COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 72,101: 28,128 25,382 9,888 6,318 1,785 1,740 19,778 2,180 19,795 8,229 7,318: 1,267 1,111
Old : 72,101: 28,128 25,382 9,888 6,318 1,785 1,740 19,778 2,180 19,795 8,229 7,318: 1,267 1,111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 651: 467 867 408 -251 -33 -185 167 -12 -489 -365 414: 81 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 35.2 13.7 8.8 2.5 2.4 27.4 3.0 27.5 11.4 10.1: 1.8 1.5
Old : 100.0: 39.0 35.2 13.7 8.8 2.5 2.4 27.4 3.0 27.5 11.4 10.1: 1.8 1.5
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 : 53: 14 15 . 4 4 . 4 . 14 9 15:
Old : 53: 14 15 . 4 4 . 4 . 14 9 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 58.0 66.1 72.3 32.3 41.8 49.1 51.5
Old : 43.4 58.0 66.1 72.3 32.3 41.8 49.1 51.5
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, March 28, 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 : 13,425: 2,120 7,929 450 1,521 451 320 1,835 300 8,537 315 564: 683 510
Old : 13,425: 2,120 7,929 450 1,521 451 320 1,835 300 8,537 315 564: 683 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 370: 35 215 0 80 0 -85 80 0 470 120 -25: -25 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 59.1 3.4 11.3 3.4 2.4 13.7 2.2 63.6 2.3 4.2: 5.1 3.8
Old : 100.0: 15.8 59.1 3.4 11.3 3.4 2.4 13.7 2.2 63.6 2.3 4.2: 5.1 3.8
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: 6 7 . 4 4 . . . 9 . 5:
Old : 27: 6 7 . 4 4 . . . 9 . 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 : 52.9 57.7 76.8 80.1 51.9 47.1 67.0 64.2
Old : 52.9 57.7 76.8 80.1 51.9 47.1 67.0 64.2
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, March 28, 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 : 119,555: 78,728 83,703 7,054 11,874 7,909 16,466 1,449 849 5,311 10,613 2,836: 402 322
Old : 119,555: 78,728 83,703 7,054 11,874 7,909 16,466 1,449 849 5,311 10,613 2,836: 402 322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 177: 386 834 624 -159 -560 -426 4 129 -47 -122 9: 62 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 70.0 5.9 9.9 6.6 13.8 1.2 0.7 4.4 8.9 2.4: 0.3 0.3
Old : 100.0: 65.9 70.0 5.9 9.9 6.6 13.8 1.2 0.7 4.4 8.9 2.4: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 39 43 . . 4 5 . . 6 10 9:
Old : 71: 39 43 . . 4 5 . . 6 10 9:
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 : 44.9 33.0 59.7 54.8 34.8 29.6 48.1 46.1
Old : 44.9 33.0 59.7 54.8 34.8 29.6 48.1 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 49,512: 33,616 46,948 7,064 0 1,922 0 127 133 6,752 357 25: 0 0
Old : 49,512: 33,616 46,948 7,064 0 1,922 0 127 133 6,752 357 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 563: -346 656 -591 0 592 -50 -150 25 1,493 0 -560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 94.8 14.3 0.0 3.9 0.0 0.3 0.3 13.6 0.7 0.1: 0.0 0.0
Old : 100.0: 67.9 94.8 14.3 0.0 3.9 0.0 0.3 0.3 13.6 0.7 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 : 39: 23 27 . 0 . 0 . . 5 . .:
Old : 39: 23 27 . 0 . 0 . . 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 : 44.7 55.6 66.1 77.5 38.6 42.1 55.8 55.7
Old : 44.7 55.6 66.1 77.5 38.6 42.1 55.8 55.7
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, March 28, 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 : 428,534: 383,771 301,333 0 93,423 23,394 11,736 0 0 3,641 4,392 5,992: 0 0
Old : 428,534: 383,771 301,333 0 93,423 23,394 11,736 0 0 3,641 4,392 5,992: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 400: -192 5,496 0 1,432 -1,032 0 0 0 2,708 -4,412 -1,084: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 70.3 0.0 21.8 5.5 2.7 0.0 0.0 0.8 1.0 1.4: 0.0 0.0
Old : 100.0: 89.6 70.3 0.0 21.8 5.5 2.7 0.0 0.0 0.8 1.0 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 : 34: 19 22 0 . . . 0 0 . . .:
Old : 34: 19 22 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 : 59.1 50.2 77.0 75.3 44.8 42.9 50.6 49.1
Old : 59.1 50.2 77.0 75.3 44.8 42.9 50.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 1,300,936: 1,059,727 1,031,364 142,066 63,015 53,469 4,269 57,424 16,398 22,771 77,030 2,236: 0 0
Old : 1,300,936: 1,059,727 1,031,364 142,066 63,015 53,469 4,269 57,424 16,398 22,771 77,030 2,236: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 3,126: -107 -9,041 1,544 8,925 2,874 0 1,185 -1,185 0 368 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 79.3 10.9 4.8 4.1 0.3 4.4 1.3 1.8 5.9 0.2: 0.0 0.0
Old : 100.0: 81.5 79.3 10.9 4.8 4.1 0.3 4.4 1.3 1.8 5.9 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 : 55: 32 35 . . 4 . . . 4 . .:
Old : 55: 32 35 . . 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 : 40.4 45.8 64.7 66.5 34.4 37.0 49.3 51.0
Old : 40.4 45.8 64.7 66.5 34.4 37.0 49.3 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 67,012: 55,240 41,328 7,005 18,860 1,319 0 2,134 679 1,762 1,685 1,007: 0 0
Old : 67,012: 55,240 41,328 7,005 18,860 1,319 0 2,134 679 1,762 1,685 1,007: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,879: 2,344 1,672 -513 1,069 -156 0 39 261 815 -134 128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 61.7 10.5 28.1 2.0 0.0 3.2 1.0 2.6 2.5 1.5: 0.0 0.0
Old : 100.0: 82.4 61.7 10.5 28.1 2.0 0.0 3.2 1.0 2.6 2.5 1.5: 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 : 39: 20 21 . . . 0 . . 4 4 5:
Old : 39: 20 21 . . . 0 . . 4 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 : 71.8 76.3 83.8 85.7 69.7 68.2 76.3 75.2
Old : 71.8 76.3 83.8 85.7 69.7 68.2 76.3 75.2
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, March 28, 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 : 300,947: 247,290 187,531 46,593 95,494 5,848 0 3,232 0 1,216 8,842 0: 0 0
Old : 300,947: 247,290 187,531 46,593 95,494 5,848 0 3,232 0 1,216 8,842 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 4,464: 264 7,024 -8 -5,472 4,208 0 0 0 0 -1,296 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 62.3 15.5 31.7 1.9 0.0 1.1 0.0 0.4 2.9 0.0: 0.0 0.0
Old : 100.0: 82.2 62.3 15.5 31.7 1.9 0.0 1.1 0.0 0.4 2.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 . . . 0 . 0 . . 0:
Old : 27: 14 15 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 72.7 90.0 87.0 77.2 62.0 80.3 74.3
Old : 77.7 72.7 90.0 87.0 77.2 62.0 80.3 74.3
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, March 28, 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 : 340,521: 249,332 281,426 46,134 7,872 37,183 0 6,168 7,872 0 0 0: 0 0
Old : 340,521: 249,332 281,426 46,134 7,872 37,183 0 6,168 7,872 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 29,567: 22,167 23,399 1,232 0 6,168 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 82.6 13.5 2.3 10.9 0.0 1.8 2.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.2 82.6 13.5 2.3 10.9 0.0 1.8 2.3 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 : 32: 19 19 . . . 0 . . 0 0 0:
Old : 32: 19 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 50.1 73.8 75.6 39.6 42.9 52.5 58.9
Old : 55.5 50.1 73.8 75.6 39.6 42.9 52.5 58.9
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, March 28, 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 : 23,380: 18,231 20,165 2,050 0 2,141 0 91 296 302 69 0: 360 618
