COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 71,566: 25,347 21,476 10,238 6,272 1,728 4,812 21,459 2,603 18,911 9,753 6,877: 1,050 1,398
Old : 71,566: 25,347 21,476 10,238 6,272 1,728 4,812 21,459 2,603 18,911 9,753 6,877: 1,050 1,398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,324: -1,596 186 -150 -341 -289 -193 -536 174 -381 -1,707 -714: -175 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 30.0 14.3 8.8 2.4 6.7 30.0 3.6 26.4 13.6 9.6: 1.5 2.0
Old : 100.0: 35.4 30.0 14.3 8.8 2.4 6.7 30.0 3.6 26.4 13.6 9.6: 1.5 2.0
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 : 50: 12 13 . 4 5 . 4 . 11 10 13:
Old : 50: 12 13 . 4 5 . 4 . 11 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 : 44.1 59.5 63.4 74.8 31.9 42.3 47.6 53.1
Old : 44.1 59.5 63.4 74.8 31.9 42.3 47.6 53.1
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, January 31, 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 : 13,778: 2,482 7,427 498 1,677 327 500 2,506 180 8,469 315 881: 441 465
Old : 13,778: 2,482 7,427 498 1,677 327 500 2,506 180 8,469 315 881: 441 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -2,298: -1,146 -1,817 -103 29 -34 20 -456 0 -977 120 -95: 37 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 53.9 3.6 12.2 2.4 3.6 18.2 1.3 61.5 2.3 6.4: 3.2 3.4
Old : 100.0: 18.0 53.9 3.6 12.2 2.4 3.6 18.2 1.3 61.5 2.3 6.4: 3.2 3.4
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: 5 7 . 4 . . . . 7 4 5:
Old : 27: 5 7 . 4 . . . . 7 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 : 56.8 55.7 80.5 78.7 51.8 47.8 67.7 61.7
Old : 56.8 55.7 80.5 78.7 51.8 47.8 67.7 61.7
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, January 31, 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 : 127,045: 78,952 84,674 10,217 12,881 8,087 21,485 1,128 1,158 3,959 16,270 2,592: 595 255
Old : 127,045: 78,952 84,674 10,217 12,881 8,087 21,485 1,128 1,158 3,959 16,270 2,592: 595 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,379: 2,344 1,081 120 -424 3 575 256 -221 -423 1,914 -210: 191 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 66.6 8.0 10.1 6.4 16.9 0.9 0.9 3.1 12.8 2.0: 0.5 0.2
Old : 100.0: 62.1 66.6 8.0 10.1 6.4 16.9 0.9 0.9 3.1 12.8 2.0: 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 : 76: 42 45 . . 4 5 . 4 5 10 11:
Old : 76: 42 45 . . 4 5 . 4 5 10 11:
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 : 48.4 33.4 63.7 53.2 38.5 29.0 50.3 42.5
Old : 48.4 33.4 63.7 53.2 38.5 29.0 50.3 42.5
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, January 31, 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 : 43,040: 32,706 38,574 4,698 0 2,704 39 0 385 1,293 313 1,040: 175 24
Old : 43,040: 32,706 38,574 4,698 0 2,704 39 0 385 1,293 313 1,040: 175 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 473: 255 122 385 0 -261 14 -58 58 -658 83 505: 175 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 89.6 10.9 0.0 6.3 0.1 0.0 0.9 3.0 0.7 2.4: 0.4 0.1
Old : 100.0: 76.0 89.6 10.9 0.0 6.3 0.1 0.0 0.9 3.0 0.7 2.4: 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 : 36: 23 23 . 0 . . 0 . . . 4:
Old : 36: 23 23 . 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 : 45.2 46.8 69.0 74.0 34.6 37.4 43.9 48.2
Old : 45.2 46.8 69.0 74.0 34.6 37.4 43.9 48.2
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, January 31, 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 : 402,799: 353,992 318,459 0 50,532 28,208 11,096 0 0 3,223 8 5,592: 688 0
Old : 402,799: 353,992 318,459 0 50,532 28,208 11,096 0 0 3,223 8 5,592: 688 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 953: 5,737 5,952 0 -9,223 616 -1,280 0 0 -9,040 -624 4,232: 688 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 79.1 0.0 12.5 7.0 2.8 0.0 0.0 0.8 0.0 1.4: 0.2 0.0
Old : 100.0: 87.9 79.1 0.0 12.5 7.0 2.8 0.0 0.0 0.8 0.0 1.4: 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 : 34: 21 21 0 . . . 0 0 . . .:
Old : 34: 21 21 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 : 59.9 48.2 79.2 74.6 46.6 39.5 54.1 50.2
Old : 59.9 48.2 79.2 74.6 46.6 39.5 54.1 50.2
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, January 31, 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 : 1,459,443: 1,134,041 1,176,495 175,235 58,039 58,706 4,335 26,567 59,389 27,001 79,511 736: 0 0
Old : 1,459,443: 1,134,041 1,176,495 175,235 58,039 58,706 4,335 26,567 59,389 27,001 79,511 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 6,002: -5,903 -1,674 15,815 5,403 -3,910 0 6,160 0 0 23 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 80.6 12.0 4.0 4.0 0.3 1.8 4.1 1.9 5.4 0.1: 0.0 0.0
Old : 100.0: 77.7 80.6 12.0 4.0 4.0 0.3 1.8 4.1 1.9 5.4 0.1: 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: 34 37 . . 4 . . . 4 . .:
Old : 57: 34 37 . . 4 . . . 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 : 42.6 41.8 66.5 63.5 37.7 32.8 51.0 46.3
Old : 42.6 41.8 66.5 63.5 37.7 32.8 51.0 46.3
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, January 31, 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 : 61,135: 47,696 39,617 8,539 11,441 2,880 0 2,387 593 551 3,341 876: 0 0
Old : 61,135: 47,696 39,617 8,539 11,441 2,880 0 2,387 593 551 3,341 876: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,604: 2,034 -389 -649 581 0 -62 777 -116 75 429 322: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 64.8 14.0 18.7 4.7 0.0 3.9 1.0 0.9 5.5 1.4: 0.0 0.0
Old : 100.0: 78.0 64.8 14.0 18.7 4.7 0.0 3.9 1.0 0.9 5.5 1.4: 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 : 38: 21 19 . . . 0 . . . 5 5:
Old : 38: 21 19 . . . 0 . . . 5 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 : 66.2 71.4 80.2 84.1 62.7 61.0 71.1 71.0
Old : 66.2 71.4 80.2 84.1 62.7 61.0 71.1 71.0
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, January 31, 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 : 313,567: 235,693 212,561 52,041 73,869 18,841 5,712 3,864 0 952 4,104 328: 0 0
Old : 313,567: 235,693 212,561 52,041 73,869 18,841 5,712 3,864 0 952 4,104 328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 10,808: 9,240 6,960 0 3,560 288 952 0 0 0 -328 328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 67.8 16.6 23.6 6.0 1.8 1.2 0.0 0.3 1.3 0.1: 0.0 0.0
Old : 100.0: 75.2 67.8 16.6 23.6 6.0 1.8 1.2 0.0 0.3 1.3 0.1: 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 : 26: 14 14 . . . . . 0 . . .:
Old : 26: 14 14 . . . . . 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 : 71.4 77.0 88.0 90.2 69.7 62.0 75.2 71.8
Old : 71.4 77.0 88.0 90.2 69.7 62.0 75.2 71.8
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, January 31, 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 : 325,897: 240,899 275,247 40,556 9,392 31,898 3,912 728 8,632 0 0 0: 0 0
Old : 325,897: 240,899 275,247 40,556 9,392 31,898 3,912 728 8,632 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -7,056: -5,265 -10,928 -5,663 0 3,872 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 84.5 12.4 2.9 9.8 1.2 0.2 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.9 84.5 12.4 2.9 9.8 1.2 0.2 2.6 0.0 0.0 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 : 35: 22 21 . . . . . . 0 0 0:
Old : 35: 22 21 . . . . . . 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 : 51.4 46.1 72.6 69.9 35.6 41.1 50.7 54.2
Old : 51.4 46.1 72.6 69.9 35.6 41.1 50.7 54.2
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, January 31, 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 : 24,637: 18,630 21,658 2,744 0 2,383 567 0 0 168 344 0: 145 252
