COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 64,292: 24,014 30,454 5,210 4,963 2,664 7,780 14,964 673 16,686 4,257 5,773: 1,492 544
Old : 64,292: 24,014 30,454 5,210 4,963 2,664 7,780 14,964 673 16,686 4,257 5,773: 1,492 544
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,479: -1,161 -457 -874 -905 85 55 -1,067 -53 -1,864 -847 236: 97 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 47.4 8.1 7.7 4.1 12.1 23.3 1.0 26.0 6.6 9.0: 2.3 0.8
Old : 100.0: 37.4 47.4 8.1 7.7 4.1 12.1 23.3 1.0 26.0 6.6 9.0: 2.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 14 13 . . 4 . 5 6 12 10 15:
Old : 52: 14 13 . . 4 . 5 6 12 10 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 50.4 64.9 66.9 33.5 39.9 52.5 51.9
Old : 38.9 50.4 64.9 66.9 33.5 39.9 52.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 9,262: 2,423 5,358 813 1,565 50 680 996 240 3,959 10 610: 487 433
Old : 9,262: 2,423 5,358 813 1,565 50 680 996 240 3,959 10 610: 487 433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,651: -163 -1,095 -98 -351 0 -65 -6 0 -1,055 10 -220: -50 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 57.8 8.8 16.9 0.5 7.3 10.8 2.6 42.7 0.1 6.6: 5.3 4.7
Old : 100.0: 26.2 57.8 8.8 16.9 0.5 7.3 10.8 2.6 42.7 0.1 6.6: 5.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 6 7 . . . . . . 7 . 5:
Old : 24: 6 7 . . . . . . 7 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 54.0 72.8 80.7 45.8 53.5 64.2 67.4
Old : 47.4 54.0 72.8 80.7 45.8 53.5 64.2 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 94,345: 59,451 66,265 5,478 9,676 6,994 14,925 555 755 3,960 7,325 2,334: 448 441
Old : 94,345: 59,451 66,265 5,478 9,676 6,994 14,925 555 755 3,960 7,325 2,334: 448 441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -7,121: -5,196 -3,783 22 -874 -242 -1,254 0 -220 295 -1,410 -504: -22 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 70.2 5.8 10.3 7.4 15.8 0.6 0.8 4.2 7.8 2.5: 0.5 0.5
Old : 100.0: 63.0 70.2 5.8 10.3 7.4 15.8 0.6 0.8 4.2 7.8 2.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 35 37 . . 4 5 . . 6 7 10:
Old : 65: 35 37 . . 4 5 . . 6 7 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 30.7 58.0 52.9 32.0 24.3 42.9 38.1
Old : 42.5 30.7 58.0 52.9 32.0 24.3 42.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 34,442: 22,809 30,587 7,303 0 1,230 150 300 0 875 250 2,075: 0 0
Old : 34,442: 22,809 30,587 7,303 0 1,230 150 300 0 875 250 2,075: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 25: -100 -100 75 0 -50 -25 -50 0 -100 0 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 88.8 21.2 0.0 3.6 0.4 0.9 0.0 2.5 0.7 6.0: 0.0 0.0
Old : 100.0: 66.2 88.8 21.2 0.0 3.6 0.4 0.9 0.0 2.5 0.7 6.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 19 . 0 . . . 0 5 . 4:
Old : 40: 26 19 . 0 . . . 0 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 48.7 72.5 76.5 39.5 41.4 46.8 52.2
Old : 49.5 48.7 72.5 76.5 39.5 41.4 46.8 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 25,639: 22,045 17,092 0 5,337 2,170 0 0 0 1,175 575 225: 24 240
Old : 25,639: 22,045 17,092 0 5,337 2,170 0 0 0 1,175 575 225: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 66.7 0.0 20.8 8.5 0.0 0.0 0.0 4.6 2.2 0.9: 0.1 0.9
Old : 100.0: 86.0 66.7 0.0 20.8 8.5 0.0 0.0 0.0 4.6 2.2 0.9: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 18 0 . . 0 0 0 4 . .:
Old : 31: 21 18 0 . . 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 49.9 77.9 76.7 51.1 34.6 59.5 53.1
Old : 59.8 49.9 77.9 76.7 51.1 34.6 59.5 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 183,316: 151,116 117,888 14,301 20,654 7,742 4,680 17,798 2,586 2,484 16,282 241: 166 125
Old : 183,316: 151,116 117,888 14,301 20,654 7,742 4,680 17,798 2,586 2,484 16,282 241: 166 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -6,075: -6,476 -7,208 -351 1,483 -310 50 -1,045 1,075 0 -7 -63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 64.3 7.8 11.3 4.2 2.6 9.7 1.4 1.4 8.9 0.1: 0.1 0.1
Old : 100.0: 82.4 64.3 7.8 11.3 4.2 2.6 9.7 1.4 1.4 8.9 0.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 33 35 4 . . . . . . 5 .:
Old : 58: 33 35 4 . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 44.8 58.3 74.4 29.2 38.7 45.0 56.0
Old : 37.4 44.8 58.3 74.4 29.2 38.7 45.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 63,279: 47,622 35,890 9,795 16,568 900 83 3,025 817 925 2,979 3,100: 37 0
Old : 63,279: 47,622 35,890 9,795 16,568 900 83 3,025 817 925 2,979 3,100: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -4,158: -4,452 -3,181 25 -7 0 58 -217 67 -200 -1,150 350: -6 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 56.7 15.5 26.2 1.4 0.1 4.8 1.3 1.5 4.7 4.9: 0.1 0.0
Old : 100.0: 75.3 56.7 15.5 26.2 1.4 0.1 4.8 1.3 1.5 4.7 4.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 19 . . . . . . . . .:
Old : 34: 18 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 72.5 89.2 87.3 71.9 63.4 76.4 74.1
Old : 76.9 72.5 89.2 87.3 71.9 63.4 76.4 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 23,736: 19,456 14,433 3,137 7,940 688 0 0 450 0 225 0: 5 0
Old : 23,736: 19,456 14,433 3,137 7,940 688 0 0 450 0 225 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,262: -1,785 -837 1,175 250 -450 0 -25 0 -200 -200 0: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 60.8 13.2 33.5 2.9 0.0 0.0 1.9 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 82.0 60.8 13.2 33.5 2.9 0.0 0.0 1.9 0.0 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 14 . . . 0 0 . 0 . 0:
Old : 21: 11 14 . . . 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 79.3 95.5 91.8 74.8 70.2 76.6 75.2
Old : 81.1 79.3 95.5 91.8 74.8 70.2 76.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 56,188: 46,651 40,866 1,188 3,340 7,322 0 4,050 450 540 100 0: 37 60
