Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 65,047 : : Positions : : 23,235 29,049 5,261 5,725 2,437 4,755 15,948 562 22,172 4,832 5,630 : : : : Changes from: June 6, 2017 : : 771 -1,166 -449 303 127 450 22 -15 -1,392 10 447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 44.7 8.1 8.8 3.7 7.3 24.5 0.9 34.1 7.4 8.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 15 . . 5 . 5 4 13 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 10,575 : : Positions : : 2,743 6,085 761 1,821 155 685 1,002 240 4,754 10 765 : : : : Changes from: June 6, 2017 : : 60 635 85 200 60 335 0 0 140 -250 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 57.5 7.2 17.2 1.5 6.5 9.5 2.3 45.0 0.1 7.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 8 . . . . . . 10 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 919 : : Positions : : 193 376 142 11 60 95 140 110 156 60 163 : : : : Changes from: June 6, 2017 : : -4 4 -1 -1 -1 6 -3 4 -4 -3 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 40.9 15.5 1.2 6.5 10.4 15.2 12.0 16.9 6.5 17.7 : : : : 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 13, 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 137,457 : : Positions : : 79,388 84,314 3,915 11,225 17,122 15,856 556 3,278 5,803 8,799 11,630 : : : : Changes from: June 6, 2017 : : 1,203 1,321 480 -77 237 104 31 100 -296 234 570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 61.3 2.8 8.2 12.5 11.5 0.4 2.4 4.2 6.4 8.5 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 39 . . 4 5 . 7 8 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 38,594 : : Positions : : 26,176 34,775 6,949 0 1,744 0 450 0 2,475 375 1,250 : : : : Changes from: June 6, 2017 : : 165 -49 -64 0 64 0 0 0 -250 -100 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 90.1 18.0 0.0 4.5 0.0 1.2 0.0 6.4 1.0 3.2 : : : : 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 13, 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 28,544 : : Positions : : 23,899 19,272 0 6,252 2,170 0 0 0 2,175 550 300 : : : : Changes from: June 6, 2017 : : 335 -625 0 235 -50 0 0 0 -575 150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 67.5 0.0 21.9 7.6 0.0 0.0 0.0 7.6 1.9 1.1 : : : : 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 13, 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 184,808 : : Positions : : 156,931 120,458 10,115 18,179 9,599 3,910 18,863 1,211 2,394 15,879 494 : : : : Changes from: June 6, 2017 : : 1,540 -3,750 -2,035 540 1,419 60 880 0 -700 1,200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 65.2 5.5 9.8 5.2 2.1 10.2 0.7 1.3 8.6 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 35 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 67,052 : : Positions : : 52,904 39,378 9,671 16,959 896 84 3,226 779 425 3,544 2,250 : : : : Changes from: June 6, 2017 : : -58 29 916 1,242 -177 64 50 -9 125 -275 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 58.7 14.4 25.3 1.3 0.1 4.8 1.2 0.6 5.3 3.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 . . . . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 24,954 : : Positions : : 21,198 15,252 2,013 7,715 1,087 0 25 450 200 425 0 : : : : Changes from: June 6, 2017 : : 1,940 1,330 -235 150 160 0 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 61.1 8.1 30.9 4.4 0.0 0.1 1.8 0.8 1.7 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 13, 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 58,875 : : Positions : : 47,641 45,074 1,921 1,105 8,229 0 3,675 525 413 100 107 : : : : Changes from: June 6, 2017 : : 240 540 100 -200 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 76.6 3.3 1.9 14.0 0.0 6.2 0.9 0.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 60,661 : : Positions : : 52,004 46,062 1,910 7,524 4,540 0 1,625 200 1,618 375 200 : : : : Changes from: June 6, 2017 : : 175 265 0 -250 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 75.9 3.1 12.4 7.5 0.0 2.7 0.3 2.7 0.6 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 13, 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 64,750 : : Positions : : 41,656 28,160 18,245 15,045 4,025 0 0 0 425 17,400 0 : : : : Changes from: June 6, 2017 : : 500 520 20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 43.5 28.2 23.2 6.2 0.0 0.0 0.0 0.7 26.