Old : 24,637: 18,630 21,658 2,744 0 2,383 567 0 0 168 344 0: 145 252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 100: 101 38 -86 0 85 0 0 0 23 0 -23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 87.9 11.1 0.0 9.7 2.3 0.0 0.0 0.7 1.4 0.0: 0.6 1.0
Old : 100.0: 75.6 87.9 11.1 0.0 9.7 2.3 0.0 0.0 0.7 1.4 0.0: 0.6 1.0
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 23 . 0 . . 0 0 . . 0:
Old : 34: 18 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 : 45.7 56.9 68.4 78.1 37.7 50.9 52.4 61.0
Old : 45.7 56.9 68.4 78.1 37.7 50.9 52.4 61.0
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, January 31, 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 : 58,240: 35,823 41,557 20,150 14,950 1,565 0 0 0 350 0 0: 352 168
Old : 58,240: 35,823 41,557 20,150 14,950 1,565 0 0 0 350 0 0: 352 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -1,360: -1,360 -1,140 0 -220 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 71.4 34.6 25.7 2.7 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.3
Old : 100.0: 61.5 71.4 34.6 25.7 2.7 0.0 0.0 0.0 0.6 0.0 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 : 37: 25 26 . . . 0 0 0 . 0 0:
Old : 37: 25 26 . . . 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 : 57.2 52.1 72.1 71.8 53.8 49.7 64.1 63.8
Old : 57.2 52.1 72.1 71.8 53.8 49.7 64.1 63.8
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, January 31, 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 : 77,285: 52,073 54,822 23,585 21,275 1,015 0 50 0 375 0 0: 237 123
Old : 77,285: 52,073 54,822 23,585 21,275 1,015 0 50 0 375 0 0: 237 123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -855: -855 -835 -15 -70 0 0 50 0 15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 70.9 30.5 27.5 1.3 0.0 0.1 0.0 0.5 0.0 0.0: 0.3 0.2
Old : 100.0: 67.4 70.9 30.5 27.5 1.3 0.0 0.1 0.0 0.5 0.0 0.0: 0.3 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: 25 26 . . . 0 . 0 . 0 0:
Old : 39: 25 26 . . . 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 : 53.8 61.1 71.2 76.7 51.4 61.1 66.6 74.1
Old : 53.8 61.1 71.2 76.7 51.4 61.1 66.6 74.1
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, January 31, 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 : 32,245: 25,996 27,695 3,250 1,855 1,895 0 0 0 700 600 0: 404 200
Old : 32,245: 25,996 27,695 3,250 1,855 1,895 0 0 0 700 600 0: 404 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 60: -165 435 0 -600 225 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 85.9 10.1 5.8 5.9 0.0 0.0 0.0 2.2 1.9 0.0: 1.3 0.6
Old : 100.0: 80.6 85.9 10.1 5.8 5.9 0.0 0.0 0.0 2.2 1.9 0.0: 1.3 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 : 27: 18 14 . . . 0 0 0 . . 0:
Old : 27: 18 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 : 48.1 73.2 70.3 88.2 42.3 66.9 55.7 71.6
Old : 48.1 73.2 70.3 88.2 42.3 66.9 55.7 71.6
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, January 31, 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 : 323,200: 185,072 307,344 104,248 0 15,120 4,696 0 0 13,328 0 736: 0 0
Old : 323,200: 185,072 307,344 104,248 0 15,120 4,696 0 0 13,328 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,296: -1,328 1,216 144 0 1,080 0 0 0 2,400 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 95.1 32.3 0.0 4.7 1.5 0.0 0.0 4.1 0.0 0.2: 0.0 0.0
Old : 100.0: 57.3 95.1 32.3 0.0 4.7 1.5 0.0 0.0 4.1 0.0 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 : 31: 18 17 . 0 . . 0 0 . 0 .:
Old : 31: 18 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 : 56.2 72.2 74.6 87.9 51.5 63.1 63.1 72.9
Old : 56.2 72.2 74.6 87.9 51.5 63.1 63.1 72.9
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, January 31, 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 : 7,285: 5,858 4,869 221 1,001 83 508 0 0 0 864 82: 533 386
Old : 7,285: 5,858 4,869 221 1,001 83 508 0 0 0 864 82: 533 386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 130: 40 150 110 -20 0 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 66.8 3.0 13.7 1.1 7.0 0.0 0.0 0.0 11.9 1.1: 7.3 5.3
Old : 100.0: 80.4 66.8 3.0 13.7 1.1 7.0 0.0 0.0 0.0 11.9 1.1: 7.3 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 : 24: 18 14 . . . . 0 0 0 . .:
Old : 24: 18 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 : 45.5 62.4 67.7 78.7 39.4 60.4 58.8 67.7
Old : 45.5 62.4 67.7 78.7 39.4 60.4 58.8 67.7
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, January 31, 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 : 15,065: 13,130 8,525 0 5,855 300 300 0 0 530 0 325: 480 60
Old : 15,065: 13,130 8,525 0 5,855 300 300 0 0 530 0 325: 480 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 56.6 0.0 38.9 2.0 2.0 0.0 0.0 3.5 0.0 2.2: 3.2 0.4
Old : 100.0: 87.2 56.6 0.0 38.9 2.0 2.0 0.0 0.0 3.5 0.0 2.2: 3.2 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 : 22: 8 13 0 . . . 0 0 . 0 .:
Old : 22: 8 13 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 : 79.2 64.7 94.1 84.8 76.7 62.5 86.6 82.6
Old : 79.2 64.7 94.1 84.8 76.7 62.5 86.6 82.6
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, January 31, 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 : 37,249: 29,599 33,022 5,570 1,270 2,075 0 0 0 0 760 0: 5 122
Old : 37,249: 29,599 33,022 5,570 1,270 2,075 0 0 0 0 760 0: 5 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 48: -452 376 825 -50 -280 0 0 0 -50 0 0: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 88.7 15.0 3.4 5.6 0.0 0.0 0.0 0.0 2.0 0.0: 0.0 0.3
Old : 100.0: 79.5 88.7 15.0 3.4 5.6 0.0 0.0 0.0 0.0 2.0 0.0: 0.0 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 : 32: 21 22 . . . 0 0 0 0 . 0:
Old : 32: 21 22 . . . 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 : 47.1 69.7 76.3 83.5 45.5 63.0 64.7 70.7
Old : 47.1 69.7 76.3 83.5 45.5 63.0 64.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 26,986: 19,761 21,351 3,700 3,265 2,140 0 0 0 1,175 100 0: 210 130
Old : 26,986: 19,761 21,351 3,700 3,265 2,140 0 0 0 1,175 100 0: 210 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 545: -55 615 600 -60 0 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 79.1 13.7 12.1 7.9 0.0 0.0 0.0 4.4 0.4 0.0: 0.8 0.5
Old : 100.0: 73.2 79.1 13.7 12.1 7.9 0.0 0.0 0.0 4.4 0.4 0.0: 0.8 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 : 30: 19 17 . . . 0 0 0 . . 0:
Old : 30: 19 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 : 55.8 68.3 74.0 88.4 50.7 60.5 68.3 75.2
Old : 55.8 68.3 74.0 88.4 50.7 60.5 68.3 75.2
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, January 31, 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 : 20,334: 13,939 15,676 2,306 1,799 2,144 509 0 0 827 84 186: 423 445
Old : 20,334: 13,939 15,676 2,306 1,799 2,144 509 0 0 827 84 186: 423 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -235: -418 -275 97 -63 18 0 0 0 -56 2 81: 43 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 77.1 11.3 8.8 10.5 2.5 0.0 0.0 4.1 0.4 0.9: 2.1 2.2
Old : 100.0: 68.6 77.1 11.3 8.8 10.5 2.5 0.0 0.0 4.1 0.4 0.9: 2.1 2.2
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 : 30: 17 17 . . . . 0 0 . . .:
Old : 30: 17 17 . . . . 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 : 41.8 52.3 69.3 76.9 37.4 38.8 54.9 59.3
Old : 41.8 52.3 69.3 76.9 37.4 38.8 54.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 59,030: 53,805 47,521 2,186 3,894 2,300 0 172 0 395 4,618 332: 12 193