Old : 56,188: 46,651 40,866 1,188 3,340 7,322 0 4,050 450 540 100 0: 37 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,962: -1,535 -1,508 27 -50 -377 0 75 -75 27 0 -27: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 72.7 2.1 5.9 13.0 0.0 7.2 0.8 1.0 0.2 0.0: 0.1 0.1
Old : 100.0: 83.0 72.7 2.1 5.9 13.0 0.0 7.2 0.8 1.0 0.2 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 27 . . . 0 . . . . 0:
Old : 40: 24 27 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 43.3 71.6 70.6 29.7 35.2 44.2 49.7
Old : 47.8 43.3 71.6 70.6 29.7 35.2 44.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 55,901: 48,339 40,929 1,870 8,262 3,785 0 1,975 150 1,480 325 100: 177 375
Old : 55,901: 48,339 40,929 1,870 8,262 3,785 0 1,975 150 1,480 325 100: 177 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,834: -3,044 -3,187 -40 -47 -450 0 50 -50 -138 -50 -100: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 73.2 3.3 14.8 6.8 0.0 3.5 0.3 2.6 0.6 0.2: 0.3 0.7
Old : 100.0: 86.5 73.2 3.3 14.8 6.8 0.0 3.5 0.3 2.6 0.6 0.2: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 24 . . . 0 . . . . .:
Old : 39: 21 24 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 49.5 64.2 72.8 33.2 48.4 53.7 60.6
Old : 41.1 49.5 64.2 72.8 33.2 48.4 53.7 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 63,182: 40,490 27,665 17,460 13,460 4,485 0 0 0 385 17,400 0: 362 172
Old : 63,182: 40,490 27,665 17,460 13,460 4,485 0 0 0 385 17,400 0: 362 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,220: -2,928 -2,145 -610 -1,470 395 0 0 0 -40 0 0: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 43.8 27.6 21.3 7.1 0.0 0.0 0.0 0.6 27.5 0.0: 0.6 0.3
Old : 100.0: 64.1 43.8 27.6 21.3 7.1 0.0 0.0 0.0 0.6 27.5 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 22 . . . 0 0 0 . . 0:
Old : 36: 25 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 71.5 68.3 84.5 42.3 65.8 58.8 76.0
Old : 46.2 71.5 68.3 84.5 42.3 65.8 58.8 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 78,628: 54,327 36,709 19,395 20,025 4,065 0 0 0 535 17,574 0: 306 255
Old : 78,628: 54,327 36,709 19,395 20,025 4,065 0 0 0 535 17,574 0: 306 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -5,109: -4,748 -4,274 -635 -1,310 475 0 0 0 -200 0 0: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 46.7 24.7 25.5 5.2 0.0 0.0 0.0 0.7 22.4 0.0: 0.4 0.3
Old : 100.0: 69.1 46.7 24.7 25.5 5.2 0.0 0.0 0.0 0.7 22.4 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 23 . . . 0 0 0 . . 0:
Old : 39: 25 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 68.6 63.9 83.1 38.9 64.2 59.6 77.0
Old : 41.7 68.6 63.9 83.1 38.9 64.2 59.6 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,294: 23,592 26,924 3,850 80 5,270 0 0 0 450 900 0: 132 120
Old : 33,294: 23,592 26,924 3,850 80 5,270 0 0 0 450 900 0: 132 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -915: -493 -995 -680 -340 430 0 0 0 -100 50 -50: -22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 80.9 11.6 0.2 15.8 0.0 0.0 0.0 1.4 2.7 0.0: 0.4 0.4
Old : 100.0: 70.9 80.9 11.6 0.2 15.8 0.0 0.0 0.0 1.4 2.7 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 16 . . . 0 0 0 . . 0:
Old : 27: 19 16 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 73.2 71.1 84.9 34.4 59.0 51.0 60.6
Old : 44.1 73.2 71.1 84.9 34.4 59.0 51.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 36,197: 28,772 32,145 2,640 990 2,650 750 0 0 1,225 0 100: 60 312
Old : 36,197: 28,772 32,145 2,640 990 2,650 750 0 0 1,225 0 100: 60 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,455: -350 -1,173 -755 -240 -150 -125 0 0 -75 0 0: 0 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 88.8 7.3 2.7 7.3 2.1 0.0 0.0 3.4 0.0 0.3: 0.2 0.9
Old : 100.0: 79.5 88.8 7.3 2.7 7.3 2.1 0.0 0.0 3.4 0.0 0.3: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 19 . . . . 0 0 . 0 .:
Old : 28: 19 19 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 68.9 63.4 85.2 21.1 50.0 35.4 54.4
Old : 41.4 68.9 63.4 85.2 21.1 50.0 35.4 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 13,840: 13,390 10,690 300 2,250 150 0 0 0 0 750 0: 0 0
Old : 13,840: 13,390 10,690 300 2,250 150 0 0 0 0 750 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,700: -1,700 -1,100 200 -350 -200 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 77.2 2.2 16.3 1.1 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0
Old : 100.0: 96.7 77.2 2.2 16.3 1.1 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 11 . . . 0 0 0 0 . 0:
Old : 21: 14 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 63.2 84.8 87.0 69.8 57.7 80.1 77.6
Old : 70.7 63.2 84.8 87.0 69.8 57.7 80.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,131: 15,263 12,212 0 691 1,943 600 1,132 0 300 2,053 800: 225 300
Old : 19,131: 15,263 12,212 0 691 1,943 600 1,132 0 300 2,053 800: 225 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,544: -1,563 -2,691 -1,122 1 346 -150 -200 0 -50 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 63.8 0.0 3.6 10.2 3.1 5.9 0.0 1.6 10.7 4.2: 1.2 1.6
Old : 100.0: 79.8 63.8 0.0 3.6 10.2 3.1 5.9 0.0 1.6 10.7 4.2: 1.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 21 0 . . . . 0 . . .:
Old : 34: 21 21 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 39.2 66.3 62.5 40.2 33.5 54.3 49.2
Old : 43.3 39.2 66.3 62.5 40.2 33.5 54.3 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,895: 8,630 8,000 100 480 1,210 0 500 175 120 200 300: 360 30
Old : 10,895: 8,630 8,000 100 480 1,210 0 500 175 120 200 300: 360 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,020: -1,130 -745 -75 -465 300 0 25 -25 -70 -100 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 73.4 0.9 4.4 11.1 0.0 4.6 1.6 1.1 1.8 2.8: 3.3 0.3
Old : 100.0: 79.2 73.4 0.9 4.4 11.1 0.0 4.6 1.6 1.1 1.8 2.8: 3.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . . . 0 . . . . .:
Old : 22: 11 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 54.9 84.9 84.9 50.4 48.6 58.1 60.4
