Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 70,120 : : Positions : : 25,258 30,912 7,045 6,014 2,485 3,630 17,372 828 24,245 5,850 5,482 : : : : Changes from: May 23, 2017 : : 3 321 -485 244 300 740 -229 -80 5 -207 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 44.1 10.0 8.6 3.5 5.2 24.8 1.2 34.6 8.3 7.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 15 15 4 . 4 . 5 . 14 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 11,728 : : Positions : : 2,820 7,169 569 1,732 208 135 1,008 250 6,494 195 700 : : : : Changes from: May 23, 2017 : : 265 270 15 60 -95 135 5 -5 145 180 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 61.1 4.9 14.8 1.8 1.2 8.6 2.1 55.4 1.7 6.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 6 8 . . . . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 965 : : Positions : : 208 363 144 12 63 74 138 152 157 71 165 : : : : Changes from: May 23, 2017 : : 10 45 24 0 1 9 0 5 3 2 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 37.6 14.9 1.3 6.6 7.7 14.3 15.7 16.3 7.4 17.1 : : : : 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 30, 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 142,603 : : Positions : : 85,066 86,683 3,618 12,656 16,696 16,294 1,011 3,240 6,253 10,292 10,962 : : : : Changes from: May 23, 2017 : : -1,012 -806 180 348 -850 436 -215 -142 305 183 -488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 60.8 2.5 8.9 11.7 11.4 0.7 2.3 4.4 7.2 7.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 40 . . 4 5 . 6 7 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 45,029 : : Positions : : 30,436 41,896 6,859 0 1,709 0 425 0 5,475 450 550 : : : : Changes from: May 23, 2017 : : -349 -696 -282 0 -93 -63 -25 -100 -77 -50 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 93.0 15.2 0.0 3.8 0.0 0.9 0.0 12.2 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 23 . 0 . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 32,224 : : Positions : : 25,704 22,572 0 6,807 2,195 200 0 0 3,875 400 250 : : : : Changes from: May 23, 2017 : : -51 -35 0 -150 55 -75 0 0 -75 200 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 70.0 0.0 21.1 6.8 0.6 0.0 0.0 12.0 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 22 0 . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 193,026 : : Positions : : 164,088 132,419 15,832 19,505 5,880 2,045 18,328 1,506 3,194 14,916 407 : : : : Changes from: May 23, 2017 : : 165 -315 685 -1,760 758 -125 435 65 -225 2,150 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 68.6 8.2 10.1 3.0 1.1 9.5 0.8 1.7 7.7 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 35 4 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 68,454 : : Positions : : 56,598 44,108 7,332 15,257 1,581 190 1,650 782 600 3,749 1,325 : : : : Changes from: May 23, 2017 : : 245 957 695 -389 -301 190 -335 -132 -125 725 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 64.4 10.7 22.3 2.3 0.3 2.4 1.1 0.9 5.5 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 . . . . . . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 23,624 : : Positions : : 19,494 14,458 2,822 7,390 676 0 200 375 250 525 0 : : : : Changes from: May 23, 2017 : : 225 1,025 -175 -950 -25 0 0 0 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 61.2 11.9 31.3 2.9 0.0 0.8 1.6 1.1 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 60,797 : : Positions : : 49,476 47,259 2,174 1,185 7,936 0 3,600 600 413 0 157 : : : : Changes from: May 23, 2017 : : 0 1,318 934 -171 -584 0 0 0 213 0 -173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 77.7 3.6 1.9 13.1 0.0 5.9 1.0 0.7 0.0 0.3 : : : : 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 30, 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 65,083 : : Positions : : 54,824 50,647 2,295 6,841 5,305 0 1,625 250 1,918 100 200 : : : : Changes from: May 23, 2017 : : -770 -247 0 -105 -40 0 0 0 263 -200 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 77.8 3.5 10.5 8.2 0.0 2.5 0.4 2.9 0.2 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 30, 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 66,630 : : Positions : : 43,539 28,615 17,812 16,130 4,365 0 0 0 695 17,400 0 : : : : Changes from: May 23, 2017 : : 1,530 105 -1,425 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 42.9 26.7 24.2 6.6 0.0 0.0 0.0 1.0 26.1 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 30, 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 85,026 : : Positions : : 60,033 40,801 20,132 22,715 3,845 0 0 0 865 17,400 0 : : : : Changes from: May 23, 2017 : : 1,805 1,110 -1,145 -400 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 48.0 23.7 26.7 4.5 0.0 0.0 0.0 1.0 20.