Old : 23,380: 18,231 20,165 2,050 0 2,141 0 91 296 302 69 0: 360 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,245: 898 687 -531 0 558 0 0 0 22 0 0: 298 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 86.2 8.8 0.0 9.2 0.0 0.4 1.3 1.3 0.3 0.0: 1.5 2.6
Old : 100.0: 78.0 86.2 8.8 0.0 9.2 0.0 0.4 1.3 1.3 0.3 0.0: 1.5 2.6
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 : 29: 17 18 . 0 . 0 . . . . 0:
Old : 29: 17 18 . 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 : 49.8 57.1 69.4 78.4 41.1 51.5 53.1 61.0
Old : 49.8 57.1 69.4 78.4 41.1 51.5 53.1 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, March 28, 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 : 57,013: 32,153 30,816 22,179 16,085 2,142 0 0 0 270 7,850 0: 269 120
Old : 57,013: 32,153 30,816 22,179 16,085 2,142 0 0 0 270 7,850 0: 269 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 3,182: 1,437 -725 1,803 2,160 -53 0 0 0 0 1,800 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 54.1 38.9 28.2 3.8 0.0 0.0 0.0 0.5 13.8 0.0: 0.5 0.2
Old : 100.0: 56.4 54.1 38.9 28.2 3.8 0.0 0.0 0.0 0.5 13.8 0.0: 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 : 37: 26 24 . . . 0 0 0 . . 0:
Old : 37: 26 24 . . . 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 : 59.3 60.1 73.6 77.1 57.0 57.2 66.2 70.3
Old : 59.3 60.1 73.6 77.1 57.0 57.2 66.2 70.3
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, March 28, 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 : 76,119: 48,914 41,854 25,146 24,755 1,505 0 0 0 345 7,800 0: 209 205
Old : 76,119: 48,914 41,854 25,146 24,755 1,505 0 0 0 345 7,800 0: 209 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 6,546: 4,686 -354 1,860 5,160 -60 0 0 0 50 1,800 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 55.0 33.0 32.5 2.0 0.0 0.0 0.0 0.5 10.2 0.0: 0.3 0.3
Old : 100.0: 64.3 55.0 33.0 32.5 2.0 0.0 0.0 0.0 0.5 10.2 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 25 . . . 0 0 0 . . 0:
Old : 39: 27 25 . . . 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 : 56.8 62.1 73.8 78.2 55.7 60.4 70.7 74.9
Old : 56.8 62.1 73.8 78.2 55.7 60.4 70.7 74.9
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, March 28, 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 : 34,645: 25,450 29,470 4,360 0 3,915 0 0 0 700 1,100 0: 220 160
Old : 34,645: 25,450 29,470 4,360 0 3,915 0 0 0 700 1,100 0: 220 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 800: 800 225 25 0 -25 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 85.1 12.6 0.0 11.3 0.0 0.0 0.0 2.0 3.2 0.0: 0.6 0.5
Old : 100.0: 73.5 85.1 12.6 0.0 11.3 0.0 0.0 0.0 2.0 3.2 0.0: 0.6 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 : 28: 20 15 . 0 . 0 0 0 . . 0:
Old : 28: 20 15 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 72.5 70.9 85.6 40.7 63.9 52.5 67.2
Old : 46.9 72.5 70.9 85.6 40.7 63.9 52.5 67.2
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, March 28, 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 : 272,824: 173,872 257,672 67,984 0 14,416 3,936 0 0 11,880 0 736: 0 0
Old : 272,824: 173,872 257,672 67,984 0 14,416 3,936 0 0 11,880 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -48: -384 -48 336 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 94.4 24.9 0.0 5.3 1.4 0.0 0.0 4.4 0.0 0.3: 0.0 0.0
Old : 100.0: 63.7 94.4 24.9 0.0 5.3 1.4 0.0 0.0 4.4 0.0 0.3: 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: 17 18 . 0 . . 0 0 . 0 .:
Old : 31: 17 18 . 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 : 50.5 70.9 72.7 83.8 43.5 59.8 56.2 68.1
Old : 50.5 70.9 72.7 83.8 43.5 59.8 56.2 68.1
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, March 28, 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 : 7,410: 6,639 4,946 217 1,044 0 426 0 0 0 737 40: 88 643
Old : 7,410: 6,639 4,946 217 1,044 0 426 0 0 0 737 40: 88 643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -56: 414 216 0 -187 0 0 0 0 0 -60 20: -490 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 66.7 2.9 14.1 0.0 5.7 0.0 0.0 0.0 9.9 0.5: 1.2 8.7
Old : 100.0: 89.6 66.7 2.9 14.1 0.0 5.7 0.0 0.0 0.0 9.9 0.5: 1.2 8.7
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: 19 18 . . 0 . 0 0 0 . .:
Old : 26: 19 18 . . 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 : 48.5 47.4 72.0 70.2 45.6 43.4 65.1 61.3
Old : 48.5 47.4 72.0 70.2 45.6 43.4 65.1 61.3
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, March 28, 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 : 42,618: 32,353 38,043 6,895 0 3,365 0 0 0 0 1,100 0: 5 110
Old : 42,618: 32,353 38,043 6,895 0 3,365 0 0 0 0 1,100 0: 5 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 3,345: 3,345 2,745 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 89.3 16.2 0.0 7.9 0.0 0.0 0.0 0.0 2.6 0.0: 0.0 0.3
Old : 100.0: 75.9 89.3 16.2 0.0 7.9 0.0 0.0 0.0 0.0 2.6 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 : 30: 22 21 . 0 . 0 0 0 0 . 0:
Old : 30: 22 21 . 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 : 43.3 69.1 73.6 82.9 34.5 61.3 53.8 66.1
Old : 43.3 69.1 73.6 82.9 34.5 61.3 53.8 66.1
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,831: 19,291 19,646 2,390 3,215 2,970 0 0 0 1,000 0 0: 180 0
Old : 25,831: 19,291 19,646 2,390 3,215 2,970 0 0 0 1,000 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 230: 310 270 -120 0 70 0 0 0 0 0 0: -30 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 76.1 9.3 12.4 11.5 0.0 0.0 0.0 3.9 0.0 0.0: 0.7 0.0
Old : 100.0: 74.7 76.1 9.3 12.4 11.5 0.0 0.0 0.0 3.9 0.0 0.0: 0.7 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: 19 18 . . . 0 0 0 . 0 0:
Old : 26: 19 18 . . . 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 : 53.6 67.7 72.7 91.1 44.7 58.1 61.4 72.9
Old : 53.6 67.7 72.7 91.1 44.7 58.1 61.4 72.9
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, March 28, 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 : 19,244: 14,752 14,252 1,736 2,945 939 426 86 0 690 0 422: 279 600
Old : 19,244: 14,752 14,252 1,736 2,945 939 426 86 0 690 0 422: 279 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 196: 513 127 -295 -59 20 0 86 0 0 0 0: -42 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 74.1 9.0 15.3 4.9 2.2 0.4 0.0 3.6 0.0 2.2: 1.4 3.1
Old : 100.0: 76.7 74.1 9.0 15.3 4.9 2.2 0.4 0.0 3.6 0.0 2.2: 1.4 3.1
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 : 32: 19 19 . . . . . 0 . 0 .:
Old : 32: 19 19 . . . . . 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 : 44.7 52.8 70.0 74.8 35.0 49.6 52.3 64.1
Old : 44.7 52.8 70.0 74.8 35.0 49.6 52.3 64.1
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, March 28, 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 : 57,474: 52,991 46,437 1,749 3,592 2,007 0 160 0 330 4,718 370: 27 190
Old : 57,474: 52,991 46,437 1,749 3,592 2,007 0 160 0 330 4,718 370: 27 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,371: 1,309 979 0 -159 62 0 0 0 0 500 -10: 10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 80.8 3.0 6.2 3.5 0.0 0.3 0.0 0.6 8.2 0.6: 0.0 0.3
