Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 66,066 : : Positions : : 24,480 29,912 5,356 5,753 2,394 6,862 15,845 637 19,187 4,556 5,738 : : : : Changes from: June 13, 2017 : : 1,245 863 95 28 -43 2,107 -103 75 -2,985 -276 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 45.3 8.1 8.7 3.6 10.4 24.0 1.0 29.0 6.9 8.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 14 15 . . 5 . 5 5 12 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 10,863 : : Positions : : 2,789 6,306 846 1,821 100 670 1,002 240 4,904 85 842 : : : : Changes from: June 13, 2017 : : 46 221 85 0 -55 -15 0 0 150 75 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 58.1 7.8 16.8 0.9 6.2 9.2 2.2 45.1 0.8 7.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 8 . . . . . . 10 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 922 : : Positions : : 204 412 159 9 55 164 126 100 71 54 167 : : : : Changes from: June 13, 2017 : : 12 36 17 -3 -4 69 -14 -10 -84 -6 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 44.6 17.2 1.0 6.0 17.8 13.7 10.8 7.7 5.8 18.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 8 . . . . . 6 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 137,767 : : Positions : : 79,676 84,445 3,923 11,180 17,218 15,801 561 3,351 5,708 8,864 11,662 : : : : Changes from: June 13, 2017 : : 288 130 8 -46 96 -54 5 73 -95 66 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 61.3 2.8 8.1 12.5 11.5 0.4 2.4 4.1 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 20, 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 39,475 : : Positions : : 26,757 35,300 6,943 0 1,675 0 525 0 2,525 400 1,575 : : : : Changes from: June 13, 2017 : : 581 525 -6 0 -69 0 75 0 50 25 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 89.4 17.6 0.0 4.2 0.0 1.3 0.0 6.4 1.0 4.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 21 . 0 . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 28,719 : : Positions : : 24,474 19,472 0 6,252 2,170 0 0 0 1,825 575 250 : : : : Changes from: June 13, 2017 : : 575 200 0 0 0 0 0 0 -350 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 67.8 0.0 21.8 7.6 0.0 0.0 0.0 6.4 2.0 0.9 : : : : 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 20, 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 188,065 : : Positions : : 158,044 120,791 11,458 19,289 9,918 4,330 19,008 1,361 2,294 17,079 494 : : : : Changes from: June 13, 2017 : : 1,113 333 1,343 1,110 319 420 145 150 -100 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 64.2 6.1 10.3 5.3 2.3 10.1 0.7 1.2 9.1 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 36 4 . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 67,704 : : Positions : : 53,201 39,365 9,760 17,141 854 58 3,467 763 550 3,619 2,475 : : : : Changes from: June 13, 2017 : : 296 -13 89 182 -42 -26 241 -16 125 75 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 58.1 14.4 25.3 1.3 0.1 5.1 1.1 0.8 5.3 3.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 . . . . 4 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 24,955 : : Positions : : 21,198 15,252 2,012 7,715 1,088 0 25 450 200 425 0 : : : : Changes from: June 13, 2017 : : 0 0 -1 0 1 0 0 0 0 0 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 20, 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 58,215 : : Positions : : 46,961 44,044 1,921 1,255 8,229 0 3,975 525 513 100 27 : : : : Changes from: June 13, 2017 : : -680 -1,030 0 150 0 0 300 0 100 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 75.7 3.3 2.2 14.1 0.0 6.8 0.9 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 59,825 : : Positions : : 51,243 44,471 1,910 7,874 4,465 0 1,925 200 1,618 375 200 : : : : Changes from: June 13, 2017 : : -761 -1,591 0 350 -75 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 74.3 3.2 13.2 7.5 0.0 3.2 0.3 2.7 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 25 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 64,502 : : Positions : : 42,178 28,510 17,470 14,390 4,030 0 0 0 425 17,400 0 : : : : Changes from: June 13, 2017 : : 522 350 -775 -655 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 44.2 27.1 22.3 6.2 0.0 0.0 0.0 0.7 27.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 81,527 : : Positions : : 57,600 39,473 19,485 20,795 3,530 0 0 0 605 17,474 0 : : : : Changes from: June 13, 2017 : : 544 350 -775 -655 5 0 0 0 0 74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 48.4 23.9 25.5 4.3 0.0 0.0 0.0 0.7 21.