COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 70,336: 26,974 27,765 8,341 6,325 2,033 3,250 17,544 1,640 19,720 7,070 7,077: 1,301 882
Old : 70,336: 26,974 27,765 8,341 6,325 2,033 3,250 17,544 1,640 19,720 7,070 7,077: 1,301 882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 187: -150 1,524 -428 -240 132 380 -1,014 55 170 -195 -57: 85 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 39.5 11.9 9.0 2.9 4.6 24.9 2.3 28.0 10.1 10.1: 1.8 1.3
Old : 100.0: 38.4 39.5 11.9 9.0 2.9 4.6 24.9 2.3 28.0 10.1 10.1: 1.8 1.3
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 : 53: 13 14 . 4 4 . 4 . 14 10 15:
Old : 53: 13 14 . 4 4 . 4 . 14 10 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 53.4 65.3 67.1 31.0 37.4 48.7 48.4
Old : 43.3 53.4 65.3 67.1 31.0 37.4 48.7 48.4
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, April 25, 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 : 12,351: 1,918 7,476 527 1,610 351 455 1,189 265 7,398 70 875: 562 515
Old : 12,351: 1,918 7,476 527 1,610 351 455 1,189 265 7,398 70 875: 562 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 329: 9 364 -30 115 95 -15 -260 5 155 -125 145: -35 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 60.5 4.3 13.0 2.8 3.7 9.6 2.1 59.9 0.6 7.1: 4.6 4.2
Old : 100.0: 15.5 60.5 4.3 13.0 2.8 3.7 9.6 2.1 59.9 0.6 7.1: 4.6 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: 5 7 . . . . . . 9 . 5:
Old : 27: 5 7 . . . . . . 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 : 52.4 53.9 74.1 76.8 49.5 43.8 63.9 61.7
Old : 52.4 53.9 74.1 76.8 49.5 43.8 63.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 114,577: 76,754 77,880 7,802 12,448 7,557 14,322 1,883 1,173 4,043 10,649 2,521: 405 466
Old : 114,577: 76,754 77,880 7,802 12,448 7,557 14,322 1,883 1,173 4,043 10,649 2,521: 405 466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,156: 1,334 -1,142 144 1,224 -39 223 416 212 223 1,467 81: -22 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 68.0 6.8 10.9 6.6 12.5 1.6 1.0 3.5 9.3 2.2: 0.4 0.4
Old : 100.0: 67.0 68.0 6.8 10.9 6.6 12.5 1.6 1.0 3.5 9.3 2.2: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 39 43 . . 4 5 . 4 7 10 11:
Old : 74: 39 43 . . 4 5 . 4 7 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 31.7 60.5 51.6 34.7 27.4 46.9 41.3
Old : 44.8 31.7 60.5 51.6 34.7 27.4 46.9 41.3
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, April 25, 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 : 48,102: 31,619 44,926 6,400 0 2,558 0 28 102 7,266 331 157: 0 0
Old : 48,102: 31,619 44,926 6,400 0 2,558 0 28 102 7,266 331 157: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 576: 572 263 -673 0 469 0 -130 0 208 -26 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 93.4 13.3 0.0 5.3 0.0 0.1 0.2 15.1 0.7 0.3: 0.0 0.0
Old : 100.0: 65.7 93.4 13.3 0.0 5.3 0.0 0.1 0.2 15.1 0.7 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 : 42: 28 26 . 0 . 0 . . 6 . .:
Old : 42: 28 26 . 0 . 0 . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 56.3 66.6 76.6 36.4 42.4 51.0 55.6
Old : 43.1 56.3 66.6 76.6 36.4 42.4 51.0 55.6
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, April 25, 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 : 422,509: 365,702 304,692 0 82,362 29,639 10,096 0 0 14,864 3,608 2,208: 0 0
Old : 422,509: 365,702 304,692 0 82,362 29,639 10,096 0 0 14,864 3,608 2,208: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -433: -489 -745 0 2,312 0 -1,640 0 0 1,680 -2,016 16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 72.1 0.0 19.5 7.0 2.4 0.0 0.0 3.5 0.9 0.5: 0.0 0.0
Old : 100.0: 86.6 72.1 0.0 19.5 7.0 2.4 0.0 0.0 3.5 0.9 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 21 0 . . . 0 0 . . .:
Old : 35: 23 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 47.3 75.8 74.4 40.1 38.4 48.1 46.2
Old : 56.7 47.3 75.8 74.4 40.1 38.4 48.1 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 1,278,350: 1,061,716 979,403 130,434 84,638 42,234 2,769 78,135 14,898 23,571 76,314 2,728: 0 0
Old : 1,278,350: 1,061,716 979,403 130,434 84,638 42,234 2,769 78,135 14,898 23,571 76,314 2,728: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,574: 5,400 -14,992 -3,953 5,166 -864 0 14,432 0 391 -2,768 1,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 76.6 10.2 6.6 3.3 0.2 6.1 1.2 1.8 6.0 0.2: 0.0 0.0
Old : 100.0: 83.1 76.6 10.2 6.6 3.3 0.2 6.1 1.2 1.8 6.0 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 : 53: 32 34 . . 4 . . . . 4 .:
Old : 53: 32 34 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 44.3 67.6 65.1 36.3 32.8 50.4 50.6
Old : 42.1 44.3 67.6 65.1 36.3 32.8 50.4 50.6
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, April 25, 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 : 68,077: 56,640 43,413 7,229 15,790 1,020 0 3,496 917 1,325 2,495 946: 0 0
Old : 68,077: 56,640 43,413 7,229 15,790 1,020 0 3,496 917 1,325 2,495 946: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 775: 1,474 -8 -286 -866 27 0 1,358 -130 -389 315 79: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 63.8 10.6 23.2 1.5 0.0 5.1 1.3 1.9 3.7 1.4: 0.0 0.0
Old : 100.0: 83.2 63.8 10.6 23.2 1.5 0.0 5.1 1.3 1.9 3.7 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 : 40: 21 21 . . . 0 4 . 4 5 4:
Old : 40: 21 21 . . . 0 4 . 4 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 : 73.4 68.3 82.8 78.0 70.4 61.4 76.3 68.8
Old : 73.4 68.3 82.8 78.0 70.4 61.4 76.3 68.8
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, April 25, 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 : 305,448: 245,992 186,867 41,795 92,217 10,824 330 2,921 4,635 1,872 7,984 0: 0 0
Old : 305,448: 245,992 186,867 41,795 92,217 10,824 330 2,921 4,635 1,872 7,984 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 3,474: 6,480 512 -328 6,756 -5,320 132 0 1,854 656 -328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 61.2 13.7 30.2 3.5 0.1 1.0 1.5 0.6 2.6 0.0: 0.0 0.0
Old : 100.0: 80.5 61.2 13.7 30.2 3.5 0.1 1.0 1.5 0.6 2.6 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: 13 14 . . . . . . . . 0:
Old : 26: 13 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 71.2 88.7 86.1 76.1 61.8 79.0 72.8
Old : 78.0 71.2 88.7 86.1 76.1 61.8 79.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 354,811: 237,380 269,950 73,571 7,914 36,346 0 30,318 7,122 392 3,161 0: 0 0
Old : 354,811: 237,380 269,950 73,571 7,914 36,346 0 30,318 7,122 392 3,161 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 24,208: 11,344 7,587 19,643 0 -6,779 0 23,400 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 76.1 20.7 2.2 10.2 0.0 8.5 2.0 0.1 0.9 0.0: 0.0 0.0
Old : 100.0: 66.9 76.1 20.7 2.2 10.2 0.0 8.5 2.0 0.1 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 21 . . . 0 . . . . 0:
Old : 34: 19 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 : 56.5 42.2 77.4 70.1 39.1 36.5 51.0 54.5
Old : 56.5 42.2 77.4 70.1 39.1 36.5 51.0 54.5
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, April 25, 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 : 22,869: 17,368 19,217 2,134 0 2,500 0 177 210 234 86 0: 423 679
Old : 22,869: 17,368 19,217 2,134 0 2,500 0 177 210 234 86 0: 423 679
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 354: 121 526 449 0 -194 0 0 0 -22 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 84.0 9.3 0.0 10.9 0.0 0.8 0.9 1.0 0.4 0.0: 1.8 3.0
Old : 100.0: 75.9 84.0 9.3 0.0 10.9 0.0 0.8 0.9 1.0 0.4 0.0: 1.8 3.0
