COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,252: 21,885 27,264 4,531 4,194 3,238 6,077 13,295 794 15,028 3,375 6,624: 1,075 468
Old : 59,252: 21,885 27,264 4,531 4,194 3,238 6,077 13,295 794 15,028 3,375 6,624: 1,075 468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -80: 373 -204 81 -230 66 -315 -160 4 -505 88 336: -120 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 46.0 7.6 7.1 5.5 10.3 22.4 1.3 25.4 5.7 11.2: 1.8 0.8
Old : 100.0: 36.9 46.0 7.6 7.1 5.5 10.3 22.4 1.3 25.4 5.7 11.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 16 14 . 4 5 . 5 6 11 12 16:
Old : 54: 16 14 . 4 5 . 5 6 11 12 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 48.9 68.6 66.3 34.8 36.2 53.3 48.7
Old : 41.2 48.9 68.6 66.3 34.8 36.2 53.3 48.7
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,831: 1,960 5,038 785 1,573 20 810 975 240 4,161 50 457: 398 478
Old : 8,831: 1,960 5,038 785 1,573 20 810 975 240 4,161 50 457: 398 478
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 215: -90 300 -15 45 -10 -25 10 0 535 30 -125: -55 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 57.0 8.9 17.8 0.2 9.2 11.0 2.7 47.1 0.6 5.2: 4.5 5.4
Old : 100.0: 22.2 57.0 8.9 17.8 0.2 9.2 11.0 2.7 47.1 0.6 5.2: 4.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 5 6 . . . . . . 8 . 5:
Old : 24: 5 6 . . . . . . 8 . 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 : 49.2 52.2 74.5 83.4 48.9 52.0 65.3 69.3
Old : 49.2 52.2 74.5 83.4 48.9 52.0 65.3 69.3
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,958: 54,953 61,866 4,208 9,221 6,789 14,108 375 515 4,091 5,948 1,883: 411 361
Old : 86,958: 54,953 61,866 4,208 9,221 6,789 14,108 375 515 4,091 5,948 1,883: 411 361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -7,540: -5,100 -4,100 -810 -986 -34 -840 -180 -240 85 -1,379 -541: -60 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 71.1 4.8 10.6 7.8 16.2 0.4 0.6 4.7 6.8 2.2: 0.5 0.4
Old : 100.0: 63.2 71.1 4.8 10.6 7.8 16.2 0.4 0.6 4.7 6.8 2.2: 0.5 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 : 64: 36 37 . . 4 5 . . 7 6 10:
Old : 64: 36 37 . . 4 5 . . 7 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 31.6 59.1 53.9 32.8 25.4 43.2 39.9
Old : 43.1 31.6 59.1 53.9 32.8 25.4 43.2 39.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,260: 24,632 28,685 3,778 0 1,950 325 300 0 475 225 100: 0 0
Old : 31,260: 24,632 28,685 3,778 0 1,950 325 300 0 475 225 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 430: 815 400 -375 0 -70 50 25 0 25 75 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 91.8 12.1 0.0 6.2 1.0 1.0 0.0 1.5 0.7 0.3: 0.0 0.0
Old : 100.0: 78.8 91.8 12.1 0.0 6.2 1.0 1.0 0.0 1.5 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 : 37: 25 19 . 0 . . . 0 4 . .:
Old : 37: 25 19 . 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 : 47.3 49.9 72.1 80.2 34.8 42.4 44.2 49.7
Old : 47.3 49.9 72.1 80.2 34.8 42.4 44.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,204: 20,755 15,042 0 5,297 1,200 0 0 0 175 375 50: 24 240
Old : 22,204: 20,755 15,042 0 5,297 1,200 0 0 0 175 375 50: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -113: 187 -63 0 225 -300 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 67.7 0.0 23.9 5.4 0.0 0.0 0.0 0.8 1.7 0.2: 0.1 1.1
Old : 100.0: 93.5 67.7 0.0 23.9 5.4 0.0 0.0 0.0 0.8 1.7 0.2: 0.1 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 : 30: 20 14 0 . . 0 0 0 . . .:
Old : 30: 20 14 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 55.3 83.7 85.2 61.7 46.9 70.1 66.3
Old : 68.4 55.3 83.7 85.2 61.7 46.9 70.1 66.3
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 178,536: 140,491 115,118 20,901 20,179 4,708 5,900 17,768 3,605 2,602 16,865 293: 36 0
Old : 178,536: 140,491 115,118 20,901 20,179 4,708 5,900 17,768 3,605 2,602 16,865 293: 36 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -8,556: -6,925 -8,832 -1,859 -607 625 -330 -255 -75 8 588 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 64.5 11.7 11.3 2.6 3.3 10.0 2.0 1.5 9.4 0.2: 0.0 0.0
Old : 100.0: 78.7 64.5 11.7 11.3 2.6 3.3 10.0 2.0 1.5 9.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 35 38 4 . . . . . 5 5 .:
Old : 63: 35 38 4 . . . . . 5 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 43.3 58.9 74.0 30.3 39.6 46.1 56.6
Old : 38.6 43.3 58.9 74.0 30.3 39.6 46.1 56.6
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,851: 43,737 36,979 8,725 12,889 1,485 673 3,925 752 1,175 546 275: 29 0
Old : 56,851: 43,737 36,979 8,725 12,889 1,485 673 3,925 752 1,175 546 275: 29 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -4,719: -3,346 -1,450 -995 -1,059 105 232 -25 -232 -400 -1,983 -75: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 65.0 15.3 22.7 2.6 1.2 6.9 1.3 2.1 1.0 0.5: 0.1 0.0
Old : 100.0: 76.9 65.0 15.3 22.7 2.6 1.2 6.9 1.3 2.1 1.0 0.5: 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 : 33: 16 19 . . . . . 4 . . .:
Old : 33: 16 19 . . . . . 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 : 78.0 77.7 89.6 87.9 75.5 72.3 81.6 81.0
Old : 78.0 77.7 89.6 87.9 75.5 72.3 81.6 81.0
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,976: 50,266 39,516 675 7,180 7,080 0 3,975 375 10 75 460: 110 315
Old : 58,976: 50,266 39,516 675 7,180 7,080 0 3,975 375 10 75 460: 110 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,747: -1,520 -1,265 112 -755 -267 0 -75 -75 -530 -25 460: 73 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 67.0 1.1 12.2 12.0 0.0 6.7 0.6 0.0 0.1 0.8: 0.2 0.5
Old : 100.0: 85.2 67.0 1.1 12.2 12.0 0.0 6.7 0.6 0.0 0.1 0.8: 0.2 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 : 38: 26 26 . . . 0 . . . . .:
Old : 38: 26 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 47.0 74.5 71.7 33.0 36.3 49.3 52.2
Old : 50.2 47.0 74.5 71.7 33.0 36.3 49.3 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,800: 51,675 40,130 2,115 12,685 4,500 0 1,375 150 985 400 195: 180 365
