Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 65,364 : : Positions : : 22,464 30,215 5,710 5,422 2,310 4,305 15,926 577 23,564 4,822 5,183 : : : : Changes from: May 30, 2017 : : -2,794 -697 -1,335 -592 -175 675 -1,446 -251 -681 -1,028 -299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 46.2 8.7 8.3 3.5 6.6 24.4 0.9 36.1 7.4 7.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 15 . . 4 . 5 4 13 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 9,835 : : Positions : : 2,683 5,450 676 1,621 95 350 1,002 240 4,614 260 685 : : : : Changes from: May 30, 2017 : : -137 -1,719 107 -111 -113 215 -6 -10 -1,880 65 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 55.4 6.9 16.5 1.0 3.6 10.2 2.4 46.9 2.6 7.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 8 . . . . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 920 : : Positions : : 197 372 143 12 61 89 143 107 159 62 164 : : : : Changes from: May 30, 2017 : : -11 9 -1 -1 -3 15 4 -45 2 -9 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 40.4 15.5 1.3 6.6 9.7 15.5 11.6 17.3 6.8 17.8 : : : : 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 June 6, 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 135,022 : : Positions : : 78,186 82,994 3,435 11,303 16,884 15,751 526 3,178 6,098 8,565 11,060 : : : : Changes from: May 30, 2017 : : -6,880 -3,689 -183 -1,353 189 -542 -485 -62 -154 -1,726 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 61.5 2.5 8.4 12.5 11.7 0.4 2.4 4.5 6.3 8.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 39 . . 4 5 . 6 8 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 38,279 : : Positions : : 26,011 34,824 7,013 0 1,680 0 450 0 2,725 475 850 : : : : Changes from: May 30, 2017 : : -4,426 -7,072 154 0 -29 0 25 0 -2,750 25 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 91.0 18.3 0.0 4.4 0.0 1.2 0.0 7.1 1.2 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 20 . 0 . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 28,884 : : Positions : : 23,564 19,897 0 6,017 2,220 0 0 0 2,750 400 350 : : : : Changes from: May 30, 2017 : : -2,140 -2,675 0 -790 25 -200 0 0 -1,125 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 68.9 0.0 20.8 7.7 0.0 0.0 0.0 9.5 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 0 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 184,424 : : Positions : : 155,391 124,208 12,150 17,639 8,180 3,850 17,983 1,211 3,094 14,679 394 : : : : Changes from: May 30, 2017 : : -8,697 -8,211 -3,682 -1,866 2,300 1,805 -345 -295 -100 -237 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 67.3 6.6 9.6 4.4 2.1 9.8 0.7 1.7 8.0 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 33 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 65,717 : : Positions : : 52,963 39,348 8,755 15,716 1,074 20 3,176 788 300 3,819 1,775 : : : : Changes from: May 30, 2017 : : -3,636 -4,760 1,423 459 -508 -170 1,526 6 -300 70 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 59.9 13.3 23.9 1.6 0.0 4.8 1.2 0.5 5.8 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 21 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 23,089 : : Positions : : 19,258 13,922 2,248 7,565 927 0 25 450 200 200 0 : : : : Changes from: May 30, 2017 : : -236 -536 -574 175 251 0 -175 75 -50 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 60.3 9.7 32.8 4.0 0.0 0.1 1.9 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 58,435 : : Positions : : 47,401 44,534 1,821 1,305 8,129 0 3,675 525 413 100 107 : : : : Changes from: May 30, 2017 : : -2,075 -2,725 -353 120 193 0 75 -75 0 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 76.2 3.1 2.2 13.9 0.0 6.3 0.9 0.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 60,546 : : Positions : : 51,829 45,797 1,910 7,774 4,540 0 1,625 200 1,618 275 200 : : : : Changes from: May 30, 2017 : : -2,995 -4,850 -385 933 -765 0 0 -50 -300 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 75.6 3.2 12.8 7.5 0.0 2.7 0.3 2.7 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 64,230 : : Positions : : 41,156 27,640 18,225 15,045 4,025 0 0 0 425 17,400 0 : : : : Changes from: May 30, 2017 : : -2,383 -975 413 -1,085 -340 0 0 0 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 43.0 28.4 23.4 6.3 0.0 0.0 0.0 0.7 27.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 81,473 : : Positions : : 56,686 38,843 20,290 21,390 3,585 0 0 0 605 17,400 0 : : : : Changes from: May 30, 2017 : : -3,347 -1,958 158 -1,325 -260 0 0 0 -260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 47.7 24.9 26.3 4.4 0.0 0.0 0.0 0.7 21.