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: 19 16 . 0 . 0 . . . . 0:
Old : 30: 19 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 : 46.0 53.7 71.0 78.8 37.8 50.5 53.1 60.4
Old : 46.0 53.7 71.0 78.8 37.8 50.5 53.1 60.4
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, April 25, 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 : 62,892: 39,359 29,210 20,742 19,065 1,967 0 0 0 535 12,600 50: 239 0
Old : 62,892: 39,359 29,210 20,742 19,065 1,967 0 0 0 535 12,600 50: 239 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 510: 2,695 -725 -2,185 1,235 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 46.4 33.0 30.3 3.1 0.0 0.0 0.0 0.9 20.0 0.1: 0.4 0.0
Old : 100.0: 62.6 46.4 33.0 30.3 3.1 0.0 0.0 0.0 0.9 20.0 0.1: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 24 . . . 0 0 0 . . .:
Old : 37: 24 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 : 55.3 69.5 72.5 81.7 53.4 68.2 66.1 78.9
Old : 55.3 69.5 72.5 81.7 53.4 68.2 66.1 78.9
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, April 25, 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 : 81,563: 56,059 41,241 23,267 26,140 1,377 0 0 0 640 12,600 50: 170 155
Old : 81,563: 56,059 41,241 23,267 26,140 1,377 0 0 0 640 12,600 50: 170 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,190: 4,650 2,115 -2,460 35 0 0 0 0 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 50.6 28.5 32.0 1.7 0.0 0.0 0.0 0.8 15.4 0.1: 0.2 0.2
Old : 100.0: 68.7 50.6 28.5 32.0 1.7 0.0 0.0 0.0 0.8 15.4 0.1: 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 : 39: 24 24 . . . 0 0 0 . . .:
Old : 39: 24 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 : 52.0 65.6 71.9 80.5 50.9 64.7 68.7 77.6
Old : 52.0 65.6 71.9 80.5 50.9 64.7 68.7 77.6
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, April 25, 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 : 35,470: 26,117 28,905 4,130 1,045 4,320 0 0 0 700 1,050 0: 203 150
Old : 35,470: 26,117 28,905 4,130 1,045 4,320 0 0 0 700 1,050 0: 203 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,080: 1,300 1,400 200 105 575 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 81.5 11.6 2.9 12.2 0.0 0.0 0.0 2.0 3.0 0.0: 0.6 0.4
Old : 100.0: 73.6 81.5 11.6 2.9 12.2 0.0 0.0 0.0 2.0 3.0 0.0: 0.6 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 : 28: 20 15 . . . 0 0 0 . . 0:
Old : 28: 20 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 : 44.0 73.7 68.8 85.9 38.2 64.4 51.8 66.4
Old : 44.0 73.7 68.8 85.9 38.2 64.4 51.8 66.4
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, April 25, 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 : 272,864: 178,952 256,488 64,072 0 14,040 3,560 0 0 9,904 0 2,336: 0 0
Old : 272,864: 178,952 256,488 64,072 0 14,040 3,560 0 0 9,904 0 2,336: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,664: 5,120 64 -2,656 0 0 0 0 0 -2,400 0 1,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 94.0 23.5 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.9: 0.0 0.0
Old : 100.0: 65.6 94.0 23.5 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 18 . 0 . . 0 0 . 0 .:
Old : 31: 18 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 : 48.7 71.5 71.7 85.3 41.8 60.4 55.7 66.5
Old : 48.7 71.5 71.7 85.3 41.8 60.4 55.7 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 5,209: 4,104 4,866 580 110 84 0 0 0 80 66 0: 361 83
Old : 5,209: 4,104 4,866 580 110 84 0 0 0 80 66 0: 361 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 93.4 11.1 2.1 1.6 0.0 0.0 0.0 1.5 1.3 0.0: 6.9 1.6
Old : 100.0: 78.8 93.4 11.1 2.1 1.6 0.0 0.0 0.0 1.5 1.3 0.0: 6.9 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 : 20: 14 11 . . . 0 0 0 . . 0:
Old : 20: 14 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 : 59.7 63.6 77.3 89.8 53.0 57.5 69.2 76.4
Old : 59.7 63.6 77.3 89.8 53.0 57.5 69.2 76.4
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, April 25, 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 : 7,769: 6,290 5,795 169 111 520 576 0 0 126 573 66: 22 704
Old : 7,769: 6,290 5,795 169 111 520 576 0 0 126 573 66: 22 704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 47: -63 151 -44 0 66 0 0 0 0 -258 66: 22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 74.6 2.2 1.4 6.7 7.4 0.0 0.0 1.6 7.4 0.8: 0.3 9.1
Old : 100.0: 81.0 74.6 2.2 1.4 6.7 7.4 0.0 0.0 1.6 7.4 0.8: 0.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 . . . . 0 0 . . .:
Old : 29: 16 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 : 44.5 39.9 67.2 65.6 42.1 35.3 58.3 52.1
Old : 44.5 39.9 67.2 65.6 42.1 35.3 58.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 8,017: 6,862 4,185 0 2,110 90 900 1,032 0 0 0 0: 165 600
Old : 8,017: 6,862 4,185 0 2,110 90 900 1,032 0 0 0 0: 165 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 450: 450 150 0 0 0 0 0 0 0 0 0: 0 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 52.2 0.0 26.3 1.1 11.2 12.9 0.0 0.0 0.0 0.0: 2.1 7.5
Old : 100.0: 85.6 52.2 0.0 26.3 1.1 11.2 12.9 0.0 0.0 0.0 0.0: 2.1 7.5
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 : 20: 10 10 0 . . . . 0 0 0 0:
Old : 20: 10 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 : 61.6 51.9 90.6 80.6 53.2 50.2 73.7 68.3
Old : 61.6 51.9 90.6 80.6 53.2 50.2 73.7 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,025: 12,475 8,520 0 4,760 300 225 0 0 305 100 300: 420 45
Old : 14,025: 12,475 8,520 0 4,760 300 225 0 0 305 100 300: 420 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 90: 100 90 0 0 0 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 60.7 0.0 33.9 2.1 1.6 0.0 0.0 2.2 0.7 2.1: 3.0 0.3
Old : 100.0: 88.9 60.7 0.0 33.9 2.1 1.6 0.0 0.0 2.2 0.7 2.1: 3.0 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 : 21: 8 11 0 . . . 0 0 . . .:
Old : 21: 8 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 : 78.6 68.1 94.1 85.8 73.4 68.1 83.9 84.2
Old : 78.6 68.1 94.1 85.8 73.4 68.1 83.9 84.2
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, April 25, 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 : 43,147: 32,537 37,142 5,750 0 4,855 0 0 0 0 1,050 0: 5 100
Old : 43,147: 32,537 37,142 5,750 0 4,855 0 0 0 0 1,050 0: 5 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,655: 700 1,025 320 0 630 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 86.1 13.3 0.0 11.3 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.2
Old : 100.0: 75.4 86.1 13.3 0.0 11.3 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 23 . 0 . 0 0 0 0 . 0:
Old : 31: 22 23 . 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 : 41.8 67.0 72.9 80.7 34.0 57.4 50.9 61.7
Old : 41.8 67.0 72.9 80.7 34.0 57.4 50.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,221: 20,206 19,636 1,875 3,450 3,135 0 0 0 825 0 0: 180 0
Old : 26,221: 20,206 19,636 1,875 3,450 3,135 0 0 0 825 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 120: 120 95 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 74.9 7.2 13.2 12.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.0
Old : 100.0: 77.1 74.9 7.2 13.2 12.0 0.0 0.0 0.0 3.1 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 : 29: 19 20 . . . 0 0 0 . 0 0:
Old : 29: 19 20 . . . 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 68.2 69.5 89.3 39.6 57.8 58.2 68.8
Old : 49.0 68.2 69.5 89.3 39.6 57.8 58.2 68.8
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, April 25, 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 : 18,459: 14,082 13,625 1,435 2,562 1,147 380 194 0 439 0 422: 554 509