Old : 59,800: 51,675 40,130 2,115 12,685 4,500 0 1,375 150 985 400 195: 180 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -996: -994 -489 -55 -607 705 0 -600 0 -745 -75 90: 3 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 67.1 3.5 21.2 7.5 0.0 2.3 0.3 1.6 0.7 0.3: 0.3 0.6
Old : 100.0: 86.4 67.1 3.5 21.2 7.5 0.0 2.3 0.3 1.6 0.7 0.3: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 26 . . . 0 . . . . .:
Old : 41: 22 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 51.7 66.9 76.0 37.1 48.3 52.9 62.9
Old : 42.2 51.7 66.9 76.0 37.1 48.3 52.9 62.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,167: 36,907 26,330 18,790 13,010 4,255 0 0 0 890 17,400 0: 325 172
Old : 61,167: 36,907 26,330 18,790 13,010 4,255 0 0 0 890 17,400 0: 325 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,935: -2,603 -2,455 -545 -250 -230 0 0 0 480 0 0: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 43.0 30.7 21.3 7.0 0.0 0.0 0.0 1.5 28.4 0.0: 0.5 0.3
Old : 100.0: 60.3 43.0 30.7 21.3 7.0 0.0 0.0 0.0 1.5 28.4 0.0: 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 : 38: 25 23 . . . 0 0 0 . . 0:
Old : 38: 25 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 71.5 66.0 84.4 41.1 65.6 57.1 75.5
Old : 44.1 71.5 66.0 84.4 41.1 65.6 57.1 75.5
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,984: 53,294 35,920 24,490 20,235 2,715 0 0 0 1,220 22,874 0: 265 240
Old : 81,984: 53,294 35,920 24,490 20,235 2,715 0 0 0 1,220 22,874 0: 265 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,029: -2,843 -2,809 1,520 -665 -150 0 0 0 485 2,600 0: -41 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 43.8 29.9 24.7 3.3 0.0 0.0 0.0 1.5 27.9 0.0: 0.3 0.3
Old : 100.0: 65.0 43.8 29.9 24.7 3.3 0.0 0.0 0.0 1.5 27.9 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 22 . . . 0 0 0 . . 0:
Old : 39: 26 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 69.0 64.4 82.5 42.2 66.3 61.3 76.5
Old : 43.5 69.0 64.4 82.5 42.2 66.3 61.3 76.5
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,262: 22,282 26,292 4,435 0 5,010 0 0 0 425 850 0: 110 110
Old : 32,262: 22,282 26,292 4,435 0 5,010 0 0 0 425 850 0: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,112: -1,815 -1,727 75 0 -325 0 0 0 -25 -50 0: -22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 81.5 13.7 0.0 15.5 0.0 0.0 0.0 1.3 2.6 0.0: 0.3 0.3
Old : 100.0: 69.1 81.5 13.7 0.0 15.5 0.0 0.0 0.0 1.3 2.6 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 17 . 0 . 0 0 0 . . 0:
Old : 27: 19 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 : 44.4 71.8 72.9 84.5 34.0 58.6 49.1 61.0
Old : 44.4 71.8 72.9 84.5 34.0 58.6 49.1 61.0
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,571: 27,306 30,311 2,705 1,360 2,550 625 0 0 1,275 0 50: 60 300
Old : 34,571: 27,306 30,311 2,705 1,360 2,550 625 0 0 1,275 0 50: 60 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,751: -1,471 -1,689 -85 70 -70 -125 0 0 50 0 -50: 0 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 87.7 7.8 3.9 7.4 1.8 0.0 0.0 3.7 0.0 0.1: 0.2 0.9
Old : 100.0: 79.0 87.7 7.8 3.9 7.4 1.8 0.0 0.0 3.7 0.0 0.1: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 21 . . . . 0 0 . 0 .:
Old : 32: 19 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 : 40.8 71.0 63.4 87.6 21.9 52.0 37.4 56.9
Old : 40.8 71.0 63.4 87.6 21.9 52.0 37.4 56.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,865: 12,415 9,640 300 2,375 150 0 0 0 0 700 0: 0 0
Old : 12,865: 12,415 9,640 300 2,375 150 0 0 0 0 700 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,025: -1,025 -1,100 0 125 0 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 74.9 2.3 18.5 1.2 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0
Old : 100.0: 96.5 74.9 2.3 18.5 1.2 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 0 0 0 . 0:
Old : 21: 15 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 : 70.7 63.5 83.7 86.8 70.3 60.0 78.9 77.5
Old : 70.7 63.5 83.7 86.8 70.3 60.0 78.9 77.5
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,227: 15,272 12,159 0 3,285 840 500 1,232 0 1,650 656 750: 215 305
Old : 19,227: 15,272 12,159 0 3,285 840 500 1,232 0 1,650 656 750: 215 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,189: -1,431 -1,062 0 1,164 -843 -100 -50 0 250 -1,347 -50: -15 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 63.2 0.0 17.1 4.4 2.6 6.4 0.0 8.6 3.4 3.9: 1.1 1.6
Old : 100.0: 79.4 63.2 0.0 17.1 4.4 2.6 6.4 0.0 8.6 3.4 3.9: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 24 20 0 . . . . 0 . . .:
Old : 36: 24 20 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 40.3 63.7 59.9 37.5 35.1 52.2 49.2
Old : 41.0 40.3 63.7 59.9 37.5 35.1 52.2 49.2
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,847: 6,662 2,820 150 1,610 790 500 1,032 0 0 1,700 600: 145 295
Old : 8,847: 6,662 2,820 150 1,610 790 500 1,032 0 0 1,700 600: 145 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 395: 1,000 -555 -100 -450 0 -100 0 0 -100 1,700 -300: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 31.9 1.7 18.2 8.9 5.7 11.7 0.0 0.0 19.2 6.8: 1.6 3.3
Old : 100.0: 75.3 31.9 1.7 18.2 8.9 5.7 11.7 0.0 0.0 19.2 6.8: 1.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . . . . 0 0 . .:
Old : 20: 8 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 : 62.9 53.5 87.7 83.4 54.7 52.8 70.8 67.1
Old : 62.9 53.5 87.7 83.4 54.7 52.8 70.8 67.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,065: 7,940 7,315 700 1,065 535 0 475 200 50 150 300: 340 25
Old : 10,065: 7,940 7,315 700 1,065 535 0 475 200 50 150 300: 340 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -810: -620 -615 50 -65 -75 0 75 -75 -70 -50 0: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 72.7 7.0 10.6 5.3 0.0 4.7 2.0 0.5 1.5 3.0: 3.4 0.2
Old : 100.0: 78.9 72.7 7.0 10.6 5.3 0.0 4.7 2.0 0.5 1.5 3.0: 3.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . 0 . . . . .:
Old : 24: 11 11 . . . 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 : 61.8 59.1 80.5 84.8 53.9 55.3 69.2 68.5
Old : 61.8 59.1 80.5 84.8 53.9 55.3 69.2 68.5
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,982: 27,682 35,017 7,160 0 4,890 0 0 0 650 375 600: 0 100
Old : 40,982: 27,682 35,017 7,160 0 4,890 0 0 0 650 375 600: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,447: -2,097 -1,912 345 0 -545 0 0 0 -150 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 85.4 17.5 0.0 11.9 0.0 0.0 0.0 1.6 0.9 1.5: 0.0 0.2
Old : 100.0: 67.5 85.4 17.5 0.0 11.9 0.0 0.0 0.0 1.6 0.9 1.5: 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 21 . 0 . 0 0 0 . . .:
Old : 31: 22 21 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 61.7 71.8 79.6 32.1 53.1 47.9 57.3
Old : 44.2 61.7 71.8 79.6 32.1 53.1 47.9 57.3
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 48,183: 42,513 32,998 1,855 11,450 1,995 25 125 25 1,275 1,325 175: 320 90
Old : 48,183: 42,513 32,998 1,855 11,450 1,995 25 125 25 1,275 1,325 175: 320 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,308: -1,533 -1,918 -370 35 -105 -75 -25 -125 -50 -100 -50: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 68.5 3.8 23.8 4.1 0.1 0.3 0.1 2.6 2.7 0.4: 0.7 0.2
Old : 100.0: 88.2 68.5 3.8 23.8 4.1 0.1 0.3 0.1 2.6 2.7 0.4: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 23 . . . . . . . 4 .:
Old : 40: 22 23 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 58.5 67.1 80.4 39.2 53.6 57.0 70.5
Old : 46.0 58.5 67.1 80.4 39.2 53.6 57.0 70.5
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,413: 36,910 35,168 9,168 12,265 620 300 0 0 970 0 360: 85 0
Old : 48,413: 36,910 35,168 9,168 12,265 620 300 0 0 970 0 360: 85 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -3,251: -2,675 -2,956 -531 -260 0 -75 0 0 35 -35 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 72.6 18.9 25.3 1.3 0.6 0.0 0.0 2.0 0.0 0.7: 0.2 0.0
Old : 100.0: 76.2 72.6 18.9 25.3 1.3 0.6 0.0 0.0 2.0 0.0 0.7: 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: 19 13 . . . . 0 0 . 0 .:
Old : 29: 19 13 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 93.1 71.0 97.9 38.6 90.7 65.5 91.1
Old : 41.6 93.1 71.0 97.9 38.6 90.7 65.5 91.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,333: 41,340 38,303 10,568 13,390 2,115 300 0 0 1,670 2,350 175: 165 0
Old : 56,333: 41,340 38,303 10,568 13,390 2,115 300 0 0 1,670 2,350 175: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -5,261: -3,955 -4,571 -1,121 -640 0 -75 0 0 -100 -50 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 68.0 18.8 23.8 3.8 0.5 0.0 0.0 3.0 4.2 0.3: 0.3 0.0
Old : 100.0: 73.4 68.0 18.8 23.8 3.8 0.5 0.0 0.0 3.0 4.2 0.3: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 11 . . . . 0 0 . . .:
Old : 32: 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 : 38.4 88.8 67.3 97.4 36.4 87.0 62.8 90.3
Old : 38.4 88.8 67.3 97.4 36.4 87.0 62.8 90.3
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,524: 66,407 59,665 2,187 6,127 1,693 0 0 0 210 2,711 0: 27 328
Old : 70,524: 66,407 59,665 2,187 6,127 1,693 0 0 0 210 2,711 0: 27 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -4,110: -4,006 -3,278 -107 -764 205 0 -336 0 -30 219 -169: -3 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 84.6 3.1 8.7 2.4 0.0 0.0 0.0 0.3 3.8 0.0: 0.0 0.5
Old : 100.0: 94.2 84.6 3.1 8.7 2.4 0.0 0.0 0.0 0.3 3.8 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 26 . . . 0 0 0 . . 0:
Old : 42: 25 26 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 61.9 77.9 81.5 54.3 58.6 75.6 78.2
Old : 54.4 61.9 77.9 81.5 54.3 58.6 75.6 78.2
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,939: 81,897 80,756 4,539 6,882 1,947 3,210 322 105 2,246 3,951 920: 75 56
Old : 94,939: 81,897 80,756 4,539 6,882 1,947 3,210 322 105 2,246 3,951 920: 75 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -9,722: -9,394 -7,839 -58 -474 319 -120 -834 -6 -355 -785 -95: -13 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 85.1 4.8 7.2 2.1 3.4 0.3 0.1 2.4 4.2 1.0: 0.1 0.1
Old : 100.0: 86.3 85.1 4.8 7.2 2.1 3.4 0.3 0.1 2.4 4.2 1.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 28 32 . . . . . . 8 . .:
Old : 57: 28 32 . . . . . . 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 : 44.5 55.3 67.7 75.9 43.6 47.5 61.1 66.4
Old : 44.5 55.3 67.7 75.9 43.6 47.5 61.1 66.4
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,385: 22,825 27,995 5,131 0 340 0 0 0 50 50 0: 39 0
Old : 28,385: 22,825 27,995 5,131 0 340 0 0 0 50 50 0: 39 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,893: -1,068 -1,305 -5 0 -588 0 0 0 -175 50 -50: -7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 98.6 18.1 0.0 1.2 0.0 0.0 0.0 0.2 0.2 0.0: 0.1 0.0
Old : 100.0: 80.4 98.6 18.1 0.0 1.2 0.0 0.0 0.0 0.2 0.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 . 0 . 0 0 0 . . 0:
Old : 22: 13 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 89.7 97.8 97.3 76.5 83.4 85.0 85.6
Old : 80.4 89.7 97.8 97.3 76.5 83.4 85.0 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,450: 32,555 31,715 4,425 2,370 3,395 500 4,550 100 1,025 0 75: 375 245
Old : 42,450: 32,555 31,715 4,425 2,370 3,395 500 4,550 100 1,025 0 75: 375 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,923: -1,730 -1,838 230 55 -315 -100 0 100 -177 0 75: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 74.7 10.4 5.6 8.0 1.2 10.7 0.2 2.4 0.0 0.2: 0.9 0.6
Old : 100.0: 76.7 74.7 10.4 5.6 8.0 1.2 10.7 0.2 2.4 0.0 0.2: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 16 . . . . . . . 0 .:
Old : 31: 22 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 : 56.1 75.0 75.3 89.9 54.6 65.3 66.7 75.9
Old : 56.1 75.0 75.3 89.9 54.6 65.3 66.7 75.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,442: 29,151 36,871 6,465 1,460 4,591 2,400 0 1,800 1,745 1,300 120: 170 300