Old : 61.3 54.9 84.9 84.9 50.4 48.6 58.1 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,259: 29,096 34,924 5,720 0 5,345 0 0 0 300 300 600: 198 90
Old : 41,259: 29,096 34,924 5,720 0 5,345 0 0 0 300 300 600: 198 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,429: -1,562 -1,464 -245 0 45 0 0 0 300 -50 50: -17 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 84.6 13.9 0.0 13.0 0.0 0.0 0.0 0.7 0.7 1.5: 0.5 0.2
Old : 100.0: 70.5 84.6 13.9 0.0 13.0 0.0 0.0 0.0 0.7 0.7 1.5: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 21 . 0 . 0 0 0 . . .:
Old : 29: 19 21 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 64.8 71.3 80.3 31.6 56.1 47.9 58.5
Old : 40.8 64.8 71.3 80.3 31.6 56.1 47.9 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 49,131: 43,471 34,246 1,925 11,565 1,460 250 250 50 1,525 1,300 150: 300 110
Old : 49,131: 43,471 34,246 1,925 11,565 1,460 250 250 50 1,525 1,300 150: 300 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -210: 350 -590 -220 760 -640 -100 0 0 100 150 0: 300 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 69.7 3.9 23.5 3.0 0.5 0.5 0.1 3.1 2.6 0.3: 0.6 0.2
Old : 100.0: 88.5 69.7 3.9 23.5 3.0 0.5 0.5 0.1 3.1 2.6 0.3: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 23 . . . . . . . . .:
Old : 39: 24 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 59.7 66.2 78.5 37.3 56.4 52.9 69.8
Old : 44.5 59.7 66.2 78.5 37.3 56.4 52.9 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,844: 35,765 37,954 9,759 8,565 620 375 0 0 935 335 300: 90 70
Old : 47,844: 35,765 37,954 9,759 8,565 620 375 0 0 935 335 300: 90 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,900: -1,945 -3,240 -795 340 0 -25 0 0 -80 40 -40: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 79.3 20.4 17.9 1.3 0.8 0.0 0.0 2.0 0.7 0.6: 0.2 0.1
Old : 100.0: 74.8 79.3 20.4 17.9 1.3 0.8 0.0 0.0 2.0 0.7 0.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 10 . . . . 0 0 . . .:
Old : 27: 18 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 94.3 70.2 98.4 40.8 89.0 69.0 90.7
Old : 42.1 94.3 70.2 98.4 40.8 89.0 69.0 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,594: 41,555 43,374 12,219 10,070 2,475 375 0 0 1,320 2,200 475: 175 0
Old : 58,594: 41,555 43,374 12,219 10,070 2,475 375 0 0 1,320 2,200 475: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,749: -2,520 -3,650 -845 110 -209 -25 0 0 -140 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 74.0 20.9 17.2 4.2 0.6 0.0 0.0 2.3 3.8 0.8: 0.3 0.0
Old : 100.0: 70.9 74.0 20.9 17.2 4.2 0.6 0.0 0.0 2.3 3.8 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 12 . . . . 0 0 . . .:
Old : 33: 23 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 86.8 67.8 95.8 39.3 83.4 65.6 88.6
Old : 41.2 86.8 67.8 95.8 39.3 83.4 65.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 68,434: 64,031 59,237 2,160 6,776 1,539 0 0 0 215 121 410: 79 351
Old : 68,434: 64,031 59,237 2,160 6,776 1,539 0 0 0 215 121 410: 79 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,120: -1,877 -3,134 126 835 -990 0 0 0 -447 121 96: -28 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 86.6 3.2 9.9 2.2 0.0 0.0 0.0 0.3 0.2 0.6: 0.1 0.5
Old : 100.0: 93.6 86.6 3.2 9.9 2.2 0.0 0.0 0.0 0.3 0.2 0.6: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 27 . . . 0 0 0 . . .:
Old : 40: 25 27 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 62.1 77.0 82.9 53.6 59.2 75.3 79.8
Old : 54.0 62.1 77.0 82.9 53.6 59.2 75.3 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 99,030: 84,657 85,341 4,227 6,837 1,056 3,055 1,186 111 5,223 3,460 580: 121 459
Old : 99,030: 84,657 85,341 4,227 6,837 1,056 3,055 1,186 111 5,223 3,460 580: 121 459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -7,309: -6,468 -6,727 185 625 -786 120 -55 -6 -162 -130 -205: 13 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 86.2 4.3 6.9 1.1 3.1 1.2 0.1 5.3 3.5 0.6: 0.1 0.5
Old : 100.0: 85.5 86.2 4.3 6.9 1.1 3.1 1.2 0.1 5.3 3.5 0.6: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 27 29 . . . . . . 7 . .:
Old : 54: 27 29 . . . . . . 7 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 53.0 65.0 75.0 41.2 46.9 58.7 65.6
Old : 42.8 53.0 65.0 75.0 41.2 46.9 58.7 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 29,698: 23,309 28,845 5,286 0 828 0 0 0 275 25 0: 0 0
Old : 29,698: 23,309 28,845 5,286 0 828 0 0 0 275 25 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,386: -1,863 -3,223 -685 0 -163 0 0 0 -675 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 97.1 17.8 0.0 2.8 0.0 0.0 0.0 0.9 0.1 0.0: 0.0 0.0
Old : 100.0: 78.5 97.1 17.8 0.0 2.8 0.0 0.0 0.0 0.9 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 . 0 . 0 0 0 . . 0:
Old : 22: 13 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 84.3 94.7 95.8 79.6 75.3 82.4 81.2
Old : 82.5 84.3 94.7 95.8 79.6 75.3 82.4 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 43,248: 36,670 31,708 600 2,890 3,855 600 4,550 0 1,142 0 0: 381 245
Old : 43,248: 36,670 31,708 600 2,890 3,855 600 4,550 0 1,142 0 0: 381 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,903: -2,770 -1,473 -100 -1,220 -135 0 0 0 73 0 -75: 104 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 73.3 1.4 6.7 8.9 1.4 10.5 0.0 2.6 0.0 0.0: 0.9 0.6
Old : 100.0: 84.8 73.3 1.4 6.7 8.9 1.4 10.5 0.0 2.6 0.0 0.0: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 16 . . . . . 0 . 0 0:
Old : 30: 22 16 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 73.0 77.1 88.2 56.1 64.1 63.9 70.8
Old : 58.0 73.0 77.1 88.2 56.1 64.1 63.9 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 48,541: 34,825 38,702 2,882 1,620 4,239 2,500 0 1,800 1,975 1,750 120: 200 310
Old : 48,541: 34,825 38,702 2,882 1,620 4,239 2,500 0 1,800 1,975 1,750 120: 200 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,944: -2,535 -1,662 733 -250 -32 0 0 0 -100 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 79.7 5.9 3.3 8.7 5.2 0.0 3.7 4.1 3.6 0.2: 0.4 0.6
