454 0 360 125 0 0 0 174 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 36.1 0.5 31.1 9.1 0.0 0.2 0.0 0.6 23.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 28,978 : : Positions : : 26,063 11,509 145 8,760 2,400 0 50 0 271 6,150 39 : : : : Changes from: May 16, 2017 : : 700 450 0 450 125 0 0 0 171 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 39.7 0.5 30.2 8.3 0.0 0.2 0.0 0.9 21.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 117,796 : : Positions : : 106,001 84,774 2,645 20,015 8,440 0 2,727 200 310 1,455 165 : : : : Changes from: May 16, 2017 : : 6,935 4,505 -360 1,470 -245 0 500 0 -100 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 72.0 2.2 17.0 7.2 0.0 2.3 0.2 0.3 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 29 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 135,998 : : Positions : : 120,963 97,031 4,075 19,390 9,200 435 6,792 755 435 2,730 100 : : : : Changes from: May 16, 2017 : : 4,790 2,165 -495 1,030 -160 -100 750 0 -100 150 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 71.3 3.0 14.3 6.8 0.3 5.0 0.6 0.3 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 28 . . 4 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 209,790 : : Positions : : 162,132 148,952 9,314 8,233 8,831 9,884 2,359 9,947 5,656 27,386 4,020 : : : : Changes from: May 16, 2017 : : 5,789 10,103 -650 -2,333 2,313 2,851 -172 95 1,949 2,327 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 71.0 4.4 3.9 4.2 4.7 1.1 4.7 2.7 13.1 1.9 : : : : Number of Traders in Each Category Total Traders: 81 : : 38 40 . . 4 4 6 4 9 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 50,175 : : Positions : : 41,905 41,120 4,320 5,790 2,510 580 625 0 645 100 5 : : : : Changes from: May 16, 2017 : : 65 220 -200 -295 615 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 82.0 8.6 11.5 5.0 1.2 1.2 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 47,385 : : Positions : : 39,610 42,000 3,520 1,505 3,230 380 525 0 520 100 0 : : : : Changes from: May 16, 2017 : : 115 270 -225 -320 630 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 88.6 7.4 3.2 6.8 0.8 1.1 0.0 1.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 224,580 : : Positions : : 144,492 118,592 0 33,881 54,670 19,545 0 5,827 0 11,536 0 : : : : Changes from: May 16, 2017 : : 785 -146 0 1,340 -351 219 0 -196 0 -191 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 52.8 0.0 15.1 24.3 8.7 0.0 2.6 0.0 5.1 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 23, 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 39,772 : : Positions : : 27,197 37,667 10,650 200 0 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 60 940 880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 94.7 26.8 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 23, 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 35,600 : : Positions : : 23,975 33,920 10,225 200 0 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 0 310 310 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 95.3 28.7 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 23, 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 36,516 : : Positions : : 21,782 26,317 10,465 4,730 0 0 0 0 0 1,200 0 : : : : Changes from: May 16, 2017 : : -300 350 650 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 72.1 28.7 13.0 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 23, 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 33,701 : : Positions : : 19,803 24,088 10,595 5,110 0 0 0 0 0 1,200 0 : : : : Changes from: May 16, 2017 : : -250 530 650 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 71.5 31.4 15.2 0.0 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 42,760 : : Positions : : 35,785 13,870 1,425 6,585 3,805 0 10,925 75 0 6,120 625 : : : : Changes from: May 16, 2017 : : -820 105 0 0 0 0 150 0 0 -1,075 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 32.4 3.3 15.4 8.9 0.0 25.5 0.2 0.0 14.3 1.5 : : : : 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 23, 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 41,750 : : Positions : : 35,120 15,080 1,225 8,240 3,830 0 9,835 170 0 3,400 525 : : : : Changes from: May 16, 2017 : : -75 100 0 600 0 0 -300 0 0 -475 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 36.1 2.9 19.7 9.2 0.0 23.6 0.4 0.0 8.1 1.3 : : : : 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 23, 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 43,615 : : Positions : : 18,885 37,310 20,850 1,125 890 730 0 570 275 2,305 15 : : : : Changes from: May 16, 2017 : : 270 170 365 100 -50 0 0 0 -300 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 85.5 47.8 2.6 2.0 1.7 0.0 1.3 0.6 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 39,350 : : Positions : : 16,265 34,350 19,255 450 830 780 0 570 500 2,030 15 : : : : Changes from: May 16, 2017 : : 195 425 315 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 87.3 48.9 1.1 2.1 2.0 0.0 1.4 1.3 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 16, 2017 : : 0 0 0 0 0 0 0 0 0 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 23, 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 16, 2017 : : 0 0 0 0 0 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 23, 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 26,540 : : Positions : : 23,455 13,480 0 10,720 645 50 130 50 465 0 115 : : : : Changes from: May 16, 2017 : : 300 -580 0 1,140 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 50.8 0.0 40.4 2.4 0.2 0.5 0.2 1.8 0.0 0.4 : : : : 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 23, 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 25,490 : : Positions : : 22,735 13,340 0 10,260 550 50 130 50 585 0 165 : : : : Changes from: May 16, 2017 : : 160 -570 0 690 0 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 52.3 0.0 40.3 2.2 0.2 0.5 0.2 2.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 0 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 39,545 : : Positions : : 29,350 16,799 0 19,701 200 7,975 775 200 650 725 0 : : : : Changes from: May 16, 2017 : : 300 100 0 1,075 0 875 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 42.5 0.0 49.8 0.5 20.2 2.0 0.5 1.6 1.8 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 23, 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 28,415 : : Positions : : 24,205 14,910 0 9,910 210 1,230 875 130 400 465 0 : : : : Changes from: May 16, 2017 : : 300 150 0 325 -375 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 52.5 0.0 34.9 0.7 4.3 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 23, 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 120,065 : : Positions : : 59,689 107,610 26,631 165 3,045 13,915 0 75 7,640 75 10 : : : : Changes from: May 16, 2017 : : -695 105 1,550 0 0 -425 0 0 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 89.6 22.2 0.1 2.5 11.6 0.0 0.1 6.4 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 23, 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 102,700 : : Positions : : 51,660 92,425 18,345 1,215 1,820 19,020 0 150 4,640 0 0 : : : : Changes from: May 16, 2017 : : -400 600 875 0 -45 -175 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 90.0 17.9 1.2 1.8 18.5 0.0 0.1 4.5 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 23, 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 : : 18,095 10,025 0 8,055 815 0 675 25 600 0 0 : : : : Changes from: May 16, 2017 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 45.5 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 23, 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 16, 2017 : : 0 0 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 23, 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 47,530 : : Positions : : 37,590 31,680 875 2,775 2,285 0 4,240 25 230 0 0 : : : : Changes from: May 16, 2017 : : -1,025 175 875 -325 -275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 66.7 1.8 5.8 4.8 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 23, 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 32,235 : : Positions : : 23,115 18,985 845 2,430 3,630 0 2,675 0 0 0 0 : : : : Changes from: May 16, 2017 : : -445 455 600 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 58.9 2.6 7.5 11.3 0.0 8.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 1, 2017