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 81,753 : : Positions : : 57,056 39,123 20,260 21,450 3,525 0 0 0 605 17,400 0 : : : : Changes from: June 6, 2017 : : 370 280 -30 60 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 47.9 24.8 26.2 4.3 0.0 0.0 0.0 0.7 21.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 33,970 : : Positions : : 23,696 27,495 4,585 760 4,685 0 0 0 700 850 50 : : : : Changes from: June 6, 2017 : : -1,028 -705 100 -190 -225 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 80.9 13.5 2.2 13.8 0.0 0.0 0.0 2.1 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 37,240 : : Positions : : 28,490 32,856 3,615 1,230 2,800 875 0 0 1,250 0 150 : : : : Changes from: June 6, 2017 : : -340 -1,143 -270 245 -245 -125 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.2 9.7 3.3 7.5 2.3 0.0 0.0 3.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 15,440 : : Positions : : 14,990 11,690 100 2,650 350 0 0 0 0 750 0 : : : : Changes from: June 6, 2017 : : -1,150 -800 100 -200 200 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 75.7 0.6 17.2 2.3 0.0 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 19,278 : : Positions : : 14,797 13,694 678 610 1,573 950 1,301 0 350 1,100 700 : : : : Changes from: June 6, 2017 : : -941 -1,207 -133 50 33 -350 -122 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 71.0 3.5 3.2 8.2 4.9 6.7 0.0 1.8 5.7 3.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 8,402 : : Positions : : 5,907 3,920 0 1,860 690 700 1,032 0 350 0 600 : : : : Changes from: June 6, 2017 : : -600 -355 0 -100 0 -100 0 0 250 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 46.7 0.0 22.1 8.2 8.3 12.3 0.0 4.2 0.0 7.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 12,015 : : Positions : : 9,860 8,845 175 945 910 0 475 200 190 300 300 : : : : Changes from: June 6, 2017 : : -100 0 0 -300 50 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 73.6 1.5 7.9 7.6 0.0 4.0 1.7 1.6 2.5 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 13, 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 42,165 : : Positions : : 30,405 35,350 5,720 0 5,545 0 0 0 0 1,050 150 : : : : Changes from: June 6, 2017 : : -1,864 -1,529 65 0 -380 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 83.8 13.6 0.0 13.2 0.0 0.0 0.0 0.0 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 20 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 49,021 : : Positions : : 42,412 35,536 2,145 9,296 2,639 150 200 50 1,525 1,200 100 : : : : Changes from: June 6, 2017 : : -1,366 -2,340 -220 429 -409 -225 -200 50 0 300 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 72.5 4.4 19.0 5.4 0.3 0.4 0.1 3.1 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 48,359 : : Positions : : 36,435 39,224 9,519 7,800 615 400 0 0 945 320 340 : : : : Changes from: June 6, 2017 : : 570 470 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 81.1 19.7 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 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 59,859 : : Positions : : 42,560 44,929 12,129 9,185 2,810 400 0 0 1,260 2,420 515 : : : : Changes from: June 6, 2017 : : 875 775 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 75.1 20.3 15.3 4.7 0.7 0.0 0.0 2.1 4.0 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 69,546 : : Positions : : 63,860 63,431 3,063 3,231 1,794 0 0 0 240 257 444 : : : : Changes from: June 6, 2017 : : 136 -301 201 593 -565 0 0 0 0 119 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 91.2 4.4 4.6 2.6 0.0 0.0 0.0 0.3 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 101,711 : : Positions : : 89,295 90,833 4,428 2,802 1,826 2,250 1,399 42 2,736 3,297 1,028 : : : : Changes from: June 6, 2017 : : 2,898 1,700 405 945 -490 50 -31 0 10 746 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 89.3 4.4 2.8 1.8 2.2 1.4 0.0 2.7 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 29 . . . . . . 7 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 32,589 : : Positions : : 24,592 31,173 5,812 141 1,200 25 0 0 925 75 0 : : : : Changes from: June 6, 2017 : : -25 175 291 141 704 -25 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 95.7 17.8 0.4 3.7 0.1 0.0 0.0 2.