Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 67,771 : : Positions : : 25,175 30,911 6,084 5,868 2,579 7,725 16,031 726 18,550 5,104 5,537 : : : : Changes from: June 27, 2017 : : 700 1,025 305 39 47 393 93 83 -299 27 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 45.6 9.0 8.7 3.8 11.4 23.7 1.1 27.4 7.5 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 July 3, 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 10,913 : : Positions : : 2,586 6,453 911 1,916 50 745 1,002 240 5,014 0 830 : : : : Changes from: June 27, 2017 : : -257 28 80 65 -60 0 0 0 155 -115 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 59.1 8.3 17.6 0.5 6.8 9.2 2.2 45.9 0.0 7.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 8 . . . . . . 11 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 979 : : Positions : : 203 495 180 6 55 181 116 87 96 43 176 : : : : Changes from: June 27, 2017 : : 3 56 19 -2 -3 10 -11 5 6 -4 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 50.6 18.4 0.6 5.7 18.5 11.9 8.9 9.8 4.4 18.0 : : : : 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 July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 135,278 : : Positions : : 78,563 83,301 4,101 11,167 16,422 15,874 568 3,198 5,535 8,977 11,115 : : : : Changes from: June 27, 2017 : : -1,381 -1,378 196 94 -866 103 4 -211 -68 150 -705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 61.6 3.0 8.3 12.1 11.7 0.4 2.4 4.1 6.6 8.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 39 . . 4 5 . 7 8 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 34,969 : : Positions : : 23,461 31,093 7,082 0 1,426 175 350 0 975 250 1,850 : : : : Changes from: June 27, 2017 : : -3,543 -4,758 135 0 -110 75 -100 -25 -1,700 -175 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 88.9 20.3 0.0 4.1 0.5 1.0 0.0 2.8 0.7 5.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 19 . 0 . . . 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 25,639 : : Positions : : 22,045 17,092 0 5,337 2,170 0 0 0 1,175 575 225 : : : : Changes from: June 27, 2017 : : -2,264 -2,490 0 -815 -25 0 0 0 -825 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 66.7 0.0 20.8 8.5 0.0 0.0 0.0 4.6 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 18 0 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 189,391 : : Positions : : 157,592 125,096 14,652 19,171 8,052 4,630 18,843 1,511 2,484 16,289 304 : : : : Changes from: June 27, 2017 : : 456 1,206 220 -235 30 300 5 0 -10 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 66.1 7.7 10.1 4.3 2.4 9.9 0.8 1.3 8.6 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 36 4 . . . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 68,402 : : Positions : : 52,774 39,806 9,735 16,470 1,150 0 3,251 826 1,125 4,129 2,750 : : : : Changes from: June 27, 2017 : : -301 317 180 25 272 -28 -241 57 375 125 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 58.2 14.2 24.1 1.7 0.0 4.8 1.2 1.6 6.0 4.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 . . . 0 5 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 24,998 : : Positions : : 21,241 15,270 1,962 7,690 1,138 0 25 450 200 425 0 : : : : Changes from: June 27, 2017 : : 31 6 -50 -25 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 61.1 7.8 30.8 4.6 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 July 3, 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 58,150 : : Positions : : 48,186 42,374 1,161 3,390 7,699 0 3,975 525 513 100 27 : : : : Changes from: June 27, 2017 : : 20 185 0 -165 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 72.9 2.0 5.8 13.2 0.0 6.8 0.9 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 59,735 : : Positions : : 51,383 44,116 1,910 8,309 4,235 0 1,925 200 1,618 375 200 : : : : Changes from: June 27, 2017 : : 599 824 0 -225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 73.9 3.2 13.9 7.1 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 July 3, 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 66,402 : : Positions : : 43,418 29,810 18,070 14,930 4,090 0 0 0 425 17,400 0 : : : : Changes from: June 27, 2017 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 44.9 27.2 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 July 3, 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 83,737 : : Positions : : 59,075 40,983 20,030 21,335 3,590 0 0 0 735 17,574 0 : : : : Changes from: June 27, 2017 : : 275 275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 48.9 23.9 25.5 4.3 0.0 0.0 0.0 0.9 21.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 25 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 34,209 : : Positions : : 24,085 27,919 4,530 420 4,840 0 0 0 550 850 50 : : : : Changes from: June 27, 2017 : : -135 -145 -10 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 81.6 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 July 3, 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 37,652 : : Positions : : 29,122 33,318 3,395 1,230 2,800 875 0 0 1,300 0 100 : : : : Changes from: June 27, 2017 : : 640 590 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 88.5 9.0 3.3 7.4 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 July 3, 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 2,600 350 0 0 0 0 800 0 : : : : Changes from: June 27, 2017 : : 0 0 0 -50 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 75.9 0.6 16.7 2.3 0.0 0.0 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 21,765 : : Positions : : 16,916 14,929 1,122 690 1,597 750 1,396 0 350 2,053 800 : : : : Changes from: June 27, 2017 : : 225 36 145 80 114 0 3 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 68.6 5.2 3.2 7.3 3.4 6.4 0.0 1.6 9.4 3.