Old : 100.0: 71.7 79.7 5.9 3.3 8.7 5.2 0.0 3.7 4.1 3.6 0.2: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 17 . . . . 0 . 4 . .:
Old : 33: 21 17 . . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 65.4 68.0 80.5 33.5 55.9 49.3 64.5
Old : 42.8 65.4 68.0 80.5 33.5 55.9 49.3 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 35,442: 19,144 31,429 15,983 1,363 90 0 1,790 125 0 505 20: 80 120
Old : 35,442: 19,144 31,429 15,983 1,363 90 0 1,790 125 0 505 20: 80 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,868: -1,538 -1,336 -200 -140 -75 0 -250 0 0 -47 -20: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 88.7 45.1 3.8 0.3 0.0 5.1 0.4 0.0 1.4 0.1: 0.2 0.3
Old : 100.0: 54.0 88.7 45.1 3.8 0.3 0.0 5.1 0.4 0.0 1.4 0.1: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 4 . . 0 . . 0 . .:
Old : 29: 16 15 4 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 67.2 83.5 83.4 62.5 64.6 82.6 79.8
Old : 62.5 67.2 83.5 83.4 62.5 64.6 82.6 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 32,521: 17,254 27,592 14,360 2,534 625 0 1,590 150 0 0 0: 132 30
Old : 32,521: 17,254 27,592 14,360 2,534 625 0 1,590 150 0 0 0: 132 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -840: -538 -317 -270 -368 0 0 -150 0 0 0 0: -32 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 84.8 44.2 7.8 1.9 0.0 4.9 0.5 0.0 0.0 0.0: 0.4 0.1
Old : 100.0: 53.1 84.8 44.2 7.8 1.9 0.0 4.9 0.5 0.0 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 12 . . . 0 . . 0 0 0:
Old : 26: 12 12 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 75.5 88.3 87.2 65.8 74.7 84.8 85.6
Old : 66.9 75.5 88.3 87.2 65.8 74.7 84.8 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,962: 21,090 27,069 4,937 574 1,697 205 0 135 1,115 70 357: 426 60
Old : 29,962: 21,090 27,069 4,937 574 1,697 205 0 135 1,115 70 357: 426 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -556: -488 -207 275 -188 -161 45 0 -45 -147 70 -20: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 90.3 16.5 1.9 5.7 0.7 0.0 0.5 3.7 0.2 1.2: 1.4 0.2
Old : 100.0: 70.4 90.3 16.5 1.9 5.7 0.7 0.0 0.5 3.7 0.2 1.2: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 17 . . 4 . 0 . . . .:
Old : 33: 17 17 . . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 56.0 71.6 76.5 49.8 55.0 61.1 69.7
Old : 54.9 56.0 71.6 76.5 49.8 55.0 61.1 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,712: 17,602 18,309 1,508 1,973 1,164 500 0 0 802 0 1: 135 265
Old : 21,712: 17,602 18,309 1,508 1,973 1,164 500 0 0 802 0 1: 135 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,328: -907 -724 -218 -499 -140 -30 0 0 -18 0 0: -15 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 84.3 6.9 9.1 5.4 2.3 0.0 0.0 3.7 0.0 0.0: 0.6 1.2
Old : 100.0: 81.1 84.3 6.9 9.1 5.4 2.3 0.0 0.0 3.7 0.0 0.0: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 . . . . 0 0 . 0 .:
Old : 28: 15 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 63.4 79.6 82.1 58.0 60.7 72.8 78.1
Old : 60.9 63.4 79.6 82.1 58.0 60.7 72.8 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 45,983: 40,002 26,910 915 8,043 2,677 1,460 7,745 0 555 598 0: 374 10
Old : 45,983: 40,002 26,910 915 8,043 2,677 1,460 7,745 0 555 598 0: 374 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -4,116: -3,463 -2,797 -489 -465 49 -150 -535 0 -25 -338 -25: -13 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 58.5 2.0 17.5 5.8 3.2 16.8 0.0 1.2 1.3 0.0: 0.8 0.0
Old : 100.0: 87.0 58.5 2.0 17.5 5.8 3.2 16.8 0.0 1.2 1.3 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 22 . . . . . 0 . . 0:
Old : 38: 27 22 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 47.2 66.0 68.4 48.6 44.6 59.7 60.1
Old : 50.6 47.2 66.0 68.4 48.6 44.6 59.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,661: 28,899 20,688 1,801 8,496 1,401 1,500 3,070 0 0 0 0: 60 6
Old : 33,661: 28,899 20,688 1,801 8,496 1,401 1,500 3,070 0 0 0 0: 60 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,600: -1,415 -929 32 -563 -57 -150 -50 0 0 0 0: -10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 61.5 5.4 25.2 4.2 4.5 9.1 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 85.9 61.5 5.4 25.2 4.2 4.5 9.1 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 19 . . . . . 0 0 0 0:
Old : 33: 24 19 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 58.3 68.8 79.1 46.6 57.2 63.0 74.6
Old : 50.6 58.3 68.8 79.1 46.6 57.2 63.0 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,514: 13,968 10,702 0 370 4,642 0 2,425 900 0 475 0: 4 0
Old : 19,514: 13,968 10,702 0 370 4,642 0 2,425 900 0 475 0: 4 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 1,452: -281 569 -195 -2,545 1,928 0 1,500 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 54.8 0.0 1.9 23.8 0.0 12.4 4.6 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 71.6 54.8 0.0 1.9 23.8 0.0 12.4 4.6 0.0 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 12 0 . . 0 . . 0 . 0:
Old : 27: 16 12 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 59.2 85.8 87.3 52.5 42.9 59.8 56.1
Old : 63.2 59.2 85.8 87.3 52.5 42.9 59.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 13,200: 10,518 6,750 1,375 5,000 1,300 0 0 0 0 150 0: 7 0
Old : 13,200: 10,518 6,750 1,375 5,000 1,300 0 0 0 0 150 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 250: 100 250 0 -150 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 51.1 10.4 37.9 9.8 0.0 0.0 0.0 0.0 1.1 0.0: 0.1 0.0
Old : 100.0: 79.7 51.1 10.4 37.9 9.8 0.0 0.0 0.0 0.0 1.1 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 76.7 93.9 93.9 71.9 65.7 81.2 79.1
Old : 78.2 76.7 93.9 93.9 71.9 65.7 81.2 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,700: 8,410 18,095 8,200 0 475 395 0 10 125 0 100: 985 20