Old : 18,459: 14,082 13,625 1,435 2,562 1,147 380 194 0 439 0 422: 554 509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -123: -248 -127 230 21 -83 0 88 0 0 0 0: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 73.8 7.8 13.9 6.2 2.1 1.1 0.0 2.4 0.0 2.3: 3.0 2.8
Old : 100.0: 76.3 73.8 7.8 13.9 6.2 2.1 1.1 0.0 2.4 0.0 2.3: 3.0 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 : 33: 21 16 . . . . . 0 . 0 .:
Old : 33: 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 : 41.6 53.4 67.1 75.7 31.7 49.1 50.8 62.1
Old : 41.6 53.4 67.1 75.7 31.7 49.1 50.8 62.1
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,567: 54,719 46,249 2,214 3,767 2,117 0 0 0 280 7,020 150: 87 264
Old : 59,567: 54,719 46,249 2,214 3,767 2,117 0 0 0 280 7,020 150: 87 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,483: 1,246 737 -30 -125 270 0 0 0 0 604 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 77.6 3.7 6.3 3.6 0.0 0.0 0.0 0.5 11.8 0.3: 0.1 0.4
Old : 100.0: 91.9 77.6 3.7 6.3 3.6 0.0 0.0 0.0 0.5 11.8 0.3: 0.1 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 : 39: 26 20 . . . 0 0 0 . 4 .:
Old : 39: 26 20 . . . 0 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 53.6 75.1 79.7 50.8 49.1 72.3 72.3
Old : 50.9 53.6 75.1 79.7 50.8 49.1 72.3 72.3
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,492: 70,644 55,192 2,624 3,813 1,989 354 472 564 731 14,855 531: 55 76
Old : 77,492: 70,644 55,192 2,624 3,813 1,989 354 472 564 731 14,855 531: 55 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 856: 991 653 -40 -15 -15 -150 -30 144 -15 194 -75: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 71.2 3.4 4.9 2.6 0.5 0.6 0.7 0.9 19.2 0.7: 0.1 0.1
Old : 100.0: 91.2 71.2 3.4 4.9 2.6 0.5 0.6 0.7 0.9 19.2 0.7: 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 : 51: 27 27 . . . . . . 5 4 5:
Old : 51: 27 27 . . . . . . 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 52.1 67.2 77.4 45.0 48.3 59.1 67.8
Old : 45.8 52.1 67.2 77.4 45.0 48.3 59.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 50,330: 37,780 40,225 9,875 8,560 600 300 0 0 1,025 445 300: 450 200
Old : 50,330: 37,780 40,225 9,875 8,560 600 300 0 0 1,025 445 300: 450 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 4,020: 410 3,435 3,625 600 -15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 79.9 19.6 17.0 1.2 0.6 0.0 0.0 2.0 0.9 0.6: 0.9 0.4
Old : 100.0: 75.1 79.9 19.6 17.0 1.2 0.6 0.0 0.0 2.0 0.9 0.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 7 . . . . 0 0 . . .:
Old : 25: 18 7 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 96.3 73.7 99.4 44.7 92.5 72.4 93.1
Old : 45.6 96.3 73.7 99.4 44.7 92.5 72.4 93.1
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, April 25, 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 : 60,920: 43,515 44,380 12,245 10,720 2,800 300 0 0 1,380 2,545 475: 205 0
Old : 60,920: 43,515 44,380 12,245 10,720 2,800 300 0 0 1,380 2,545 475: 205 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 4,860: 1,260 4,260 3,600 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 72.8 20.1 17.6 4.6 0.5 0.0 0.0 2.3 4.2 0.8: 0.3 0.0
Old : 100.0: 71.4 72.8 20.1 17.6 4.6 0.5 0.0 0.0 2.3 4.2 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 11 . . . . 0 0 . . .:
Old : 29: 22 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 91.0 69.8 97.8 40.0 88.0 67.9 91.0
Old : 41.8 91.0 69.8 97.8 40.0 88.0 67.9 91.0
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, April 25, 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 : 305,685: 232,233 277,212 13,421 11,504 14,609 0 0 0 44,262 1,200 1,160: 0 0
Old : 305,685: 232,233 277,212 13,421 11,504 14,609 0 0 0 44,262 1,200 1,160: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 19,415: 22,233 17,455 392 2,352 -392 0 0 0 -2,818 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 90.7 4.4 3.8 4.8 0.0 0.0 0.0 14.5 0.4 0.4: 0.0 0.0
Old : 100.0: 76.0 90.7 4.4 3.8 4.8 0.0 0.0 0.0 14.5 0.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 25 . . . 0 0 0 . . .:
Old : 35: 20 25 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 51.7 72.9 69.4 51.9 46.4 67.9 61.3
Old : 52.9 51.7 72.9 69.4 51.9 46.4 67.9 61.3
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, April 25, 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 : 24,513: 15,880 20,691 477 523 1,106 0 556 335 5,538 595 455: 722 252
Old : 24,513: 15,880 20,691 477 523 1,106 0 556 335 5,538 595 455: 722 252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,276: 1,471 1,297 -55 143 -33 0 -88 0 -107 0 0: 0 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 84.4 1.9 2.1 4.5 0.0 2.3 1.4 22.6 2.4 1.9: 2.9 1.0
Old : 100.0: 64.8 84.4 1.9 2.1 4.5 0.0 2.3 1.4 22.6 2.4 1.9: 2.9 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 : 38: 20 27 . . . 0 . . . . .:
Old : 38: 20 27 . . . 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 : 54.4 41.2 72.8 59.6 51.3 35.7 65.9 52.0
Old : 54.4 41.2 72.8 59.6 51.3 35.7 65.9 52.0
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, April 25, 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 : 37,735: 28,404 36,741 7,212 0 564 515 0 0 713 103 327: 0 0
Old : 37,735: 28,404 36,741 7,212 0 564 515 0 0 713 103 327: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 538: 538 538 104 0 0 0 0 0 -104 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 97.4 19.1 0.0 1.5 1.4 0.0 0.0 1.9 0.3 0.9: 0.0 0.0
Old : 100.0: 75.3 97.4 19.1 0.0 1.5 1.4 0.0 0.0 1.9 0.3 0.9: 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 : 71.6 80.1 89.6 92.1 69.3 71.2 77.0 77.1
Old : 71.6 80.1 89.6 92.1 69.3 71.2 77.0 77.1
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, April 25, 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 : 311,205: 262,481 210,762 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0: 0 0
Old : 311,205: 262,481 210,762 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -16: -16 -16 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 67.7 2.3 16.4 9.6 1.5 5.4 0.7 1.5 0.1 0.0: 0.0 0.0
Old : 100.0: 84.3 67.7 2.3 16.4 9.6 1.5 5.4 0.7 1.5 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . . . . . . 0:
Old : 28: 15 15 . . . . . . . . 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 : 69.1 67.5 86.2 85.5 66.9 52.9 73.6 67.7
Old : 69.1 67.5 86.2 85.5 66.9 52.9 73.6 67.7
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, April 25, 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 : 18,994: 14,304 13,906 466 614 1,491 1,099 0 1,018 87 606 84: 445 1,275
Old : 18,994: 14,304 13,906 466 614 1,491 1,099 0 1,018 87 606 84: 445 1,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 61: -493 165 255 22 -211 510 0 0 0 0 0: 0 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 73.2 2.5 3.2 7.8 5.8 0.0 5.4 0.5 3.2 0.4: 2.3 6.7
Old : 100.0: 75.3 73.2 2.5 3.2 7.8 5.8 0.0 5.4 0.5 3.2 0.4: 2.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 16 . . . . 0 . . . .:
Old : 25: 16 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 : 58.0 62.2 78.9 79.7 50.9 50.8 61.2 60.0
Old : 58.0 62.2 78.9 79.7 50.9 50.8 61.2 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 153,663: 65,985 110,619 82,606 24,324 4,680 0 14,040 0 392 0 0: 0 0