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 44,746 : : Positions : : 37,390 33,126 895 2,140 4,855 600 4,550 0 924 0 75 : : : : Changes from: June 6, 2017 : : 310 180 0 50 -110 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 74.0 2.0 4.8 10.9 1.3 10.2 0.0 2.1 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 13, 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 46,350 : : Positions : : 33,595 37,359 2,094 375 4,846 2,500 0 1,800 1,135 1,550 110 : : : : Changes from: June 6, 2017 : : 1,490 960 0 200 -200 -600 0 0 220 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 80.6 4.5 0.8 10.5 5.4 0.0 3.9 2.4 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 34,119 : : Positions : : 19,920 29,181 13,588 1,495 471 0 2,240 0 0 572 40 : : : : Changes from: June 6, 2017 : : 851 921 325 120 -251 0 140 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 85.5 39.8 4.4 1.4 0.0 6.6 0.0 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 30,486 : : Positions : : 17,687 24,844 12,010 3,092 625 0 1,650 0 0 0 0 : : : : Changes from: June 6, 2017 : : 845 855 300 50 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 81.5 39.4 10.1 2.1 0.0 5.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 30,860 : : Positions : : 22,374 27,527 4,107 762 1,959 160 0 180 1,272 0 367 : : : : Changes from: June 6, 2017 : : 699 809 -290 0 0 85 -115 -85 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 89.2 13.3 2.5 6.3 0.5 0.0 0.6 4.1 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . 4 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,029 : : Positions : : 18,853 18,387 1,384 2,820 1,581 210 0 0 850 50 1 : : : : Changes from: June 6, 2017 : : 430 220 0 160 120 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 79.8 6.0 12.2 6.9 0.9 0.0 0.0 3.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 48,825 : : Positions : : 41,671 30,684 1,464 7,228 2,873 1,610 6,838 201 600 936 25 : : : : Changes from: June 6, 2017 : : -712 -882 -135 70 135 0 230 10 0 -290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 62.8 3.0 14.8 5.9 3.3 14.0 0.4 1.2 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 34,451 : : Positions : : 28,437 24,075 2,424 6,149 1,870 1,650 2,350 0 0 0 0 : : : : Changes from: June 6, 2017 : : 13 -47 -50 10 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 69.9 7.0 17.8 5.4 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 13, 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: June 6, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 13, 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 18,543 : : Positions : : 14,630 9,449 214 4,020 2,624 0 725 1,075 0 650 0 : : : : Changes from: June 6, 2017 : : 69 150 6 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 51.0 1.2 21.7 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 13, 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 13,250 : : Positions : : 10,750 6,775 1,325 5,125 1,175 0 0 0 0 175 0 : : : : Changes from: June 6, 2017 : : 120 150 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 51.1 10.0 38.7 8.9 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 13, 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 19,740 : : Positions : : 8,660 19,280 8,790 0 440 515 0 0 300 0 0 : : : : Changes from: June 6, 2017 : : -375 225 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 97.7 44.5 0.0 2.2 2.6 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 21,400 : : Positions : : 11,045 20,115 8,830 0 440 0 385 405 380 0 35 : : : : Changes from: June 6, 2017 : : 5 375 370 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 94.0 41.3 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 13 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 547,514 : : Positions : : 358,436 234,707 6,082 71,678 103,981 0 69,198 966 16,945 6,029 60,956 : : : : Changes from: June 6, 2017 : : 4,298 4,946 1 9,922 -4,398 0 661 -1,210 8,706 -1,498 -5,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 42.9 1.1 13.1 19.0 0.0 12.6 0.2 3.1 1.1 11.