Old : 100.0: 92.2 80.8 3.0 6.2 3.5 0.0 0.3 0.0 0.6 8.2 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 : 40: 26 21 . . . 0 . 0 . . .:
Old : 40: 26 21 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 53.4 75.3 78.9 49.6 46.5 70.5 69.8
Old : 49.7 53.4 75.3 78.9 49.6 46.5 70.5 69.8
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, March 28, 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 : 78,070: 71,005 53,284 2,307 3,888 2,681 410 632 276 451 16,354 884: 56 71
Old : 78,070: 71,005 53,284 2,307 3,888 2,681 410 632 276 451 16,354 884: 56 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 926: 1,010 454 -463 120 344 25 35 0 25 -2 -25: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 68.3 3.0 5.0 3.4 0.5 0.8 0.4 0.6 20.9 1.1: 0.1 0.1
Old : 100.0: 91.0 68.3 3.0 5.0 3.4 0.5 0.8 0.4 0.6 20.9 1.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 28 . . . . . . 5 5 4:
Old : 53: 28 28 . . . . . . 5 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 53.6 65.2 78.0 41.5 50.7 56.8 65.6
Old : 44.2 53.6 65.2 78.0 41.5 50.7 56.8 65.6
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, March 28, 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 : 39,605: 30,980 33,030 5,620 5,060 1,275 0 0 0 1,455 0 0: 275 240
Old : 39,605: 30,980 33,030 5,620 5,060 1,275 0 0 0 1,455 0 0: 275 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 915: 1,415 -45 -1,220 240 720 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 83.4 14.2 12.8 3.2 0.0 0.0 0.0 3.7 0.0 0.0: 0.7 0.6
Old : 100.0: 78.2 83.4 14.2 12.8 3.2 0.0 0.0 0.0 3.7 0.0 0.0: 0.7 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 : 25: 18 8 . . . 0 0 0 . 0 0:
Old : 25: 18 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 96.3 74.6 99.1 51.9 91.7 71.5 91.7
Old : 51.9 96.3 74.6 99.1 51.9 91.7 71.5 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 47,415: 34,675 35,565 8,025 6,980 2,470 0 0 0 2,030 2,400 0: 215 0
Old : 47,415: 34,675 35,565 8,025 6,980 2,470 0 0 0 2,030 2,400 0: 215 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 150: 1,415 -150 -1,325 240 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 75.0 16.9 14.7 5.2 0.0 0.0 0.0 4.3 5.1 0.0: 0.5 0.0
Old : 100.0: 73.1 75.0 16.9 14.7 5.2 0.0 0.0 0.0 4.3 5.1 0.0: 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 : 28: 21 11 . . . 0 0 0 . . 0:
Old : 28: 21 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 : 45.4 92.1 70.7 99.0 45.4 88.4 68.5 92.4
Old : 45.4 92.1 70.7 99.0 45.4 88.4 68.5 92.4
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, March 28, 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 : 290,446: 208,488 262,120 13,404 12,108 13,858 0 0 0 52,786 450 1,910: 0 0
Old : 290,446: 208,488 262,120 13,404 12,108 13,858 0 0 0 52,786 450 1,910: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 14,119: 8,729 11,767 0 -3,128 5,480 0 0 0 -90 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 90.2 4.6 4.2 4.8 0.0 0.0 0.0 18.2 0.2 0.7: 0.0 0.0
Old : 100.0: 71.8 90.2 4.6 4.2 4.8 0.0 0.0 0.0 18.2 0.2 0.7: 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: 21 24 . . . 0 0 0 . . .:
Old : 35: 21 24 . . . 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 : 58.6 48.1 75.9 68.7 55.6 46.6 68.5 61.6
Old : 58.6 48.1 75.9 68.7 55.6 46.6 68.5 61.6
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, March 28, 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 : 24,656: 14,440 20,660 529 403 1,294 0 399 582 6,665 684 358: 788 276
Old : 24,656: 14,440 20,660 529 403 1,294 0 399 582 6,665 684 358: 788 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 283: 212 414 54 -132 86 0 0 0 16 0 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 83.8 2.1 1.6 5.2 0.0 1.6 2.4 27.0 2.8 1.5: 3.2 1.1
Old : 100.0: 58.6 83.8 2.1 1.6 5.2 0.0 1.6 2.4 27.0 2.8 1.5: 3.2 1.1
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 : 39: 20 26 . . . 0 . . . . .:
Old : 39: 20 26 . . . 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 : 59.4 45.2 75.7 58.8 56.9 42.3 67.3 53.5
Old : 59.4 45.2 75.7 58.8 56.9 42.3 67.3 53.5
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, March 28, 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 : 38,663: 28,452 37,781 8,624 0 258 574 0 0 374 243 381: 0 0
Old : 38,663: 28,452 37,781 8,624 0 258 574 0 0 374 243 381: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,048: 330 666 332 0 180 26 0 0 -22 0 202: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 97.7 22.3 0.0 0.7 1.5 0.0 0.0 1.0 0.6 1.0: 0.0 0.0
Old : 100.0: 73.6 97.7 22.3 0.0 0.7 1.5 0.0 0.0 1.0 0.6 1.0: 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 : 29: 15 16 . 0 . . 0 0 . . .:
Old : 29: 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 : 74.4 83.8 92.1 93.5 70.9 77.7 82.7 83.6
Old : 74.4 83.8 92.1 93.5 70.9 77.7 82.7 83.6
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, March 28, 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 : 315,741: 266,753 218,185 7,872 45,428 33,328 4,680 15,692 3,108 0 0 0: 0 0
Old : 315,741: 266,753 218,185 7,872 45,428 33,328 4,680 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: March 21, 2017 :
: 11,664: 11,664 11,664 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 69.1 2.5 14.4 10.6 1.5 5.0 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.5 69.1 2.5 14.4 10.6 1.5 5.0 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: 15 14 . . . . . . 0 0 0:
Old : 26: 15 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 70.6 86.7 88.4 65.2 54.6 74.5 71.2
Old : 70.0 70.6 86.7 88.4 65.2 54.6 74.5 71.2
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, March 28, 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 : 19,451: 14,690 14,389 184 674 1,742 945 0 1,018 0 606 84: 788 938
Old : 19,451: 14,690 14,389 184 674 1,742 945 0 1,018 0 606 84: 788 938
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 625: 625 605 0 20 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 74.0 0.9 3.5 9.0 4.9 0.0 5.2 0.0 3.1 0.4: 4.1 4.8
Old : 100.0: 75.5 74.0 0.9 3.5 9.0 4.9 0.0 5.2 0.0 3.1 0.4: 4.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 . . . . 0 . 0 . .:
Old : 23: 13 13 . . . . 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 : 58.6 66.3 76.9 82.8 52.0 54.0 63.2 62.5
Old : 58.6 66.3 76.9 82.8 52.0 54.0 63.2 62.5
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, March 28, 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 : 13,593: 10,653 10,692 2,406 1,253 66 0 443 86 106 306 170: 106 577
Old : 13,593: 10,653 10,692 2,406 1,253 66 0 443 86 106 306 170: 106 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 661: 639 683 68 23 -23 0 -22 0 0 0 0: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 78.7 17.7 9.2 0.5 0.0 3.3 0.6 0.8 2.3 1.3: 0.8 4.2
Old : 100.0: 78.4 78.7 17.7 9.2 0.5 0.0 3.3 0.6 0.8 2.3 1.3: 0.8 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 : 31: 18 18 . . . 0 . . . . .:
Old : 31: 18 18 . . . 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 : 61.1 43.1 78.9 64.6 46.1 31.9 57.5 49.5