Old : 153,663: 65,985 110,619 82,606 24,324 4,680 0 14,040 0 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 392: 0 392 0 0 0 0 0 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 72.0 53.8 15.8 3.0 0.0 9.1 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 42.9 72.0 53.8 15.8 3.0 0.0 9.1 0.0 0.3 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 : 21: 10 10 . . . 0 . 0 . 0 0:
Old : 21: 10 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 84.1 93.0 94.6 73.4 81.0 88.7 88.8
Old : 75.4 84.1 93.0 94.6 73.4 81.0 88.7 88.8
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,036: 9,413 11,008 3,327 1,593 64 751 360 100 129 194 147: 105 570
Old : 14,036: 9,413 11,008 3,327 1,593 64 751 360 100 129 194 147: 105 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 389: 279 707 108 -22 22 0 0 0 0 0 0: -20 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 78.4 23.7 11.3 0.5 5.4 2.6 0.7 0.9 1.4 1.0: 0.7 4.1
Old : 100.0: 67.1 78.4 23.7 11.3 0.5 5.4 2.6 0.7 0.9 1.4 1.0: 0.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 18 . . . . . . . . .:
Old : 30: 18 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 48.6 74.3 66.0 36.2 33.9 47.7 47.1
Old : 55.8 48.6 74.3 66.0 36.2 33.9 47.7 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 174,527: 108,564 126,298 51,923 42,307 0 14,040 5,530 0 0 392 0: 0 0
Old : 174,527: 108,564 126,298 51,923 42,307 0 14,040 5,530 0 0 392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 4,448: 2,472 5,232 3,152 0 -1,176 0 0 0 0 392 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 72.4 29.8 24.2 0.0 8.0 3.2 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 62.2 72.4 29.8 24.2 0.0 8.0 3.2 0.0 0.0 0.2 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 : 27: 18 15 . . 0 . . 0 0 . 0:
Old : 27: 18 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 : 68.3 64.6 84.4 85.8 57.3 57.2 70.3 70.9
Old : 68.3 64.6 84.4 85.8 57.3 57.2 70.3 70.9
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,560: 14,973 10,771 941 4,348 2,290 0 537 1,305 0 258 51: 0 0
Old : 19,560: 14,973 10,771 941 4,348 2,290 0 537 1,305 0 258 51: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 103: 26 103 0 -77 77 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 55.1 4.8 22.2 11.7 0.0 2.7 6.7 0.0 1.3 0.3: 0.0 0.0
Old : 100.0: 76.5 55.1 4.8 22.2 11.7 0.0 2.7 6.7 0.0 1.3 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 : 25: 16 14 . . . 0 . . 0 . .:
Old : 25: 16 14 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 64.5 82.3 86.4 52.8 51.1 65.7 62.5
Old : 59.6 64.5 82.3 86.4 52.8 51.1 65.7 62.5
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, April 25, 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 : 178,299: 142,904 91,109 16,763 65,637 18,632 0 0 0 0 2,921 0: 0 0
Old : 178,299: 142,904 91,109 16,763 65,637 18,632 0 0 0 0 2,921 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,952: 2,280 1,952 -328 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 51.1 9.4 36.8 10.4 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 80.1 51.1 9.4 36.8 10.4 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . . 0 0 0 0 . 0:
Old : 21: 12 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 : 75.9 77.5 92.2 93.2 69.3 65.2 79.7 78.1
Old : 75.9 77.5 92.2 93.2 69.3 65.2 79.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 16,255: 10,705 13,205 1,030 0 2,805 340 0 200 280 0 45: 850 0
Old : 16,255: 10,705 13,205 1,030 0 2,805 340 0 200 280 0 45: 850 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -895: -315 -1,035 -660 0 140 -180 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 81.2 6.3 0.0 17.3 2.1 0.0 1.2 1.7 0.0 0.3: 5.2 0.0
Old : 100.0: 65.9 81.2 6.3 0.0 17.3 2.1 0.0 1.2 1.7 0.0 0.3: 5.2 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: 19 11 . 0 . . 0 . . 0 .:
Old : 27: 19 11 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 87.1 74.8 94.9 41.5 70.3 51.9 70.3
Old : 60.9 87.1 74.8 94.9 41.5 70.3 51.9 70.3
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, April 25, 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 : 17,080: 12,275 13,705 955 260 2,635 140 0 265 315 0 215: 280 0
Old : 17,080: 12,275 13,705 955 260 2,635 140 0 265 315 0 215: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -635: -120 -885 -375 260 -95 -180 0 35 50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 80.2 5.6 1.5 15.4 0.8 0.0 1.6 1.8 0.0 1.3: 1.6 0.0
Old : 100.0: 71.9 80.2 5.6 1.5 15.4 0.8 0.0 1.6 1.8 0.0 1.3: 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 : 32: 22 12 . . . . 0 . . 0 .:
Old : 32: 22 12 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 83.7 72.8 91.9 41.7 68.8 53.3 70.5
Old : 58.1 83.7 72.8 91.9 41.7 68.8 53.3 70.5
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, April 25, 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 : 11,250: 9,165 5,840 1,340 5,225 185 0 0 0 180 0 0: 380 0
Old : 11,250: 9,165 5,840 1,340 5,225 185 0 0 0 180 0 0: 380 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 70: 0 0 -120 0 70 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 51.9 11.9 46.4 1.6 0.0 0.0 0.0 1.6 0.0 0.0: 3.4 0.0
Old : 100.0: 81.5 51.9 11.9 46.4 1.6 0.0 0.0 0.0 1.6 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . . . 0 0 0 . 0 0:
Old : 22: 10 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 : 69.6 78.4 89.9 92.6 62.4 78.4 82.7 89.9
Old : 69.6 78.4 89.9 92.6 62.4 78.4 82.7 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 32,318: 8,582 26,260 19,835 4,205 1,825 1,175 0 0 250 0 0: 651 28
Old : 32,318: 8,582 26,260 19,835 4,205 1,825 1,175 0 0 250 0 0: 651 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 485: 75 400 625 300 -215 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 81.3 61.4 13.0 5.6 3.6 0.0 0.0 0.8 0.0 0.0: 2.0 0.1
Old : 100.0: 26.6 81.3 61.4 13.0 5.6 3.6 0.0 0.0 0.8 0.0 0.0: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 12 . . . . 0 0 . 0 0:
Old : 24: 13 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 : 78.2 78.3 88.8 97.2 72.7 74.2 80.3 84.4
Old : 78.2 78.3 88.8 97.2 72.7 74.2 80.3 84.4
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, April 25, 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 : 29,664: 7,057 22,995 17,440 3,205 3,440 1,175 0 0 150 0 0: 402 24
Old : 29,664: 7,057 22,995 17,440 3,205 3,440 1,175 0 0 150 0 0: 402 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 350: -25 175 500 300 -125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 77.5 58.8 10.8 11.6 4.0 0.0 0.0 0.5 0.0 0.0: 1.4 0.1
Old : 100.0: 23.8 77.5 58.8 10.8 11.6 4.0 0.0 0.0 0.5 0.0 0.0: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 . . . . 0 0 . 0 0:
Old : 23: 13 10 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 84.9 91.3 98.3 70.6 73.2 77.8 81.4
Old : 78.6 84.9 91.3 98.3 70.6 73.2 77.8 81.4
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,585: 11,505 12,565 1,800 335 1,100 0 425 0 0 0 0: 180 160
Old : 14,585: 11,505 12,565 1,800 335 1,100 0 425 0 0 0 0: 180 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 50: 25 50 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 86.2 12.3 2.3 7.5 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 1.1
Old : 100.0: 78.9 86.2 12.3 2.3 7.5 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 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 : 22: 12 9 . . . 0 . 0 0 0 0:
Old : 22: 12 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 78.0 88.0 93.3 63.1 75.7 81.4 85.1
