Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 66,483 : : Positions : : 24,475 29,886 5,779 5,829 2,532 7,332 15,938 643 18,849 5,077 5,467 : : : : Changes from: June 20, 2017 : : -5 -26 423 76 138 470 93 6 -338 521 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 45.0 8.7 8.8 3.8 11.0 24.0 1.0 28.4 7.6 8.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 15 . . 5 . 5 5 11 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 10,997 : : Positions : : 2,843 6,425 831 1,851 110 745 1,002 240 4,859 115 832 : : : : Changes from: June 20, 2017 : : 54 119 -15 30 10 75 0 0 -45 30 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 58.4 7.6 16.8 1.0 6.8 9.1 2.2 44.2 1.0 7.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 8 . . . . . . 10 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 932 : : Positions : : 199 440 161 8 58 170 128 83 90 48 169 : : : : Changes from: June 20, 2017 : : -5 28 2 -1 3 6 1 -17 19 -6 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 47.1 17.3 0.8 6.2 18.3 13.7 8.9 9.7 5.1 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 27, 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 138,147 : : Positions : : 79,943 84,680 3,906 11,073 17,288 15,771 564 3,409 5,603 8,827 11,820 : : : : Changes from: June 20, 2017 : : 267 235 -18 -107 70 -31 3 58 -105 -37 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 61.3 2.8 8.0 12.5 11.4 0.4 2.5 4.1 6.4 8.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 38 41 . . 4 5 . 7 8 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 39,837 : : Positions : : 27,004 35,851 6,947 0 1,536 100 450 25 2,675 425 1,550 : : : : Changes from: June 20, 2017 : : 247 551 4 0 -139 100 -75 25 150 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 90.0 17.4 0.0 3.9 0.3 1.1 0.1 6.7 1.1 3.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 21 . 0 . . . . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 28,679 : : Positions : : 24,309 19,582 0 6,152 2,195 0 0 0 2,000 575 175 : : : : Changes from: June 20, 2017 : : -165 110 0 -100 25 0 0 0 175 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 68.3 0.0 21.5 7.7 0.0 0.0 0.0 7.0 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 188,385 : : Positions : : 157,136 123,890 14,432 19,406 8,022 4,330 18,838 1,511 2,494 16,299 294 : : : : Changes from: June 20, 2017 : : -908 3,099 2,974 117 -1,896 0 -170 150 200 -780 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 65.8 7.7 10.3 4.3 2.3 10.0 0.8 1.3 8.7 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 36 4 . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 67,697 : : Positions : : 53,075 39,490 9,555 16,445 878 28 3,492 769 750 4,004 2,600 : : : : Changes from: June 20, 2017 : : -126 125 -206 -696 23 -29 25 5 200 385 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 58.3 14.1 24.3 1.3 0.0 5.2 1.1 1.1 5.9 3.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 24,967 : : Positions : : 21,210 15,264 2,012 7,715 1,088 0 25 450 200 425 0 : : : : Changes from: June 20, 2017 : : 12 12 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 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 27, 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 58,130 : : Positions : : 48,166 42,189 1,161 3,555 7,699 0 3,975 525 513 100 27 : : : : Changes from: June 20, 2017 : : 1,205 -1,855 -760 2,300 -530 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 72.6 2.0 6.1 13.2 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 27, 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 59,136 : : Positions : : 50,784 43,292 1,910 8,534 4,235 0 1,925 200 1,618 375 200 : : : : Changes from: June 20, 2017 : : -459 -1,179 0 660 -230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 73.2 3.2 14.4 7.2 0.0 3.3 0.3 2.7 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 25 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 66,302 : : Positions : : 43,418 29,710 17,970 14,930 4,090 0 0 0 425 17,400 0 : : : : Changes from: June 20, 2017 : : 1,240 1,200 500 540 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 44.8 27.1 22.5 6.2 0.0 0.0 0.0 0.6 26.2 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 27, 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 83,462 : : Positions : : 58,800 40,708 20,030 21,335 3,590 0 0 0 735 17,574 0 : : : : Changes from: June 20, 2017 : : 1,200 1,235 545 540 60 0 0 0 130 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 48.8 24.0 25.6 4.3 0.0 0.0 0.0 0.9 21.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 34,344 : : Positions : : 24,220 28,064 4,540 420 4,830 0 0 0 550 850 50 : : : : Changes from: June 20, 2017 : : 705 555 -45 -40 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 81.7 13.2 1.2 14.1 0.0 0.0 0.0 1.6 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 37,012 : : Positions : : 28,482 32,728 3,395 1,230 2,800 875 0 0 1,350 0 50 : : : : Changes from: June 20, 2017 : : -402 -352 0 0 0 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 88.4 9.2 3.3 7.6 2.4 0.0 0.0 3.6 0.0 0.1 : : : : 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 27, 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 20, 2017 : : 0 0 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 27, 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 21,281 : : Positions : : 16,691 14,892 977 610 1,483 750 1,393 0 350 1,803 800 : : : : Changes from: June 20, 2017 : : 735 532 411 0 46 0 101 0 0 513 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 70.0 4.6 2.9 7.0 3.5 6.5 0.0 1.6 8.5 3.