Old : 18,700: 8,410 18,095 8,200 0 475 395 0 10 125 0 100: 985 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -985: -430 -985 -440 0 0 -20 0 0 -25 0 0: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 96.8 43.9 0.0 2.5 2.1 0.0 0.1 0.7 0.0 0.5: 5.3 0.1
Old : 100.0: 45.0 96.8 43.9 0.0 2.5 2.1 0.0 0.1 0.7 0.0 0.5: 5.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 10 . 0 . . 0 . . 0 .:
Old : 22: 14 10 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 89.0 83.0 96.8 66.8 88.7 76.6 88.7
Old : 72.6 89.0 83.0 96.8 66.8 88.7 76.6 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,090: 10,285 18,785 7,920 0 475 200 405 405 565 0 0: 240 20
Old : 20,090: 10,285 18,785 7,920 0 475 200 405 405 565 0 0: 240 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,380: -895 -1,265 -460 0 0 0 -80 0 35 0 -35: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 93.5 39.4 0.0 2.4 1.0 2.0 2.0 2.8 0.0 0.0: 1.2 0.1
Old : 100.0: 51.2 93.5 39.4 0.0 2.4 1.0 2.0 2.0 2.8 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . 0 . . . . . 0 0:
Old : 28: 17 11 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 83.9 78.3 94.6 62.0 79.8 71.8 84.7
Old : 67.3 83.9 78.3 94.6 62.0 79.8 71.8 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,355: 7,335 5,270 985 3,080 915 0 0 0 5 0 20: 95 70
Old : 9,355: 7,335 5,270 985 3,080 915 0 0 0 5 0 20: 95 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -755: -645 -70 -120 -730 45 0 0 0 -25 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 56.3 10.5 32.9 9.8 0.0 0.0 0.0 0.1 0.0 0.2: 1.0 0.7
Old : 100.0: 78.4 56.3 10.5 32.9 9.8 0.0 0.0 0.0 0.1 0.0 0.2: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . 0 0 0 . 0 .:
Old : 23: 11 9 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 69.9 83.2 89.8 49.6 63.8 67.9 77.1
Old : 60.4 69.9 83.2 89.8 49.6 63.8 67.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,453: 8,927 20,525 16,970 6,880 945 875 0 0 150 100 0: 586 3
Old : 28,453: 8,927 20,525 16,970 6,880 945 875 0 0 150 100 0: 586 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,907: -422 -2,300 -1,130 650 -305 -25 0 0 0 50 0: -25 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 72.1 59.6 24.2 3.3 3.1 0.0 0.0 0.5 0.4 0.0: 2.1 0.0
Old : 100.0: 31.4 72.1 59.6 24.2 3.3 3.1 0.0 0.0 0.5 0.4 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 9 . . . . 0 0 . . 0:
Old : 27: 16 9 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 80.0 88.7 97.0 71.7 75.1 80.8 86.0
Old : 75.6 80.0 88.7 97.0 71.7 75.1 80.8 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,985: 8,198 18,355 14,415 5,580 1,950 875 0 0 200 100 0: 347 0
Old : 25,985: 8,198 18,355 14,415 5,580 1,950 875 0 0 200 100 0: 347 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,551: -356 -1,835 -930 450 -215 -25 0 0 0 50 0: -25 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 70.6 55.5 21.5 7.5 3.4 0.0 0.0 0.8 0.4 0.0: 1.3 0.0
Old : 100.0: 31.5 70.6 55.5 21.5 7.5 3.4 0.0 0.0 0.8 0.4 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 6 . . . . 0 0 . . 0:
Old : 23: 14 6 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 87.1 88.1 99.0 68.4 76.9 77.7 83.3
Old : 74.6 87.1 88.1 99.0 68.4 76.9 77.7 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,335: 10,150 11,125 2,235 755 870 0 425 0 50 100 0: 30 60
Old : 13,335: 10,150 11,125 2,235 755 870 0 425 0 50 100 0: 30 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,175: -1,080 -970 35 90 -125 0 -50 0 0 0 0: -5 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0: 0.2 0.4
Old : 100.0: 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . 0 . 0 . . 0:
Old : 26: 13 12 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5
Old : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,912: 21,225 14,970 375 7,445 2,310 600 0 0 229 100 87: 86 0
Old : 24,912: 21,225 14,970 375 7,445 2,310 600 0 0 229 100 87: 86 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,517: -1,546 -1,142 130 -210 -140 0 0 0 -47 -25 0: 86 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 60.1 1.5 29.9 9.3 2.4 0.0 0.0 0.9 0.4 0.3: 0.3 0.0
Old : 100.0: 85.2 60.1 1.5 29.9 9.3 2.4 0.0 0.0 0.9 0.4 0.3: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 14 . . . . 0 0 . . .:
Old : 30: 13 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 74.9 87.2 91.4 58.6 70.3 69.4 77.2
Old : 66.1 74.9 87.2 91.4 58.6 70.3 69.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,339: 23,026 16,682 0 7,305 3,240 600 0 0 351 100 12: 110 0
Old : 27,339: 23,026 16,682 0 7,305 3,240 600 0 0 351 100 12: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,819: -1,762 -1,299 0 -495 0 0 0 0 -22 0 -25: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 61.0 0.0 26.7 11.9 2.2 0.0 0.0 1.3 0.4 0.0: 0.4 0.0
Old : 100.0: 84.2 61.0 0.0 26.7 11.9 2.2 0.0 0.0 1.3 0.4 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 0 . . . 0 0 . . .:
Old : 30: 14 15 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 76.5 85.3 92.7 54.4 60.1 64.5 70.0
Old : 63.1 76.5 85.3 92.7 54.4 60.1 64.5 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 121,082: 111,149 83,518 2,170 22,269 7,333 0 4,987 0 180 2,770 205: 45 0
Old : 121,082: 111,149 83,518 2,170 22,269 7,333 0 4,987 0 180 2,770 205: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -5,663: -5,425 -4,685 -335 -965 102 0 -20 -5 55 -35 -55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 69.0 1.8 18.4 6.1 0.0 4.1 0.0 0.1 2.3 0.2: 0.0 0.0
Old : 100.0: 91.8 69.0 1.8 18.4 6.1 0.0 4.1 0.0 0.1 2.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 26 . . 5 0 4 0 . . .:
Old : 52: 31 26 . . 5 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 59.0 70.1 83.5 50.4 50.9 66.2 70.3
Old : 50.4 59.0 70.1 83.5 50.4 50.9 66.2 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 137,753: 125,865 92,119 3,310 22,249 7,568 0 10,712 585 145 4,265 255: 25 0