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 27, 2017 : : 0 0 0 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 July 3, 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 27, 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 July 3, 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 42,688 : : Positions : : 30,658 36,388 5,965 0 5,300 0 0 0 0 350 550 : : : : Changes from: June 27, 2017 : : 165 235 -100 0 100 0 -100 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 85.2 14.0 0.0 12.4 0.0 0.0 0.0 0.0 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 49,502 : : Positions : : 43,121 34,997 2,145 10,644 2,261 350 250 50 1,425 1,150 150 : : : : Changes from: June 27, 2017 : : 743 786 0 -43 73 100 50 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 70.7 4.3 21.5 4.6 0.7 0.5 0.1 2.9 2.3 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 50,744 : : Positions : : 37,710 41,194 10,554 8,225 620 400 0 0 1,015 295 340 : : : : Changes from: June 27, 2017 : : 145 520 0 -350 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 81.2 20.8 16.2 1.2 0.8 0.0 0.0 2.0 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 62,343 : : Positions : : 44,075 47,024 13,064 9,960 2,684 400 0 0 1,460 2,200 475 : : : : Changes from: June 27, 2017 : : 95 445 0 0 0 0 0 0 130 -220 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 75.4 21.0 16.0 4.3 0.6 0.0 0.0 2.3 3.5 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 July 3, 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 71,554 : : Positions : : 65,908 62,371 2,034 5,941 2,529 0 0 0 662 0 314 : : : : Changes from: June 27, 2017 : : -211 90 76 120 10 0 0 0 360 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 87.2 2.8 8.3 3.5 0.0 0.0 0.0 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 106,540 : : Positions : : 91,326 92,103 4,042 6,212 1,842 2,935 1,407 117 5,385 3,590 785 : : : : Changes from: June 27, 2017 : : 674 664 176 250 -18 -50 24 75 413 275 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 86.4 3.8 5.8 1.7 2.8 1.3 0.1 5.1 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 29 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 33,084 : : Positions : : 25,172 32,068 5,971 0 991 0 0 0 950 25 0 : : : : Changes from: June 27, 2017 : : 155 380 225 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 96.9 18.0 0.0 3.0 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 July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 46,151 : : Positions : : 39,440 33,181 700 4,110 3,990 600 4,550 0 1,069 0 75 : : : : Changes from: June 27, 2017 : : 1,150 -485 0 1,250 -20 0 0 0 95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 71.9 1.5 8.9 8.6 1.3 9.9 0.0 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 50,485 : : Positions : : 37,360 40,364 2,149 1,870 4,271 2,500 0 1,800 2,075 1,750 120 : : : : Changes from: June 27, 2017 : : 650 -600 0 1,020 0 0 0 0 -30 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 80.0 4.3 3.7 8.5 5.0 0.0 3.6 4.1 3.5 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 37,310 : : Positions : : 20,682 32,765 16,183 1,503 165 0 2,040 125 0 552 40 : : : : Changes from: June 27, 2017 : : 270 280 0 25 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 87.8 43.4 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 July 3, 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 33,361 : : Positions : : 17,792 27,909 14,630 2,902 625 0 1,740 150 0 0 0 : : : : Changes from: June 27, 2017 : : -80 50 0 -130 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 83.7 43.9 8.7 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 July 3, 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 30,518 : : Positions : : 21,578 27,276 4,662 762 1,858 160 0 180 1,262 0 377 : : : : Changes from: June 27, 2017 : : -180 -200 -25 0 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 89.4 15.3 2.5 6.1 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 July 3, 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 23,040 : : Positions : : 18,509 19,033 1,726 2,472 1,304 530 0 0 820 0 1 : : : : Changes from: June 27, 2017 : : 194 119 -125 -80 60 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 82.6 7.5 10.7 5.7 2.3 0.0 0.0 3.6 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 July 3, 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 50,799 : : Positions : : 43,961 30,211 1,404 8,508 2,628 1,610 8,272 204 580 936 25 : : : : Changes from: June 27, 2017 : : 493 -4 270 0 63 0 751 3 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 59.5 2.8 16.7 5.2 3.2 16.3 0.4 1.