Old : 61.1 43.1 78.9 64.6 46.1 31.9 57.5 49.5
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, March 28, 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 : 160,980: 119,267 109,376 41,713 45,324 0 0 6,280 0 0 0 0: 0 0
Old : 160,980: 119,267 109,376 41,713 45,324 0 0 6,280 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 5,159: 5,447 5,159 -288 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 67.9 25.9 28.2 0.0 0.0 3.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.1 67.9 25.9 28.2 0.0 0.0 3.9 0.0 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 : 27: 19 14 . . 0 0 . 0 0 0 0:
Old : 27: 19 14 . . 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 : 67.9 63.4 84.7 86.0 57.6 58.2 72.8 72.4
Old : 67.9 63.4 84.7 86.0 57.6 58.2 72.8 72.4
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, March 28, 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 : 20,533: 15,634 11,720 945 4,226 2,409 0 483 1,359 134 284 52: 0 0
Old : 20,533: 15,634 11,720 945 4,226 2,409 0 483 1,359 134 284 52: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 0: 25 205 0 -205 0 0 25 -25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 57.1 4.6 20.6 11.7 0.0 2.4 6.6 0.7 1.4 0.3: 0.0 0.0
Old : 100.0: 76.1 57.1 4.6 20.6 11.7 0.0 2.4 6.6 0.7 1.4 0.3: 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 : 24: 17 13 . . . 0 . . . . .:
Old : 24: 17 13 . . . 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 : 56.9 63.3 80.5 86.3 49.6 49.5 63.5 61.6
Old : 56.9 63.3 80.5 86.3 49.6 49.5 63.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 186,472: 140,627 97,437 20,129 60,087 25,716 0 0 0 0 3,232 0: 0 0
Old : 186,472: 140,627 97,437 20,129 60,087 25,716 0 0 0 0 3,232 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 52.3 10.8 32.2 13.8 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 75.4 52.3 10.8 32.2 13.8 0.0 0.0 0.0 0.0 1.7 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 : 20: 12 13 . . . 0 0 0 0 . 0:
Old : 20: 12 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 : 78.2 77.7 93.4 92.5 67.5 62.4 74.4 73.5
Old : 78.2 77.7 93.4 92.5 67.5 62.4 74.4 73.5
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,515: 12,595 15,130 1,170 55 2,935 370 0 350 280 0 45: 770 0
Old : 18,515: 12,595 15,130 1,170 55 2,935 370 0 350 280 0 45: 770 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 90: 90 265 -100 -325 100 -50 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 81.7 6.3 0.3 15.9 2.0 0.0 1.9 1.5 0.0 0.2: 4.2 0.0
Old : 100.0: 68.0 81.7 6.3 0.3 15.9 2.0 0.0 1.9 1.5 0.0 0.2: 4.2 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 : 27: 18 15 . . . . 0 . . 0 .:
Old : 27: 18 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 : 72.0 85.0 83.1 95.1 54.8 71.2 61.8 72.5
Old : 72.0 85.0 83.1 95.1 54.8 71.2 61.8 72.5
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,765: 13,480 15,295 1,170 155 2,765 370 0 350 130 0 200: 300 0
Old : 18,765: 13,480 15,295 1,170 155 2,765 370 0 350 130 0 200: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 90: 190 265 -100 -225 0 -50 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 81.5 6.2 0.8 14.7 2.0 0.0 1.9 0.7 0.0 1.1: 1.6 0.0
Old : 100.0: 71.8 81.5 6.2 0.8 14.7 2.0 0.0 1.9 0.7 0.0 1.1: 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 : 31: 21 16 . . . . 0 . . 0 .:
Old : 31: 21 16 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 83.8 82.6 93.7 54.4 71.3 62.5 73.5
Old : 70.4 83.8 82.6 93.7 54.4 71.3 62.5 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 12,110: 9,990 6,325 1,375 5,520 265 0 0 0 180 0 0: 300 0
Old : 12,110: 9,990 6,325 1,375 5,520 265 0 0 0 180 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 0: -25 0 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 52.2 11.4 45.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 2.5 0.0
Old : 100.0: 82.5 52.2 11.4 45.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 2.5 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 : 22: 9 10 . . . 0 0 0 . 0 0:
Old : 22: 9 10 . . . 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 : 71.7 77.0 92.1 90.8 64.6 77.0 85.0 88.4
Old : 71.7 77.0 92.1 90.8 64.6 77.0 85.0 88.4
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, March 28, 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 : 34,475: 9,732 28,410 20,575 3,425 2,610 1,100 0 0 50 0 0: 408 30
Old : 34,475: 9,732 28,410 20,575 3,425 2,610 1,100 0 0 50 0 0: 408 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 965: 425 1,005 -250 0 35 775 0 -75 50 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 82.4 59.7 9.9 7.6 3.2 0.0 0.0 0.1 0.0 0.0: 1.2 0.1
Old : 100.0: 28.2 82.4 59.7 9.9 7.6 3.2 0.0 0.0 0.1 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 12 . . . . 0 0 . 0 0:
Old : 25: 14 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 : 77.0 80.0 88.7 96.6 70.7 73.2 79.3 82.2
Old : 77.0 80.0 88.7 96.6 70.7 73.2 79.3 82.2
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, March 28, 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: 8,320 25,775 18,115 2,375 4,080 1,100 0 0 220 0 15: 395 0
Old : 32,245: 8,320 25,775 18,115 2,375 4,080 1,100 0 0 220 0 15: 395 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,080: 275 1,105 -100 0 50 775 0 -75 150 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 79.9 56.2 7.4 12.7 3.4 0.0 0.0 0.7 0.0 0.0: 1.2 0.0
Old : 100.0: 25.8 79.9 56.2 7.4 12.7 3.4 0.0 0.0 0.7 0.0 0.0: 1.2 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 : 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 : 76.7 81.6 89.6 97.1 67.7 69.5 76.5 80.8
Old : 76.7 81.6 89.6 97.1 67.7 69.5 76.5 80.8
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, March 28, 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 : 15,835: 12,360 13,680 1,730 0 1,545 0 550 0 0 0 0: 200 60
Old : 15,835: 12,360 13,680 1,730 0 1,545 0 550 0 0 0 0: 200 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 45: 620 0 -340 0 45 0 0 0 0 0 0: -280 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 86.4 10.9 0.0 9.8 0.0 3.5 0.0 0.0 0.0 0.0: 1.3 0.4
Old : 100.0: 78.1 86.4 10.9 0.0 9.8 0.0 3.5 0.0 0.0 0.0 0.0: 1.3 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: 11 11 . 0 . 0 . 0 0 0 0:
Old : 22: 11 11 . 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 : 65.4 76.4 89.6 92.0 62.4 74.7 81.0 83.6
Old : 65.4 76.4 89.6 92.0 62.4 74.7 81.0 83.6
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, March 28, 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 : 20,293: 19,703 10,718 0 8,370 475 0 150 0 0 500 75: 40 5
Old : 20,293: 19,703 10,718 0 8,370 475 0 150 0 0 500 75: 40 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 400: 430 -165 0 165 0 0 0 0 0 400 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.1 52.8 0.0 41.2 2.3 0.0 0.7 0.0 0.0 2.5 0.4: 0.2 0.0
Old : 100.0: 97.1 52.8 0.0 41.2 2.3 0.0 0.7 0.0 0.0 2.5 0.4: 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 : 27: 14 15 0 . . 0 . 0 0 . .:
Old : 27: 14 15 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 64.3 91.9 84.1 73.8 61.9 83.8 78.6
Old : 76.4 64.3 91.9 84.1 73.8 61.9 83.8 78.6