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 35,150 : : Positions : : 24,724 28,200 4,485 950 4,910 0 0 0 700 900 50 : : : : Changes from: May 30, 2017 : : 60 1,160 960 -120 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 80.2 12.8 2.7 14.0 0.0 0.0 0.0 2.0 2.6 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 June 6, 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 38,395 : : Positions : : 28,830 33,999 3,885 985 3,045 1,000 0 0 1,425 0 150 : : : : Changes from: May 30, 2017 : : 75 -1,290 -1,140 0 -60 0 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 88.6 10.1 2.6 7.9 2.6 0.0 0.0 3.7 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 June 6, 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 16,290 : : Positions : : 16,140 12,490 0 2,850 150 0 50 0 0 750 0 : : : : Changes from: May 30, 2017 : : 950 200 0 -350 150 0 0 0 -550 550 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 76.7 0.0 17.5 0.9 0.0 0.3 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 20,523 : : Positions : : 15,737 14,901 811 560 1,540 1,300 1,422 0 350 1,250 550 : : : : Changes from: May 30, 2017 : : 239 964 -119 0 319 0 -44 0 150 -650 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 72.6 4.0 2.7 7.5 6.3 6.9 0.0 1.7 6.1 2.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 30, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 June 6, 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 12,065 : : Positions : : 9,960 8,845 175 1,245 860 0 475 200 190 100 300 : : : : Changes from: May 30, 2017 : : -1,055 -555 50 -465 -50 0 25 -25 -70 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 73.3 1.5 10.3 7.1 0.0 3.9 1.7 1.6 0.8 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 44,134 : : Positions : : 32,269 36,879 5,655 0 5,925 0 0 0 0 1,100 150 : : : : Changes from: May 30, 2017 : : 179 1,299 955 -25 265 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 83.6 12.8 0.0 13.4 0.0 0.0 0.0 0.0 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 51,441 : : Positions : : 43,778 37,876 2,365 8,867 3,048 375 400 0 1,525 900 350 : : : : Changes from: May 30, 2017 : : 1,200 866 0 384 16 0 0 0 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 73.6 4.6 17.2 5.9 0.7 0.8 0.0 3.0 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 47,789 : : Positions : : 35,865 38,754 9,519 7,700 615 400 0 0 945 320 340 : : : : Changes from: May 30, 2017 : : -2,585 -2,825 -650 -460 0 0 0 0 -70 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 81.1 19.9 16.1 1.3 0.8 0.0 0.0 2.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 58,984 : : Positions : : 41,685 44,154 12,129 9,185 2,810 400 0 0 1,260 2,320 515 : : : : Changes from: May 30, 2017 : : -1,720 -1,755 -525 -530 60 0 0 0 -55 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 74.9 20.6 15.6 4.8 0.7 0.0 0.0 2.1 3.9 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 70,003 : : Positions : : 63,724 63,732 2,862 2,638 2,359 0 0 0 240 138 717 : : : : Changes from: May 30, 2017 : : -4,312 -2,674 201 -496 -142 0 0 0 -20 -969 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 91.0 4.1 3.8 3.4 0.0 0.0 0.0 0.3 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 98,948 : : Positions : : 86,397 89,133 4,023 1,857 2,316 2,200 1,430 42 2,726 2,551 1,165 : : : : Changes from: May 30, 2017 : : -2,466 -3,437 -13 355 -157 -75 -228 -6 155 928 -1,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 90.1 4.1 1.9 2.3 2.2 1.4 0.0 2.8 2.6 1.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 29 . . . . . . 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 31,569 : : Positions : : 24,617 30,998 5,521 0 496 50 0 0 850 75 0 : : : : Changes from: May 30, 2017 : : -1,535 -3,525 -1,635 0 -88 -175 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 98.2 17.5 0.0 1.6 0.2 0.0 0.0 2.