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 33,750 : : Positions : : 24,664 27,040 3,525 1,070 4,550 0 0 0 700 900 50 : : : : Changes from: May 23, 2017 : : 230 -70 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 80.1 10.4 3.2 13.5 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 30, 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 39,745 : : Positions : : 28,755 35,289 5,025 985 3,105 1,000 0 0 1,650 0 150 : : : : Changes from: May 23, 2017 : : -320 -270 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 88.8 12.6 2.5 7.8 2.5 0.0 0.0 4.2 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 30, 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 23, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 30, 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 20,234 : : Positions : : 15,498 13,937 930 560 1,221 1,300 1,466 0 200 1,900 850 : : : : Changes from: May 23, 2017 : : 184 128 70 0 505 0 76 0 0 50 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 68.9 4.6 2.8 6.0 6.4 7.2 0.0 1.0 9.4 4.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 9,107 : : Positions : : 6,507 4,275 0 1,960 690 800 1,032 0 100 0 850 : : : : Changes from: May 23, 2017 : : 0 0 0 0 600 0 0 0 0 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 46.9 0.0 21.5 7.6 8.8 11.3 0.0 1.1 0.0 9.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 13,235 : : Positions : : 11,015 9,400 125 1,710 910 0 450 225 260 200 300 : : : : Changes from: May 23, 2017 : : 375 325 50 50 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 71.0 0.9 12.9 6.9 0.0 3.4 1.7 2.0 1.5 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 30, 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 42,595 : : Positions : : 32,090 35,580 4,700 25 5,660 0 0 0 0 1,200 50 : : : : Changes from: May 23, 2017 : : 400 100 -275 25 275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 83.5 11.0 0.1 13.3 0.0 0.0 0.0 0.0 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 50,125 : : Positions : : 42,578 37,010 2,365 8,483 3,032 375 400 0 1,425 850 350 : : : : Changes from: May 23, 2017 : : 760 253 0 157 -57 -200 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 73.8 4.7 16.9 6.0 0.7 0.8 0.0 2.8 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 51,099 : : Positions : : 38,450 41,579 10,169 8,160 615 400 0 0 1,015 345 340 : : : : Changes from: May 23, 2017 : : 60 765 825 0 0 0 0 0 0 -100 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 81.4 19.9 16.0 1.2 0.8 0.0 0.0 2.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 61,234 : : Positions : : 43,405 45,909 12,654 9,715 2,750 400 0 0 1,315 2,345 515 : : : : Changes from: May 23, 2017 : : -130 1,365 1,095 -200 -1 0 0 0 0 -200 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 75.0 20.7 15.9 4.5 0.7 0.0 0.0 2.1 3.8 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 30, 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 74,138 : : Positions : : 68,036 66,406 2,661 3,134 2,501 0 0 0 260 1,107 548 : : : : Changes from: May 23, 2017 : : -25 134 -120 -104 -110 0 0 0 0 -174 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.6 3.6 4.2 3.4 0.0 0.0 0.0 0.4 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 102,664 : : Positions : : 88,862 92,570 4,036 1,502 2,473 2,275 1,658 48 2,571 1,623 2,304 : : : : Changes from: May 23, 2017 : : 651 890 -155 -397 270 200 -60 -6 33 178 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 90.2 3.9 1.5 2.4 2.2 1.6 0.0 2.5 1.6 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 30 . . . . . . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 35,182 : : Positions : : 26,152 34,523 7,156 0 584 225 0 0 1,025 75 0 : : : : Changes from: May 23, 2017 : : 450 950 250 0 12 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 98.1 20.3 0.0 1.7 0.6 0.0 0.0 2.