Old : 59,030: 53,805 47,521 2,186 3,894 2,300 0 172 0 395 4,618 332: 12 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 774: 837 1,068 0 -324 37 0 0 0 0 93 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 80.5 3.7 6.6 3.9 0.0 0.3 0.0 0.7 7.8 0.6: 0.0 0.3
Old : 100.0: 91.1 80.5 3.7 6.6 3.9 0.0 0.3 0.0 0.7 7.8 0.6: 0.0 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 20 . . . 0 . 0 . . .:
Old : 39: 25 20 . . . 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 : 48.8 50.5 73.3 79.8 47.8 49.1 67.6 71.0
Old : 48.8 50.5 73.3 79.8 47.8 49.1 67.6 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 78,202: 69,332 54,599 3,466 3,707 2,389 122 903 661 1,021 14,681 1,156: 55 106
Old : 78,202: 69,332 54,599 3,466 3,707 2,389 122 903 661 1,021 14,681 1,156: 55 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 909: 68 1,167 788 97 -129 -135 -324 197 100 -109 10: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 69.8 4.4 4.7 3.1 0.2 1.2 0.8 1.3 18.8 1.5: 0.1 0.1
Old : 100.0: 88.7 69.8 4.4 4.7 3.1 0.2 1.2 0.8 1.3 18.8 1.5: 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 : 54: 30 27 . . . . . . 6 4 5:
Old : 54: 30 27 . . . . . . 6 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 : 45.5 47.7 64.1 73.6 39.8 46.6 54.9 63.7
Old : 45.5 47.7 64.1 73.6 39.8 46.6 54.9 63.7
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, January 31, 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 : 47,660: 36,400 41,925 9,590 5,050 495 0 0 0 865 0 0: 310 190
Old : 47,660: 36,400 41,925 9,590 5,050 495 0 0 0 865 0 0: 310 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 445: 355 475 120 0 -30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 88.0 20.1 10.6 1.0 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 0.4
Old : 100.0: 76.4 88.0 20.1 10.6 1.0 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 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 : 25: 19 9 . . . 0 0 0 . 0 0:
Old : 25: 19 9 . . . 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 95.8 74.7 99.2 48.5 95.0 71.6 95.0
Old : 49.6 95.8 74.7 99.2 48.5 95.0 71.6 95.0
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, January 31, 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 : 54,245: 39,085 42,635 11,265 7,030 2,180 0 0 0 1,480 2,400 0: 235 0
Old : 54,245: 39,085 42,635 11,265 7,030 2,180 0 0 0 1,480 2,400 0: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 835: 315 835 120 -400 400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 78.6 20.8 13.0 4.0 0.0 0.0 0.0 2.7 4.4 0.0: 0.4 0.0
Old : 100.0: 72.1 78.6 20.8 13.0 4.0 0.0 0.0 0.0 2.7 4.4 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 : 27: 20 11 . . . 0 0 0 . . 0:
Old : 27: 20 11 . . . 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 : 46.9 93.1 72.5 98.6 45.4 89.9 71.0 94.1
Old : 46.9 93.1 72.5 98.6 45.4 89.9 71.0 94.1
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, January 31, 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 : 302,643: 228,098 277,095 18,436 11,014 12,583 0 0 0 41,975 400 1,551: 0 0
Old : 302,643: 228,098 277,095 18,436 11,014 12,583 0 0 0 41,975 400 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 12,980: 10,257 14,198 1,944 -854 -364 0 0 0 1,143 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 91.6 6.1 3.6 4.2 0.0 0.0 0.0 13.9 0.1 0.5: 0.0 0.0
Old : 100.0: 75.4 91.6 6.1 3.6 4.2 0.0 0.0 0.0 13.9 0.1 0.5: 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 : 35: 20 25 . . . 0 0 0 . . .:
Old : 35: 20 25 . . . 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 : 58.3 53.0 76.5 74.3 55.8 50.7 71.4 67.8
Old : 58.3 53.0 76.5 74.3 55.8 50.7 71.4 67.8
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, January 31, 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 : 26,811: 16,478 22,283 1,131 335 997 0 952 664 6,044 500 663: 834 417
Old : 26,811: 16,478 22,283 1,131 335 997 0 952 664 6,044 500 663: 834 417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,155: 708 903 357 42 -63 0 111 23 -15 0 162: -17 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 83.1 4.2 1.2 3.7 0.0 3.6 2.5 22.5 1.9 2.5: 3.1 1.6
Old : 100.0: 61.5 83.1 4.2 1.2 3.7 0.0 3.6 2.5 22.5 1.9 2.5: 3.1 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 : 40: 21 25 . . . 0 . . . . .:
Old : 40: 21 25 . . . 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 : 55.7 49.3 71.4 63.1 52.6 46.0 63.9 58.8
Old : 55.7 49.3 71.4 63.1 52.6 46.0 63.9 58.8
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, January 31, 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 : 40,498: 28,375 39,905 10,084 0 178 485 0 0 1,201 240 175: 0 0
Old : 40,498: 28,375 39,905 10,084 0 178 485 0 0 1,201 240 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 403: -242 433 3 0 24 254 0 0 418 0 -54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 98.5 24.9 0.0 0.4 1.2 0.0 0.0 3.0 0.6 0.4: 0.0 0.0
Old : 100.0: 70.1 98.5 24.9 0.0 0.4 1.2 0.0 0.0 3.0 0.6 0.4: 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 : 30: 15 16 . 0 . . 0 0 . . .:
Old : 30: 15 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 : 75.4 85.2 92.0 96.1 71.7 77.3 83.8 85.8
Old : 75.4 85.2 92.0 96.1 71.7 77.3 83.8 85.8
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, January 31, 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 : 303,070: 254,194 206,336 9,392 44,006 33,928 2,448 15,692 3,108 0 0 0: 0 0
Old : 303,070: 254,194 206,336 9,392 44,006 33,928 2,448 15,692 3,108 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,120: 2,720 4,720 0 -2,000 400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 68.1 3.1 14.5 11.2 0.8 5.2 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.9 68.1 3.1 14.5 11.2 0.8 5.2 1.0 0.0 0.0 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 : 26: 12 15 . . . . . . 0 0 0:
Old : 26: 12 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 : 72.7 64.7 91.5 85.5 70.2 54.1 76.6 68.8
Old : 72.7 64.7 91.5 85.5 70.2 54.1 76.6 68.8
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, January 31, 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 : 19,882: 14,719 14,835 794 465 1,731 582 0 1,058 0 606 84: 914 1,103
Old : 19,882: 14,719 14,835 794 465 1,731 582 0 1,058 0 606 84: 914 1,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 342: 405 322 -43 0 0 0 0 0 0 0 0: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 74.6 4.0 2.3 8.7 2.9 0.0 5.3 0.0 3.0 0.4: 4.6 5.5
Old : 100.0: 74.0 74.6 4.0 2.3 8.7 2.9 0.0 5.3 0.0 3.0 0.4: 4.6 5.5
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 : 24: 12 14 . . . . 0 . 0 . .:
Old : 24: 12 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 : 62.6 60.4 79.4 79.7 53.5 52.3 62.1 61.1
Old : 62.6 60.4 79.4 79.7 53.5 52.3 62.1 61.1
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, January 31, 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 : 11,098: 5,436 8,160 3,787 1,021 144 508 82 0 0 387 185: 1,038 1,119
Old : 11,098: 5,436 8,160 3,787 1,021 144 508 82 0 0 387 185: 1,038 1,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 278: 215 258 43 0 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 73.5 34.1 9.2 1.3 4.6 0.7 0.0 0.0 3.5 1.7: 9.4 10.1
Old : 100.0: 49.0 73.5 34.1 9.2 1.3 4.6 0.7 0.0 0.0 3.5 1.7: 9.4 10.1
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 : 21: 11 12 . . . . . 0 0 . .:
Old : 21: 11 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 : 59.1 63.1 75.7 82.4 57.3 57.9 70.9 73.4