Old : 137,753: 125,865 92,119 3,310 22,249 7,568 0 10,712 585 145 4,265 255: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -6,505: -5,847 -4,022 -580 -930 127 0 -1,365 -205 5 -100 -5: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 66.9 2.4 16.2 5.5 0.0 7.8 0.4 0.1 3.1 0.2: 0.0 0.0
Old : 100.0: 91.4 66.9 2.4 16.2 5.5 0.0 7.8 0.4 0.1 3.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 33 30 . . 4 0 4 . . 6 4:
Old : 57: 33 30 . . 4 0 4 . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 55.5 62.3 81.3 45.2 48.1 60.5 68.9
Old : 45.4 55.5 62.3 81.3 45.2 48.1 60.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 211,574: 158,286 139,182 5,763 15,016 8,496 16,891 3,800 9,550 8,148 31,057 4,291: 149 182
Old : 211,574: 158,286 139,182 5,763 15,016 8,496 16,891 3,800 9,550 8,148 31,057 4,291: 149 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -12,330: -3,486 -12,434 -4,558 5,583 -3,749 730 285 -1,430 1,837 1,089 -1,698: 24 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 65.8 2.7 7.1 4.0 8.0 1.8 4.5 3.9 14.7 2.0: 0.1 0.1
Old : 100.0: 74.8 65.8 2.7 7.1 4.0 8.0 1.8 4.5 3.9 14.7 2.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 80: 41 42 . . 4 5 5 . 8 10 13:
Old : 80: 41 42 . . 4 5 5 . 8 10 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 39.3 47.8 55.3 28.1 33.8 41.2 45.4
Old : 30.3 39.3 47.8 55.3 28.1 33.8 41.2 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,655: 38,230 41,870 7,100 5,240 2,170 1,030 225 75 750 50 0: 300 25
Old : 49,655: 38,230 41,870 7,100 5,240 2,170 1,030 225 75 750 50 0: 300 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,385: -2,095 -1,325 -90 -935 -75 -25 0 0 -85 -50 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 84.3 14.3 10.6 4.4 2.1 0.5 0.2 1.5 0.1 0.0: 0.6 0.1
Old : 100.0: 77.0 84.3 14.3 10.6 4.4 2.1 0.5 0.2 1.5 0.1 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 12 . . . . . . . . 0:
Old : 31: 20 12 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 93.0 80.4 97.3 61.0 86.9 77.2 90.2
Old : 62.0 93.0 80.4 97.3 61.0 86.9 77.2 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,680: 36,335 40,685 4,925 1,745 2,875 780 225 75 455 50 0: 235 25
Old : 45,680: 36,335 40,685 4,925 1,745 2,875 780 225 75 455 50 0: 235 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,080: -1,875 -1,435 -140 -595 0 -25 0 0 -35 -50 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 89.1 10.8 3.8 6.3 1.7 0.5 0.2 1.0 0.1 0.0: 0.5 0.1
Old : 100.0: 79.5 89.1 10.8 3.8 6.3 1.7 0.5 0.2 1.0 0.1 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 10 . . . . . . . . 0:
Old : 30: 18 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 94.0 81.2 97.8 63.6 86.2 77.5 89.8
Old : 63.9 94.0 81.2 97.8 63.6 86.2 77.5 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 142,722: 93,484 97,444 0 11,048 29,268 16,938 0 2,802 0 1,930 230: 0 0
Old : 142,722: 93,484 97,444 0 11,048 29,268 16,938 0 2,802 0 1,930 230: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 2,347: 1,140 3,215 0 -2,075 1,207 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 68.3 0.0 7.7 20.5 11.9 0.0 2.0 0.0 1.4 0.2: 0.0 0.0
Old : 100.0: 65.5 68.3 0.0 7.7 20.5 11.9 0.0 2.0 0.0 1.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 0 . . . 0 . 0 . .:
Old : 28: 18 16 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 67.4 79.4 85.5 32.1 37.3 39.5 41.6
Old : 47.9 67.4 79.4 85.5 32.1 37.3 39.5 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,292: 25,127 34,827 9,790 150 0 0 0 0 0 0 0: 2,375 2,315
Old : 37,292: 25,127 34,827 9,790 150 0 0 0 0 0 0 0: 2,375 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,405: -1,260 -2,210 -995 -25 0 0 0 0 0 0 0: -150 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 93.4 26.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.2
Old : 100.0: 67.4 93.4 26.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 15 . . 0 0 0 0 0 0 0:
Old : 22: 13 15 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 67.0 90.5 86.6 71.5 55.9 76.7 74.3
Old : 81.5 67.0 90.5 86.6 71.5 55.9 76.7 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,965: 22,500 32,015 9,575 150 0 0 0 0 0 0 0: 1,890 1,800
Old : 33,965: 22,500 32,015 9,575 150 0 0 0 0 0 0 0: 1,890 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,860: -1,125 -1,815 -730 -25 0 0 0 0 0 0 0: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 94.3 28.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 5.3
Old : 100.0: 66.2 94.3 28.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 16 . . 0 0 0 0 0 0 0:
Old : 20: 9 16 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 68.3 94.1 88.5 74.5 56.6 77.9 74.3
Old : 86.0 68.3 94.1 88.5 74.5 56.6 77.9 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,059: 19,536 23,946 9,570 4,060 35 0 0 0 0 1,100 0: 3,918 3,918
Old : 33,059: 19,536 23,946 9,570 4,060 35 0 0 0 0 1,100 0: 3,918 3,918
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,850: -1,001 -1,316 -570 -175 0 0 0 0 0 -100 0: -279 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 72.4 28.9 12.3 0.1 0.0 0.0 0.0 0.0 3.3 0.0: 11.9 11.9
Old : 100.0: 59.1 72.4 28.9 12.3 0.1 0.0 0.0 0.0 0.0 3.3 0.0: 11.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 15 . . . 0 0 0 0 . 0:
Old : 23: 10 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 49.8 87.3 70.3 74.3 49.6 79.1 69.1
Old : 75.6 49.8 87.3 70.3 74.3 49.6 79.1 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,979: 18,746 22,146 9,170 4,550 35 0 0 0 0 1,100 0: 3,028 3,148
Old : 30,979: 18,746 22,146 9,170 4,550 35 0 0 0 0 1,100 0: 3,028 3,148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,048: -552 -762 -480 -170 0 0 0 0 0 -100 0: -16 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 71.5 29.6 14.7 0.1 0.0 0.0 0.0 0.0 3.6 0.0: 9.8 10.2
Old : 100.0: 60.5 71.5 29.6 14.7 0.1 0.0 0.0 0.0 0.0 3.6 0.0: 9.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 16 . . . 0 0 0 0 . 0:
Old : 23: 9 16 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 52.6 90.0 70.2 78.0 52.5 82.2 69.6