Old : 65.5 78.0 88.0 93.3 63.1 75.7 81.4 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,255: 7,860 8,600 1,120 415 980 0 200 0 0 0 0: 295 60
Old : 10,255: 7,860 8,600 1,120 415 980 0 200 0 0 0 0: 295 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 83.9 10.9 4.0 9.6 0.0 2.0 0.0 0.0 0.0 0.0: 2.9 0.6
Old : 100.0: 76.6 83.9 10.9 4.0 9.6 0.0 2.0 0.0 0.0 0.0 0.0: 2.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 . 0 0 0 0:
Old : 20: 12 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 83.3 84.8 95.8 52.6 74.5 76.4 80.5
Old : 56.9 83.3 84.8 95.8 52.6 74.5 76.4 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,633: 22,748 10,343 70 10,140 700 0 100 0 0 2,275 75: 40 0
Old : 23,633: 22,748 10,343 70 10,140 700 0 100 0 0 2,275 75: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 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: 96.3 43.8 0.3 42.9 3.0 0.0 0.4 0.0 0.0 9.6 0.3: 0.2 0.0
Old : 100.0: 96.3 43.8 0.3 42.9 3.0 0.0 0.4 0.0 0.0 9.6 0.3: 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 : 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 : 72.7 66.0 89.8 88.9 70.0 63.2 86.7 85.4
Old : 72.7 66.0 89.8 88.9 70.0 63.2 86.7 85.4
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, April 25, 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 : 25,961: 24,966 12,521 70 10,405 760 0 100 0 100 2,100 25: 40 50
Old : 25,961: 24,966 12,521 70 10,405 760 0 100 0 100 2,100 25: 40 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 50: 50 0 0 0 0 0 0 0 0 0 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 48.2 0.3 40.1 2.9 0.0 0.4 0.0 0.4 8.1 0.1: 0.2 0.2
Old : 100.0: 96.2 48.2 0.3 40.1 2.9 0.0 0.4 0.0 0.4 8.1 0.1: 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 : 27: 15 14 . . . 0 . 0 . . .:
Old : 27: 15 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 72.4 88.1 93.2 62.1 56.3 75.8 76.0
Old : 71.0 72.4 88.1 93.2 62.1 56.3 75.8 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 110,894: 95,789 81,537 6,355 17,990 7,900 0 1,382 500 295 1,470 30: 25 85
Old : 110,894: 95,789 81,537 6,355 17,990 7,900 0 1,382 500 295 1,470 30: 25 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 5,113: 4,113 3,173 1,345 2,290 -345 -170 -175 170 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 73.5 5.7 16.2 7.1 0.0 1.2 0.5 0.3 1.3 0.0: 0.0 0.1
Old : 100.0: 86.4 73.5 5.7 16.2 7.1 0.0 1.2 0.5 0.3 1.3 0.0: 0.0 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 : 47: 30 29 . . 4 0 . . . . .:
Old : 47: 30 29 . . 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 : 44.1 61.0 71.2 86.8 43.6 56.0 62.3 71.0
Old : 44.1 61.0 71.2 86.8 43.6 56.0 62.3 71.0
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, April 25, 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 : 133,415: 114,330 99,938 7,245 16,120 10,580 270 3,277 595 310 2,845 60: 25 0
Old : 133,415: 114,330 99,938 7,245 16,120 10,580 270 3,277 595 310 2,845 60: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 6,017: 4,732 3,277 855 2,465 60 25 -780 210 140 800 35: -40 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 74.9 5.4 12.1 7.9 0.2 2.5 0.4 0.2 2.1 0.0: 0.0 0.0
Old : 100.0: 85.7 74.9 5.4 12.1 7.9 0.2 2.5 0.4 0.2 2.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 33 29 . . 4 . . . . 5 .:
Old : 54: 33 29 . . 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 : 40.6 59.3 59.8 82.2 39.4 51.1 55.3 69.5
Old : 40.6 59.3 59.8 82.2 39.4 51.1 55.3 69.5
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, April 25, 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 : 197,973: 155,446 144,399 13,669 9,276 7,307 5,760 4,828 8,490 3,385 19,853 3,638: 278 182
Old : 197,973: 155,446 144,399 13,669 9,276 7,307 5,760 4,828 8,490 3,385 19,853 3,638: 278 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,949: 2,579 81 -760 190 891 585 683 0 -330 1,071 -26: 10 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 72.9 6.9 4.7 3.7 2.9 2.4 4.3 1.7 10.0 1.8: 0.1 0.1
Old : 100.0: 78.5 72.9 6.9 4.7 3.7 2.9 2.4 4.3 1.7 10.0 1.8: 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 : 74: 37 36 4 . 4 . 6 . 6 9 8:
Old : 74: 37 36 4 . 4 . 6 . 6 9 8:
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 : 38.0 57.5 59.3 72.5 35.3 53.3 51.7 60.7
Old : 38.0 57.5 59.3 72.5 35.3 53.3 51.7 60.7
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, April 25, 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 : 125,716: 114,805 93,801 4,517 18,847 1,562 200 3,678 2,700 1,613 4,848 250: 69 30
Old : 125,716: 114,805 93,801 4,517 18,847 1,562 200 3,678 2,700 1,613 4,848 250: 69 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,264: 1,410 1,451 -23 456 157 110 -385 610 -45 -50 25: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 74.6 3.6 15.0 1.2 0.2 2.9 2.1 1.3 3.9 0.2: 0.1 0.0
Old : 100.0: 91.3 74.6 3.6 15.0 1.2 0.2 2.9 2.1 1.3 3.9 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 29 . . 4 . . . . 4 .:
Old : 51: 32 29 . . 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 : 39.4 65.8 62.3 80.7 39.3 58.6 57.7 68.4
Old : 39.4 65.8 62.3 80.7 39.3 58.6 57.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 49,610: 41,205 39,200 3,680 6,125 3,505 355 750 0 730 0 5: 130 25
Old : 49,610: 41,205 39,200 3,680 6,125 3,505 355 750 0 730 0 5: 130 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,275: 1,320 850 -190 510 -60 175 0 0 50 0 -25: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 79.0 7.4 12.3 7.1 0.7 1.5 0.0 1.5 0.0 0.0: 0.3 0.1
Old : 100.0: 83.1 79.0 7.4 12.3 7.1 0.7 1.5 0.0 1.5 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 10 . . . . . 0 . 0 .:
Old : 28: 19 10 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 93.1 81.2 97.9 58.8 85.8 75.7 88.8
Old : 60.2 93.1 81.2 97.9 58.8 85.8 75.7 88.8
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, April 25, 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 : 46,565: 38,540 39,870 3,005 1,830 4,190 205 650 0 550 0 0: 75 25
Old : 46,565: 38,540 39,870 3,005 1,830 4,190 205 650 0 550 0 0: 75 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,155: 1,245 750 -190 485 -80 205 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 85.6 6.5 3.9 9.0 0.4 1.4 0.0 1.2 0.0 0.0: 0.2 0.1
Old : 100.0: 82.8 85.6 6.5 3.9 9.0 0.4 1.4 0.0 1.2 0.0 0.0: 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 : 28: 19 8 . . . . . 0 . 0 0:
Old : 28: 19 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 : 64.0 94.0 82.3 98.5 60.7 84.6 75.9 87.9
Old : 64.0 94.0 82.3 98.5 60.7 84.6 75.9 87.9
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, April 25, 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 : 28,909: 25,206 19,258 0 6,416 2,940 375 0 225 0 0 0: 163 70
Old : 28,909: 25,206 19,258 0 6,416 2,940 375 0 225 0 0 0: 163 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -255: 345 490 0 -745 0 -600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 66.6 0.0 22.2 10.2 1.3 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Old : 100.0: 87.2 66.6 0.0 22.2 10.2 1.3 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: 24 24 0 . . . 0 . 0 0 0:
Old : 32: 24 24 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 : 44.1 49.2 67.4 75.6 34.7 42.3 50.2 58.9
Old : 44.1 49.2 67.4 75.6 34.7 42.3 50.2 58.9
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 21,261: 16,416 16,901 455 1,660 2,640 675 0 0 1,075 0 0: 0 60