Old : 59.1 63.1 75.7 82.4 57.3 57.9 70.9 73.4
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, January 31, 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 : 87,844: 67,189 77,300 11,415 4,696 5,848 704 0 0 2,688 0 0: 0 0
Old : 87,844: 67,189 77,300 11,415 4,696 5,848 704 0 0 2,688 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 816: -352 1,168 1,520 0 -352 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 88.0 13.0 5.3 6.7 0.8 0.0 0.0 3.1 0.0 0.0: 0.0 0.0
Old : 100.0: 76.5 88.0 13.0 5.3 6.7 0.8 0.0 0.0 3.1 0.0 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 : 23: 9 12 . . . . 0 0 . 0 0:
Old : 23: 9 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 : 67.2 67.3 89.4 89.9 57.8 67.3 76.1 80.6
Old : 67.2 67.3 89.4 89.9 57.8 67.3 76.1 80.6
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, January 31, 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 : 14,644: 10,508 10,186 2,566 1,856 333 0 532 0 520 958 170: 547 609
Old : 14,644: 10,508 10,186 2,566 1,856 333 0 532 0 520 958 170: 547 609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 538: 607 620 -238 -251 169 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 69.6 17.5 12.7 2.3 0.0 3.6 0.0 3.6 6.5 1.2: 3.7 4.2
Old : 100.0: 71.8 69.6 17.5 12.7 2.3 0.0 3.6 0.0 3.6 6.5 1.2: 3.7 4.2
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 17 . . . 0 . 0 . . .:
Old : 28: 15 17 . . . 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 : 59.8 37.5 79.0 57.6 47.6 35.1 62.1 53.7
Old : 59.8 37.5 79.0 57.6 47.6 35.1 62.1 53.7
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, January 31, 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 : 155,201: 120,135 90,660 35,066 54,527 0 0 8,494 0 0 1,520 0: 0 0
Old : 155,201: 120,135 90,660 35,066 54,527 0 0 8,494 0 0 1,520 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,881: 2,279 1,881 352 750 -750 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 58.4 22.6 35.1 0.0 0.0 5.5 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 77.4 58.4 22.6 35.1 0.0 0.0 5.5 0.0 0.0 1.0 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 : 26: 17 11 . . 0 0 . 0 0 . 0:
Old : 26: 17 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 : 66.6 65.1 83.7 86.1 60.3 60.6 75.6 76.0
Old : 66.6 65.1 83.7 86.1 60.3 60.6 75.6 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 7,475: 5,655 6,955 1,700 0 0 0 300 0 0 220 0: 120 0
Old : 7,475: 5,655 6,955 1,700 0 0 0 300 0 0 220 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 15: 165 15 -150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 93.0 22.7 0.0 0.0 0.0 4.0 0.0 0.0 2.9 0.0: 1.6 0.0
Old : 100.0: 75.7 93.0 22.7 0.0 0.0 0.0 4.0 0.0 0.0 2.9 0.0: 1.6 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: 10 9 . 0 0 0 . 0 0 . 0:
Old : 20: 10 9 . 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 : 67.7 81.7 89.8 95.1 57.2 68.8 73.6 77.1
Old : 67.7 81.7 89.8 95.1 57.2 68.8 73.6 77.1
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, January 31, 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 : 22,866: 15,976 14,449 740 2,827 2,981 49 181 1,994 949 357 77: 100 0
Old : 22,866: 15,976 14,449 740 2,827 2,981 49 181 1,994 949 357 77: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3: -127 -54 24 0 0 0 0 0 0 51 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 63.2 3.2 12.4 13.0 0.2 0.8 8.7 4.2 1.6 0.3: 0.4 0.0
Old : 100.0: 69.9 63.2 3.2 12.4 13.0 0.2 0.8 8.7 4.2 1.6 0.3: 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 : 26: 18 13 . . . . . . . . .:
Old : 26: 18 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 : 50.9 56.6 80.3 81.8 43.3 42.3 58.4 58.1
Old : 50.9 56.6 80.3 81.8 43.3 42.3 58.4 58.1
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, January 31, 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 : 14,050: 10,725 10,065 970 2,270 945 0 30 720 300 0 0: 390 20
Old : 14,050: 10,725 10,065 970 2,270 945 0 30 720 300 0 0: 390 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 630: 80 580 -50 -250 280 0 -300 300 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 71.6 6.9 16.2 6.7 0.0 0.2 5.1 2.1 0.0 0.0: 2.8 0.1
Old : 100.0: 76.3 71.6 6.9 16.2 6.7 0.0 0.2 5.1 2.1 0.0 0.0: 2.8 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 : 20: 12 11 . . . 0 . . . 0 0:
Old : 20: 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 : 61.2 75.9 82.3 95.4 45.9 67.8 59.4 69.8
Old : 61.2 75.9 82.3 95.4 45.9 67.8 59.4 69.8
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, January 31, 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 : 13,940: 10,705 9,865 1,045 2,480 860 220 0 525 55 0 190: 340 20
Old : 13,940: 10,705 9,865 1,045 2,480 860 220 0 525 55 0 190: 340 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 625: 225 550 -75 -200 255 220 -80 80 0 0 0: -80 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 70.8 7.5 17.8 6.2 1.6 0.0 3.8 0.4 0.0 1.4: 2.4 0.1
Old : 100.0: 76.8 70.8 7.5 17.8 6.2 1.6 0.0 3.8 0.4 0.0 1.4: 2.4 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 : 22: 14 10 . . . . 0 . . 0 .:
Old : 22: 14 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 : 59.9 76.0 80.7 94.2 47.4 70.1 60.9 71.9
Old : 59.9 76.0 80.7 94.2 47.4 70.1 60.9 71.9
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, January 31, 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 : 20,890: 10,670 15,225 8,410 4,325 1,135 300 175 0 120 0 30: 225 0
Old : 20,890: 10,670 15,225 8,410 4,325 1,135 300 175 0 120 0 30: 225 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 255: 150 130 65 145 -20 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 72.9 40.3 20.7 5.4 1.4 0.8 0.0 0.6 0.0 0.1: 1.1 0.0
Old : 100.0: 51.1 72.9 40.3 20.7 5.4 1.4 0.8 0.0 0.6 0.0 0.1: 1.1 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 : 30: 17 13 . . 4 . . 0 . 0 .:
Old : 30: 17 13 . . 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 : 74.8 67.9 87.0 88.8 59.6 60.1 67.9 69.5
Old : 74.8 67.9 87.0 88.8 59.6 60.1 67.9 69.5
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, January 31, 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 : 15,268: 8,045 10,928 5,520 3,125 1,010 300 175 0 100 0 0: 293 30
Old : 15,268: 8,045 10,928 5,520 3,125 1,010 300 175 0 100 0 0: 293 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 225: 100 80 65 145 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 71.6 36.2 20.5 6.6 2.0 1.1 0.0 0.7 0.0 0.0: 1.9 0.2
Old : 100.0: 52.7 71.6 36.2 20.5 6.6 2.0 1.1 0.0 0.7 0.0 0.0: 1.9 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 : 27: 16 12 . . . . . 0 . 0 0:
Old : 27: 16 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 : 73.5 66.8 85.9 87.5 58.8 54.3 67.1 64.9
Old : 73.5 66.8 85.9 87.5 58.8 54.3 67.1 64.9
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, January 31, 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 : 21,785: 15,845 19,675 4,005 0 1,350 75 600 100 50 0 0: 360 60
Old : 21,785: 15,845 19,675 4,005 0 1,350 75 600 100 50 0 0: 360 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 75: -35 0 35 0 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 90.3 18.4 0.0 6.2 0.3 2.8 0.5 0.2 0.0 0.0: 1.7 0.3
Old : 100.0: 72.7 90.3 18.4 0.0 6.2 0.3 2.8 0.5 0.2 0.0 0.0: 1.7 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 : 27: 13 12 4 0 . . . . . 0 0:
Old : 27: 13 12 4 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 : 64.0 80.0 85.1 91.2 58.2 78.5 76.8 85.5