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 44,626 : : Positions : : 37,080 32,946 895 2,090 4,965 600 4,550 0 1,004 0 75 : : : : Changes from: May 30, 2017 : : -1,735 -1,213 -95 -490 -520 0 0 0 98 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 73.8 2.0 4.7 11.1 1.3 10.2 0.0 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 45,440 : : Positions : : 32,105 36,399 2,094 175 5,046 3,100 0 1,800 915 1,600 110 : : : : Changes from: May 30, 2017 : : -3,100 -2,327 688 -120 -748 -350 0 0 85 50 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 80.1 4.6 0.4 11.1 6.8 0.0 4.0 2.0 3.5 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 33,189 : : Positions : : 19,069 28,260 13,263 1,375 722 0 2,100 0 0 572 40 : : : : Changes from: May 30, 2017 : : -600 -1,364 -530 130 -410 0 25 -175 -50 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 85.1 40.0 4.1 2.2 0.0 6.3 0.0 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 29,361 : : Positions : : 16,842 23,989 11,710 3,042 645 0 1,650 0 0 0 0 : : : : Changes from: May 30, 2017 : : -583 -127 -310 -693 0 0 -150 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 81.7 39.9 10.4 2.2 0.0 5.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 30,251 : : Positions : : 21,675 26,718 4,397 762 1,959 75 115 265 1,072 0 367 : : : : Changes from: May 30, 2017 : : -3,179 -4,057 -984 -190 -64 0 30 -30 -84 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 88.3 14.5 2.5 6.5 0.2 0.4 0.9 3.5 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 22,479 : : Positions : : 18,423 18,167 1,384 2,660 1,461 210 0 0 850 0 1 : : : : Changes from: May 30, 2017 : : -1,065 -1,637 -395 138 -213 -30 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 80.8 6.2 11.8 6.5 0.9 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 49,527 : : Positions : : 42,383 31,566 1,599 7,158 2,738 1,610 6,608 191 600 1,226 25 : : : : Changes from: May 30, 2017 : : -1,982 -2,234 155 376 -375 -150 233 3 35 -356 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 63.7 3.2 14.5 5.5 3.3 13.3 0.4 1.2 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 34,388 : : Positions : : 28,424 24,122 2,474 6,139 1,770 1,650 2,350 0 0 0 0 : : : : Changes from: May 30, 2017 : : -872 -2,626 -1,433 -698 275 -150 910 -10 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 70.1 7.2 17.9 5.1 4.8 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 6,220 : : Positions : : 5,030 5,460 490 175 250 0 0 0 0 195 105 : : : : Changes from: May 30, 2017 : : -620 -770 -150 -25 -50 0 0 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 87.8 7.9 2.8 4.0 0.0 0.0 0.0 0.0 3.1 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 18,468 : : Positions : : 14,561 9,299 208 4,095 2,624 0 725 1,075 0 650 0 : : : : Changes from: May 30, 2017 : : -401 -725 -169 -120 0 0 125 -125 0 150 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 50.4 1.1 22.2 14.2 0.0 3.9 5.8 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 13,100 : : Positions : : 10,630 6,625 1,295 5,125 1,175 0 0 0 0 175 0 : : : : Changes from: May 30, 2017 : : -404 -474 5 100 -105 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 50.6 9.9 39.1 9.0 0.0 0.0 0.0 0.0 1.3 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 June 6, 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 19,515 : : Positions : : 9,035 19,055 8,190 0 440 515 0 0 300 0 0 : : : : Changes from: May 30, 2017 : : -170 2,545 2,520 0 -545 100 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 97.6 42.0 0.0 2.3 2.6 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 21,025 : : Positions : : 11,040 19,740 8,460 0 440 0 385 405 380 0 35 : : : : Changes from: May 30, 2017 : : -460 2,495 2,990 0 -765 0 50 0 35 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 93.9 40.2 0.0 2.1 0.0 1.8 1.9 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 545,921 : : Positions : : 354,138 229,761 6,081 61,756 108,379 0 68,537 2,176 8,239 7,527 66,172 : : : : Changes from: May 30, 2017 : : -4,092 -2,791 1 168 -605 0 -773 -120 664 -73 -693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 42.1 1.1 11.3 19.9 0.0 12.6 0.4 1.5 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 June 6, 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 9,520 : : Positions : : 7,165 4,560 985 4,010 950 0 0 0 80 0 0 : : : : Changes from: May 30, 2017 : : -835 -690 -205 -420 125 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 47.9 10.3 42.1 10.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 28,885 : : Positions : : 7,399 22,525 18,000 4,580 1,775 900 0 0 200 0 0 : : : : Changes from: May 30, 2017 : : -504 -1,895 -1,215 70 -200 -150 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 78.0 62.3 15.9 6.1 3.1 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 26,936 : : Positions : : 6,904 20,440 15,445 3,280 3,215 900 0 0 100 0 0 : : : : Changes from: May 30, 2017 : : -425 -1,190 -470 145 -225 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 75.9 57.3 12.2 11.9 3.3 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 13,845 : : Positions : : 10,585 11,555 2,200 665 870 0 475 0 50 0 0 : : : : Changes from: May 30, 2017 : : -970 -1,280 -225 190 -40 0 -75 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 83.5 15.9 4.8 6.3 0.0 3.