Old : 21,261: 16,416 16,901 455 1,660 2,640 675 0 0 1,075 0 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 60: 110 -210 0 270 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 79.5 2.1 7.8 12.4 3.2 0.0 0.0 5.1 0.0 0.0: 0.0 0.3
Old : 100.0: 77.2 79.5 2.1 7.8 12.4 3.2 0.0 0.0 5.1 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 15 . . . . 0 0 . 0 0:
Old : 25: 18 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 : 38.9 65.0 63.1 89.1 32.2 57.1 50.1 69.7
Old : 38.9 65.0 63.1 89.1 32.2 57.1 50.1 69.7
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, April 25, 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 : 145,220: 91,431 86,312 2,348 17,677 32,103 15,590 0 3,748 0 5,380 0: 0 0
Old : 145,220: 91,431 86,312 2,348 17,677 32,103 15,590 0 3,748 0 5,380 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 179: -451 -71 0 0 0 1,890 0 -1,260 0 1,510 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 59.4 1.6 12.2 22.1 10.7 0.0 2.6 0.0 3.7 0.0: 0.0 0.0
Old : 100.0: 63.0 59.4 1.6 12.2 22.1 10.7 0.0 2.6 0.0 3.7 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 : 26: 17 14 . . . . 0 . 0 . 0:
Old : 26: 17 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 : 55.8 69.7 83.0 84.9 35.5 39.9 41.7 44.1
Old : 55.8 69.7 83.0 84.9 35.5 39.9 41.7 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, April 25, 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 5 Megawatt Hours) :
: : Positions :
All : 2,392,900: 1,686,281 1,209,296 0 782,415 341,669 364,950 0 0 0 59,520 0: 0 0
Old : 2,392,900: 1,686,281 1,209,296 0 782,415 341,669 364,950 0 0 0 59,520 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -2,518: -26,538 1,472 0 -3,990 0 24,020 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 50.5 0.0 32.7 14.3 15.3 0.0 0.0 0.0 2.5 0.0: 0.0 0.0
Old : 100.0: 70.5 50.5 0.0 32.7 14.3 15.3 0.0 0.0 0.0 2.5 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 : 20: 12 10 0 4 . . 0 0 0 . 0:
Old : 20: 12 10 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 : 69.5 83.7 90.5 93.0 59.1 60.6 66.0 66.5
Old : 69.5 83.7 90.5 93.0 59.1 60.6 66.0 66.5
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, April 25, 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 : 35,692: 26,287 33,557 7,495 225 0 0 0 0 0 0 0: 1,910 1,910
Old : 35,692: 26,287 33,557 7,495 225 0 0 0 0 0 0 0: 1,910 1,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 94.0 21.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 5.4
Old : 100.0: 73.6 94.0 21.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 14 . . 0 0 0 0 0 0 0:
Old : 22: 14 14 . . 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 : 77.4 66.4 90.1 86.2 65.7 54.5 74.0 70.3
Old : 77.4 66.4 90.1 86.2 65.7 54.5 74.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,005: 23,055 30,485 7,760 225 0 0 0 0 0 0 0: 1,190 1,295
Old : 32,005: 23,055 30,485 7,760 225 0 0 0 0 0 0 0: 1,190 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 95.3 24.2 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.0
Old : 100.0: 72.0 95.3 24.2 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.0
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 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 : 85.5 67.3 94.8 88.8 71.9 54.5 75.7 71.4
Old : 85.5 67.3 94.8 88.8 71.9 54.5 75.7 71.4
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,872: 16,639 20,159 6,640 3,369 1,359 70 875 0 1,290 1,050 0: 874 60
Old : 26,872: 16,639 20,159 6,640 3,369 1,359 70 875 0 1,290 1,050 0: 874 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 746: 541 676 180 70 0 70 0 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 75.0 24.7 12.5 5.1 0.3 3.3 0.0 4.8 3.9 0.0: 3.3 0.2
Old : 100.0: 61.9 75.0 24.7 12.5 5.1 0.3 3.3 0.0 4.8 3.9 0.0: 3.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 15 . . . . . 0 . . 0:
Old : 30: 15 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 : 49.1 49.3 78.2 70.6 47.4 47.0 69.8 66.1
Old : 49.1 49.3 78.2 70.6 47.4 47.0 69.8 66.1
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, April 25, 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 : 17,128: 13,366 13,619 1,322 2,542 690 270 0 0 848 0 7: 625 270
Old : 17,128: 13,366 13,619 1,322 2,542 690 270 0 0 848 0 7: 625 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -15: -25 105 10 -120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 79.5 7.7 14.8 4.0 1.6 0.0 0.0 5.0 0.0 0.0: 3.6 1.6
Old : 100.0: 78.0 79.5 7.7 14.8 4.0 1.6 0.0 0.0 5.0 0.0 0.0: 3.6 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: 13 14 . . . . 0 0 . 0 .:
Old : 26: 13 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 : 53.0 57.4 75.6 79.1 51.7 57.2 70.1 76.6
Old : 53.0 57.4 75.6 79.1 51.7 57.2 70.1 76.6
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, April 25, 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 : 34,842: 30,804 16,605 550 11,403 1,369 0 4,607 0 1,540 350 395: 184 113
Old : 34,842: 30,804 16,605 550 11,403 1,369 0 4,607 0 1,540 350 395: 184 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 958: 454 294 105 -410 409 0 650 0 0 0 0: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 47.7 1.6 32.7 3.9 0.0 13.2 0.0 4.4 1.0 1.1: 0.5 0.3
Old : 100.0: 88.4 47.7 1.6 32.7 3.9 0.0 13.2 0.0 4.4 1.0 1.1: 0.5 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: 21 17 . . . 0 . 0 4 . .:
Old : 40: 21 17 . . . 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 : 54.8 53.1 70.4 78.5 49.2 49.8 61.4 74.2
Old : 54.8 53.1 70.4 78.5 49.2 49.8 61.4 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 22,918: 21,268 16,820 0 4,509 1,475 110 0 0 0 0 0: 65 114
Old : 22,918: 21,268 16,820 0 4,509 1,475 110 0 0 0 0 0: 65 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 326: 66 426 0 -300 200 60 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 73.4 0.0 19.7 6.4 0.5 0.0 0.0 0.0 0.0 0.0: 0.3 0.5
Old : 100.0: 92.8 73.4 0.0 19.7 6.4 0.5 0.0 0.0 0.0 0.0 0.0: 0.3 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 17 0 4 . . 0 0 0 0 0:
Old : 31: 21 17 0 4 . . 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 58.8 74.0 78.1 50.7 55.0 67.8 70.9
Old : 54.1 58.8 74.0 78.1 50.7 55.0 67.8 70.9
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, April 25, 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 : 20,850: 13,260 17,572 6,383 640 1,002 0 575 0 0 960 85: 120 16
Old : 20,850: 13,260 17,572 6,383 640 1,002 0 575 0 0 960 85: 120 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -2: -2 -8 60 50 -60 0 0 0 0 0 0: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 84.3 30.6 3.1 4.8 0.0 2.8 0.0 0.0 4.6 0.4: 0.6 0.1
Old : 100.0: 63.6 84.3 30.6 3.1 4.8 0.0 2.8 0.0 0.0 4.6 0.4: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 14 4 . . 0 . 0 0 . .:
Old : 30: 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 : 58.5 69.5 81.0 84.8 53.1 66.6 75.3 80.0
Old : 58.5 69.5 81.0 84.8 53.1 66.6 75.3 80.0
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,124: 29,874 20,501 1,887 10,588 1,055 0 525 0 180 0 5: 123 450
Old : 33,124: 29,874 20,501 1,887 10,588 1,055 0 525 0 180 0 5: 123 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -650: -655 170 0 -840 0 0 0 0 0 0 0: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 61.9 5.7 32.0 3.2 0.0 1.6 0.0 0.5 0.0 0.0: 0.4 1.4
Old : 100.0: 90.2 61.9 5.7 32.0 3.2 0.0 1.6 0.0 0.5 0.0 0.0: 0.4 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 : 32: 24 20 . . . 0 . 0 . 0 .:
Old : 32: 24 20 . . . 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 : 42.7 53.4 63.7 77.9 41.1 48.9 56.7 64.7