Old : 64.0 80.0 85.1 91.2 58.2 78.5 76.8 85.5
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, January 31, 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 : 17,960: 13,390 11,455 860 2,050 3,635 0 550 0 0 240 10: 65 20
Old : 17,960: 13,390 11,455 860 2,050 3,635 0 550 0 0 240 10: 65 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 355: 230 755 860 365 -765 0 0 0 0 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 63.8 4.8 11.4 20.2 0.0 3.1 0.0 0.0 1.3 0.1: 0.4 0.1
Old : 100.0: 74.6 63.8 4.8 11.4 20.2 0.0 3.1 0.0 0.0 1.3 0.1: 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 : 24: 13 11 . . . 0 . 0 0 . .:
Old : 24: 13 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 : 67.8 60.9 92.3 89.4 42.0 49.0 57.1 59.2
Old : 67.8 60.9 92.3 89.4 42.0 49.0 57.1 59.2
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, January 31, 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 : 19,626: 14,331 12,881 1,775 2,925 3,230 0 550 0 155 0 25: 110 15
Old : 19,626: 14,331 12,881 1,775 2,925 3,230 0 550 0 155 0 25: 110 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 595: 300 1,045 1,395 700 -1,150 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 65.6 9.0 14.9 16.5 0.0 2.8 0.0 0.8 0.0 0.1: 0.6 0.1
Old : 100.0: 73.0 65.6 9.0 14.9 16.5 0.0 2.8 0.0 0.8 0.0 0.1: 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 : 24: 13 10 . . . 0 . 0 . 0 .:
Old : 24: 13 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 : 63.4 76.8 88.3 93.1 40.4 53.7 60.7 63.2
Old : 63.4 76.8 88.3 93.1 40.4 53.7 60.7 63.2
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, January 31, 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 : 115,195: 98,710 89,118 5,265 12,620 9,885 415 1,012 600 195 1,870 75: 50 15
Old : 115,195: 98,710 89,118 5,265 12,620 9,885 415 1,012 600 195 1,870 75: 50 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,615: 1,775 285 1,625 2,935 -1,855 0 0 50 0 200 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 77.4 4.6 11.0 8.6 0.4 0.9 0.5 0.2 1.6 0.1: 0.0 0.0
Old : 100.0: 85.7 77.4 4.6 11.0 8.6 0.4 0.9 0.5 0.2 1.6 0.1: 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 : 50: 31 27 . . 4 . . . . . .:
Old : 50: 31 27 . . 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 : 44.4 63.9 66.7 87.1 42.8 56.3 60.5 71.6
Old : 44.4 63.9 66.7 87.1 42.8 56.3 60.5 71.6
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, January 31, 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 : 134,848: 112,916 102,148 6,820 11,930 12,915 884 3,912 958 100 2,715 225: 30 45
Old : 134,848: 112,916 102,148 6,820 11,930 12,915 884 3,912 958 100 2,715 225: 30 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,891: 3,101 556 870 2,850 -1,260 55 650 80 0 -35 40: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 75.8 5.1 8.8 9.6 0.7 2.9 0.7 0.1 2.0 0.2: 0.0 0.0
Old : 100.0: 83.7 75.8 5.1 8.8 9.6 0.7 2.9 0.7 0.1 2.0 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: 37 30 . . 4 . . . . 7 4:
Old : 57: 37 30 . . 4 . . . . 7 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 : 41.2 62.8 61.0 81.1 38.8 56.8 54.7 68.1
Old : 41.2 62.8 61.0 81.1 38.8 56.8 54.7 68.1
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, January 31, 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 : 190,107: 140,357 144,266 18,407 496 10,579 6,292 4,691 7,841 4,357 19,953 2,237: 37 44
Old : 190,107: 140,357 144,266 18,407 496 10,579 6,292 4,691 7,841 4,357 19,953 2,237: 37 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 5,526: 6,209 2,527 -1,479 160 1,132 -13 1,023 -247 -163 845 77: 10 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 75.9 9.7 0.3 5.6 3.3 2.5 4.1 2.3 10.5 1.2: 0.0 0.0
Old : 100.0: 73.8 75.9 9.7 0.3 5.6 3.3 2.5 4.1 2.3 10.5 1.2: 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 : 73: 36 42 . . 4 4 . 5 4 10 7:
Old : 73: 36 42 . . 4 4 . 5 4 10 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 : 37.5 59.2 56.3 71.6 35.3 53.3 52.6 60.8
Old : 37.5 59.2 56.3 71.6 35.3 53.3 52.6 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 123,090: 109,320 95,808 4,706 15,905 2,680 3,767 700 1,878 430 5,894 225: 84 0
Old : 123,090: 109,320 95,808 4,706 15,905 2,680 3,767 700 1,878 430 5,894 225: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,337: 3,217 767 150 1,970 -520 -600 0 90 0 30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 77.8 3.8 12.9 2.2 3.1 0.6 1.5 0.3 4.8 0.2: 0.1 0.0
Old : 100.0: 88.8 77.8 3.8 12.9 2.2 3.1 0.6 1.5 0.3 4.8 0.2: 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 : 51: 33 28 . . 4 . . . . 6 .:
Old : 51: 33 28 . . 4 . . . . 6 .:
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 : 37.5 65.6 57.1 80.2 35.9 56.6 52.2 67.0
Old : 37.5 65.6 57.1 80.2 35.9 56.6 52.2 67.0
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, January 31, 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 : 35,390: 29,295 27,045 1,165 4,740 2,905 505 625 0 1,395 0 50: 75 25
Old : 35,390: 29,295 27,045 1,165 4,740 2,905 505 625 0 1,395 0 50: 75 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -95: -15 0 -1,100 -1,115 1,020 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 76.4 3.3 13.4 8.2 1.4 1.8 0.0 3.9 0.0 0.1: 0.2 0.1
Old : 100.0: 82.8 76.4 3.3 13.4 8.2 1.4 1.8 0.0 3.9 0.0 0.1: 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 : 57.9 86.5 77.9 95.9 54.1 75.9 69.3 80.7
Old : 57.9 86.5 77.9 95.9 54.1 75.9 69.3 80.7
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, January 31, 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 : 31,015: 25,925 27,170 750 0 3,470 0 295 30 785 50 0: 55 0
Old : 31,015: 25,925 27,170 750 0 3,470 0 295 30 785 50 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 40: -15 0 -990 -1,005 1,045 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 87.6 2.4 0.0 11.2 0.0 1.0 0.1 2.5 0.2 0.0: 0.2 0.0
Old : 100.0: 83.6 87.6 2.4 0.0 11.2 0.0 1.0 0.1 2.5 0.2 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 : 28: 19 11 . 0 . 0 . . . . 0:
Old : 28: 19 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 : 58.9 89.5 79.7 97.5 57.7 77.8 71.6 80.2
Old : 58.9 89.5 79.7 97.5 57.7 77.8 71.6 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, January 31, 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 mwh :
: : Positions :
All : 29,327: 24,871 21,781 5 4,219 2,877 1,025 200 250 50 0 0: 249 0
Old : 29,327: 24,871 21,781 5 4,219 2,877 1,025 200 250 50 0 0: 249 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 385: 265 -190 0 575 0 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 74.3 0.0 14.4 9.8 3.5 0.7 0.9 0.2 0.0 0.0: 0.8 0.0
Old : 100.0: 84.8 74.3 0.0 14.4 9.8 3.5 0.7 0.9 0.2 0.0 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 : 36: 22 23 . . . . . . . 0 0:
Old : 36: 22 23 . . . . . . . 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 : 42.8 41.0 65.9 67.6 36.2 34.8 56.0 55.2
Old : 42.8 41.0 65.9 67.6 36.2 34.8 56.0 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, January 31, 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 Mwh :
: : Positions :
All : 21,941: 15,511 18,341 2,100 1,475 2,005 900 0 0 1,425 0 0: 0 120
Old : 21,941: 15,511 18,341 2,100 1,475 2,005 900 0 0 1,425 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 675: 650 730 0 -80 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 83.6 9.6 6.7 9.1 4.1 0.0 0.0 6.5 0.0 0.0: 0.0 0.5