Old : 46,442: 29,151 36,871 6,465 1,460 4,591 2,400 0 1,800 1,745 1,300 120: 170 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,860: -2,600 -2,527 83 -190 107 -250 0 0 -190 -250 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 79.4 13.9 3.1 9.9 5.2 0.0 3.9 3.8 2.8 0.3: 0.4 0.6
Old : 100.0: 62.8 79.4 13.9 3.1 9.9 5.2 0.0 3.9 3.8 2.8 0.3: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 19 . . . . 0 . 4 . .:
Old : 33: 21 19 . . . . 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 : 44.2 64.9 68.1 81.3 33.0 53.1 46.2 61.9
Old : 44.2 64.9 68.1 81.3 33.0 53.1 46.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 35,313: 18,116 31,503 16,927 1,615 0 0 1,590 125 0 220 20: 125 240
Old : 35,313: 18,116 31,503 16,927 1,615 0 0 1,590 125 0 220 20: 125 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,785: -1,251 -1,277 -569 -83 -5 0 -150 0 0 -270 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 89.2 47.9 4.6 0.0 0.0 4.5 0.4 0.0 0.6 0.1: 0.4 0.7
Old : 100.0: 51.3 89.2 47.9 4.6 0.0 0.0 4.5 0.4 0.0 0.6 0.1: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 4 . 0 0 . . 0 . .:
Old : 29: 16 15 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 : 62.2 71.5 83.7 87.5 62.2 69.8 81.8 84.9
Old : 62.2 71.5 83.7 87.5 62.2 69.8 81.8 84.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,368: 14,918 26,295 14,340 1,833 625 0 1,415 175 200 0 0: 110 25
Old : 30,368: 14,918 26,295 14,340 1,833 625 0 1,415 175 200 0 0: 110 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,710: -1,643 -1,157 -270 -398 0 0 -175 25 200 0 0: -22 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 86.6 47.2 6.0 2.1 0.0 4.7 0.6 0.7 0.0 0.0: 0.4 0.1
Old : 100.0: 49.1 86.6 47.2 6.0 2.1 0.0 4.7 0.6 0.7 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 12 . . . 0 . . . 0 0:
Old : 28: 14 12 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 75.2 87.0 87.8 67.9 75.2 85.7 86.3
Old : 69.1 75.2 87.0 87.8 67.9 75.2 85.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,795: 21,917 26,961 3,797 378 1,908 150 0 190 1,164 50 258: 411 50
Old : 29,795: 21,917 26,961 3,797 378 1,908 150 0 190 1,164 50 258: 411 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -3,051: -2,197 -2,627 -735 -196 -54 45 0 -45 49 -20 -99: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 90.5 12.7 1.3 6.4 0.5 0.0 0.6 3.9 0.2 0.9: 1.4 0.2
Old : 100.0: 73.6 90.5 12.7 1.3 6.4 0.5 0.0 0.6 3.9 0.2 0.9: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 19 . . 4 . 0 . . . .:
Old : 34: 18 19 . . 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 : 58.5 56.4 72.4 74.4 53.1 56.3 63.7 69.7
Old : 58.5 56.4 72.4 74.4 53.1 56.3 63.7 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,421: 18,684 18,619 1,064 2,193 403 390 0 0 759 0 1: 120 205
Old : 21,421: 18,684 18,619 1,064 2,193 403 390 0 0 759 0 1: 120 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,355: -934 -1,076 -155 -136 -123 -110 0 0 -18 0 0: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 86.9 5.0 10.2 1.9 1.8 0.0 0.0 3.5 0.0 0.0: 0.6 1.0
Old : 100.0: 87.2 86.9 5.0 10.2 1.9 1.8 0.0 0.0 3.5 0.0 0.0: 0.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . . 0 0 . 0 .:
Old : 28: 13 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 : 68.9 68.5 85.2 86.2 67.3 68.5 82.1 85.7
Old : 68.9 68.5 85.2 86.2 67.3 68.5 82.1 85.7
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,468: 38,020 23,973 1,278 8,106 2,195 1,280 8,745 0 345 449 0: 350 0
Old : 43,468: 38,020 23,973 1,278 8,106 2,195 1,280 8,745 0 345 449 0: 350 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -3,183: -2,593 -1,734 -22 -975 -75 -130 -150 0 -555 -234 0: 192 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 55.2 2.9 18.6 5.0 2.9 20.1 0.0 0.8 1.0 0.0: 0.8 0.0
Old : 100.0: 87.5 55.2 2.9 18.6 5.0 2.9 20.1 0.0 0.8 1.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 21 . . . . . 0 . . 0:
Old : 42: 28 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 : 51.4 50.3 66.9 70.6 48.7 46.7 58.9 59.6
Old : 51.4 50.3 66.9 70.6 48.7 46.7 58.9 59.6
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,433: 25,879 17,671 3,180 7,803 999 1,350 4,635 0 0 300 0: 25 25
Old : 31,433: 25,879 17,671 3,180 7,803 999 1,350 4,635 0 0 300 0: 25 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,879: -1,768 -1,605 -71 -623 115 -150 15 0 0 200 0: -5 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 56.2 10.1 24.8 3.2 4.3 14.7 0.0 0.0 1.0 0.0: 0.1 0.1
Old : 100.0: 82.3 56.2 10.1 24.8 3.2 4.3 14.7 0.0 0.0 1.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 19 . . . . . 0 0 . 0:
Old : 36: 23 19 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 58.8 68.7 76.9 43.6 55.1 61.8 69.2
Old : 49.1 58.8 68.7 76.9 43.6 55.1 61.8 69.2
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,588: 12,856 10,953 2,027 30 3,930 0 3,425 775 0 475 0: 0 0
Old : 19,588: 12,856 10,953 2,027 30 3,930 0 3,425 775 0 475 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 181: 6 406 175 -225 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 55.9 10.3 0.2 20.1 0.0 17.5 4.0 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 65.6 55.9 10.3 0.2 20.1 0.0 17.5 4.0 0.0 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 12 . . . 0 . . 0 . 0:
Old : 26: 17 12 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 62.1 86.3 86.8 51.1 47.8 63.2 59.9
Old : 67.9 62.1 86.3 86.8 51.1 47.8 63.2 59.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,630: 8,600 16,975 6,725 0 630 400 0 5 225 0 0: 1,045 20
Old : 17,630: 8,600 16,975 6,725 0 630 400 0 5 225 0 0: 1,045 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -875: -290 -900 -725 0 80 5 0 -5 50 0 -50: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 96.3 38.1 0.0 3.6 2.3 0.0 0.0 1.3 0.0 0.0: 5.9 0.1
Old : 100.0: 48.8 96.3 38.1 0.0 3.6 2.3 0.0 0.0 1.3 0.0 0.0: 5.9 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: 15 9 . 0 . . 0 . . 0 0:
Old : 23: 15 9 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 89.7 79.9 97.6 60.8 88.0 72.9 88.0