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, March 28, 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 : 22,082: 21,087 11,992 0 8,780 830 0 150 0 100 300 25: 40 5
Old : 22,082: 21,087 11,992 0 8,780 830 0 150 0 100 300 25: 40 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 395: 450 130 0 -35 0 0 0 0 0 300 0: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 54.3 0.0 39.8 3.8 0.0 0.7 0.0 0.5 1.4 0.1: 0.2 0.0
Old : 100.0: 95.5 54.3 0.0 39.8 3.8 0.0 0.7 0.0 0.5 1.4 0.1: 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 : 25: 14 12 0 . . 0 . 0 . . .:
Old : 25: 14 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 : 71.9 75.8 88.3 93.7 62.8 57.6 74.7 72.5
Old : 71.9 75.8 88.3 93.7 62.8 57.6 74.7 72.5
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, March 28, 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 : 106,809: 93,024 77,577 3,470 16,410 9,060 270 1,557 530 370 1,630 45: 40 0
Old : 106,809: 93,024 77,577 3,470 16,410 9,060 270 1,557 530 370 1,630 45: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -745: -1,460 -305 505 -830 40 0 325 50 295 -5 -20: -155 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 72.6 3.2 15.4 8.5 0.3 1.5 0.5 0.3 1.5 0.0: 0.0 0.0
Old : 100.0: 87.1 72.6 3.2 15.4 8.5 0.3 1.5 0.5 0.3 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 : 52: 32 30 . . 4 . . . . 4 .:
Old : 52: 32 30 . . 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 : 46.1 58.4 70.9 83.9 45.7 52.4 62.0 67.0
Old : 46.1 58.4 70.9 83.9 45.7 52.4 62.0 67.0
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, March 28, 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 : 127,902: 110,135 95,425 5,185 13,828 11,257 470 5,042 405 210 1,730 210: 30 5
Old : 127,902: 110,135 95,425 5,185 13,828 11,257 470 5,042 405 210 1,730 210: 30 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 130: -10 1,585 290 -730 -225 0 -275 -150 210 -100 50: -35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 74.6 4.1 10.8 8.8 0.4 3.9 0.3 0.2 1.4 0.2: 0.0 0.0
Old : 100.0: 86.1 74.6 4.1 10.8 8.8 0.4 3.9 0.3 0.2 1.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 31 . . 4 . . . . 4 4:
Old : 53: 34 31 . . 4 . . . . 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 : 43.1 58.2 62.4 79.2 42.0 49.1 56.6 65.7
Old : 43.1 58.2 62.4 79.2 42.0 49.1 56.6 65.7
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, March 28, 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 : 195,303: 151,002 143,847 15,099 6,891 7,826 5,210 6,998 8,555 4,130 17,698 3,431: 50 57
Old : 195,303: 151,002 143,847 15,099 6,891 7,826 5,210 6,998 8,555 4,130 17,698 3,431: 50 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,844: 1,789 2,209 164 300 -865 30 -51 0 576 95 157: -7 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 73.7 7.7 3.5 4.0 2.7 3.6 4.4 2.1 9.1 1.8: 0.0 0.0
Old : 100.0: 77.3 73.7 7.7 3.5 4.0 2.7 3.6 4.4 2.1 9.1 1.8: 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: 37 40 4 . 4 . 5 . 6 8 9:
Old : 73: 37 40 4 . 4 . 5 . 6 8 9:
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 : 36.5 57.5 56.4 72.0 33.5 51.5 49.2 59.6
Old : 36.5 57.5 56.4 72.0 33.5 51.5 49.2 59.6
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, March 28, 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 : 126,463: 114,835 94,825 5,273 17,237 2,953 0 3,993 2,105 1,023 5,085 225: 49 40
Old : 126,463: 114,835 94,825 5,273 17,237 2,953 0 3,993 2,105 1,023 5,085 225: 49 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 2,057: 1,147 2,581 -21 -835 331 0 5 0 608 -25 0: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 75.0 4.2 13.6 2.3 0.0 3.2 1.7 0.8 4.0 0.2: 0.0 0.0
Old : 100.0: 90.8 75.0 4.2 13.6 2.3 0.0 3.2 1.7 0.8 4.0 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 : 50: 31 30 . . 4 0 4 . . 4 .:
Old : 50: 31 30 . . 4 0 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 : 38.7 65.9 60.3 80.5 38.6 57.4 55.3 66.6
Old : 38.7 65.9 60.3 80.5 38.6 57.4 55.3 66.6
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,595: 41,340 39,745 3,530 5,660 3,560 180 575 0 835 0 30: 120 25
Old : 49,595: 41,340 39,745 3,530 5,660 3,560 180 575 0 835 0 30: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 500: 650 -100 -200 450 50 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 80.1 7.1 11.4 7.2 0.4 1.2 0.0 1.7 0.0 0.1: 0.2 0.1
Old : 100.0: 83.4 80.1 7.1 11.4 7.2 0.4 1.2 0.0 1.7 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 : 30: 20 9 . . . . . 0 . 0 .:
Old : 30: 20 9 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 93.1 81.2 97.7 58.6 85.7 75.3 88.4
Old : 60.2 93.1 81.2 97.7 58.6 85.7 75.3 88.4
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, March 28, 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 : 46,235: 38,295 40,175 2,955 1,045 4,295 0 575 0 595 75 0: 95 70
Old : 46,235: 38,295 40,175 2,955 1,045 4,295 0 575 0 595 75 0: 95 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 145: 565 -185 -150 450 -220 0 100 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 86.9 6.4 2.3 9.3 0.0 1.2 0.0 1.3 0.2 0.0: 0.2 0.2
Old : 100.0: 82.8 86.9 6.4 2.3 9.3 0.0 1.2 0.0 1.3 0.2 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 8 . . . 0 . 0 . . 0:
Old : 29: 20 8 . . . 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 : 63.6 94.0 82.2 98.5 60.0 84.2 75.5 87.3
Old : 63.6 94.0 82.2 98.5 60.0 84.2 75.5 87.3
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, March 28, 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 : 29,961: 26,496 20,008 0 7,533 2,100 950 0 250 0 0 0: 165 70
Old : 29,961: 26,496 20,008 0 7,533 2,100 950 0 250 0 0 0: 165 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -216: -210 482 0 -702 -6 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 66.8 0.0 25.1 7.0 3.2 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Old : 100.0: 88.4 66.8 0.0 25.1 7.0 3.2 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 22 0 . . . 0 . 0 0 0:
Old : 32: 23 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 : 46.6 49.6 69.6 76.7 39.4 43.8 57.5 67.4
Old : 46.6 49.6 69.6 76.7 39.4 43.8 57.5 67.4
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, March 28, 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 : 20,969: 15,629 16,859 795 1,445 2,545 750 0 0 1,250 0 0: 0 120
Old : 20,969: 15,629 16,859 795 1,445 2,545 750 0 0 1,250 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -236: -211 -176 95 60 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 80.4 3.8 6.9 12.1 3.6 0.0 0.0 6.0 0.0 0.0: 0.0 0.6
Old : 100.0: 74.5 80.4 3.8 6.9 12.1 3.6 0.0 0.0 6.0 0.0 0.0: 0.0 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 : 26: 18 16 . . . . 0 0 . 0 0:
Old : 26: 18 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 : 43.0 56.2 66.0 84.9 38.3 49.6 54.0 69.4
Old : 43.0 56.2 66.0 84.9 38.3 49.6 54.0 69.4
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, March 28, 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 : 151,870: 101,181 86,480 2,856 21,307 29,713 7,160 0 10,960 0 3,410 0: 0 0