Old : 100.0: 70.7 83.6 9.6 6.7 9.1 4.1 0.0 0.0 6.5 0.0 0.0: 0.0 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 : 26: 17 16 . . . . 0 0 . 0 0:
Old : 26: 17 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 : 40.1 54.0 62.9 83.7 35.5 47.2 53.3 65.3
Old : 40.1 54.0 62.9 83.7 35.5 47.2 53.3 65.3
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, January 31, 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 : 165,224: 101,712 92,709 8,671 23,588 32,961 8,354 0 13,526 0 2,440 0: 0 0
Old : 165,224: 101,712 92,709 8,671 23,588 32,961 8,354 0 13,526 0 2,440 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,544: 144 3,499 3,400 -1,275 0 0 0 0 0 1,320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 56.1 5.2 14.3 19.9 5.1 0.0 8.2 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 61.6 56.1 5.2 14.3 19.9 5.1 0.0 8.2 0.0 1.5 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 14 . . . . 0 . 0 . 0:
Old : 27: 16 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 : 54.5 71.1 84.5 87.7 27.7 37.3 36.1 41.1
Old : 54.5 71.1 84.5 87.7 27.7 37.3 36.1 41.1
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, January 31, 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 : 31,557: 24,397 29,877 5,495 300 0 0 0 0 0 0 0: 1,665 1,380
Old : 31,557: 24,397 29,877 5,495 300 0 0 0 0 0 0 0: 1,665 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,240: 2,845 3,240 395 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 94.7 17.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 4.4
Old : 100.0: 77.3 94.7 17.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 4.4
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: 10 13 . . 0 0 0 0 0 0 0:
Old : 20: 10 13 . . 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 : 76.4 61.9 92.4 84.8 64.8 59.9 80.5 77.0
Old : 76.4 61.9 92.4 84.8 64.8 59.9 80.5 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 28,092: 17,529 19,392 5,984 4,288 2,082 51 1,200 0 1,995 1,070 42: 409 18
Old : 28,092: 17,529 19,392 5,984 4,288 2,082 51 1,200 0 1,995 1,070 42: 409 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -130: -190 -304 -43 104 93 0 0 0 15 0 -15: 10 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 69.0 21.3 15.3 7.4 0.2 4.3 0.0 7.1 3.8 0.1: 1.5 0.1
Old : 100.0: 62.4 69.0 21.3 15.3 7.4 0.2 4.3 0.0 7.1 3.8 0.1: 1.5 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 : 35: 17 17 . . . . . 0 4 . .:
Old : 35: 17 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 : 46.4 52.3 73.0 74.9 43.1 45.7 63.0 67.7
Old : 46.4 52.3 73.0 74.9 43.1 45.7 63.0 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 19,837: 14,839 15,130 1,864 2,765 1,225 360 0 0 550 25 334: 665 358
Old : 19,837: 14,839 15,130 1,864 2,765 1,225 360 0 0 550 25 334: 665 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 245: 220 75 -95 50 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 76.3 9.4 13.9 6.2 1.8 0.0 0.0 2.8 0.1 1.7: 3.4 1.8
Old : 100.0: 74.8 76.3 9.4 13.9 6.2 1.8 0.0 0.0 2.8 0.1 1.7: 3.4 1.8
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 : 28: 16 15 . . . . 0 0 . . .:
Old : 28: 16 15 . . . . 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 : 51.7 48.7 72.1 72.2 45.3 48.4 61.4 68.0
Old : 51.7 48.7 72.1 72.2 45.3 48.4 61.4 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 37,247: 31,869 15,694 1,493 15,011 178 38 4,812 62 2,796 865 625: 186 0
Old : 37,247: 31,869 15,694 1,493 15,011 178 38 4,812 62 2,796 865 625: 186 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 893: 925 1,176 100 -388 -10 -87 123 62 -75 -50 0: -22 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 42.1 4.0 40.3 0.5 0.1 12.9 0.2 7.5 2.3 1.7: 0.5 0.0
Old : 100.0: 85.6 42.1 4.0 40.3 0.5 0.1 12.9 0.2 7.5 2.3 1.7: 0.5 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 : 44: 27 22 . . . . . . 4 . 4:
Old : 44: 27 22 . . . . . . 4 . 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 : 52.0 53.6 67.5 76.3 51.8 53.2 65.1 74.2
Old : 52.0 53.6 67.5 76.3 51.8 53.2 65.1 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 21,136: 18,866 13,984 105 5,845 1,252 95 0 5 173 0 10: 630 40
Old : 21,136: 18,866 13,984 105 5,845 1,252 95 0 5 173 0 10: 630 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,163: 825 1,245 0 -424 338 0 0 0 0 0 0: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 66.2 0.5 27.7 5.9 0.4 0.0 0.0 0.8 0.0 0.0: 3.0 0.2
Old : 100.0: 89.3 66.2 0.5 27.7 5.9 0.4 0.0 0.0 0.8 0.0 0.0: 3.0 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 : 31: 20 16 . 4 . . 0 . . 0 .:
Old : 31: 20 16 . 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 : 52.3 59.0 72.9 82.5 48.6 57.9 66.7 78.5
Old : 52.3 59.0 72.9 82.5 48.6 57.9 66.7 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 23,163: 14,176 18,957 6,866 558 1,854 0 300 0 0 1,409 85: 182 0
Old : 23,163: 14,176 18,957 6,866 558 1,854 0 300 0 0 1,409 85: 182 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -42: 20 -37 -62 0 0 0 0 0 0 -5 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 81.8 29.6 2.4 8.0 0.0 1.3 0.0 0.0 6.1 0.4: 0.8 0.0
Old : 100.0: 61.2 81.8 29.6 2.4 8.0 0.0 1.3 0.0 0.0 6.1 0.4: 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 : 27: 15 14 4 . . 0 . 0 0 . .:
Old : 27: 15 14 4 . . 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 : 57.6 63.7 84.2 82.6 53.0 59.7 76.5 76.1
Old : 57.6 63.7 84.2 82.6 53.0 59.7 76.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 15,076: 11,350 12,319 1,075 412 1,999 0 0 0 0 0 0: 652 346
Old : 15,076: 11,350 12,319 1,075 412 1,999 0 0 0 0 0 0: 652 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 60: 0 -60 60 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 81.7 7.1 2.7 13.3 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 2.3
Old : 100.0: 75.3 81.7 7.1 2.7 13.3 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 2.3
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 : 21: 12 10 . . . 0 0 0 0 0 0:
Old : 21: 12 10 . . . 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 : 58.5 71.3 81.8 92.6 52.8 68.0 71.2 79.2
Old : 58.5 71.3 81.8 92.6 52.8 68.0 71.2 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 33,642: 31,152 23,248 448 8,189 1,505 0 500 0 100 200 0: 437 0
Old : 33,642: 31,152 23,248 448 8,189 1,505 0 500 0 100 200 0: 437 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 152: 27 -498 0 650 0 0 0 0 0 0 0: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 69.1 1.3 24.3 4.5 0.0 1.5 0.0 0.3 0.6 0.0: 1.3 0.0
Old : 100.0: 92.6 69.1 1.3 24.3 4.5 0.0 1.5 0.0 0.3 0.6 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 : 36: 26 21 . . . 0 . 0 . . 0:
Old : 36: 26 21 . . . 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 : 39.7 49.5 65.8 77.1 38.9 43.7 60.7 63.1
Old : 39.7 49.5 65.8 77.1 38.9 43.7 60.7 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 17,131: 13,054 13,434 1,270 1,380 2,000 0 0 0 419 0 47: 341 270
Old : 17,131: 13,054 13,434 1,270 1,380 2,000 0 0 0 419 0 47: 341 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 307: 300 295 0 0 0 0 0 0 15 0 -8: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 78.4 7.4 8.1 11.7 0.0 0.0 0.0 2.4 0.0 0.3: 2.0 1.6
Old : 100.0: 76.2 78.4 7.4 8.1 11.7 0.0 0.0 0.0 2.4 0.0 0.3: 2.0 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 : 23: 18 13 . . . 0 0 0 . 0 .:
Old : 23: 18 13 . . . 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 : 44.2 81.4 68.5 92.4 42.5 71.0 58.4 73.3