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 9,750 : : Positions : : 7,320 4,720 985 4,010 950 0 0 0 80 0 0 : : : : Changes from: June 6, 2017 : : 155 160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 48.4 10.1 41.1 9.7 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 29,135 : : Positions : : 7,599 22,675 18,050 4,680 1,775 900 0 0 200 0 0 : : : : Changes from: June 6, 2017 : : 200 150 50 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 77.8 62.0 16.1 6.1 3.1 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 27,036 : : Positions : : 7,054 20,440 15,395 3,380 3,215 900 0 0 100 0 0 : : : : Changes from: June 6, 2017 : : 150 0 -50 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 75.6 56.9 12.5 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 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 14,485 : : Positions : : 11,205 12,120 2,200 615 995 0 475 0 50 0 0 : : : : Changes from: June 6, 2017 : : 620 565 0 -50 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 83.7 15.2 4.2 6.9 0.0 3.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 25,334 : : Positions : : 21,861 13,287 170 9,385 2,400 600 0 0 176 175 87 : : : : Changes from: June 6, 2017 : : 590 750 0 300 0 600 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 52.4 0.7 37.0 9.5 2.4 0.0 0.0 0.7 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 27,203 : : Positions : : 23,733 15,091 0 9,455 2,400 600 0 0 273 150 37 : : : : Changes from: June 6, 2017 : : 590 750 -170 250 0 600 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 55.5 0.0 34.8 8.8 2.2 0.0 0.0 1.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 120,410 : : Positions : : 111,290 83,898 2,660 24,040 5,970 0 4,932 5 290 1,415 150 : : : : Changes from: June 6, 2017 : : 2,485 2,105 100 -120 275 0 750 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 69.7 2.2 20.0 5.0 0.0 4.1 0.0 0.2 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 26 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 136,728 : : Positions : : 125,448 92,321 3,850 23,985 6,315 0 11,352 665 240 1,920 165 : : : : Changes from: June 6, 2017 : : 2,395 725 0 420 225 -460 940 160 0 -150 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 67.5 2.8 17.5 4.6 0.0 8.3 0.5 0.2 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 29 . . 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 218,128 : : Positions : : 164,493 146,368 8,158 15,112 9,788 14,212 3,100 10,195 4,706 26,940 6,521 : : : : Changes from: June 6, 2017 : : 3,437 -860 -1,009 3,935 640 1,435 -405 267 -255 943 889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 67.1 3.7 6.9 4.5 6.5 1.4 4.7 2.2 12.4 3.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 41 42 4 . 4 6 4 5 6 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 51,645 : : Positions : : 40,450 42,900 6,410 5,425 2,890 880 225 75 610 100 5 : : : : Changes from: June 6, 2017 : : 985 1,685 1,200 800 -550 50 -250 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 83.1 12.4 10.5 5.6 1.7 0.4 0.1 1.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 48,065 : : Positions : : 38,265 42,370 4,735 1,590 3,680 630 225 75 440 100 0 : : : : Changes from: June 6, 2017 : : 920 920 900 1,050 -590 0 -150 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 88.2 9.9 3.3 7.7 1.3 0.5 0.2 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 223,164 : : Positions : : 140,706 121,816 0 31,534 56,898 19,691 0 5,413 0 7,026 430 : : : : Changes from: June 6, 2017 : : 5,888 1,219 0 5,383 -2,443 -105 0 -298 0 -815 430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 54.6 0.0 14.1 25.5 8.8 0.0 2.4 0.0 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 19 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 38,792 : : Positions : : 25,952 36,157 10,340 175 0 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : 40 140 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 93.2 26.7 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 June 13, 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 34,780 : : Positions : : 23,050 32,810 9,860 175 0 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 94.3 28.