Old : 82.2 52.6 90.0 70.2 78.0 52.5 82.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,615: 32,760 11,485 1,350 8,275 2,305 0 10,865 0 50 3,705 0: 2,150 1,980
Old : 38,615: 32,760 11,485 1,350 8,275 2,305 0 10,865 0 50 3,705 0: 2,150 1,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,585: -2,290 -585 -75 -1,075 0 0 -730 0 50 55 -200: -70 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 29.7 3.5 21.4 6.0 0.0 28.1 0.0 0.1 9.6 0.0: 5.6 5.1
Old : 100.0: 84.8 29.7 3.5 21.4 6.0 0.0 28.1 0.0 0.1 9.6 0.0: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 12 . . . 0 . 0 . . 0:
Old : 30: 15 12 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 69.8 80.6 86.9 63.6 63.8 76.2 80.5
Old : 66.8 69.8 80.6 86.9 63.6 63.8 76.2 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,760: 33,255 12,220 1,150 10,490 2,305 0 9,415 0 50 2,500 0: 2,000 1,830
Old : 38,760: 33,255 12,220 1,150 10,490 2,305 0 9,415 0 50 2,500 0: 2,000 1,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,420: -2,160 -500 -50 -1,170 0 0 -590 0 50 80 -200: -60 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 31.5 3.0 27.1 5.9 0.0 24.3 0.0 0.1 6.4 0.0: 5.2 4.7
Old : 100.0: 85.8 31.5 3.0 27.1 5.9 0.0 24.3 0.0 0.1 6.4 0.0: 5.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 . . . 0 . 0 . . 0:
Old : 28: 15 12 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 76.0 82.0 88.4 66.0 70.1 76.9 80.6
Old : 69.8 76.0 82.0 88.4 66.0 70.1 76.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,095: 18,465 38,575 22,280 1,375 685 725 0 525 0 1,520 0: 1,415 1,415
Old : 44,095: 18,465 38,575 22,280 1,375 685 725 0 525 0 1,520 0: 1,415 1,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,250: -1,060 -2,630 -2,070 -50 0 -25 0 -25 0 -475 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 87.5 50.5 3.1 1.6 1.6 0.0 1.2 0.0 3.4 0.0: 3.2 3.2
Old : 100.0: 41.9 87.5 50.5 3.1 1.6 1.6 0.0 1.2 0.0 3.4 0.0: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . . . . 0 . 0 . 0:
Old : 27: 12 11 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 86.5 88.2 92.8 74.6 83.8 87.7 89.5
Old : 75.0 86.5 88.2 92.8 74.6 83.8 87.7 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,835: 16,190 35,755 20,640 525 620 775 0 525 0 1,345 0: 1,085 1,065
Old : 39,835: 16,190 35,755 20,640 525 620 775 0 525 0 1,345 0: 1,085 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,780: -840 -2,270 -1,805 25 -25 -25 0 -25 0 -425 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 89.8 51.8 1.3 1.6 1.9 0.0 1.3 0.0 3.4 0.0: 2.7 2.7
Old : 100.0: 40.6 89.8 51.8 1.3 1.6 1.9 0.0 1.3 0.0 3.4 0.0: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 . . . . 0 . 0 . 0:
Old : 24: 12 9 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 88.2 88.1 94.9 73.6 85.3 86.9 90.3
Old : 74.1 88.2 88.1 94.9 73.6 85.3 86.9 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,300: 19,830 19,035 9,235 375 1,205 0 9,845 0 100 0 0: 930 840
Old : 31,300: 19,830 19,035 9,235 375 1,205 0 9,845 0 100 0 0: 930 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,775: -1,505 -1,795 -1,190 50 -50 0 -755 0 0 -200 0: -30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 60.8 29.5 1.2 3.8 0.0 31.5 0.0 0.3 0.0 0.0: 3.0 2.7
Old : 100.0: 63.4 60.8 29.5 1.2 3.8 0.0 31.5 0.0 0.3 0.0 0.0: 3.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 10 . . . 0 . 0 . 0 0:
Old : 25: 13 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 83.8 88.6 93.3 73.5 82.3 85.5 89.3
Old : 76.6 83.8 88.6 93.3 73.5 82.3 85.5 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,840: 17,115 17,830 9,860 450 1,080 0 8,785 0 0 0 0: 785 695
Old : 28,840: 17,115 17,830 9,860 450 1,080 0 8,785 0 0 0 0: 785 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,430: -1,230 -1,545 -1,115 50 -50 0 -655 0 0 -200 0: -35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 61.8 34.2 1.6 3.7 0.0 30.5 0.0 0.0 0.0 0.0: 2.7 2.4
Old : 100.0: 59.3 61.8 34.2 1.6 3.7 0.0 30.5 0.0 0.0 0.0 0.0: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 8 . . . 0 . 0 0 0 0:
Old : 20: 14 8 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 87.5 90.1 96.2 74.7 87.0 86.8 92.1
Old : 78.1 87.5 90.1 96.2 74.7 87.0 86.8 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,460: 20,155 10,615 0 11,150 0 0 130 50 1,130 0 175: 1,950 1,340
Old : 23,460: 20,155 10,615 0 11,150 0 0 130 50 1,130 0 175: 1,950 1,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,815: -1,645 -775 0 -905 0 0 0 0 -25 0 0: -145 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 45.2 0.0 47.5 0.0 0.0 0.6 0.2 4.8 0.0 0.7: 8.3 5.7
Old : 100.0: 85.9 45.2 0.0 47.5 0.0 0.0 0.6 0.2 4.8 0.0 0.7: 8.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 0 . 0 0 . . . 0 .:
Old : 22: 11 8 0 . 0 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 77.0 86.5 91.8 65.6 77.0 79.2 84.8
Old : 72.9 77.0 86.5 91.8 65.6 77.0 79.2 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,110: 19,360 10,380 0 10,340 0 0 130 50 940 0 155: 1,605 1,055
Old : 22,110: 19,360 10,380 0 10,340 0 0 130 50 940 0 155: 1,605 1,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,530: -1,340 -765 0 -610 0 0 0 0 -35 0 0: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 46.9 0.0 46.8 0.0 0.0 0.6 0.2 4.3 0.0 0.7: 7.3 4.8
Old : 100.0: 87.6 46.9 0.0 46.8 0.0 0.0 0.6 0.2 4.3 0.0 0.7: 7.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 0 . 0 0 . . . 0 .:
Old : 23: 12 9 0 . 0 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 78.5 86.3 92.6 68.9 78.5 79.7 86.3
Old : 75.3 78.5 86.3 92.6 68.9 78.5 79.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,245: 26,900 16,799 0 17,846 200 8,845 1,000 0 400 525 25: 1,875 1,850
Old : 38,245: 26,900 16,799 0 17,846 200 8,845 1,000 0 400 525 25: 1,875 1,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,290: -1,440 -830 0 -1,255 0 -745 0 0 -25 -125 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 43.9 0.0 46.7 0.5 23.1 2.6 0.0 1.0 1.4 0.1: 4.9 4.8