Old : 44.2 81.4 68.5 92.4 42.5 71.0 58.4 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, January 31, 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 : 13,309: 9,124 8,879 435 1,436 2,915 0 0 0 755 0 0: 80 79
Old : 13,309: 9,124 8,879 435 1,436 2,915 0 0 0 755 0 0: 80 79
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -355: -435 -430 0 0 0 0 0 0 0 0 0: 80 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 66.7 3.3 10.8 21.9 0.0 0.0 0.0 5.7 0.0 0.0: 0.6 0.6
Old : 100.0: 68.6 66.7 3.3 10.8 21.9 0.0 0.0 0.0 5.7 0.0 0.0: 0.6 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 : 23: 17 12 . . . 0 0 0 . 0 0:
Old : 23: 17 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 : 45.6 70.7 72.3 93.3 35.9 48.0 55.1 62.0
Old : 45.6 70.7 72.3 93.3 35.9 48.0 55.1 62.0
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, January 31, 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 : 37,172: 22,872 28,452 11,510 4,910 0 0 0 0 0 850 0: 2,790 2,960
Old : 37,172: 22,872 28,452 11,510 4,910 0 0 0 0 0 850 0: 2,790 2,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -1,060: -565 -1,435 -420 500 -40 0 0 0 0 0 0: -35 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 76.5 31.0 13.2 0.0 0.0 0.0 0.0 0.0 2.3 0.0: 7.5 8.0
Old : 100.0: 61.5 76.5 31.0 13.2 0.0 0.0 0.0 0.0 0.0 2.3 0.0: 7.5 8.0
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 : 24: 12 17 . . 0 0 0 0 0 . 0:
Old : 24: 12 17 . . 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 : 77.4 50.2 90.7 73.6 77.4 50.2 83.2 73.2
Old : 77.4 50.2 90.7 73.6 77.4 50.2 83.2 73.2
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, January 31, 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 : 34,065: 20,578 24,868 10,380 5,070 0 0 0 0 0 850 0: 3,107 3,277
Old : 34,065: 20,578 24,868 10,380 5,070 0 0 0 0 0 850 0: 3,107 3,277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -420: 35 -885 -470 500 0 0 0 0 0 0 0: 15 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 73.0 30.5 14.9 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 9.1 9.6
Old : 100.0: 60.4 73.0 30.5 14.9 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 9.1 9.6
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 : 24: 10 17 . . 0 0 0 0 0 . 0:
Old : 24: 10 17 . . 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 : 76.6 50.0 89.4 71.7 76.6 50.0 84.2 71.2
Old : 76.6 50.0 89.4 71.7 76.6 50.0 84.2 71.2
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, January 31, 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 : 33,785: 31,100 3,990 0 6,260 75 0 13,890 300 0 7,370 105: 2,205 1,795
Old : 33,785: 31,100 3,990 0 6,260 75 0 13,890 300 0 7,370 105: 2,205 1,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 290: 50 175 0 825 -105 0 -100 150 0 -850 0: 195 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 11.8 0.0 18.5 0.2 0.0 41.1 0.9 0.0 21.8 0.3: 6.5 5.3
Old : 100.0: 92.1 11.8 0.0 18.5 0.2 0.0 41.1 0.9 0.0 21.8 0.3: 6.5 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 : 26: 14 11 0 . . 0 . . 0 . .:
Old : 26: 14 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 : 69.3 79.9 84.9 88.0 65.9 79.0 79.6 85.3
Old : 69.3 79.9 84.9 88.0 65.9 79.0 79.6 85.3
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, January 31, 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 : 30,730: 28,190 4,675 0 7,190 0 0 12,940 710 0 3,675 0: 1,830 1,540
Old : 30,730: 28,190 4,675 0 7,190 0 0 12,940 710 0 3,675 0: 1,830 1,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 135: 5 5 0 250 0 0 50 0 0 -300 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 15.2 0.0 23.4 0.0 0.0 42.1 2.3 0.0 12.0 0.0: 6.0 5.0
Old : 100.0: 91.7 15.2 0.0 23.4 0.0 0.0 42.1 2.3 0.0 12.0 0.0: 6.0 5.0
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 : 26: 13 13 0 . 0 0 . . 0 . 0:
Old : 26: 13 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 : 69.5 76.8 83.3 86.7 64.3 74.0 75.7 80.9
Old : 69.5 76.8 83.3 86.7 64.3 74.0 75.7 80.9
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, January 31, 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 : 26,913: 14,748 16,085 1,742 925 5,168 1,800 400 100 1,675 2,635 0: 1,680 1,600
Old : 26,913: 14,748 16,085 1,742 925 5,168 1,800 400 100 1,675 2,635 0: 1,680 1,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -655: -1,500 -550 900 0 -115 0 0 0 0 -50 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 59.8 6.5 3.4 19.2 6.7 1.5 0.4 6.2 9.8 0.0: 6.2 5.9
Old : 100.0: 54.8 59.8 6.5 3.4 19.2 6.7 1.5 0.4 6.2 9.8 0.0: 6.2 5.9
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 : 26: 15 10 . . . . . . . . 0:
Old : 26: 15 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 : 53.4 77.2 76.4 89.0 36.1 60.5 57.9 65.7
Old : 53.4 77.2 76.4 89.0 36.1 60.5 57.9 65.7
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, January 31, 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 : 22,973: 12,120 13,228 1,090 550 4,795 1,800 400 100 1,675 2,660 0: 1,393 1,240
Old : 22,973: 12,120 13,228 1,090 550 4,795 1,800 400 100 1,675 2,660 0: 1,393 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -730: -1,395 -445 900 0 -155 0 0 0 0 -50 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 57.6 4.7 2.4 20.9 7.8 1.7 0.4 7.3 11.6 0.0: 6.1 5.4
Old : 100.0: 52.8 57.6 4.7 2.4 20.9 7.8 1.7 0.4 7.3 11.6 0.0: 6.1 5.4
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 : 24: 13 10 . . . . . . . . 0:
Old : 24: 13 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 : 52.2 77.6 78.3 89.5 35.6 57.5 55.9 62.2
Old : 52.2 77.6 78.3 89.5 35.6 57.5 55.9 62.2
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, January 31, 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 : 43,055: 24,630 23,560 15,975 375 2,145 0 16,440 0 0 350 0: 305 185
Old : 43,055: 24,630 23,560 15,975 375 2,145 0 16,440 0 0 350 0: 305 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 200: 650 0 -550 350 275 0 -300 0 0 50 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 54.7 37.1 0.9 5.0 0.0 38.2 0.0 0.0 0.8 0.0: 0.7 0.4
Old : 100.0: 57.2 54.7 37.1 0.9 5.0 0.0 38.2 0.0 0.0 0.8 0.0: 0.7 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: 13 13 . . . 0 . 0 0 . 0:
Old : 27: 13 13 . . . 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 : 79.9 85.2 93.5 92.7 75.1 83.4 87.4 89.7
Old : 79.9 85.2 93.5 92.7 75.1 83.4 87.4 89.7
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, January 31, 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 : 36,825: 20,885 18,255 13,490 425 1,995 0 15,415 0 0 400 0: 455 335
Old : 36,825: 20,885 18,255 13,490 425 1,995 0 15,415 0 0 400 0: 455 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 175: 50 50 125 425 175 0 -300 0 0 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 49.6 36.6 1.2 5.4 0.0 41.9 0.0 0.0 1.1 0.0: 1.2 0.9
Old : 100.0: 56.7 49.6 36.6 1.2 5.4 0.0 41.9 0.0 0.0 1.1 0.0: 1.2 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 : 25: 12 10 . . . 0 . 0 0 . 0:
Old : 25: 12 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 : 79.4 87.8 92.4 94.9 74.4 85.0 86.4 90.1
Old : 79.4 87.8 92.4 94.9 74.4 85.0 86.4 90.1
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, January 31, 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 : 30,215: 26,905 19,695 150 6,800 375 100 1,310 0 1,000 320 280: 1,405 1,435
Old : 30,215: 26,905 19,695 150 6,800 375 100 1,310 0 1,000 320 280: 1,405 1,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -150: 50 0 0 -100 0 0 -50 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 65.2 0.5 22.5 1.2 0.3 4.3 0.0 3.3 1.1 0.9: 4.7 4.7