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 46,999 : : Positions : : 38,815 34,159 990 2,580 5,485 600 4,550 0 906 150 75 : : : : Changes from: May 23, 2017 : : 45 -1,080 0 725 -685 0 300 -300 -100 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 72.7 2.1 5.5 11.7 1.3 9.7 0.0 1.9 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 48,820 : : Positions : : 35,205 38,726 1,406 295 5,794 3,450 0 1,800 830 1,550 165 : : : : Changes from: May 23, 2017 : : -190 -1,145 0 245 -245 -600 0 0 -60 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 79.3 2.9 0.6 11.9 7.1 0.0 3.7 1.7 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 35,004 : : Positions : : 19,669 29,624 13,793 1,245 1,132 0 2,075 175 50 542 70 : : : : Changes from: May 23, 2017 : : 1,030 863 -110 0 150 0 0 0 0 67 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 84.6 39.4 3.6 3.2 0.0 5.9 0.5 0.1 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 30,336 : : Positions : : 17,425 24,116 12,020 3,735 645 0 1,800 0 50 0 0 : : : : Changes from: May 23, 2017 : : 675 500 0 175 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 79.5 39.6 12.3 2.1 0.0 5.9 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 34,608 : : Positions : : 24,854 30,775 5,381 952 2,023 75 85 295 1,156 0 383 : : : : Changes from: May 23, 2017 : : -2,614 -2,555 34 0 76 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 88.9 15.5 2.8 5.8 0.2 0.2 0.9 3.3 0.0 1.1 : : : : 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 30, 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 24,201 : : Positions : : 19,488 19,804 1,779 2,522 1,674 240 0 0 854 0 1 : : : : Changes from: May 23, 2017 : : 54 604 235 -315 315 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 81.8 7.4 10.4 6.9 1.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 51,920 : : Positions : : 44,365 33,800 1,444 6,782 3,113 1,760 6,375 188 565 1,582 60 : : : : Changes from: May 23, 2017 : : 234 238 -445 -480 66 0 -56 11 0 213 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 65.1 2.8 13.1 6.0 3.4 12.3 0.4 1.1 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 36,588 : : Positions : : 29,296 26,748 3,907 6,837 1,495 1,800 1,440 10 0 50 0 : : : : Changes from: May 23, 2017 : : 987 177 -860 0 500 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 73.1 10.7 18.7 4.1 4.9 3.9 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 30, 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 OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 7,070 : : Positions : : 5,650 6,230 640 200 300 0 0 0 0 180 120 : : : : Changes from: May 23, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 88.1 9.1 2.8 4.2 0.0 0.0 0.0 0.0 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 19,188 : : Positions : : 14,962 10,024 377 4,215 2,624 0 600 1,200 0 500 25 : : : : Changes from: May 23, 2017 : : 76 26 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 52.2 2.0 22.0 13.7 0.0 3.1 6.3 0.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 : : 11,034 7,099 1,290 5,025 1,280 0 0 0 0 200 0 : : : : Changes from: May 23, 2017 : : -25 0 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 52.2 9.5 36.9 9.4 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 30, 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 17,615 : : Positions : : 9,205 16,510 5,670 0 985 415 0 100 300 0 0 : : : : Changes from: May 23, 2017 : : 0 25 50 0 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 93.7 32.2 0.0 5.6 2.4 0.0 0.6 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 12 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 19,330 : : Positions : : 11,500 17,245 5,470 0 1,205 0 335 405 345 0 120 : : : : Changes from: May 23, 2017 : : -50 0 50 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 89.2 28.3 0.0 6.2 0.0 1.7 2.1 1.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 14 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 550,834 : : Positions : : 358,231 232,552 6,080 61,588 108,984 0 69,310 2,295 7,575 7,600 66,865 : : : : Changes from: May 23, 2017 : : 574 -301 1 6,584 -3,004 0 913 -955 5,620 -1,122 -3,138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 42.2 1.1 11.2 19.8 0.0 12.6 0.4 1.4 1.4 12.