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 34,909 : : Positions : : 20,537 25,262 10,140 4,235 35 0 0 0 0 1,200 0 : : : : Changes from: June 6, 2017 : : -35 25 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 72.4 29.0 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 13, 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: June 6, 2017 : : 0 0 0 0 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 13, 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 41,650 : : Positions : : 34,900 13,870 1,425 7,700 4,105 0 11,295 0 0 3,650 200 : : : : Changes from: June 6, 2017 : : -250 375 0 -525 0 0 200 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 33.3 3.4 18.5 9.9 0.0 27.1 0.0 0.0 8.8 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 13, 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: June 6, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 13, 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 40,380 24,275 1,175 685 750 0 550 0 2,345 0 : : : : Changes from: June 6, 2017 : : 0 -50 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 87.1 52.4 2.5 1.5 1.6 0.0 1.2 0.0 5.1 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 13, 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 37,200 22,470 450 695 800 0 550 0 2,070 0 : : : : Changes from: June 6, 2017 : : 0 -50 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 89.0 53.8 1.1 1.7 1.9 0.0 1.3 0.0 5.0 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 13, 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 : : 21,275 20,230 9,225 325 2,140 0 9,940 0 100 200 0 : : : : Changes from: June 6, 2017 : : -200 0 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 61.1 27.9 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 13, 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: June 6, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 13, 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 25,325 : : Positions : : 22,350 11,840 0 11,805 0 0 130 50 625 0 75 : : : : Changes from: June 6, 2017 : : -380 100 0 300 0 0 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 46.8 0.0 46.6 0.0 0.0 0.5 0.2 2.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 23,730 : : Positions : : 21,500 11,595 0 10,900 0 0 130 50 625 0 75 : : : : Changes from: June 6, 2017 : : -240 70 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 48.9 0.0 45.9 0.0 0.0 0.5 0.2 2.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 40,260 : : Positions : : 28,765 17,679 0 19,576 200 9,540 775 100 400 700 0 : : : : Changes from: June 6, 2017 : : 640 -20 0 1,010 0 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 43.9 0.0 48.6 0.5 23.7 1.9 0.2 1.0 1.7 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 13, 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 29,135 : : Positions : : 23,510 15,190 0 10,650 0 2,935 875 0 400 440 0 : : : : Changes from: June 6, 2017 : : 540 -20 0 860 -60 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 52.1 0.0 36.6 0.0 10.1 3.0 0.0 1.4 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 0 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 114,005 : : Positions : : 59,789 102,135 24,901 0 2,465 12,225 0 140 5,245 0 400 : : : : Changes from: June 6, 2017 : : 175 35 660 0 -300 -150 0 0 -650 0 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 89.6 21.8 0.0 2.2 10.7 0.0 0.1 4.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 100,250 : : Positions : : 53,035 90,540 18,020 870 1,820 17,090 0 140 3,360 50 0 : : : : Changes from: June 6, 2017 : : 150 765 935 0 0 -300 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 90.3 18.0 0.9 1.8 17.0 0.0 0.1 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 21,560 : : Positions : : 17,475 10,160 0 7,490 875 0 700 0 800 0 0 : : : : Changes from: June 6, 2017 : : -100 100 0 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 47.1 0.0 34.7 4.1 0.0 3.2 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 19,895 : : Positions : : 16,100 10,540 0 7,975 520 0 0 0 2,200 0 0 : : : : Changes from: June 6, 2017 : : -210 190 0 0 0 0 0 0 200 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 53.0 0.0 40.1 2.6 0.0 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 47,715 : : Positions : : 37,665 31,380 755 3,010 2,085 0 4,090 20 0 50 0 : : : : Changes from: June 6, 2017 : : 30 130 50 0 0 0 0 0 0 -60 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 65.8 1.6 6.3 4.4 0.0 8.6 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 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 31,855 : : Positions : : 23,270 18,610 685 3,120 3,215 0 2,425 0 200 0 0 : : : : Changes from: June 6, 2017 : : 250 0 0 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 58.4 2.2 9.8 10.1 0.0 7.6 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 16, 2017