Old : 151,870: 101,181 86,480 2,856 21,307 29,713 7,160 0 10,960 0 3,410 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 425: 0 1,055 425 -630 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 56.9 1.9 14.0 19.6 4.7 0.0 7.2 0.0 2.2 0.0: 0.0 0.0
Old : 100.0: 66.6 56.9 1.9 14.0 19.6 4.7 0.0 7.2 0.0 2.2 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 : 25: 17 13 . . . . 0 . 0 . 0:
Old : 25: 17 13 . . . . 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 : 54.1 70.8 84.3 86.7 30.6 39.7 37.4 43.1
Old : 54.1 70.8 84.3 86.7 30.6 39.7 37.4 43.1
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, March 28, 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 : 31,337: 24,282 29,577 5,560 250 50 0 0 0 0 0 0: 1,445 1,460
Old : 31,337: 24,282 29,577 5,560 250 50 0 0 0 0 0 0: 1,445 1,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 870: 825 525 -255 0 50 0 0 0 0 0 0: 250 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 94.4 17.7 0.8 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 4.7
Old : 100.0: 77.5 94.4 17.7 0.8 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 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 : 22: 14 14 . . . 0 0 0 0 0 0:
Old : 22: 14 14 . . . 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 : 76.5 62.3 90.7 85.4 63.6 56.5 73.8 71.7
Old : 76.5 62.3 90.7 85.4 63.6 56.5 73.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,170: 21,005 26,605 5,975 250 0 0 0 0 0 0 0: 1,190 1,315
Old : 28,170: 21,005 26,605 5,975 250 0 0 0 0 0 0 0: 1,190 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 645: 600 600 45 0 0 0 0 0 0 0 0: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 94.4 21.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 4.7
Old : 100.0: 74.6 94.4 21.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 15 . . 0 0 0 0 0 0 0:
Old : 20: 12 15 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 63.0 94.1 86.5 69.2 55.6 73.8 70.4
Old : 84.0 63.0 94.1 86.5 69.2 55.6 73.8 70.4
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, March 28, 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 : 28,376: 17,923 20,850 6,690 3,598 1,577 125 975 0 1,339 1,100 0: 722 276
Old : 28,376: 17,923 20,850 6,690 3,598 1,577 125 975 0 1,339 1,100 0: 722 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -465: -240 -161 -225 -304 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 73.5 23.6 12.7 5.6 0.4 3.4 0.0 4.7 3.9 0.0: 2.5 1.0
Old : 100.0: 63.2 73.5 23.6 12.7 5.6 0.4 3.4 0.0 4.7 3.9 0.0: 2.5 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 : 30: 16 15 . . . . . 0 . . 0:
Old : 30: 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 : 51.3 49.9 79.2 71.6 46.4 48.8 69.4 66.8
Old : 51.3 49.9 79.2 71.6 46.4 48.8 69.4 66.8
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, March 28, 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 : 17,965: 14,086 14,131 1,370 2,842 690 300 0 0 852 0 7: 660 295
Old : 17,965: 14,086 14,131 1,370 2,842 690 300 0 0 852 0 7: 660 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 25: 250 265 -225 -240 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 78.7 7.6 15.8 3.8 1.7 0.0 0.0 4.7 0.0 0.0: 3.7 1.6
Old : 100.0: 78.4 78.7 7.6 15.8 3.8 1.7 0.0 0.0 4.7 0.0 0.0: 3.7 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 : 26: 14 14 . . . . 0 0 . 0 .:
Old : 26: 14 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 : 52.0 53.8 72.0 76.3 46.4 53.6 63.5 71.6
Old : 52.0 53.8 72.0 76.3 46.4 53.6 63.5 71.6
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, March 28, 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 : 35,103: 31,703 16,749 653 13,104 556 0 3,727 0 1,567 475 420: 204 72
Old : 35,103: 31,703 16,749 653 13,104 556 0 3,727 0 1,567 475 420: 204 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,251: 1,661 711 -110 750 -300 0 90 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 47.7 1.9 37.3 1.6 0.0 10.6 0.0 4.5 1.4 1.2: 0.6 0.2
Old : 100.0: 90.3 47.7 1.9 37.3 1.6 0.0 10.6 0.0 4.5 1.4 1.2: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 18 . . . 0 . 0 4 . .:
Old : 40: 24 18 . . . 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 : 56.5 52.3 71.5 77.7 53.0 50.3 64.6 75.6
Old : 56.5 52.3 71.5 77.7 53.0 50.3 64.6 75.6
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, March 28, 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 : 22,239: 20,804 15,101 0 5,713 1,305 45 0 5 0 0 0: 80 115
Old : 22,239: 20,804 15,101 0 5,713 1,305 45 0 5 0 0 0: 80 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,268: 1,733 454 0 1,114 -300 0 0 0 0 0 0: -165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 67.9 0.0 25.7 5.9 0.2 0.0 0.0 0.0 0.0 0.0: 0.4 0.5
Old : 100.0: 93.5 67.9 0.0 25.7 5.9 0.2 0.0 0.0 0.0 0.0 0.0: 0.4 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 : 31: 21 15 0 4 . . 0 . 0 0 0:
Old : 31: 21 15 0 4 . . 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 : 53.4 60.1 74.2 81.3 50.3 57.2 67.9 75.2
Old : 53.4 60.1 74.2 81.3 50.3 57.2 67.9 75.2
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, March 28, 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 : 22,090: 13,827 18,768 6,941 540 1,092 0 600 0 0 1,005 85: 145 0
Old : 22,090: 13,827 18,768 6,941 540 1,092 0 600 0 0 1,005 85: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 900: 676 1,020 600 -120 0 0 0 0 0 0 0: -376 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 85.0 31.4 2.4 4.9 0.0 2.7 0.0 0.0 4.5 0.4: 0.7 0.0
Old : 100.0: 62.6 85.0 31.4 2.4 4.9 0.0 2.7 0.0 0.0 4.5 0.4: 0.7 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 : 29: 18 14 4 . . 0 . 0 0 . .:
Old : 29: 18 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 : 57.5 69.8 81.6 85.4 52.5 67.4 76.6 80.9
Old : 57.5 69.8 81.6 85.4 52.5 67.4 76.6 80.9
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, March 28, 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 : 35,432: 32,187 22,200 2,040 11,427 900 0 525 0 50 0 0: 255 380
Old : 35,432: 32,187 22,200 2,040 11,427 900 0 525 0 50 0 0: 255 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -209: -164 436 -40 -650 0 0 0 0 0 0 0: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 62.7 5.8 32.3 2.5 0.0 1.5 0.0 0.1 0.0 0.0: 0.7 1.1
Old : 100.0: 90.8 62.7 5.8 32.3 2.5 0.0 1.5 0.0 0.1 0.0 0.0: 0.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 20 . . . 0 . 0 . 0 0:
Old : 31: 24 20 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 52.6 64.2 78.0 40.6 49.3 59.6 68.7
Old : 41.6 52.6 64.2 78.0 40.6 49.3 59.6 68.7
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, March 28, 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 : 18,450: 13,062 14,987 3,060 1,370 1,745 0 0 0 505 0 8: 70 340
Old : 18,450: 13,062 14,987 3,060 1,370 1,745 0 0 0 505 0 8: 70 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -190: 429 -341 -5 420 -245 0 0 0 0 0 0: -369 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 81.2 16.6 7.4 9.5 0.0 0.0 0.0 2.7 0.0 0.0: 0.4 1.8
Old : 100.0: 70.8 81.2 16.6 7.4 9.5 0.0 0.0 0.0 2.7 0.0 0.0: 0.4 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 : 23: 18 14 . . . 0 0 0 . 0 .:
Old : 23: 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 : 44.8 78.8 68.3 92.6 37.7 67.5 52.0 67.9
Old : 44.8 78.8 68.3 92.6 37.7 67.5 52.0 67.9
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, March 28, 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 : 14,265: 8,260 10,415 1,625 310 3,015 0 0 0 695 0 0: 670 525
Old : 14,265: 8,260 10,415 1,625 310 3,015 0 0 0 695 0 0: 670 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 295: 455 50 -215 310 -5 0 0 0 0 0 0: 60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 73.0 11.4 2.2 21.1 0.0 0.0 0.0 4.9 0.0 0.0: 4.7 3.7
Old : 100.0: 57.9 73.0 11.4 2.2 21.1 0.0 0.0 0.0 4.9 0.0 0.0: 4.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 13 . . . 0 0 0 . 0 0:
Old : 22: 17 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 : 47.4 59.5 72.4 82.0 29.9 33.2 40.1 45.5
Old : 47.4 59.5 72.4 82.0 29.9 33.2 40.1 45.5
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,320: 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0: 4,268 4,418
Old : 39,320: 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0: 4,268 4,418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 75.3 29.4 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.9 11.2
Old : 100.0: 59.8 75.3 29.4 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 18 . . 0 0 0 0 0 . 0:
Old : 23: 12 18 . . 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 : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3
Old : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3
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, March 28, 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 : 36,816: 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0: 4,173 4,323
Old : 36,816: 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0: 4,173 4,323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 73.4 29.1 12.9 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 11.3 11.7
Old : 100.0: 59.6 73.4 29.1 12.9 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 11.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 18 . . 0 0 0 0 0 . 0:
Old : 23: 10 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9
Old : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9
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, March 28, 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 : 41,495: 37,865 8,255 900 6,065 480 0 12,900 300 75 11,970 105: 1,770 1,420
Old : 41,495: 37,865 8,255 900 6,065 480 0 12,900 300 75 11,970 105: 1,770 1,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 955: 1,100 200 0 800 0 0 0 0 -100 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 19.9 2.2 14.6 1.2 0.0 31.1 0.7 0.2 28.8 0.3: 4.3 3.4
Old : 100.0: 91.3 19.9 2.2 14.6 1.2 0.0 31.1 0.7 0.2 28.8 0.3: 4.3 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 : 29: 15 16 . . . 0 . . . . .:
Old : 29: 15 16 . . . 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 : 73.3 74.4 85.9 86.3 69.9 73.2 80.5 79.5
Old : 73.3 74.4 85.9 86.3 69.9 73.2 80.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,895: 35,850 8,530 650 7,825 530 0 12,675 510 0 7,720 0: 1,355 1,105
Old : 38,895: 35,850 8,530 650 7,825 530 0 12,675 510 0 7,720 0: 1,355 1,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 1,025: 1,100 200 0 800 0 0 0 0 -75 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 21.9 1.7 20.1 1.4 0.0 32.6 1.3 0.0 19.8 0.0: 3.5 2.8
Old : 100.0: 92.2 21.9 1.7 20.1 1.4 0.0 32.6 1.3 0.0 19.8 0.0: 3.5 2.8
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 : 29: 15 15 . . . 0 . . 0 4 0:
Old : 29: 15 15 . . . 0 . . 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 72.4 86.4 86.4 73.5 70.6 83.6 79.0
Old : 74.0 72.4 86.4 86.4 73.5 70.6 83.6 79.0
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,098: 20,540 30,770 9,547 875 3,988 1,590 0 190 1,875 1,955 45: 1,323 1,275
Old : 39,098: 20,540 30,770 9,547 875 3,988 1,590 0 190 1,875 1,955 45: 1,323 1,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 790: 170 855 95 0 0 700 0 -150 0 50 -50: 25 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 78.7 24.4 2.2 10.2 4.1 0.0 0.5 4.8 5.0 0.1: 3.4 3.3
Old : 100.0: 52.5 78.7 24.4 2.2 10.2 4.1 0.0 0.5 4.8 5.0 0.1: 3.4 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: 15 9 . . . . 0 . . . .:
Old : 25: 15 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 : 59.8 80.6 82.8 93.8 51.6 71.8 71.7 78.5
Old : 59.8 80.6 82.8 93.8 51.6 71.8 71.7 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 36,850: 18,095 29,495 10,380 450 3,390 1,640 0 190 1,875 2,130 45: 1,235 1,150
Old : 36,850: 18,095 29,495 10,380 450 3,390 1,640 0 190 1,875 2,130 45: 1,235 1,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 790: 170 855 95 0 -20 700 0 -150 0 50 -50: 45 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 80.0 28.2 1.2 9.2 4.5 0.0 0.5 5.1 5.8 0.1: 3.4 3.1
Old : 100.0: 49.1 80.0 28.2 1.2 9.2 4.5 0.0 0.5 5.1 5.8 0.1: 3.4 3.1
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 : 25: 15 9 . . . . 0 . . . .:
Old : 25: 15 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 : 61.2 79.8 83.7 94.3 53.6 72.6 71.4 77.6
Old : 61.2 79.8 83.7 94.3 53.6 72.6 71.4 77.6
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, March 28, 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 : 36,790: 23,680 19,290 9,860 325 2,765 0 13,405 0 0 750 0: 485 255
Old : 36,790: 23,680 19,290 9,860 325 2,765 0 13,405 0 0 750 0: 485 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -250: 0 50 -370 0 0 0 -300 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 52.4 26.8 0.9 7.5 0.0 36.4 0.0 0.0 2.0 0.0: 1.3 0.7
Old : 100.0: 64.4 52.4 26.8 0.9 7.5 0.0 36.4 0.0 0.0 2.0 0.0: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 8 . . . 0 . 0 0 . 0:
Old : 23: 13 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 90.3 90.8 96.6 71.3 85.6 83.3 89.5
Old : 77.9 90.3 90.8 96.6 71.3 85.6 83.3 89.5
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, March 28, 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 : 33,080: 19,795 16,760 10,085 475 2,615 0 12,755 0 0 0 0: 585 475
Old : 33,080: 19,795 16,760 10,085 475 2,615 0 12,755 0 0 0 0: 585 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 50: 120 50 -70 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 50.7 30.5 1.4 7.9 0.0 38.6 0.0 0.0 0.0 0.0: 1.8 1.4
Old : 100.0: 59.8 50.7 30.5 1.4 7.9 0.0 38.6 0.0 0.0 0.0 0.0: 1.8 1.4
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 : 21: 13 7 . . . 0 . 0 0 0 0:
Old : 21: 13 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 92.6 91.2 98.0 71.3 86.1 83.7 89.1
Old : 78.7 92.6 91.2 98.0 71.3 86.1 83.7 89.1
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,495: 23,050 17,845 150 6,395 2,010 125 130 50 1,060 0 220: 1,830 1,845
Old : 28,495: 23,050 17,845 150 6,395 2,010 125 130 50 1,060 0 220: 1,830 1,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 25: 25 0 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 62.6 0.5 22.4 7.1 0.4 0.5 0.2 3.7 0.0 0.8: 6.4 6.5