Old : 67.8 89.7 79.9 97.6 60.8 88.0 72.9 88.0
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,415: 10,130 17,450 6,710 0 485 0 100 360 400 0 0: 330 20
Old : 18,415: 10,130 17,450 6,710 0 485 0 100 360 400 0 0: 330 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,555: -780 -1,160 -535 0 10 -175 -405 0 -165 0 0: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 94.8 36.4 0.0 2.6 0.0 0.5 2.0 2.2 0.0 0.0: 1.8 0.1
Old : 100.0: 55.0 94.8 36.4 0.0 2.6 0.0 0.5 2.0 2.2 0.0 0.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . 0 . . . 0 0:
Old : 27: 17 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 : 64.6 85.9 77.2 95.7 58.8 82.8 70.9 85.2
Old : 64.6 85.9 77.2 95.7 58.8 82.8 70.9 85.2
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,530: 6,505 4,885 1,000 2,650 915 0 0 0 15 0 10: 85 70
Old : 8,530: 6,505 4,885 1,000 2,650 915 0 0 0 15 0 10: 85 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -950: -870 -510 -70 -430 0 0 0 0 10 0 -10: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 57.3 11.7 31.1 10.7 0.0 0.0 0.0 0.2 0.0 0.1: 1.0 0.8
Old : 100.0: 76.3 57.3 11.7 31.1 10.7 0.0 0.0 0.0 0.2 0.0 0.1: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 . . . 0 0 0 . 0 .:
Old : 24: 12 9 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 71.4 84.3 91.2 51.8 63.5 69.2 76.1
Old : 63.4 71.4 84.3 91.2 51.8 63.5 69.2 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,839: 8,391 19,075 15,700 6,515 1,065 850 0 0 260 150 0: 573 34
Old : 26,839: 8,391 19,075 15,700 6,515 1,065 850 0 0 260 150 0: 573 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,772: -642 -1,675 -1,345 -365 270 -25 0 0 -15 0 0: -15 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 71.1 58.5 24.3 4.0 3.2 0.0 0.0 1.0 0.6 0.0: 2.1 0.1
Old : 100.0: 31.3 71.1 58.5 24.3 4.0 3.2 0.0 0.0 1.0 0.6 0.0: 2.1 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 : 30: 16 11 . . . . 0 0 . . 0:
Old : 30: 16 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 : 74.4 81.6 87.0 96.5 70.8 76.5 79.3 85.4
Old : 74.4 81.6 87.0 96.5 70.8 76.5 79.3 85.4
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,860: 7,305 17,350 13,900 5,165 2,170 850 0 0 285 150 0: 350 25
Old : 24,860: 7,305 17,350 13,900 5,165 2,170 850 0 0 285 150 0: 350 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,370: -575 -1,305 -1,015 -365 300 -25 0 0 -40 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 69.8 55.9 20.8 8.7 3.4 0.0 0.0 1.1 0.6 0.0: 1.4 0.1
Old : 100.0: 29.4 69.8 55.9 20.8 8.7 3.4 0.0 0.0 1.1 0.6 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 : 27: 14 8 . . . . 0 0 . . 0:
Old : 27: 14 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 : 73.0 87.1 86.9 97.7 67.3 75.9 76.0 81.8
Old : 73.0 87.1 86.9 97.7 67.3 75.9 76.0 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,045: 9,070 10,010 2,070 770 780 0 375 0 25 50 0: 100 60
Old : 12,045: 9,070 10,010 2,070 770 780 0 375 0 25 50 0: 100 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,290: -1,080 -1,115 -165 15 -90 0 -50 0 -25 -50 0: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 83.1 17.2 6.4 6.5 0.0 3.1 0.0 0.2 0.4 0.0: 0.8 0.5
Old : 100.0: 75.3 83.1 17.2 6.4 6.5 0.0 3.1 0.0 0.2 0.4 0.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . . . 0 . 0 . . 0:
Old : 25: 12 11 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 61.2 86.3 85.6 55.6 59.1 78.5 75.9
Old : 60.4 61.2 86.3 85.6 55.6 59.1 78.5 75.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,725: 20,208 14,243 930 7,540 1,780 500 0 0 157 100 62: 88 0
Old : 23,725: 20,208 14,243 930 7,540 1,780 500 0 0 157 100 62: 88 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,707: -1,450 -1,492 155 15 -205 -100 0 0 -72 0 -25: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 60.0 3.9 31.8 7.5 2.1 0.0 0.0 0.7 0.4 0.3: 0.4 0.0
Old : 100.0: 85.2 60.0 3.9 31.8 7.5 2.1 0.0 0.0 0.7 0.4 0.3: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 14 . . . . 0 0 . . .:
Old : 30: 13 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 75.7 88.0 90.4 58.6 72.3 71.7 78.7
Old : 65.6 75.7 88.0 90.4 58.6 72.3 71.7 78.7
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,382: 21,467 15,635 130 6,730 2,905 500 0 0 256 100 12: 112 0
Old : 25,382: 21,467 15,635 130 6,730 2,905 500 0 0 256 100 12: 112 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,434: -1,949 -1,769 130 -255 -410 -100 0 0 -95 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 61.6 0.5 26.5 11.4 2.0 0.0 0.0 1.0 0.4 0.0: 0.4 0.0
Old : 100.0: 84.6 61.6 0.5 26.5 11.4 2.0 0.0 0.0 1.0 0.4 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . . . . 0 0 . . .:
Old : 30: 14 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 : 63.3 76.3 86.7 91.3 53.0 64.2 64.3 70.8
Old : 63.3 76.3 86.7 91.3 53.0 64.2 64.3 70.8
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,166: 105,841 79,958 4,865 23,209 5,760 0 4,442 55 200 3,330 400: 45 12
Old : 117,166: 105,841 79,958 4,865 23,209 5,760 0 4,442 55 200 3,330 400: 45 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -7,990: -8,120 -7,035 -395 -1,120 470 0 -545 55 50 235 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 68.2 4.2 19.8 4.9 0.0 3.8 0.0 0.2 2.8 0.3: 0.0 0.0
Old : 100.0: 90.3 68.2 4.2 19.8 4.9 0.0 3.8 0.0 0.2 2.8 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 : 56: 32 27 . . 5 0 4 . . 6 .:
Old : 56: 32 27 . . 5 0 4 . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 57.7 69.0 84.1 50.3 49.5 67.6 72.1
Old : 50.3 57.7 69.0 84.1 50.3 49.5 67.6 72.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,948: 120,268 90,052 3,120 24,822 5,455 0 4,907 345 300 3,955 400: 60 12
Old : 129,948: 120,268 90,052 3,120 24,822 5,455 0 4,907 345 300 3,955 400: 60 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -12,527: -12,067 -7,937 -630 -460 185 0 -3,595 -215 275 -410 -95: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 69.3 2.4 19.1 4.2 0.0 3.8 0.3 0.2 3.0 0.3: 0.0 0.0