Old : 100.0: 89.0 65.2 0.5 22.5 1.2 0.3 4.3 0.0 3.3 1.1 0.9: 4.7 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 : 26: 16 5 . . . . . 0 . . .:
Old : 26: 16 5 . . . . . 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 83.3 85.5 94.5 70.7 80.2 80.0 85.3
Old : 72.9 83.3 85.5 94.5 70.7 80.2 80.0 85.3
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, January 31, 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 : 29,795: 26,400 19,145 150 7,145 255 100 1,510 0 1,180 0 520: 1,190 1,220
Old : 29,795: 26,400 19,145 150 7,145 255 100 1,510 0 1,180 0 520: 1,190 1,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -150: 50 0 0 -100 0 0 -50 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 64.3 0.5 24.0 0.9 0.3 5.1 0.0 4.0 0.0 1.7: 4.0 4.1
Old : 100.0: 88.6 64.3 0.5 24.0 0.9 0.3 5.1 0.0 4.0 0.0 1.7: 4.0 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 : 26: 16 5 . . . . . 0 . 0 .:
Old : 26: 16 5 . . . . . 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 : 72.4 83.6 84.1 95.3 68.7 78.4 76.6 82.4
Old : 72.4 83.6 84.1 95.3 68.7 78.4 76.6 82.4
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, January 31, 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 : 32,384: 21,220 15,489 0 9,391 2,989 4,970 400 575 450 1,375 150: 2,030 2,015
Old : 32,384: 21,220 15,489 0 9,391 2,989 4,970 400 575 450 1,375 150: 2,030 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 100: 0 50 0 50 0 25 -75 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 47.8 0.0 29.0 9.2 15.3 1.2 1.8 1.4 4.2 0.5: 6.3 6.2
Old : 100.0: 65.5 47.8 0.0 29.0 9.2 15.3 1.2 1.8 1.4 4.2 0.5: 6.3 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 : 26: 17 9 0 . . . . . . . .:
Old : 26: 17 9 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 : 56.7 74.8 77.9 88.2 49.3 58.2 62.3 67.4
Old : 56.7 74.8 77.9 88.2 49.3 58.2 62.3 67.4
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, January 31, 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 : 23,805: 16,775 12,690 0 3,900 3,775 745 425 250 350 865 150: 1,760 1,750
Old : 23,805: 16,775 12,690 0 3,900 3,775 745 425 250 350 865 150: 1,760 1,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 100: 50 50 0 50 0 0 -50 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 53.3 0.0 16.4 15.9 3.1 1.8 1.1 1.5 3.6 0.6: 7.4 7.4
Old : 100.0: 70.5 53.3 0.0 16.4 15.9 3.1 1.8 1.1 1.5 3.6 0.6: 7.4 7.4
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: 17 10 0 . . . . . . . .:
Old : 27: 17 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 : 53.8 70.7 73.1 87.1 39.7 44.3 52.7 59.8
Old : 53.8 70.7 73.1 87.1 39.7 44.3 52.7 59.8
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, January 31, 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 : 122,967: 47,454 110,033 28,329 935 3,424 26,490 0 225 8,925 225 270: 7,850 7,855
Old : 122,967: 47,454 110,033 28,329 935 3,424 26,490 0 225 8,925 225 270: 7,850 7,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,760: -425 5,210 6,110 -625 -315 -550 0 225 -325 225 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 89.5 23.0 0.8 2.8 21.5 0.0 0.2 7.3 0.2 0.2: 6.4 6.4
Old : 100.0: 38.6 89.5 23.0 0.8 2.8 21.5 0.0 0.2 7.3 0.2 0.2: 6.4 6.4
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 : 40: 18 24 . . . . 0 . 4 . .:
Old : 40: 18 24 . . . . 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 : 62.5 56.8 80.1 73.9 57.5 54.3 69.7 67.3
Old : 62.5 56.8 80.1 73.9 57.5 54.3 69.7 67.3
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, January 31, 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 : 109,615: 41,995 98,965 25,725 2,010 1,675 28,815 0 525 4,470 0 100: 6,310 6,340
Old : 109,615: 41,995 98,965 25,725 2,010 1,675 28,815 0 525 4,470 0 100: 6,310 6,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,075: -40 5,120 4,960 -600 25 -350 0 50 -50 0 0: -520 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 90.3 23.5 1.8 1.5 26.3 0.0 0.5 4.1 0.0 0.1: 5.8 5.8
Old : 100.0: 38.3 90.3 23.5 1.8 1.5 26.3 0.0 0.5 4.1 0.0 0.1: 5.8 5.8
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 : 36: 17 23 . . . . 0 . . 0 .:
Old : 36: 17 23 . . . . 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 : 69.7 58.3 84.5 74.6 66.2 57.0 77.5 70.0
Old : 69.7 58.3 84.5 74.6 66.2 57.0 77.5 70.0
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, January 31, 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 : 18,290: 15,400 9,310 1,645 7,560 355 0 275 0 100 0 0: 790 790
Old : 18,290: 15,400 9,310 1,645 7,560 355 0 275 0 100 0 0: 790 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -200: -200 -350 0 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 50.9 9.0 41.3 1.9 0.0 1.5 0.0 0.5 0.0 0.0: 4.3 4.3
Old : 100.0: 84.2 50.9 9.0 41.3 1.9 0.0 1.5 0.0 0.5 0.0 0.0: 4.3 4.3
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 : 25: 17 13 . . . 0 . 0 . 0 0:
Old : 25: 17 13 . . . 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 : 53.8 74.1 76.8 85.6 51.8 61.2 70.8 70.8
Old : 53.8 74.1 76.8 85.6 51.8 61.2 70.8 70.8
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, January 31, 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 : 17,695: 13,950 8,325 1,545 7,960 595 0 225 0 900 0 0: 705 590
Old : 17,695: 13,950 8,325 1,545 7,960 595 0 225 0 900 0 0: 705 590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -150: -200 -300 50 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 47.0 8.7 45.0 3.4 0.0 1.3 0.0 5.1 0.0 0.0: 4.0 3.3
Old : 100.0: 78.8 47.0 8.7 45.0 3.4 0.0 1.3 0.0 5.1 0.0 0.0: 4.0 3.3
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 : 25: 16 11 . . . 0 . 0 . 0 0:
Old : 25: 16 11 . . . 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 : 50.0 72.8 73.0 86.7 37.7 62.5 60.2 71.5
Old : 50.0 72.8 73.0 86.7 37.7 62.5 60.2 71.5
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, January 31, 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 : 36,050: 30,820 24,515 0 3,530 1,595 0 2,275 0 0 500 0: 3,635 3,635
Old : 36,050: 30,820 24,515 0 3,530 1,595 0 2,275 0 0 500 0: 3,635 3,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -630: 590 -135 -615 285 90 0 -175 0 0 0 0: -695 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 68.0 0.0 9.8 4.4 0.0 6.3 0.0 0.0 1.4 0.0: 10.1 10.1
Old : 100.0: 85.5 68.0 0.0 9.8 4.4 0.0 6.3 0.0 0.0 1.4 0.0: 10.1 10.1
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 : 29: 12 17 0 . . 0 . 0 0 . 0:
Old : 29: 12 17 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 : 71.3 44.4 82.6 67.5 70.2 38.5 77.7 61.6
Old : 71.3 44.4 82.6 67.5 70.2 38.5 77.7 61.6
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, January 31, 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 : 27,550: 18,980 16,195 385 1,475 4,140 100 1,675 0 0 0 0: 3,945 4,065
Old : 27,550: 18,980 16,195 385 1,475 4,140 100 1,675 0 0 0 0: 3,945 4,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 520: 320 -200 -600 -200 750 0 0 0 0 0 0: 50 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 58.8 1.4 5.4 15.0 0.4 6.1 0.0 0.0 0.0 0.0: 14.3 14.8
Old : 100.0: 68.9 58.8 1.4 5.4 15.0 0.4 6.1 0.0 0.0 0.0 0.0: 14.3 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: 14 16 . . . . . 0 0 0 0:
Old : 27: 14 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 : 45.3 47.4 68.3 68.3 35.6 31.7 47.1 48.4
Old : 45.3 47.4 68.3 68.3 35.6 31.7 47.1 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017