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 33,809 : : Positions : : 23,515 27,509 4,585 460 4,810 0 0 0 550 850 50 : : : : Changes from: June 13, 2017 : : -181 14 0 -300 125 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 81.4 13.6 1.4 14.2 0.0 0.0 0.0 1.6 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 37,414 : : Positions : : 28,884 33,080 3,395 1,230 2,800 875 0 0 1,300 0 100 : : : : Changes from: June 13, 2017 : : 394 224 -220 0 0 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 88.4 9.1 3.3 7.5 2.3 0.0 0.0 3.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 15,540 : : Positions : : 15,090 11,790 100 2,650 350 0 0 0 0 750 0 : : : : Changes from: June 13, 2017 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 75.9 0.6 17.1 2.3 0.0 0.0 0.0 0.0 4.8 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 20, 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 19,989 : : Positions : : 15,956 14,360 566 610 1,437 750 1,291 0 350 1,290 700 : : : : Changes from: June 13, 2017 : : 1,159 666 -113 0 -135 -200 -9 0 0 190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.8 2.8 3.1 7.2 3.8 6.5 0.0 1.8 6.5 3.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 3,820 0 1,960 690 700 1,032 0 350 0 600 : : : : Changes from: June 13, 2017 : : 0 -100 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 45.5 0.0 23.3 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 20, 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 11,915 : : Positions : : 9,760 8,745 175 945 910 0 475 200 190 300 300 : : : : Changes from: June 13, 2017 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 73.4 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 : : 11 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 42,333 : : Positions : : 30,253 35,768 5,770 0 5,495 0 100 0 0 450 450 : : : : Changes from: June 13, 2017 : : -152 418 50 0 -50 0 100 0 0 -600 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 84.5 13.6 0.0 13.0 0.0 0.2 0.0 0.0 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 20 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 47,819 : : Positions : : 41,675 33,694 2,145 10,401 2,174 250 200 50 1,425 1,200 100 : : : : Changes from: June 13, 2017 : : -737 -1,841 0 1,104 -464 100 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 70.5 4.5 21.7 4.5 0.5 0.4 0.1 3.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 49,619 : : Positions : : 37,105 39,884 10,224 8,575 430 400 0 0 1,015 320 340 : : : : Changes from: June 13, 2017 : : 670 660 705 775 -185 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.4 20.6 17.3 0.9 0.8 0.0 0.0 2.0 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 61,156 : : Positions : : 43,545 45,814 12,734 9,960 2,447 400 0 0 1,330 2,420 515 : : : : Changes from: June 13, 2017 : : 985 885 605 775 -363 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 74.9 20.8 16.3 4.0 0.7 0.0 0.0 2.2 4.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 72,149 : : Positions : : 65,751 63,933 3,008 5,531 1,904 0 0 0 1,009 0 332 : : : : Changes from: June 13, 2017 : : 1,891 502 -55 2,300 110 0 0 0 769 -257 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 88.6 4.2 7.7 2.6 0.0 0.0 0.0 1.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 26 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 104,319 : : Positions : : 89,684 91,096 4,258 5,427 1,691 2,610 1,342 42 5,009 3,320 917 : : : : Changes from: June 13, 2017 : : 388 263 -170 2,625 -135 360 -57 0 2,273 23 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 87.3 4.1 5.2 1.6 2.5 1.3 0.0 4.8 3.2 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 28 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 32,677 : : Positions : : 24,990 31,236 5,562 166 1,200 25 0 0 900 75 0 : : : : Changes from: June 13, 2017 : : 398 63 -250 25 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 95.6 17.0 0.5 3.7 0.1 0.0 0.0 2.