Old : 42.7 53.4 63.7 77.9 41.1 48.9 56.7 64.7
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, April 25, 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 : 18,606: 12,164 15,336 3,820 1,130 1,805 0 0 0 613 0 0: 204 335
Old : 18,606: 12,164 15,336 3,820 1,130 1,805 0 0 0 613 0 0: 204 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 145: 170 145 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 82.4 20.5 6.1 9.7 0.0 0.0 0.0 3.3 0.0 0.0: 1.1 1.8
Old : 100.0: 65.4 82.4 20.5 6.1 9.7 0.0 0.0 0.0 3.3 0.0 0.0: 1.1 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 : 25: 19 14 . . . 0 0 0 . 0 0:
Old : 25: 19 14 . . . 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 : 50.0 76.4 68.5 92.4 39.7 68.1 54.9 72.0
Old : 50.0 76.4 68.5 92.4 39.7 68.1 54.9 72.0
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, April 25, 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 : 16,080: 9,750 12,413 1,450 32 3,075 0 0 0 985 0 0: 820 560
Old : 16,080: 9,750 12,413 1,450 32 3,075 0 0 0 985 0 0: 820 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 890: 900 880 0 0 0 0 0 0 0 0 0: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 77.2 9.0 0.2 19.1 0.0 0.0 0.0 6.1 0.0 0.0: 5.1 3.5
Old : 100.0: 60.6 77.2 9.0 0.2 19.1 0.0 0.0 0.0 6.1 0.0 0.0: 5.1 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 13 . . . 0 0 0 . 0 0:
Old : 23: 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 : 44.7 61.2 68.4 83.3 29.7 42.7 45.5 54.2
Old : 44.7 61.2 68.4 83.3 29.7 42.7 45.5 54.2
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,197: 22,592 27,057 10,770 5,105 0 0 0 0 0 1,200 0: 3,835 3,835
Old : 37,197: 22,592 27,057 10,770 5,105 0 0 0 0 0 1,200 0: 3,835 3,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 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: 60.7 72.7 29.0 13.7 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 10.3 10.3
Old : 100.0: 60.7 72.7 29.0 13.7 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 10.3 10.3
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: 13 19 . . 0 0 0 0 0 . 0:
Old : 25: 13 19 . . 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 50.5 88.0 71.5 76.0 50.5 81.2 71.3
Old : 78.7 50.5 88.0 71.5 76.0 50.5 81.2 71.3
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,990: 21,228 24,468 9,960 5,380 0 0 0 0 0 1,200 0: 3,802 3,942
Old : 34,990: 21,228 24,468 9,960 5,380 0 0 0 0 0 1,200 0: 3,802 3,942
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -50: 0 -50 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 69.9 28.5 15.4 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.9 11.3
Old : 100.0: 60.7 69.9 28.5 15.4 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 18 . . 0 0 0 0 0 . 0:
Old : 24: 11 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 : 82.2 50.1 88.6 69.3 78.1 50.1 81.4 68.9
Old : 82.2 50.1 88.6 69.3 78.1 50.1 81.4 68.9
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, April 25, 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 : 41,720: 35,785 11,390 1,425 5,945 2,605 0 11,015 200 75 9,165 460: 1,170 940
Old : 41,720: 35,785 11,390 1,425 5,945 2,605 0 11,015 200 75 9,165 460: 1,170 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,470: -580 1,760 0 -140 2,100 0 -1,250 0 0 -950 215: -265 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 27.3 3.4 14.2 6.2 0.0 26.4 0.5 0.2 22.0 1.1: 2.8 2.3
Old : 100.0: 85.8 27.3 3.4 14.2 6.2 0.0 26.4 0.5 0.2 22.0 1.1: 2.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . 0 . . . . .:
Old : 29: 15 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 68.7 84.6 88.3 68.7 61.4 80.4 75.8
Old : 71.4 68.7 84.6 88.3 68.7 61.4 80.4 75.8
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, April 25, 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 : 39,830: 34,325 12,670 1,200 7,065 2,655 0 10,565 340 0 5,455 325: 985 755
Old : 39,830: 34,325 12,670 1,200 7,065 2,655 0 10,565 340 0 5,455 325: 985 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,295: -740 1,750 0 -490 2,100 0 -1,500 0 0 -500 200: -265 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 31.8 3.0 17.7 6.7 0.0 26.5 0.9 0.0 13.7 0.8: 2.5 1.9
Old : 100.0: 86.2 31.8 3.0 17.7 6.7 0.0 26.5 0.9 0.0 13.7 0.8: 2.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 15 . . . 0 . . 0 4 .:
Old : 29: 14 15 . . . 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 : 75.2 65.8 87.2 88.8 71.5 57.6 82.2 77.6
Old : 75.2 65.8 87.2 88.8 71.5 57.6 82.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,005: 19,665 35,145 16,460 925 3,000 710 0 590 1,175 1,970 30: 1,375 1,345
Old : 43,005: 19,665 35,145 16,460 925 3,000 710 0 590 1,175 1,970 30: 1,375 1,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 2,085: -480 1,945 2,500 0 -75 0 0 0 0 75 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 81.7 38.3 2.2 7.0 1.7 0.0 1.4 2.7 4.6 0.1: 3.2 3.1
Old : 100.0: 45.7 81.7 38.3 2.2 7.0 1.7 0.0 1.4 2.7 4.6 0.1: 3.2 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 : 28: 16 10 . . . . 0 . . . .:
Old : 28: 16 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 81.8 84.7 92.5 62.6 77.1 78.5 82.0
Old : 68.0 81.8 84.7 92.5 62.6 77.1 78.5 82.0
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,615: 17,055 32,355 15,750 400 2,105 760 0 590 1,075 1,945 30: 1,250 1,190
Old : 38,615: 17,055 32,355 15,750 400 2,105 760 0 590 1,075 1,945 30: 1,250 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,595: -750 1,675 2,500 0 -75 0 0 0 0 75 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 83.8 40.8 1.0 5.5 2.0 0.0 1.5 2.8 5.0 0.1: 3.2 3.1
Old : 100.0: 44.2 83.8 40.8 1.0 5.5 2.0 0.0 1.5 2.8 5.0 0.1: 3.2 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 : 26: 16 10 . . . . 0 . . . .:
Old : 26: 16 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 83.0 85.0 93.4 64.1 77.8 78.6 82.4
Old : 68.0 83.0 85.0 93.4 64.1 77.8 78.6 82.4
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, April 25, 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 : 36,335: 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0: 535 325
Old : 36,335: 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0: 535 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 625: 160 310 200 0 0 0 0 0 100 250 0: 165 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0: 1.5 0.9
Old : 100.0: 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . . . 0 . 0 . . 0:
Old : 24: 13 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 : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9
Old : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9
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, April 25, 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 : 33,330: 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0: 600 490
Old : 33,330: 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0: 600 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 830: 680 630 150 0 0 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 0.0: 1.8 1.5
Old : 100.0: 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 0.0: 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 : 22: 13 7 . . . 0 . 0 0 . 0:
Old : 22: 13 7 . . . 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 : 78.4 91.0 90.6 97.7 71.0 85.0 83.3 89.3
Old : 78.4 91.0 90.6 97.7 71.0 85.0 83.3 89.3