Old : 100.0: 92.6 69.3 2.4 19.1 4.2 0.0 3.8 0.3 0.2 3.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 32 . . 4 0 5 . . 7 4:
Old : 60: 34 32 . . 4 0 5 . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 53.7 65.1 80.8 50.8 45.8 62.8 70.7
Old : 50.9 53.7 65.1 80.8 50.8 45.8 62.8 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 212,832: 145,303 137,719 4,890 11,766 14,998 24,891 5,370 10,155 7,279 27,303 5,309: 7 212
Old : 212,832: 145,303 137,719 4,890 11,766 14,998 24,891 5,370 10,155 7,279 27,303 5,309: 7 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -5,321: -8,336 -10,585 -698 9,707 -1,910 8,150 1,363 -1,175 -1,108 -2,522 -210: -34 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 64.7 2.3 5.5 7.0 11.7 2.5 4.8 3.4 12.8 2.5: 0.0 0.1
Old : 100.0: 68.3 64.7 2.3 5.5 7.0 11.7 2.5 4.8 3.4 12.8 2.5: 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 : 84: 44 43 4 . 4 . 7 4 9 8 15:
Old : 84: 44 43 4 . 4 . 7 4 9 8 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 : 35.3 34.3 54.1 52.5 30.2 27.8 45.2 38.0
Old : 35.3 34.3 54.1 52.5 30.2 27.8 45.2 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,230: 36,575 39,660 6,905 5,650 2,480 1,115 225 115 780 75 0: 260 25
Old : 48,230: 36,575 39,660 6,905 5,650 2,480 1,115 225 115 780 75 0: 260 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,950: -2,245 -2,485 -1,140 -815 310 50 0 40 50 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 82.2 14.3 11.7 5.1 2.3 0.5 0.2 1.6 0.2 0.0: 0.5 0.1
Old : 100.0: 75.8 82.2 14.3 11.7 5.1 2.3 0.5 0.2 1.6 0.2 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 12 . . . . . . . . 0:
Old : 33: 22 12 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 93.6 80.4 97.4 62.1 87.3 76.5 90.0
Old : 63.1 93.6 80.4 97.4 62.1 87.3 76.5 90.0
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,080: 34,310 38,730 4,960 1,820 3,100 755 225 130 590 50 0: 235 25
Old : 44,080: 34,310 38,730 4,960 1,820 3,100 755 225 130 590 50 0: 235 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,265: -2,035 -2,080 -415 -315 75 -25 0 55 85 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 87.9 11.3 4.1 7.0 1.7 0.5 0.3 1.3 0.1 0.0: 0.5 0.1
Old : 100.0: 77.8 87.9 11.3 4.1 7.0 1.7 0.5 0.3 1.3 0.1 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 11 . . . . . . . . 0:
Old : 31: 19 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 94.1 81.0 97.7 63.2 86.0 76.3 89.1
Old : 63.8 94.1 81.0 97.7 63.2 86.0 76.3 89.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,273: 86,430 96,661 0 9,826 27,630 19,534 0 2,756 840 400 0: 83 0
Old : 137,273: 86,430 96,661 0 9,826 27,630 19,534 0 2,756 840 400 0: 83 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 4,996: 2,363 4,156 0 840 0 2,550 0 0 0 0 0: 83 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 70.4 0.0 7.2 20.1 14.2 0.0 2.0 0.6 0.3 0.0: 0.1 0.0
Old : 100.0: 63.0 70.4 0.0 7.2 20.1 14.2 0.0 2.0 0.6 0.3 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 0 . . . 0 . . . 0:
Old : 26: 16 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 : 50.9 68.6 83.1 88.2 32.4 32.3 37.3 38.8
Old : 50.9 68.6 83.1 88.2 32.4 32.3 37.3 38.8
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,147: 27,162 32,697 5,910 455 300 0 0 0 0 0 0: 2,775 2,695
Old : 36,147: 27,162 32,697 5,910 455 300 0 0 0 0 0 0: 2,775 2,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,860: -1,185 -3,120 -1,980 -25 0 0 0 0 0 0 0: 305 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 90.5 16.3 1.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 7.5
Old : 100.0: 75.1 90.5 16.3 1.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 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 : 24: 16 16 . . . 0 0 0 0 0 0:
Old : 24: 16 16 . . . 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 : 83.1 62.9 89.0 82.9 69.3 51.3 73.7 70.4
Old : 83.1 62.9 89.0 82.9 69.3 51.3 73.7 70.4
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,600: 24,960 30,670 6,060 455 300 0 0 0 0 0 0: 2,280 2,175
Old : 33,600: 24,960 30,670 6,060 455 300 0 0 0 0 0 0: 2,280 2,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,015: -810 -2,385 -1,615 -25 0 0 0 0 0 0 0: 410 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 91.3 18.0 1.4 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 6.8 6.5
Old : 100.0: 74.3 91.3 18.0 1.4 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 6.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 17 . . . 0 0 0 0 0 0:
Old : 22: 12 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.9 64.4 92.2 84.9 71.4 52.3 74.4 70.1
Old : 86.9 64.4 92.2 84.9 71.4 52.3 74.4 70.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,022: 18,508 23,703 8,900 2,685 960 0 0 0 0 1,000 0: 3,654 3,674
Old : 32,022: 18,508 23,703 8,900 2,685 960 0 0 0 0 1,000 0: 3,654 3,674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,962: -803 -1,443 -895 -175 0 0 0 0 0 -100 0: -264 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 74.0 27.8 8.4 3.0 0.0 0.0 0.0 0.0 3.1 0.0: 11.4 11.5
Old : 100.0: 57.8 74.0 27.8 8.4 3.0 0.0 0.0 0.0 0.0 3.1 0.0: 11.4 11.5
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: 10 15 . . . 0 0 0 0 . 0:
Old : 23: 10 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7
Old : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,443: 17,930 22,395 8,765 3,180 960 0 0 0 0 1,000 0: 2,788 2,908
Old : 30,443: 17,930 22,395 8,765 3,180 960 0 0 0 0 1,000 0: 2,788 2,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,641: -696 -1,131 -705 -170 0 0 0 0 0 -100 0: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 73.6 28.8 10.4 3.2 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 9.6
Old : 100.0: 58.9 73.6 28.8 10.4 3.2 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 16 . . . 0 0 0 0 . 0:
Old : 23: 9 16 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