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 45,286 : : Positions : : 38,290 33,666 700 2,860 4,010 600 4,550 0 974 0 75 : : : : Changes from: June 13, 2017 : : 900 540 -195 720 -845 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 74.3 1.5 6.3 8.9 1.3 10.0 0.0 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 48,460 : : Positions : : 35,455 39,559 2,074 925 4,196 2,500 0 1,800 2,105 1,550 120 : : : : Changes from: June 13, 2017 : : 1,860 2,200 -20 550 -650 0 0 0 970 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 81.6 4.3 1.9 8.7 5.2 0.0 3.7 4.3 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 36,870 : : Positions : : 20,382 32,268 16,183 1,515 165 0 2,190 0 0 572 40 : : : : Changes from: June 13, 2017 : : 462 3,087 2,595 20 -306 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 87.5 43.9 4.1 0.4 0.0 5.9 0.0 0.0 1.6 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 20, 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 33,641 : : Positions : : 18,222 27,999 14,630 3,092 625 0 1,650 0 0 0 0 : : : : Changes from: June 13, 2017 : : 535 3,155 2,620 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 83.2 43.5 9.2 1.9 0.0 4.9 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 20, 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 31,111 : : Positions : : 22,655 27,513 3,827 762 2,209 160 0 180 1,262 0 377 : : : : Changes from: June 13, 2017 : : 281 -14 -280 0 250 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 88.4 12.3 2.4 7.1 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 20, 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 23,333 : : Positions : : 19,057 18,481 1,451 2,957 1,614 210 0 0 850 50 1 : : : : Changes from: June 13, 2017 : : 204 94 67 137 33 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 79.2 6.2 12.7 6.9 0.9 0.0 0.0 3.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 48,340 : : Positions : : 41,834 30,048 899 7,128 2,783 1,610 7,175 208 600 936 25 : : : : Changes from: June 13, 2017 : : 163 -636 -565 -100 -90 0 337 7 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 62.2 1.9 14.7 5.8 3.3 14.8 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 20, 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 33,986 : : Positions : : 28,612 23,000 2,224 7,199 1,430 1,650 2,350 0 0 0 0 : : : : Changes from: June 13, 2017 : : 175 -1,075 -200 1,050 -440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 67.7 6.5 21.2 4.2 4.9 6.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 18 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 6,370 : : Positions : : 4,980 5,610 690 175 250 0 0 0 0 195 105 : : : : Changes from: June 13, 2017 : : -50 150 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 88.1 10.8 2.7 3.9 0.0 0.0 0.0 0.0 3.1 1.6 : : : : 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 20, 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 18,823 : : Positions : : 14,910 9,804 214 3,945 2,624 0 725 1,075 0 650 0 : : : : Changes from: June 13, 2017 : : 280 355 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 52.1 1.1 21.0 13.9 0.0 3.9 5.7 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 13,275 : : Positions : : 10,775 6,800 1,325 5,125 1,175 0 0 0 0 175 0 : : : : Changes from: June 13, 2017 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 51.2 10.0 38.6 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 20, 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 19,550 : : Positions : : 8,730 19,080 8,650 0 440 415 0 10 250 0 0 : : : : Changes from: June 13, 2017 : : 70 -200 -140 0 0 -100 0 10 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 97.6 44.2 0.0 2.3 2.1 0.0 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 21,340 : : Positions : : 11,125 19,955 8,490 0 440 200 485 405 380 0 35 : : : : Changes from: June 13, 2017 : : 80 -160 -340 0 0 200 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 93.5 39.8 0.0 2.1 0.9 2.3 1.9 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 578,769 : : Positions : : 377,269 246,944 6,083 78,226 108,979 0 73,112 1,189 19,769 4,987 65,331 : : : : Changes from: June 13, 2017 : : 18,833 12,237 1 6,549 4,999 0 3,915 223 2,825 -1,042 4,374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 42.7 1.1 13.5 18.8 0.0 12.6 0.2 3.4 0.9 11.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 9,940 : : Positions : : 7,470 5,170 1,185 3,910 790 0 0 0 80 0 0 : : : : Changes from: June 13, 2017 : : 150 450 200 -100 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 52.0 11.9 39.3 7.9 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 20, 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 29,835 : : Positions : : 7,999 23,375 18,350 4,680 1,775 900 0 0 200 0 0 : : : : Changes from: June 13, 2017 : : 400 700 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 78.3 61.5 15.7 5.9 3.