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, April 25, 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 : 26,930: 23,225 15,835 0 7,885 1,190 100 130 50 525 0 155: 1,685 1,685
Old : 26,930: 23,225 15,835 0 7,885 1,190 100 130 50 525 0 155: 1,685 1,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -150: 150 0 0 -150 0 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 58.8 0.0 29.3 4.4 0.4 0.5 0.2 1.9 0.0 0.6: 6.3 6.3
Old : 100.0: 86.2 58.8 0.0 29.3 4.4 0.4 0.5 0.2 1.9 0.0 0.6: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 0 . . . . . . 0 .:
Old : 27: 13 10 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 76.9 84.0 88.9 65.8 72.8 77.7 81.0
Old : 70.5 76.9 84.0 88.9 65.8 72.8 77.7 81.0
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, April 25, 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 : 26,225: 22,470 15,615 0 7,770 1,100 100 130 50 945 0 255: 1,305 1,305
Old : 26,225: 22,470 15,615 0 7,770 1,100 100 130 50 945 0 255: 1,305 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -150: 150 0 0 -150 0 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 59.5 0.0 29.6 4.2 0.4 0.5 0.2 3.6 0.0 1.0: 5.0 5.0
Old : 100.0: 85.7 59.5 0.0 29.6 4.2 0.4 0.5 0.2 3.6 0.0 1.0: 5.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 9 0 . . . . . 4 0 .:
Old : 28: 14 9 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 : 72.1 77.9 83.9 90.2 67.3 74.1 76.8 82.4
Old : 72.1 77.9 83.9 90.2 67.3 74.1 76.8 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 36,295: 28,290 16,304 0 16,521 250 5,335 775 400 900 950 0: 1,120 1,095
Old : 36,295: 28,290 16,304 0 16,521 250 5,335 775 400 900 950 0: 1,120 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,578: 1,115 640 0 1,225 0 400 0 -50 300 -50 0: -187 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 44.9 0.0 45.5 0.7 14.7 2.1 1.1 2.5 2.6 0.0: 3.1 3.0
Old : 100.0: 77.9 44.9 0.0 45.5 0.7 14.7 2.1 1.1 2.5 2.6 0.0: 3.1 3.0
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: 16 9 0 . . . . . . . 0:
Old : 29: 16 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 : 66.2 78.7 83.7 91.8 58.6 75.4 76.1 84.2
Old : 66.2 78.7 83.7 91.8 58.6 75.4 76.1 84.2
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, April 25, 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 : 27,975: 23,395 14,435 0 8,890 860 825 875 210 400 640 0: 2,285 2,065
Old : 27,975: 23,395 14,435 0 8,890 860 825 875 210 400 640 0: 2,285 2,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 1,000: 1,170 545 0 575 -150 -400 0 100 300 -50 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 51.6 0.0 31.8 3.1 2.9 3.1 0.8 1.4 2.3 0.0: 8.2 7.4
Old : 100.0: 83.6 51.6 0.0 31.8 3.1 2.9 3.1 0.8 1.4 2.3 0.0: 8.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 0 . . . . . . . 0:
Old : 24: 15 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 : 58.0 69.6 74.8 86.8 50.3 61.5 65.8 74.0
Old : 58.0 69.6 74.8 86.8 50.3 61.5 65.8 74.0
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, April 25, 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 : 120,595: 58,794 106,360 23,666 1,480 2,375 17,015 0 200 8,565 175 10: 9,970 9,995
Old : 120,595: 58,794 106,360 23,666 1,480 2,375 17,015 0 200 8,565 175 10: 9,970 9,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -975: 2,745 -2,445 -3,215 0 0 -1,650 0 0 -325 0 10: 1,460 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 88.2 19.6 1.2 2.0 14.1 0.0 0.2 7.1 0.1 0.0: 8.3 8.3
Old : 100.0: 48.8 88.2 19.6 1.2 2.0 14.1 0.0 0.2 7.1 0.1 0.0: 8.3 8.3
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: 21 23 . . . . 0 . . . .:
Old : 40: 21 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 : 57.4 58.2 72.6 73.9 53.7 56.0 66.6 68.5
Old : 57.4 58.2 72.6 73.9 53.7 56.0 66.6 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 102,370: 51,130 91,545 17,470 2,430 1,720 20,425 0 300 4,975 0 0: 6,350 6,375
Old : 102,370: 51,130 91,545 17,470 2,430 1,720 20,425 0 300 4,975 0 0: 6,350 6,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -3,000: 1,130 -3,910 -3,665 0 550 -1,100 0 0 -275 0 0: 360 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 89.4 17.1 2.4 1.7 20.0 0.0 0.3 4.9 0.0 0.0: 6.2 6.2
Old : 100.0: 49.9 89.4 17.1 2.4 1.7 20.0 0.0 0.3 4.9 0.0 0.0: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 24 . . . . 0 . 4 0 0:
Old : 38: 17 24 . . . . 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 : 64.5 58.5 80.6 72.6 61.3 56.9 76.4 69.5
Old : 64.5 58.5 80.6 72.6 61.3 56.9 76.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, April 25, 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 : 21,220: 18,240 8,890 0 9,295 40 0 700 25 600 0 0: 2,315 2,270
Old : 21,220: 18,240 8,890 0 9,295 40 0 700 25 600 0 0: 2,315 2,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 650: 550 550 0 -100 0 0 100 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 0.0 0.0: 10.9 10.7
Old : 100.0: 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 0.0 0.0: 10.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 0 . . 0 . . . 0 0:
Old : 24: 17 13 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1
Old : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1
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, April 25, 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 : 20,160: 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0: 1,220 1,045
Old : 20,160: 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0: 1,220 1,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 850: 800 1,150 0 -350 -300 0 0 0 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 0.0 0.0: 6.1 5.2
Old : 100.0: 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 0.0 0.0: 6.1 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 : 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 : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9
Old : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9
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, April 25, 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 : 45,710: 36,445 29,810 45 2,375 2,960 0 4,265 25 210 250 0: 6,025 6,025
Old : 45,710: 36,445 29,810 45 2,375 2,960 0 4,265 25 210 250 0: 6,025 6,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 4,030: 2,625 3,300 0 -295 650 0 -100 0 30 -250 0: 725 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 65.2 0.1 5.2 6.5 0.0 9.3 0.1 0.5 0.5 0.0: 13.2 13.2
Old : 100.0: 79.7 65.2 0.1 5.2 6.5 0.0 9.3 0.1 0.5 0.5 0.0: 13.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 16 . . . 0 . . . . 0:
Old : 30: 14 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 : 64.4 41.7 80.2 64.3 64.1 37.4 67.9 54.8
Old : 64.4 41.7 80.2 64.3 64.1 37.4 67.9 54.8
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, April 25, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,455: 21,895 16,850 455 2,870 3,290 0 2,750 0 0 0 0: 3,815 3,695
Old : 29,455: 21,895 16,850 455 2,870 3,290 0 2,750 0 0 0 0: 3,815 3,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: -95: 280 120 0 280 -175 0 0 0 0 0 0: -200 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 57.2 1.5 9.7 11.2 0.0 9.3 0.0 0.0 0.0 0.0: 13.0 12.5
Old : 100.0: 74.3 57.2 1.5 9.7 11.2 0.0 9.3 0.0 0.0 0.0 0.0: 13.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 . . . 0 . 0 0 0 0:
Old : 26: 15 17 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 41.1 73.8 64.6 34.9 30.8 44.4 44.0
Old : 49.0 41.1 73.8 64.6 34.9 30.8 44.4 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2017