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 24,134 : : Positions : : 21,271 12,537 170 9,085 2,400 0 0 0 176 25 87 : : : : Changes from: May 30, 2017 : : -2,832 2,545 25 900 -175 0 -50 0 2 -6,225 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 51.9 0.7 37.6 9.9 0.0 0.0 0.0 0.7 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 26,053 : : Positions : : 23,143 14,341 170 9,205 2,400 0 0 0 273 0 37 : : : : Changes from: May 30, 2017 : : -3,020 2,582 25 595 -125 0 -50 0 2 -6,150 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 55.0 0.7 35.3 9.2 0.0 0.0 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 117,400 : : Positions : : 108,805 81,793 2,560 24,160 5,695 0 4,182 5 140 1,415 150 : : : : Changes from: May 30, 2017 : : 259 -3,906 10 2,845 -1,570 0 1,230 -200 -170 -40 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 69.7 2.2 20.6 4.9 0.0 3.6 0.0 0.1 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 27 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 134,333 : : Positions : : 123,053 91,596 3,850 23,565 6,090 460 10,412 505 240 2,070 90 : : : : Changes from: May 30, 2017 : : -1,665 -5,765 -15 2,380 -1,945 0 2,175 -275 -195 -660 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 68.2 2.9 17.5 4.5 0.3 7.8 0.4 0.2 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 29 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 212,724 : : Positions : : 161,056 147,228 9,167 11,177 9,148 12,777 3,505 9,928 4,961 25,997 5,632 : : : : Changes from: May 30, 2017 : : -2,811 -4,816 -3,015 3,537 -144 1,791 490 7 -841 -3,935 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 69.2 4.3 5.3 4.3 6.0 1.6 4.7 2.3 12.2 2.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 40 42 4 . 4 6 4 5 7 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 49,885 : : Positions : : 39,465 41,215 5,210 4,625 3,440 830 475 0 610 100 5 : : : : Changes from: May 30, 2017 : : -1,540 95 685 -720 530 0 -150 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 82.6 10.4 9.3 6.9 1.7 1.0 0.0 1.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 46,760 : : Positions : : 37,345 41,450 3,835 540 4,270 630 375 0 440 100 0 : : : : Changes from: May 30, 2017 : : -1,340 -500 210 -445 525 0 -150 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 88.6 8.2 1.2 9.1 1.3 0.8 0.0 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 219,701 : : Positions : : 134,818 120,597 0 26,151 59,341 19,796 0 5,711 0 7,841 0 : : : : Changes from: May 30, 2017 : : -6,320 4,024 0 -6,768 3,121 -21 0 284 0 -3,596 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 54.9 0.0 11.9 27.0 9.0 0.0 2.6 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 38,552 : : Positions : : 25,912 36,017 10,240 175 0 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -1,150 -1,750 -645 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 93.4 26.6 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 : : 13 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 34,600 : : Positions : : 23,050 32,710 9,760 175 0 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -940 -1,470 -570 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 94.5 28.2 0.5 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 June 6, 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 34,884 : : Positions : : 20,572 25,237 10,080 4,235 35 0 0 0 0 1,200 0 : : : : Changes from: May 30, 2017 : : -1,225 -1,215 -385 -375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 72.3 28.9 12.1 0.1 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 32,027 : : Positions : : 19,298 22,908 9,650 4,720 35 0 0 0 0 1,200 0 : : : : Changes from: May 30, 2017 : : -1,065 -1,160 -245 -270 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 71.5 30.1 14.7 0.1 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 41,750 : : Positions : : 35,150 13,495 1,425 8,225 4,105 0 11,095 0 0 3,950 200 : : : : Changes from: May 30, 2017 : : 285 -605 0 1,090 300 0 170 -75 0 -470 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 32.3 3.4 19.7 9.8 0.0 26.6 0.0 0.0 9.5 