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 : : 5,707 3,820 200 1,960 690 700 1,032 0 350 0 600 : : : : Changes from: June 20, 2017 : : -200 0 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 45.5 2.4 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 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 20, 2017 : : 0 0 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 27, 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 42,423 : : Positions : : 30,493 36,153 6,065 0 5,200 0 100 0 0 450 450 : : : : Changes from: June 20, 2017 : : 240 385 295 0 -295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 85.2 14.3 0.0 12.3 0.0 0.2 0.0 0.0 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 48,637 : : Positions : : 42,378 34,212 2,145 10,686 2,189 250 200 50 1,425 1,100 200 : : : : Changes from: June 20, 2017 : : 703 517 0 286 14 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 70.3 4.4 22.0 4.5 0.5 0.4 0.1 2.9 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 50,599 : : Positions : : 37,565 40,674 10,554 8,575 620 400 0 0 1,015 320 340 : : : : Changes from: June 20, 2017 : : 460 790 330 0 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 80.4 20.9 16.9 1.2 0.8 0.0 0.0 2.0 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 62,158 : : Positions : : 43,980 46,579 13,064 9,960 2,684 400 0 0 1,330 2,420 515 : : : : Changes from: June 20, 2017 : : 435 765 330 0 237 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 74.9 21.0 16.0 4.3 0.6 0.0 0.0 2.1 3.9 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 27, 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 71,429 : : Positions : : 66,119 62,281 1,958 5,821 2,519 0 0 0 302 0 434 : : : : Changes from: June 20, 2017 : : 368 -1,652 -1,050 290 615 0 0 0 -707 0 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 87.2 2.7 8.1 3.5 0.0 0.0 0.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 27 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 105,403 : : Positions : : 90,651 91,438 3,866 5,962 1,860 2,985 1,383 42 4,972 3,315 919 : : : : Changes from: June 20, 2017 : : 968 342 -392 535 169 375 42 0 -37 -5 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 86.8 3.7 5.7 1.8 2.8 1.3 0.0 4.7 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 29 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 32,779 : : Positions : : 25,017 31,688 5,746 0 1,066 0 0 0 950 25 0 : : : : Changes from: June 20, 2017 : : 27 452 184 -166 -134 -25 0 0 50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 96.7 17.5 0.0 3.3 0.0 0.0 0.0 2.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 20, 2017 : : 0 0 0 0 0 0 0 0 0 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 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,865 : : Positions : : 36,710 40,964 2,149 850 4,271 2,500 0 1,800 2,105 1,550 120 : : : : Changes from: June 20, 2017 : : 1,255 1,405 75 -75 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 82.1 4.3 1.7 8.6 5.0 0.0 3.6 4.2 3.1 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 27, 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 37,025 : : Positions : : 20,412 32,485 16,183 1,478 165 0 2,040 125 0 572 40 : : : : Changes from: June 20, 2017 : : 30 217 0 -37 0 0 -150 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 87.7 43.7 4.0 0.4 0.0 5.5 0.3 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 33,441 : : Positions : : 17,872 27,859 14,630 3,032 625 0 1,740 150 0 0 0 : : : : Changes from: June 20, 2017 : : -350 -140 0 -60 0 0 90 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 83.3 43.7 9.1 1.9 0.0 5.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 30,658 : : Positions : : 21,758 27,476 4,687 762 1,793 160 0 180 1,262 0 377 : : : : Changes from: June 20, 2017 : : -897 -37 860 0 -416 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 89.6 15.3 2.5 5.8 0.5 0.0 0.6 4.1 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . . 4 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,941 : : Positions : : 18,315 18,914 1,851 2,552 1,244 530 0 0 850 0 1 : : : : Changes from: June 20, 2017 : : -742 433 400 -405 -370 320 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 82.4 8.1 11.1 5.4 2.3 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 49,990 : : Positions : : 43,468 30,215 1,134 8,508 2,565 1,610 7,520 201 600 936 25 : : : : Changes from: June 20, 2017 : : 1,634 167 235 1,380 -218 0 346 -7 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 60.4 2.3 17.0 5.1 3.2 15.0 0.4 1.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 35,161 : : Positions : : 30,084 21,817 1,899 9,059 1,458 1,650 2,820 0 0 0 0 : : : : Changes from: June 20, 2017 : : 1,472 -1,183 -325 1,860 28 0 470 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 62.0 5.4 25.8 4.1 4.7 8.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 19 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 6,485 : : Positions : : 4,720 5,725 1,065 175 250 0 0 0 0 195 105 : : : : Changes from: June 20, 2017 : : -260 115 375 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 88.3 16.4 2.7 3.9 0.0 0.0 0.0 0.0 3.