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 23, 2017 : : 0 0 0 0 0 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 30, 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 30,914 : : Positions : : 7,903 24,420 19,215 4,510 1,975 1,050 0 0 150 0 0 : : : : Changes from: May 23, 2017 : : -20 -545 -525 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 79.0 62.2 14.6 6.4 3.4 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 30, 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 28,211 : : Positions : : 7,329 21,630 15,915 3,135 3,440 1,050 0 0 100 0 0 : : : : Changes from: May 23, 2017 : : 250 -500 -750 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 76.7 56.4 11.1 12.2 3.7 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 23, 2017 : : 0 0 0 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 30, 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 23, 2017 : : 0 0 0 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 30, 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 27,141 : : Positions : : 24,103 9,992 145 8,185 2,575 0 50 0 174 6,250 89 : : : : Changes from: May 23, 2017 : : 100 275 0 -175 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 36.8 0.5 30.2 9.5 0.0 0.2 0.0 0.6 23.0 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 30, 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 29,203 : : Positions : : 26,163 11,759 145 8,610 2,525 0 50 0 271 6,150 39 : : : : Changes from: May 23, 2017 : : 100 250 0 -150 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 40.3 0.5 29.5 8.6 0.0 0.2 0.0 0.9 21.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 119,076 : : Positions : : 108,546 85,699 2,550 21,315 7,265 0 2,952 205 310 1,455 165 : : : : Changes from: May 23, 2017 : : 2,545 925 -95 1,300 -1,175 0 225 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 72.0 2.1 17.9 6.1 0.0 2.5 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 30, 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 138,428 : : Positions : : 124,718 97,361 3,865 21,185 8,035 460 8,237 780 435 2,730 100 : : : : Changes from: May 23, 2017 : : 3,755 330 -210 1,795 -1,165 25 1,445 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 70.3 2.8 15.3 5.8 0.3 6.0 0.6 0.3 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 28 . 4 4 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 216,683 : : Positions : : 163,868 152,044 12,182 7,640 9,292 10,986 3,015 9,921 5,803 29,932 4,532 : : : : Changes from: May 23, 2017 : : 1,735 3,092 2,868 -593 461 1,102 656 -26 147 2,546 512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 70.2 5.6 3.5 4.3 5.1 1.4 4.6 2.7 13.8 2.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 41 41 4 . 4 6 5 . 8 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 50,130 : : Positions : : 41,005 41,120 4,525 5,345 2,910 830 625 0 645 100 5 : : : : Changes from: May 23, 2017 : : -900 0 205 -445 400 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 82.0 9.0 10.7 5.8 1.7 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 30, 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 47,330 : : Positions : : 38,685 41,950 3,625 985 3,745 630 525 0 520 100 0 : : : : Changes from: May 23, 2017 : : -925 -50 105 -520 515 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 88.6 7.7 2.1 7.9 1.3 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 30, 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 224,619 : : Positions : : 141,138 116,573 0 32,919 56,220 19,817 0 5,427 0 11,438 0 : : : : Changes from: May 23, 2017 : : -3,354 -2,019 0 -962 1,550 272 0 -400 0 -99 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 51.9 0.0 14.7 25.0 8.8 0.0 2.4 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 18 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 40,297 : : Positions : : 27,062 37,767 10,885 200 0 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : -135 100 235 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 93.7 27.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 35,975 : : Positions : : 23,990 34,180 10,330 200 0 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 15 260 105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 95.0 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: 21 : : 12 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 36,581 : : Positions : : 21,797 26,452 10,465 4,610 35 0 0 0 0 1,200 0 : : : : Changes from: May 23, 2017 : : 15 135 0 -120 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 72.3 28.6 12.6 0.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 33,621 : : Positions : : 20,363 24,068 9,895 4,990 35 0 0 0 0 1,200 0 : : : : Changes from: May 23, 2017 : : 560 -20 -700 -120 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 71.6 29.4 14.8 0.