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 35,261 : : Positions : : 30,314 21,617 1,769 9,059 1,458 1,650 3,120 0 0 0 0 : : : : Changes from: June 27, 2017 : : 230 -200 -130 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 61.3 5.0 25.7 4.1 4.7 8.8 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 July 3, 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 27, 2017 : : 0 0 0 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 July 3, 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 18,062 : : Positions : : 14,249 10,133 195 2,915 2,714 0 925 900 0 475 0 : : : : Changes from: June 27, 2017 : : -730 -250 -169 -670 75 0 200 -175 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 56.1 1.1 16.1 15.0 0.0 5.1 5.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 12,950 : : Positions : : 10,418 6,500 1,375 5,150 1,150 0 0 0 0 150 0 : : : : Changes from: June 27, 2017 : : -304 -350 -50 25 -25 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 50.2 10.6 39.8 8.9 0.0 0.0 0.0 0.0 1.2 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 July 3, 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 19,685 : : Positions : : 8,840 19,080 8,640 0 475 415 0 10 150 0 100 : : : : Changes from: June 27, 2017 : : 50 0 50 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 96.9 43.9 0.0 2.4 2.1 0.0 0.1 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 8,380 0 475 200 485 405 530 0 35 : : : : Changes from: June 27, 2017 : : 0 0 -100 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 93.4 39.0 0.0 2.2 0.9 2.3 1.9 2.5 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 July 3, 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 593,701 : : Positions : : 387,431 255,953 6,085 82,030 110,928 0 73,316 484 20,473 2,839 68,151 : : : : Changes from: June 27, 2017 : : 3,048 3,265 1 971 847 0 827 -177 -161 -2,175 3,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 43.1 1.0 13.8 18.7 0.0 12.3 0.1 3.4 0.5 11.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 10,110 : : Positions : : 7,980 5,340 1,105 3,810 870 0 0 0 30 0 20 : : : : Changes from: June 27, 2017 : : 390 0 -30 0 70 0 0 0 -50 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 52.8 10.9 37.7 8.6 0.0 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 30,360 : : Positions : : 9,349 22,825 18,100 6,230 1,250 900 0 0 150 50 0 : : : : Changes from: June 27, 2017 : : 1,200 -600 -250 1,550 -525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 75.2 59.6 20.5 4.1 3.0 0.0 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 27,536 : : Positions : : 8,554 20,190 15,345 5,130 2,165 900 0 0 200 50 0 : : : : Changes from: June 27, 2017 : : 1,200 -500 -50 1,750 -1,050 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 73.3 55.7 18.6 7.9 3.3 0.0 0.0 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 27, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 83.4 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 July 3, 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 27, 2017 : : 0 0 0 0 0 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 July 3, 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 29,158 : : Positions : : 24,788 17,981 0 7,800 3,240 600 0 0 373 100 37 : : : : Changes from: June 27, 2017 : : 0 150 0 -100 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 61.7 0.0 26.8 11.1 2.1 0.0 0.0 1.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 126,745 : : Positions : : 116,574 88,203 2,505 23,234 7,231 0 5,007 5 125 2,805 260 : : : : Changes from: June 27, 2017 : : 950 3,505 -140 -2,755 800 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 69.6 2.0 18.3 5.7 0.0 4.0 0.0 0.1 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 27 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 144,258 : : Positions : : 131,712 96,141 3,890 23,179 7,441 0 12,077 790 140 4,365 260 : : : : Changes from: June 27, 2017 : : 420 2,895 0 -2,635 720 -50 0 25 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 66.6 2.7 16.1 5.2 0.0 8.4 0.5 0.1 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 30 . . 4 0 4 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 225,963 : : Positions : : 162,834 152,689 10,434 9,489 12,419 16,247 3,512 11,027 6,070 29,862 6,806 : : : : Changes from: June 27, 2017 : : 3,088 2,990 -2,117 -1,574 1,158 1,007 -44 186 389 1,001 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 67.6 4.6 4.2 5.5 7.2 1.6 4.9 2.7 13.2 3.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 43 43 4 . 