Old : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,330: 32,905 11,005 1,225 9,010 805 0 10,775 0 100 3,590 0: 3,295 3,145
Old : 38,330: 32,905 11,005 1,225 9,010 805 0 10,775 0 100 3,590 0: 3,295 3,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,840: -1,710 -230 -125 -290 -600 0 -1,040 0 0 -295 0: 595 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 28.7 3.2 23.5 2.1 0.0 28.1 0.0 0.3 9.4 0.0: 8.6 8.2
Old : 100.0: 85.8 28.7 3.2 23.5 2.1 0.0 28.1 0.0 0.3 9.4 0.0: 8.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 13 . . . 0 . 0 . . 0:
Old : 31: 16 13 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 68.2 74.6 84.4 58.3 66.1 70.8 81.1
Old : 61.4 68.2 74.6 84.4 58.3 66.1 70.8 81.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,620: 33,375 11,520 1,050 11,045 805 0 9,700 0 100 2,410 25: 3,265 3,115
Old : 38,620: 33,375 11,520 1,050 11,045 805 0 9,700 0 100 2,410 25: 3,265 3,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,695: -1,685 -400 -100 -470 -600 0 -665 0 0 -270 0: 690 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 29.8 2.7 28.6 2.1 0.0 25.1 0.0 0.3 6.2 0.1: 8.5 8.1
Old : 100.0: 86.4 29.8 2.7 28.6 2.1 0.0 25.1 0.0 0.3 6.2 0.1: 8.5 8.1
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 13 . . . 0 . 0 . . .:
Old : 29: 16 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 73.7 75.1 85.9 60.5 71.6 71.3 81.2
Old : 62.9 73.7 75.1 85.9 60.5 71.6 71.3 81.2
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,345: 17,765 38,360 22,475 1,125 685 725 0 500 150 1,630 0: 1,045 1,045
Old : 43,345: 17,765 38,360 22,475 1,125 685 725 0 500 150 1,630 0: 1,045 1,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,825: -470 -1,210 -1,130 -250 0 0 0 -25 0 -140 0: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 88.5 51.9 2.6 1.6 1.7 0.0 1.2 0.3 3.8 0.0: 2.4 2.4
Old : 100.0: 41.0 88.5 51.9 2.6 1.6 1.7 0.0 1.2 0.3 3.8 0.0: 2.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 12 . . . . 0 . . . 0:
Old : 28: 12 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 : 75.9 86.1 88.7 94.3 75.5 84.2 88.0 90.9
Old : 75.9 86.1 88.7 94.3 75.5 84.2 88.0 90.9
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,440: 15,580 35,435 21,190 550 595 750 0 500 150 1,705 0: 675 655
Old : 39,440: 15,580 35,435 21,190 550 595 750 0 500 150 1,705 0: 675 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,070: -285 -820 -475 25 -25 -25 0 -25 0 10 0: -235 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 89.8 53.7 1.4 1.5 1.9 0.0 1.3 0.4 4.3 0.0: 1.7 1.7
Old : 100.0: 39.5 89.8 53.7 1.4 1.5 1.9 0.0 1.3 0.4 4.3 0.0: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . . . . 0 . . . 0:
Old : 26: 13 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 : 75.5 89.0 88.7 95.9 75.0 86.4 87.8 91.5
Old : 75.5 89.0 88.7 95.9 75.0 86.4 87.8 91.5
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,370: 19,045 17,910 8,220 425 1,155 0 9,065 0 50 0 0: 900 815
Old : 29,370: 19,045 17,910 8,220 425 1,155 0 9,065 0 50 0 0: 900 815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,530: -1,385 -1,725 -1,015 50 -50 0 -780 0 -50 0 0: -30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 61.0 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.1 2.8
Old : 100.0: 64.8 61.0 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.1 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 : 25: 13 11 . . . 0 . 0 . 0 0:
Old : 25: 13 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 : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
Old : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,355: 16,555 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 750 665
Old : 27,355: 16,555 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 750 665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,085: -1,160 -1,400 -840 50 -50 0 -655 0 0 0 0: -35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 62.3 33.0 1.8 3.8 0.0 29.0 0.0 0.0 0.7 0.0: 2.7 2.4
Old : 100.0: 60.5 62.3 33.0 1.8 3.8 0.0 29.0 0.0 0.0 0.7 0.0: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 9 . . . 0 . 0 0 . 0:
Old : 21: 14 9 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
Old : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,365: 18,890 11,120 0 8,695 0 0 130 50 525 70 230: 2,670 2,070
Old : 22,365: 18,890 11,120 0 8,695 0 0 130 50 525 70 230: 2,670 2,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,415: -1,410 110 0 -2,105 0 0 0 0 -525 50 -25: 545 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 49.7 0.0 38.9 0.0 0.0 0.6 0.2 2.3 0.3 1.0: 11.9 9.3
Old : 100.0: 84.5 49.7 0.0 38.9 0.0 0.0 0.6 0.2 2.3 0.3 1.0: 11.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 0 . 0 0 . . . . .:
Old : 22: 11 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 : 71.9 69.1 83.2 87.8 64.2 69.1 75.5 80.3
Old : 71.9 69.1 83.2 87.8 64.2 69.1 75.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,505: 18,175 10,920 0 8,105 0 0 130 50 480 25 230: 2,570 2,045
Old : 21,505: 18,175 10,920 0 8,105 0 0 130 50 480 25 230: 2,570 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -895: -1,300 150 0 -1,885 0 0 0 0 -385 25 10: 780 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 50.8 0.0 37.7 0.0 0.0 0.6 0.2 2.2 0.1 1.1: 12.0 9.5
Old : 100.0: 84.5 50.8 0.0 37.7 0.0 0.0 0.6 0.2 2.2 0.1 1.1: 12.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 0 . 0 0 . . . . .:
Old : 23: 12 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 : 73.0 70.3 82.4 87.5 66.4 70.3 75.6 81.2
Old : 73.0 70.3 82.4 87.5 66.4 70.3 75.6 81.2
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,405: 26,375 15,582 75 18,993 100 9,000 850 50 425 475 0: 1,380 1,355
Old : 37,405: 26,375 15,582 75 18,993 100 9,000 850 50 425 475 0: 1,380 1,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,250: -1,425 -1,232 75 -638 -100 -645 -150 0 -75 -50 -25: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 41.7 0.2 50.8 0.3 24.1 2.3 0.1 1.1 1.3 0.0: 3.7 3.6