Old : 100.0: 70.3 43.9 0.0 46.7 0.5 23.1 2.6 0.0 1.0 1.4 0.1: 4.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 0 . . . . 0 . . .:
Old : 27: 17 9 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 78.0 84.1 92.3 64.4 76.8 77.1 84.5
Old : 69.6 78.0 84.1 92.3 64.4 76.8 77.1 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,495: 22,275 14,795 0 10,070 0 3,205 875 20 375 405 0: 2,620 2,330
Old : 28,495: 22,275 14,795 0 10,070 0 3,205 875 20 375 405 0: 2,620 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,160: -1,010 -695 0 -330 0 -5 0 0 -25 -35 0: -120 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 51.9 0.0 35.3 0.0 11.2 3.1 0.1 1.3 1.4 0.0: 9.2 8.2
Old : 100.0: 78.2 51.9 0.0 35.3 0.0 11.2 3.1 0.1 1.3 1.4 0.0: 9.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 0 . 0 . . . . . 0:
Old : 25: 15 9 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 70.2 78.6 87.9 54.9 67.9 69.5 79.3
Old : 62.9 70.2 78.6 87.9 54.9 67.9 69.5 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 113,680: 59,764 99,535 23,431 25 2,100 13,015 0 140 3,550 175 885: 10,795 10,820
Old : 113,680: 59,764 99,535 23,431 25 2,100 13,015 0 140 3,550 175 885: 10,795 10,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -6,010: -3,665 -5,480 -800 0 -170 -245 0 0 -720 50 0: -410 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 87.6 20.6 0.0 1.8 11.4 0.0 0.1 3.1 0.2 0.8: 9.5 9.5
Old : 100.0: 52.6 87.6 20.6 0.0 1.8 11.4 0.0 0.1 3.1 0.2 0.8: 9.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 19 22 . . . . 0 . . . .:
Old : 40: 19 22 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 58.5 74.1 72.2 53.2 55.0 66.8 66.5
Old : 60.0 58.5 74.1 72.2 53.2 55.0 66.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 100,550: 54,880 88,160 16,600 675 1,820 15,610 0 140 2,340 550 70: 9,090 9,135
Old : 100,550: 54,880 88,160 16,600 675 1,820 15,610 0 140 2,340 550 70: 9,090 9,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -4,235: -1,905 -3,535 -50 -220 0 -1,205 0 0 -545 50 0: -530 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 87.7 16.5 0.7 1.8 15.5 0.0 0.1 2.3 0.5 0.1: 9.0 9.1
Old : 100.0: 54.6 87.7 16.5 0.7 1.8 15.5 0.0 0.1 2.3 0.5 0.1: 9.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 23 . . . . 0 . . . .:
Old : 38: 17 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 56.4 80.2 71.1 61.8 54.5 75.8 68.5
Old : 63.6 56.4 80.2 71.1 61.8 54.5 75.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,360: 16,460 9,400 0 7,100 875 0 700 0 650 0 0: 2,375 2,285
Old : 20,360: 16,460 9,400 0 7,100 875 0 700 0 650 0 0: 2,375 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,240: -1,155 -800 0 -390 0 0 0 0 -50 0 0: -35 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 46.2 0.0 34.9 4.3 0.0 3.4 0.0 3.2 0.0 0.0: 11.7 11.2
Old : 100.0: 80.8 46.2 0.0 34.9 4.3 0.0 3.4 0.0 3.2 0.0 0.0: 11.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 0 . . 0 . 0 . 0 0:
Old : 25: 15 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 61.0 70.5 77.7 37.5 52.6 55.0 63.2
Old : 49.6 61.0 70.5 77.7 37.5 52.6 55.0 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,020: 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0: 1,035 825
Old : 20,020: 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0: 1,035 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -950: -855 -640 0 -220 -55 0 0 0 0 0 0: -40 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 0.0 0.0: 5.2 4.1
Old : 100.0: 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 0.0 0.0: 5.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 0 . . 0 0 0 . 0 0:
Old : 23: 15 12 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5
Old : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,895: 8,120 11,835 415 800 530 5,350 0 0 0 1,250 0: 1,480 1,480
Old : 15,895: 8,120 11,835 415 800 530 5,350 0 0 0 1,250 0: 1,480 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -625: -600 -465 85 -50 -85 0 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 74.5 2.6 5.0 3.3 33.7 0.0 0.0 0.0 7.9 0.0: 9.3 9.3
Old : 100.0: 51.1 74.5 2.6 5.0 3.3 33.7 0.0 0.0 0.0 7.9 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . . 0 0 0 . 0:
Old : 20: 11 10 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 70.1 83.9 84.4 65.1 65.2 71.2 72.3
Old : 68.9 70.1 83.9 84.4 65.1 65.2 71.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,945: 37,115 31,095 945 3,135 1,760 0 3,950 150 0 0 0: 6,975 6,855
Old : 46,945: 37,115 31,095 945 3,135 1,760 0 3,950 150 0 0 0: 6,975 6,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,520: -1,170 -1,075 190 125 -325 0 0 0 0 -50 0: -215 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 66.2 2.0 6.7 3.7 0.0 8.4 0.3 0.0 0.0 0.0: 14.9 14.6
Old : 100.0: 79.1 66.2 2.0 6.7 3.7 0.0 8.4 0.3 0.0 0.0 0.0: 14.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 . . . 0 . . 0 0 0:
Old : 28: 17 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 44.9 76.5 66.1 60.7 41.0 65.9 57.6
Old : 60.9 44.9 76.5 66.1 60.7 41.0 65.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,295: 23,030 19,215 830 2,995 3,040 0 2,250 0 600 0 0: 4,795 4,795
Old : 32,295: 23,030 19,215 830 2,995 3,040 0 2,250 0 600 0 0: 4,795 4,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,250: -1,000 -555 145 -125 -175 0 -175 0 0 0 0: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 59.5 2.6 9.3 9.4 0.0 7.0 0.0 1.9 0.0 0.0: 14.8 14.8
Old : 100.0: 71.3 59.5 2.6 9.3 9.4 0.0 7.0 0.0 1.9 0.0 0.0: 14.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 . . . 0 . 0 . 0 0:
Old : 27: 16 17 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 42.2 67.9 64.9 33.0 28.9 41.6 38.5
Old : 45.4 42.2 67.9 64.9 33.0 28.9 41.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017