Old : 100.0: 80.9 62.6 0.5 22.4 7.1 0.4 0.5 0.2 3.7 0.0 0.8: 6.4 6.5
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 : 25: 13 6 . . . . . . . 0 .:
Old : 25: 13 6 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 82.2 84.6 92.1 61.7 75.1 73.7 78.4
Old : 68.0 82.2 84.6 92.1 61.7 75.1 73.7 78.4
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, March 28, 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 : 27,830: 22,365 17,400 150 6,525 1,925 125 130 50 1,430 0 370: 1,415 1,430
Old : 27,830: 22,365 17,400 150 6,525 1,925 125 130 50 1,430 0 370: 1,415 1,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 25: 25 0 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 62.5 0.5 23.4 6.9 0.4 0.5 0.2 5.1 0.0 1.3: 5.1 5.1
Old : 100.0: 80.4 62.5 0.5 23.4 6.9 0.4 0.5 0.2 5.1 0.0 1.3: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 5 . . . . . . 4 0 .:
Old : 26: 14 5 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 83.8 84.9 94.0 63.4 76.9 73.3 79.1
Old : 70.1 83.8 84.9 94.0 63.4 76.9 73.3 79.1
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, March 28, 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 : 35,452: 27,320 15,674 0 15,716 275 4,845 575 600 900 1,125 0: 1,512 1,487
Old : 35,452: 27,320 15,674 0 15,716 275 4,845 575 600 900 1,125 0: 1,512 1,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 0: 0 0 0 -100 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 44.2 0.0 44.3 0.8 13.7 1.6 1.7 2.5 3.2 0.0: 4.3 4.2
Old : 100.0: 77.1 44.2 0.0 44.3 0.8 13.7 1.6 1.7 2.5 3.2 0.0: 4.3 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 : 27: 16 8 0 . . . . . . . 0:
Old : 27: 16 8 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 : 63.0 79.3 81.3 90.7 58.6 72.6 73.0 81.5
Old : 63.0 79.3 81.3 90.7 58.6 72.6 73.0 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 26,655: 22,095 13,410 0 8,620 1,160 1,020 775 110 150 815 0: 2,120 1,765
Old : 26,655: 22,095 13,410 0 8,620 1,160 1,020 775 110 150 815 0: 2,120 1,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 0: 0 0 0 -100 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 50.3 0.0 32.3 4.4 3.8 2.9 0.4 0.6 3.1 0.0: 8.0 6.6
Old : 100.0: 82.9 50.3 0.0 32.3 4.4 3.8 2.9 0.4 0.6 3.1 0.0: 8.0 6.6
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 : 25: 14 9 0 . . . . . . . 0:
Old : 25: 14 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 73.2 72.8 87.3 49.9 61.5 65.5 71.8
Old : 54.5 73.2 72.8 87.3 49.9 61.5 65.5 71.8
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, March 28, 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 : 124,773: 52,044 112,293 30,364 1,295 2,650 21,860 0 355 9,395 50 25: 8,080 8,105
Old : 124,773: 52,044 112,293 30,364 1,295 2,650 21,860 0 355 9,395 50 25: 8,080 8,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 715: 460 115 105 300 -125 -300 0 50 50 -100 0: 475 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 90.0 24.3 1.0 2.1 17.5 0.0 0.3 7.5 0.0 0.0: 6.5 6.5
Old : 100.0: 41.7 90.0 24.3 1.0 2.1 17.5 0.0 0.3 7.5 0.0 0.0: 6.5 6.5
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 : 39: 18 23 . . . . 0 . . . .:
Old : 39: 18 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 56.5 81.2 74.3 62.1 55.7 76.2 69.0
Old : 64.5 56.5 81.2 74.3 62.1 55.7 76.2 69.0
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, March 28, 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 : 110,065: 48,585 100,100 23,460 2,195 1,605 24,810 0 425 5,465 0 0: 5,715 5,740
Old : 110,065: 48,585 100,100 23,460 2,195 1,605 24,810 0 425 5,465 0 0: 5,715 5,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -145: 230 0 -200 300 -125 0 0 0 150 0 0: -200 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 90.9 21.3 2.0 1.5 22.5 0.0 0.4 5.0 0.0 0.0: 5.2 5.2
Old : 100.0: 44.1 90.9 21.3 2.0 1.5 22.5 0.0 0.4 5.0 0.0 0.0: 5.2 5.2
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 : 36: 16 22 . . . . 0 . 4 0 0:
Old : 36: 16 22 . . . . 0 . 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 : 69.7 58.0 85.5 75.4 67.1 57.3 79.9 70.9
Old : 69.7 58.0 85.5 75.4 67.1 57.3 79.9 70.9
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, March 28, 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 : 21,185: 18,770 9,380 0 8,795 75 0 625 25 0 0 0: 2,315 2,285
Old : 21,185: 18,770 9,380 0 8,795 75 0 625 25 0 0 0: 2,315 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 600: 600 0 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 44.3 0.0 41.5 0.4 0.0 3.0 0.1 0.0 0.0 0.0: 10.9 10.8
Old : 100.0: 88.6 44.3 0.0 41.5 0.4 0.0 3.0 0.1 0.0 0.0 0.0: 10.9 10.8
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 : 22: 17 12 0 . . 0 . . 0 0 0:
Old : 22: 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 : 49.0 67.1 73.7 80.5 43.8 54.5 58.8 62.8
Old : 49.0 67.1 73.7 80.5 43.8 54.5 58.8 62.8
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, March 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,300: 17,055 9,200 0 9,435 875 0 75 0 1,500 0 0: 870 715
Old : 20,300: 17,055 9,200 0 9,435 875 0 75 0 1,500 0 0: 870 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 800: 200 200 0 600 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 45.3 0.0 46.5 4.3 0.0 0.4 0.0 7.4 0.0 0.0: 4.3 3.5
Old : 100.0: 84.0 45.3 0.0 46.5 4.3 0.0 0.4 0.0 7.4 0.0 0.0: 4.3 3.5
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 : 23: 17 11 0 . . 0 . 0 . 0 0:
Old : 23: 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 : 54.1 79.0 74.9 90.4 38.9 61.7 55.8 65.7
Old : 54.1 79.0 74.9 90.4 38.9 61.7 55.8 65.7
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, March 28, 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 : 40,045: 31,345 24,755 215 2,590 2,310 0 3,715 25 0 500 0: 6,150 6,150
Old : 40,045: 31,345 24,755 215 2,590 2,310 0 3,715 25 0 500 0: 6,150 6,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 650: 300 0 215 -85 135 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 61.8 0.5 6.5 5.8 0.0 9.3 0.1 0.0 1.2 0.0: 15.4 15.4
Old : 100.0: 78.3 61.8 0.5 6.5 5.8 0.0 9.3 0.1 0.0 1.2 0.0: 15.4 15.4
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 : 28: 14 15 . . . 0 . . 0 . 0:
Old : 28: 14 15 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 41.3 78.2 60.6 56.4 35.9 64.4 52.5
Old : 64.0 41.3 78.2 60.6 56.4 35.9 64.4 52.5
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, March 28, 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 : 30,370: 21,335 17,735 665 1,440 4,315 0 2,825 0 0 0 0: 4,055 4,055
Old : 30,370: 21,335 17,735 665 1,440 4,315 0 2,825 0 0 0 0: 4,055 4,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: 525: 300 0 600 300 -250 0 600 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 58.4 2.2 4.7 14.2 0.0 9.3 0.0 0.0 0.0 0.0: 13.4 13.4
Old : 100.0: 70.3 58.4 2.2 4.7 14.2 0.0 9.3 0.0 0.0 0.0 0.0: 13.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . 0 . 0 0 0 0:
Old : 26: 15 16 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 44.8 72.8 65.0 36.5 30.2 47.7 45.6
Old : 44.8 44.8 72.8 65.0 36.5 30.2 47.7 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017