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 41,405 : : Positions : : 35,040 14,520 1,200 9,485 4,105 0 10,005 0 0 2,420 200 : : : : Changes from: May 30, 2017 : : -80 -660 -25 895 275 0 170 -170 0 -530 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 35.1 2.9 22.9 9.9 0.0 24.2 0.0 0.0 5.8 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 46,370 : : Positions : : 18,875 40,430 24,275 1,175 685 750 0 550 0 2,295 0 : : : : Changes from: May 30, 2017 : : -125 1,255 1,675 50 -205 20 0 -20 -275 -10 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 87.2 52.4 2.5 1.5 1.6 0.0 1.2 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 41,790 : : Positions : : 16,430 37,250 22,470 450 695 800 0 550 0 2,020 0 : : : : Changes from: May 30, 2017 : : 75 935 1,115 0 -135 20 0 -20 -275 -10 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 89.1 53.8 1.1 1.7 1.9 0.0 1.3 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 33,085 : : Positions : : 21,475 20,230 9,025 325 2,140 0 9,940 0 100 200 0 : : : : Changes from: May 30, 2017 : : -1,255 -900 -865 50 -25 0 -330 0 -100 -1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 61.1 27.3 1.0 6.5 0.0 30.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 31,245 : : Positions : : 19,545 18,775 9,175 400 2,015 0 9,440 0 0 200 0 : : : : Changes from: May 30, 2017 : : -735 -655 -740 25 -50 0 -280 0 0 -575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 60.1 29.4 1.3 6.4 0.0 30.2 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 24,875 : : Positions : : 22,730 11,740 0 11,505 0 0 130 50 225 0 75 : : : : Changes from: May 30, 2017 : : -1,160 -1,815 0 525 -645 -50 0 0 -140 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 47.2 0.0 46.3 0.0 0.0 0.5 0.2 0.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 23,630 : : Positions : : 21,740 11,525 0 10,900 0 0 130 50 575 0 75 : : : : Changes from: May 30, 2017 : : -1,030 -1,590 0 430 -550 -50 0 0 40 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 48.8 0.0 46.1 0.0 0.0 0.6 0.2 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 39,250 : : Positions : : 28,125 17,699 0 18,566 200 9,190 775 100 400 700 0 : : : : Changes from: May 30, 2017 : : -1,275 550 0 -885 0 1,165 0 -100 -250 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 45.1 0.0 47.3 0.5 23.4 2.0 0.3 1.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 28,365 : : Positions : : 22,970 15,210 0 9,790 60 2,635 875 0 400 440 0 : : : : Changes from: May 30, 2017 : : -1,335 -75 0 155 -270 1,405 0 -130 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 53.6 0.0 34.5 0.2 9.3 3.1 0.0 1.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 113,740 : : Positions : : 59,614 102,100 24,241 0 2,765 12,375 0 140 5,895 0 0 : : : : Changes from: May 30, 2017 : : -725 -3,840 -820 -165 -280 -1,490 0 65 -1,045 -75 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 89.8 21.3 0.0 2.4 10.9 0.0 0.1 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 99,465 : : Positions : : 52,885 89,775 17,085 870 1,820 17,390 0 140 3,310 0 0 : : : : Changes from: May 30, 2017 : : 515 -1,815 285 -345 0 -1,630 0 -10 -1,330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 90.3 17.2 0.9 1.8 17.5 0.0 0.1 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 22 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,460 : : Positions : : 17,575 10,060 0 7,490 875 0 700 0 600 0 0 : : : : Changes from: May 30, 2017 : : -520 35 0 -565 60 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 46.9 0.0 34.9 4.1 0.0 3.3 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,905 : : Positions : : 16,310 10,350 0 7,975 520 0 0 0 2,000 200 0 : : : : Changes from: May 30, 2017 : : -65 0 0 -320 0 0 -25 0 -100 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 52.0 0.0 40.1 2.6 0.0 0.0 0.0 10.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 47,665 : : Positions : : 37,635 31,250 705 3,010 2,085 0 4,090 20 0 110 20 : : : : Changes from: May 30, 2017 : : -455 -930 -170 60 -75 0 25 -25 -230 110 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 65.6 1.5 6.3 4.4 0.0 8.6 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 31,605 : : Positions : : 23,020 18,610 685 2,870 3,215 0 2,425 0 200 0 0 : : : : Changes from: May 30, 2017 : : -695 -975 -160 265 -240 0 -75 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 58.9 2.2 9.1 10.2 0.0 7.7 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 9, 2017