Old : 100.0: 70.5 41.7 0.2 50.8 0.3 24.1 2.3 0.1 1.1 1.3 0.0: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 9 . . . . . . . . 0:
Old : 28: 17 9 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 81.3 85.6 93.2 65.6 80.1 81.2 88.5
Old : 69.5 81.3 85.6 93.2 65.6 80.1 81.2 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,525: 21,270 14,250 50 11,070 25 4,675 875 0 300 370 0: 2,205 1,935
Old : 28,525: 21,270 14,250 50 11,070 25 4,675 875 0 300 370 0: 2,205 1,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,380: -1,280 -660 50 -560 25 95 0 -20 -100 -35 0: -150 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 50.0 0.2 38.8 0.1 16.4 3.1 0.0 1.1 1.3 0.0: 7.7 6.8
Old : 100.0: 74.6 50.0 0.2 38.8 0.1 16.4 3.1 0.0 1.1 1.3 0.0: 7.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . . 0 . . 0:
Old : 27: 15 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 : 64.4 72.6 81.0 89.1 57.5 69.7 72.5 80.4
Old : 64.4 72.6 81.0 89.1 57.5 69.7 72.5 80.4
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 109,350: 54,872 94,900 24,358 50 2,100 11,900 0 665 4,295 450 510: 10,650 10,675
Old : 109,350: 54,872 94,900 24,358 50 2,100 11,900 0 665 4,295 450 510: 10,650 10,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -7,785: -3,377 -6,780 -2,328 50 0 -1,265 0 0 215 -25 -305: -725 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 86.8 22.3 0.0 1.9 10.9 0.0 0.6 3.9 0.4 0.5: 9.7 9.8
Old : 100.0: 50.2 86.8 22.3 0.0 1.9 10.9 0.0 0.6 3.9 0.4 0.5: 9.7 9.8
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 : 43: 21 24 . . . . 0 . . . .:
Old : 43: 21 24 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 58.9 73.1 71.8 54.6 56.4 66.3 67.1
Old : 60.0 58.9 73.1 71.8 54.6 56.4 66.3 67.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,610: 51,070 84,390 17,380 430 1,820 13,605 0 665 3,110 300 330: 9,630 9,675
Old : 97,610: 51,070 84,390 17,380 430 1,820 13,605 0 665 3,110 300 330: 9,630 9,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -5,790: -1,335 -4,730 -2,700 -245 0 -1,380 0 0 215 -225 80: -670 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 86.5 17.8 0.4 1.9 13.9 0.0 0.7 3.2 0.3 0.3: 9.9 9.9
Old : 100.0: 52.3 86.5 17.8 0.4 1.9 13.9 0.0 0.7 3.2 0.3 0.3: 9.9 9.9
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 : 41: 19 25 . . . . 0 . . . .:
Old : 41: 19 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 56.3 77.3 70.6 60.3 54.5 72.8 68.1
Old : 62.6 56.3 77.3 70.6 60.3 54.5 72.8 68.1
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,380: 15,590 8,960 0 6,585 875 0 700 0 550 0 0: 2,365 2,260
Old : 19,380: 15,590 8,960 0 6,585 875 0 700 0 550 0 0: 2,365 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,030: -870 -515 0 -440 0 0 0 0 -100 0 0: -60 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 46.2 0.0 34.0 4.5 0.0 3.6 0.0 2.8 0.0 0.0: 12.2 11.7
Old : 100.0: 80.4 46.2 0.0 34.0 4.5 0.0 3.6 0.0 2.8 0.0 0.0: 12.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 0 . . 0 . 0 . 0 0:
Old : 25: 16 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 : 48.8 59.2 69.7 75.7 37.7 51.5 55.4 62.7
Old : 48.8 59.2 69.7 75.7 37.7 51.5 55.4 62.7
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,130: 15,220 10,215 0 7,535 410 0 0 0 2,325 0 0: 1,175 970
Old : 19,130: 15,220 10,215 0 7,535 410 0 0 0 2,325 0 0: 1,175 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -890: -775 -760 0 -220 -55 0 0 0 -200 0 0: 140 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 53.4 0.0 39.4 2.1 0.0 0.0 0.0 12.2 0.0 0.0: 6.1 5.1
Old : 100.0: 79.6 53.4 0.0 39.4 2.1 0.0 0.0 0.0 12.2 0.0 0.0: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 12 0 . . 0 0 0 . 0 0:
Old : 23: 16 12 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7
Old : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,995: 7,260 11,550 210 270 1,795 5,200 0 0 0 850 0: 1,530 1,530
Old : 15,995: 7,260 11,550 210 270 1,795 5,200 0 0 0 850 0: 1,530 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 0: -760 -425 -445 -530 1,405 -150 0 0 0 -400 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 72.2 1.3 1.7 11.2 32.5 0.0 0.0 0.0 5.3 0.0: 9.6 9.6
Old : 100.0: 45.4 72.2 1.3 1.7 11.2 32.5 0.0 0.0 0.0 5.3 0.0: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . . 0 0 0 . 0:
Old : 20: 11 10 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
Old : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,275: 35,900 30,320 850 2,750 3,920 0 3,825 125 50 25 0: 7,430 7,310
Old : 48,275: 35,900 30,320 850 2,750 3,920 0 3,825 125 50 25 0: 7,430 7,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -635: -1,385 -1,030 -695 -925 960 0 -125 -25 0 0 0: 510 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 62.8 1.8 5.7 8.1 0.0 7.9 0.3 0.1 0.1 0.0: 15.4 15.1
Old : 100.0: 74.4 62.8 1.8 5.7 8.1 0.0 7.9 0.3 0.1 0.1 0.0: 15.4 15.1
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: 17 17 . . . 0 . . . . 0:
Old : 30: 17 17 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 44.3 76.9 64.0 57.3 38.3 61.7 53.7
Old : 57.7 44.3 76.9 64.0 57.3 38.3 61.7 53.7
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, August 08, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,995: 24,300 20,250 0 2,695 3,255 0 1,775 0 300 0 0: 5,140 5,020
Old : 32,995: 24,300 20,250 0 2,695 3,255 0 1,775 0 300 0 0: 5,140 5,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,030: -570 -865 -1,130 -540 215 0 -475 0 -300 0 0: -245 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 61.4 0.0 8.2 9.9 0.0 5.4 0.0 0.9 0.0 0.0: 15.6 15.2
Old : 100.0: 73.6 61.4 0.0 8.2 9.9 0.0 5.4 0.0 0.9 0.0 0.0: 15.6 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 0 . . 0 . 0 . 0 0:
Old : 28: 17 19 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 39.2 68.3 59.5 30.2 24.5 37.2 32.7
Old : 47.6 39.2 68.3 59.5 30.2 24.5 37.2 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2017