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,057 : : Positions : : 14,979 10,383 364 3,585 2,639 0 725 1,075 0 650 0 : : : : Changes from: June 20, 2017 : : 69 579 150 -360 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 54.5 1.9 18.8 13.8 0.0 3.8 5.6 0.0 3.4 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 27, 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 13,325 : : Positions : : 10,722 6,850 1,425 5,125 1,175 0 0 0 0 175 0 : : : : Changes from: June 20, 2017 : : -53 50 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 51.4 10.7 38.5 8.8 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 27, 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 19,585 : : Positions : : 8,790 19,080 8,590 0 475 415 0 10 250 0 0 : : : : Changes from: June 20, 2017 : : 60 0 -60 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 97.4 43.9 0.0 2.4 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 27, 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 21,470 : : Positions : : 11,180 20,050 8,480 0 475 200 485 405 430 0 35 : : : : Changes from: June 20, 2017 : : 55 95 -10 0 35 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 93.4 39.5 0.0 2.2 0.9 2.3 1.9 2.0 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 27, 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 586,867 : : Positions : : 384,383 252,689 6,084 81,059 110,080 0 72,489 661 20,634 5,014 64,876 : : : : Changes from: June 20, 2017 : : 7,114 5,744 1 2,832 1,101 0 -623 -528 865 27 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 43.1 1.0 13.8 18.8 0.0 12.4 0.1 3.5 0.9 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 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 10,020 : : Positions : : 7,590 5,340 1,135 3,810 800 0 0 0 80 0 0 : : : : Changes from: June 20, 2017 : : 120 170 -50 -100 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 53.3 11.3 38.0 8.0 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 27, 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 29,935 : : Positions : : 8,149 23,425 18,350 4,680 1,775 900 0 0 150 50 0 : : : : Changes from: June 20, 2017 : : 150 50 0 0 0 0 0 0 -50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 78.3 61.3 15.6 5.9 3.0 0.0 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 20,690 15,395 3,380 3,215 900 0 0 100 50 0 : : : : Changes from: June 20, 2017 : : 0 -50 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 75.7 56.3 12.4 11.8 3.3 0.0 0.0 0.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 14,510 : : Positions : : 11,230 12,095 2,200 665 995 0 475 0 50 100 0 : : : : Changes from: June 20, 2017 : : 25 -25 0 50 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 83.4 15.2 4.6 6.9 0.0 3.3 0.0 0.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 26,429 : : Positions : : 22,771 16,112 245 7,655 2,450 600 0 0 276 125 87 : : : : Changes from: June 20, 2017 : : 585 300 -245 0 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 61.0 0.9 29.0 9.3 2.3 0.0 0.0 1.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 29,153 : : Positions : : 24,788 17,831 0 7,900 3,235 600 0 0 373 100 37 : : : : Changes from: June 20, 2017 : : 730 215 0 495 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 61.2 0.0 27.1 11.1 2.1 0.0 0.0 1.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 125,135 : : Positions : : 115,624 84,698 2,645 25,989 6,431 0 5,007 5 125 2,745 260 : : : : Changes from: June 20, 2017 : : 1,079 470 0 -361 46 0 175 0 -15 780 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 67.7 2.1 20.8 5.1 0.0 4.0 0.0 0.1 2.2 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 27, 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 143,143 : : Positions : : 131,292 93,246 3,890 25,814 6,721 50 12,077 765 140 4,255 260 : : : : Changes from: June 20, 2017 : : 1,119 680 0 -316 -29 0 -200 0 0 955 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 65.1 2.7 18.0 4.7 0.0 8.4 0.5 0.1 3.0 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 27, 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 222,012 : : Positions : : 159,746 149,700 12,550 11,063 11,261 15,240 3,555 10,841 5,682 28,861 6,566 : : : : Changes from: June 20, 2017 : : -1,205 3,058 1,512 -2,619 1,228 -12 409 -411 629 69 -695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 67.4 5.7 5.0 5.1 6.9 1.6 4.9 2.6 13.0 3.0 : : : : Number of Traders in Each Category Total Traders: 82 : : 43 42 4 . 4 6 4 6 7 12 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 51,885 : : Positions : : 40,205 43,470 6,915 5,505 2,485 1,055 225 75 835 100 0 : : : : Changes from: June 20, 2017 : : -45 570 405 180 -405 175 0 0 225 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 83.8 13.3 10.6 4.8 2.0 0.4 0.1 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 47,640 : : Positions : : 38,090 42,395 4,790 1,670 3,150 805 225 75 490 100 0 : : : : Changes from: June 20, 2017 : : -175 25 55 80 -530 175 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 89.0 10.1 3.5 6.6 1.7 0.5 0.2 1.