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 41,850 : : Positions : : 34,865 14,100 1,425 7,135 3,805 0 10,925 75 0 4,420 625 : : : : Changes from: May 23, 2017 : : -920 230 0 550 0 0 0 0 0 -1,700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 33.7 3.4 17.0 9.1 0.0 26.1 0.2 0.0 10.6 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 30, 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 15,180 1,225 8,590 3,830 0 9,835 170 0 2,950 525 : : : : Changes from: May 23, 2017 : : 0 100 0 350 0 0 0 0 0 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 36.4 2.9 20.6 9.2 0.0 23.6 0.4 0.0 7.1 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 30, 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 45,475 : : Positions : : 19,000 39,175 22,600 1,125 890 730 0 570 275 2,305 15 : : : : Changes from: May 23, 2017 : : 115 1,865 1,750 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 86.1 49.7 2.5 2.0 1.6 0.0 1.3 0.6 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 41,350 : : Positions : : 16,355 36,315 21,355 450 830 780 0 570 275 2,030 15 : : : : Changes from: May 23, 2017 : : 90 1,965 2,100 0 0 0 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 87.8 51.6 1.1 2.0 1.9 0.0 1.4 0.7 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 35,335 : : Positions : : 22,730 21,130 9,890 275 2,165 0 10,270 0 200 1,250 0 : : : : Changes from: May 23, 2017 : : -75 0 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 59.8 28.0 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 30, 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 23, 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 30, 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 26,875 : : Positions : : 23,890 13,555 0 10,980 645 50 130 50 365 0 115 : : : : Changes from: May 23, 2017 : : 435 75 0 260 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 50.4 0.0 40.9 2.4 0.2 0.5 0.2 1.4 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 30, 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 25,520 : : Positions : : 22,770 13,115 0 10,470 550 50 130 50 535 0 165 : : : : Changes from: May 23, 2017 : : 35 -225 0 210 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 51.4 0.0 41.0 2.2 0.2 0.5 0.2 2.1 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 30, 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 39,890 : : Positions : : 29,400 17,149 0 19,451 200 8,025 775 200 650 725 0 : : : : Changes from: May 23, 2017 : : 50 350 0 -250 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 43.0 0.0 48.8 0.5 20.1 1.9 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 30, 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 28,760 : : Positions : : 24,305 15,285 0 9,635 330 1,230 875 130 400 465 0 : : : : Changes from: May 23, 2017 : : 100 375 0 -275 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 53.1 0.0 33.5 1.1 4.3 3.0 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 30, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 118,930 : : Positions : : 60,339 105,940 25,061 165 3,045 13,865 0 75 6,940 75 10 : : : : Changes from: May 23, 2017 : : 650 -1,670 -1,570 0 0 -50 0 0 -700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 89.1 21.1 0.1 2.6 11.7 0.0 0.1 5.8 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 30, 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 102,230 : : Positions : : 52,370 91,590 16,800 1,215 1,820 19,020 0 150 4,640 0 0 : : : : Changes from: May 23, 2017 : : 710 -835 -1,545 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 89.6 16.4 1.2 1.8 18.6 0.0 0.1 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 30, 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 23, 2017 : : 0 0 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 30, 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 23, 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 30, 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 47,875 : : Positions : : 38,090 32,180 875 2,950 2,160 0 4,065 45 230 0 0 : : : : Changes from: May 23, 2017 : : 500 500 0 175 -125 0 -175 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 67.2 1.8 6.2 4.5 0.0 8.5 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 30, 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 32,685 : : Positions : : 23,715 19,585 845 2,605 3,455 0 2,500 0 0 0 0 : : : : Changes from: May 23, 2017 : : 600 600 0 175 -175 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 59.9 2.6 8.0 10.6 0.0 7.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 2, 2017