4 6 4 6 9 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 52,040 : : Positions : : 40,325 43,195 7,190 6,175 2,245 1,055 225 75 835 100 0 : : : : Changes from: June 27, 2017 : : 120 -275 275 670 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 83.0 13.8 11.9 4.3 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 July 3, 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 47,760 : : Positions : : 38,210 42,120 5,065 2,340 2,875 805 225 75 490 100 0 : : : : Changes from: June 27, 2017 : : 120 -275 275 670 -275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 88.2 10.6 4.9 6.0 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 July 3, 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 218,668 : : Positions : : 138,144 122,063 0 34,195 54,513 19,952 0 5,305 97 1,935 657 : : : : Changes from: June 27, 2017 : : -8,654 -4,570 0 -3,153 -577 -92 0 -56 63 -960 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 55.8 0.0 15.6 24.9 9.1 0.0 2.4 0.0 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 39,697 : : Positions : : 26,387 37,037 10,785 175 0 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 93.3 27.2 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 July 3, 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 35,825 : : Positions : : 23,625 33,830 10,305 175 0 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 94.4 28.8 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 : : 11 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 27, 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 July 3, 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 27, 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 July 3, 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 27, 2017 : : 0 0 0 0 0 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 July 3, 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 27, 2017 : : 0 0 0 0 0 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 July 3, 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 27, 2017 : : 0 0 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 July 3, 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 47,345 : : Positions : : 19,525 41,205 24,350 1,425 685 750 0 550 0 1,995 0 : : : : Changes from: June 27, 2017 : : 600 600 -50 250 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 87.0 51.4 3.0 1.4 1.6 0.0 1.2 0.0 4.2 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 July 3, 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 42,615 : : Positions : : 17,030 38,025 22,445 500 645 800 0 550 0 1,770 0 : : : : Changes from: June 27, 2017 : : 600 800 -50 50 -50 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 89.2 52.7 1.2 1.5 1.9 0.0 1.3 0.0 4.2 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 July 3, 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 34,075 : : Positions : : 21,335 20,830 10,425 325 1,255 0 10,600 0 100 200 0 : : : : Changes from: June 27, 2017 : : 300 0 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 61.1 30.6 1.0 3.7 0.0 31.1 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 July 3, 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 27, 2017 : : 0 0 0 0 0 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 July 3, 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 25,275 : : Positions : : 21,800 11,390 0 12,055 0 0 130 50 1,155 0 175 : : : : Changes from: June 27, 2017 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 45.1 0.0 47.7 0.0 0.0 0.5 0.2 4.6 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 July 3, 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 23,640 : : Positions : : 20,700 11,145 0 10,950 0 0 130 50 975 0 155 : : : : Changes from: June 27, 2017 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 47.1 0.0 46.3 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 July 3, 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 40,535 : : Positions : : 28,340 17,629 0 19,101 200 9,590 1,000 0 425 650 25 : : : : Changes from: June 27, 2017 : : 0 -25 0 350 0 325 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 43.5 0.0 47.1 0.5 23.7 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 July 3, 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 29,655 : : Positions : : 23,285 15,490 0 10,400 0 3,210 875 20 400 440 0 : : : : Changes from: June 27, 2017 : : 0 -25 0 300 -30 275 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 52.2 0.0 35.1 0.0 10.8 3.0 0.1 1.3 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 July 3, 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 119,690 : : Positions : : 63,429 105,015 24,231 25 2,270 13,260 0 140 4,270 125 885 : : : : Changes from: June 27, 2017 : : 4,100 2,805 -745 0 -195 -25 0 140 -575 -50 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 87.7 20.2 0.0 1.9 11.1 0.0 0.1 3.6 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 104,785 : : Positions : : 56,785 91,695 16,650 895 1,820 16,815 0 140 2,885 500 70 : : : : Changes from: June 27, 2017 : : 3,845 1,600 -1,395 0 0 -275 0 0 -575 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 87.5 15.9 0.9 1.7 16.0 0.0 0.1 2.8 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 21,600 : : Positions : : 17,615 10,200 0 7,490 875 0 700 0 700 0 0 : : : : Changes from: June 27, 2017 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 47.2 0.0 34.7 4.1 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 July 3, 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 27, 2017 : : 0 0 0 0 0 0 0 0 0 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 July 3, 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 27, 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 July 3, 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 27, 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 July 3, 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 27, 2017 : : 0 0 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 July 7, 2017