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 27,336 : : Positions : : 7,354 20,740 15,395 3,380 3,215 900 0 0 100 0 0 : : : : Changes from: June 13, 2017 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 75.9 56.3 12.4 11.8 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 20, 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 13, 2017 : : 0 0 0 0 0 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 20, 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 25,884 : : Positions : : 22,186 15,812 490 7,655 2,205 600 0 0 276 125 87 : : : : Changes from: June 13, 2017 : : 325 2,525 320 -1,730 -195 0 0 0 100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 61.1 1.9 29.6 8.5 2.3 0.0 0.0 1.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 28,363 : : Positions : : 24,058 17,616 0 7,405 3,135 600 0 0 373 100 37 : : : : Changes from: June 13, 2017 : : 325 2,525 0 -2,050 735 0 0 0 100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 62.1 0.0 26.1 11.1 2.1 0.0 0.0 1.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 124,015 : : Positions : : 114,545 84,228 2,645 26,350 6,385 0 4,832 5 140 1,965 250 : : : : Changes from: June 13, 2017 : : 3,255 330 -15 2,310 415 0 -100 0 -150 550 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 67.9 2.1 21.2 5.1 0.0 3.9 0.0 0.1 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 27 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 142,053 : : Positions : : 130,173 92,566 3,890 26,130 6,750 50 12,277 765 140 3,300 260 : : : : Changes from: June 13, 2017 : : 4,725 245 40 2,145 435 50 925 100 -100 1,380 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 65.2 2.7 18.4 4.8 0.0 8.6 0.5 0.1 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 29 . . 4 . 4 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 220,917 : : Positions : : 160,951 146,642 11,038 13,682 10,032 15,252 3,146 11,252 5,053 28,792 7,261 : : : : Changes from: June 13, 2017 : : -3,542 274 2,880 -1,430 244 1,040 46 1,057 347 1,852 740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 66.4 5.0 6.2 4.5 6.9 1.4 5.1 2.3 13.0 3.3 : : : : Number of Traders in Each Category Total Traders: 82 : : 43 42 4 . 4 6 4 6 8 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 51,545 : : Positions : : 40,250 42,900 6,510 5,325 2,890 880 225 75 610 100 5 : : : : Changes from: June 13, 2017 : : -200 0 100 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 83.2 12.6 10.3 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 20, 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 13, 2017 : : 0 0 0 0 0 0 0 0 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 20, 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 223,130 : : Positions : : 141,787 125,458 0 33,405 55,915 19,924 0 5,050 0 2,833 430 : : : : Changes from: June 13, 2017 : : 1,081 3,642 0 1,870 -983 233 0 -363 0 -4,193 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 56.2 0.0 15.0 25.1 8.9 0.0 2.3 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 39,232 : : Positions : : 26,267 36,572 10,440 175 0 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : 315 415 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 93.2 26.6 0.4 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 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 35,380 : : Positions : : 23,525 33,385 9,960 175 0 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : 475 575 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 94.4 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 20, 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 13, 2017 : : 0 0 0 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 20, 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 13, 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 20, 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 41,200 : : Positions : : 35,050 13,270 1,425 8,150 3,505 0 11,595 0 0 3,650 200 : : : : Changes from: June 13, 2017 : : 150 -600 0 450 -600 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 32.2 3.5 19.8 8.5 0.0 28.1 0.0 0.0 8.9 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 20, 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 41,180 : : Positions : : 35,415 13,920 1,200 10,460 3,505 0 10,005 0 0 2,420 200 : : : : Changes from: June 13, 2017 : : 375 -600 0 975 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 33.8 2.9 25.4 8.5 0.0 24.3 0.0 0.0 5.9 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 20, 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 ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 16,824 : : Positions : : 9,104 14,549 4,625 800 175 0 0 0 1,500 0 0 : : : : Changes from: June 13, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 86.5 27.5 4.8 1.0 0.0 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 24,325 1,175 685 750 0 550 0 2,395 0 : : : : Changes from: June 13, 2017 : : 0 0 50 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 87.1 52.5 2.5 1.5 1.6 0.0 1.2 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 13, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 33,775 : : Positions : : 22,235 20,830 9,225 325 1,565 0 10,300 0 100 200 0 : : : : Changes from: June 13, 2017 : : 960 600 0 0 -575 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 61.7 27.3 1.0 4.6 0.0 30.5 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 31,270 : : Positions : : 19,545 19,375 9,775 400 1,440 0 9,440 0 0 200 0 : : : : Changes from: June 13, 2017 : : 0 600 600 0 -575 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 62.0 31.3 1.3 4.6 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 20, 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 25,425 : : Positions : : 21,950 11,840 0 11,755 0 0 130 50 1,155 0 175 : : : : Changes from: June 13, 2017 : : -400 0 0 -50 0 0 0 0 530 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 46.6 0.0 46.2 0.0 0.0 0.5 0.2 4.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 0 . 0 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 23,790 : : Positions : : 20,850 11,595 0 10,650 0 0 130 50 975 0 155 : : : : Changes from: June 13, 2017 : : -650 0 0 -250 0 0 0 0 350 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 48.7 0.0 44.8 0.0 0.0 0.5 0.2 4.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 0 . 0 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 : : 28,365 17,579 0 19,376 200 9,565 775 100 475 700 0 : : : : Changes from: June 13, 2017 : : -400 -100 0 -200 0 25 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 43.7 0.0 48.1 0.5 23.8 1.9 0.2 1.2 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 29,085 : : Positions : : 23,410 15,240 0 10,500 0 2,935 875 0 400 440 0 : : : : Changes from: June 13, 2017 : : -100 50 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 52.4 0.0 36.1 0.0 10.1 3.0 0.0 1.4 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 0 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 115,390 : : Positions : : 59,829 102,585 25,051 0 2,465 12,860 0 140 4,945 75 800 : : : : Changes from: June 13, 2017 : : 40 450 150 0 0 635 0 0 -300 75 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 88.9 21.7 0.0 2.1 11.1 0.0 0.1 4.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 101,315 : : Positions : : 53,240 90,170 17,845 870 1,820 17,090 0 140 3,460 500 0 : : : : Changes from: June 13, 2017 : : 205 -370 -175 0 0 0 0 0 100 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 89.0 17.6 0.9 1.8 16.9 0.0 0.1 3.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 23 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 21,650 : : Positions : : 17,665 10,250 0 7,490 875 0 700 0 700 0 0 : : : : Changes from: June 13, 2017 : : 190 90 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 47.3 0.0 34.6 4.0 0.0 3.2 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 20,745 : : Positions : : 16,900 11,390 0 7,975 520 0 0 0 2,250 0 0 : : : : Changes from: June 13, 2017 : : 800 850 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 54.9 0.0 38.4 2.5 0.0 0.0 0.0 10.8 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 20, 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 ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 16,520 : : Positions : : 8,720 12,300 330 850 615 5,350 0 0 0 1,250 0 : : : : Changes from: June 13, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 74.5 2.0 5.1 3.7 32.4 0.0 0.0 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 48,465 : : Positions : : 38,285 32,170 755 3,010 2,085 0 3,950 150 0 50 0 : : : : Changes from: June 13, 2017 : : 620 790 0 0 0 0 -140 130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 66.4 1.6 6.2 4.3 0.0 8.2 0.3 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 33,485 : : Positions : : 23,750 19,590 685 3,120 3,215 0 2,425 0 600 0 0 : : : : Changes from: June 13, 2017 : : 480 980 0 0 0 0 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 58.5 2.0 9.3 9.6 0.0 7.2 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 23, 2017