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 228,190 : : Positions : : 146,799 126,633 0 37,349 55,090 20,044 0 5,361 34 2,895 863 : : : : Changes from: June 20, 2017 : : 5,011 1,175 0 3,944 -825 119 0 311 34 62 433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 55.5 0.0 16.4 24.1 8.8 0.0 2.3 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 39,577 : : Positions : : 26,267 36,917 10,785 175 0 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : 0 345 345 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 93.3 27.3 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 27, 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 35,705 : : Positions : : 23,505 33,710 10,305 175 0 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : -20 325 345 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 94.4 28.9 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 27, 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 20, 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 27, 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 20, 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 27, 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 12,070 1,425 9,350 2,305 0 11,595 0 0 3,650 200 : : : : Changes from: June 20, 2017 : : 0 -1,200 0 1,200 -1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 29.3 3.5 22.7 5.6 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 27, 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 12,720 1,200 11,660 2,305 0 10,005 0 0 2,420 200 : : : : Changes from: June 20, 2017 : : 0 -1,200 0 1,200 -1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 30.9 2.9 28.3 5.6 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 27, 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 : : 8,904 14,349 4,625 800 175 0 0 0 1,500 0 0 : : : : Changes from: June 20, 2017 : : -200 -200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 85.3 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 27, 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 46,495 : : Positions : : 18,925 40,605 24,400 1,175 685 750 0 550 0 2,295 0 : : : : Changes from: June 20, 2017 : : 50 225 75 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 87.3 52.5 2.5 1.5 1.6 0.0 1.2 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 41,815 : : Positions : : 16,430 37,225 22,495 450 695 800 0 550 0 2,070 0 : : : : Changes from: June 20, 2017 : : 0 25 25 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 27, 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 : : 21,035 20,830 10,425 325 1,255 0 10,300 0 100 200 0 : : : : Changes from: June 20, 2017 : : -1,200 0 1,200 0 -310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 61.7 30.9 1.0 3.7 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 27, 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 : : 18,345 19,375 10,975 400 1,130 0 9,440 0 0 200 0 : : : : Changes from: June 20, 2017 : : -1,200 0 1,200 0 -310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 62.0 35.1 1.3 3.6 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 27, 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 11,540 0 12,055 0 0 130 50 1,155 0 175 : : : : Changes from: June 20, 2017 : : 0 -300 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 45.4 0.0 47.4 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 27, 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 11,295 0 10,950 0 0 130 50 975 0 155 : : : : Changes from: June 20, 2017 : : 0 -300 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 47.5 0.0 46.0 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 27, 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 40,510 : : Positions : : 28,340 17,654 0 18,751 200 9,265 1,000 0 425 650 25 : : : : Changes from: June 20, 2017 : : -25 75 0 -625 0 -300 225 -100 -50 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 43.6 0.0 46.3 0.5 22.9 2.5 0.0 1.0 1.6 0.1 : : : : 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 27, 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 29,360 : : Positions : : 23,285 15,515 0 10,100 30 2,935 875 0 400 440 0 : : : : Changes from: June 20, 2017 : : -125 275 0 -400 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 52.8 0.0 34.4 0.1 10.0 3.0 0.0 1.4 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 115,325 : : Positions : : 59,329 102,210 24,976 25 2,465 13,285 0 0 4,845 175 800 : : : : Changes from: June 20, 2017 : : -500 -375 -75 25 0 425 0 -140 -100 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 88.6 21.7 0.0 2.1 11.5 0.0 0.0 4.2 0.2 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 27, 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 : : 52,940 90,095 18,045 895 1,820 17,090 0 140 3,460 500 0 : : : : Changes from: June 20, 2017 : : -300 -75 200 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 88.9 17.8 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 27, 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 20, 2017 : : 0 0 0 0 0 0 0 0 0 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 27, 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 20,970 : : Positions : : 16,850 11,615 0 7,975 520 0 0 0 2,525 0 0 : : : : Changes from: June 20, 2017 : : -50 225 0 0 0 0 0 0 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 55.4 0.0 38.0 2.5 0.0 0.0 0.0 12.0 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 27, 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 20, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 27, 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 20, 2017 : : 0 0 0 0 0 0 0 0 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 27, 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 33,545 : : Positions : : 24,030 19,770 685 3,120 3,215 0 2,425 0 600 0 0 : : : : Changes from: June 20, 2017 : : 280 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 58.9 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 30, 2017