COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 70,149: 27,124 26,241 8,769 6,565 1,901 2,870 18,558 1,585 19,550 7,265 7,134: 1,216 900
Old : 70,149: 27,124 26,241 8,769 6,565 1,901 2,870 18,558 1,585 19,550 7,265 7,134: 1,216 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 300: 127 17 35 535 0 65 -60 -60 25 -240 108: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 37.4 12.5 9.4 2.7 4.1 26.5 2.3 27.9 10.4 10.2: 1.7 1.3
Old : 100.0: 38.7 37.4 12.5 9.4 2.7 4.1 26.5 2.3 27.9 10.4 10.2: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 14 15 . 4 4 . 4 . 15 9 15:
Old : 54: 14 15 . 4 4 . 4 . 15 9 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 54.9 66.0 67.6 32.2 38.6 49.9 49.3
Old : 43.9 54.9 66.0 67.6 32.2 38.6 49.9 49.3
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 12,022: 1,909 7,112 557 1,495 256 470 1,449 260 7,243 195 730: 597 525
Old : 12,022: 1,909 7,112 557 1,495 256 470 1,449 260 7,243 195 730: 597 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 357: 12 252 35 -45 45 0 30 0 190 0 80: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 59.2 4.6 12.4 2.1 3.9 12.1 2.2 60.2 1.6 6.1: 5.0 4.4
Old : 100.0: 15.9 59.2 4.6 12.4 2.1 3.9 12.1 2.2 60.2 1.6 6.1: 5.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 5 7 . . . . . . 9 . 5:
Old : 27: 5 7 . . . . . . 9 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 53.1 75.1 76.4 50.2 42.9 65.1 61.4
Old : 54.9 53.1 75.1 76.4 50.2 42.9 65.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 TONS) :
: : Positions :
All : 868: 239 264 60 16 60 118 179 138 130 90 122: 2 0
Old : 868: 239 264 60 16 60 118 179 138 130 90 122: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -30: -6 2 1 -1 -3 1 -3 -14 -6 -7 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 30.4 6.9 1.8 6.9 13.6 20.6 15.9 15.0 10.3 14.0: 0.2 0.0
Old : 100.0: 27.6 30.4 6.9 1.8 6.9 13.6 20.6 15.9 15.0 10.3 14.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 7 6 . . . . . 4 5 5 6:
Old : 26: 7 6 . . . . . 4 5 5 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 : 54.7 51.1 76.2 77.1 30.4 33.7 42.0 41.9
Old : 54.7 51.1 76.2 77.1 30.4 33.7 42.0 41.9
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,930: 90,106 92,457 5,010 12,325 17,887 13,482 1,405 3,498 6,235 8,537 11,282: 429 538
Old : 147,930: 90,106 92,457 5,010 12,325 17,887 13,482 1,405 3,498 6,235 8,537 11,282: 429 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 423: 331 131 -374 -189 377 167 14 48 -69 164 -78: 21 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 62.5 3.4 8.3 12.1 9.1 0.9 2.4 4.2 5.8 7.6: 0.3 0.4
Old : 100.0: 60.9 62.5 3.4 8.3 12.1 9.1 0.9 2.4 4.2 5.8 7.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 39 42 . . 4 6 . 7 9 8 13:
Old : 72: 39 42 . . 4 6 . 7 9 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 31.0 56.0 50.5 23.8 20.5 33.3 31.0
Old : 39.4 31.0 56.0 50.5 23.8 20.5 33.3 31.0
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 48,892: 32,137 45,898 6,942 0 2,220 92 0 260 7,085 357 157: 0 0
Old : 48,892: 32,137 45,898 6,942 0 2,220 92 0 260 7,085 357 157: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 196: 407 119 -358 0 77 92 -14 14 -36 0 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 93.9 14.2 0.0 4.5 0.2 0.0 0.5 14.5 0.7 0.3: 0.0 0.0
Old : 100.0: 65.7 93.9 14.2 0.0 4.5 0.2 0.0 0.5 14.5 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 : 41: 27 25 . 0 . . 0 . 6 . .:
Old : 41: 27 25 . 0 . . 0 . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 54.6 65.2 76.5 35.9 39.8 50.3 52.9
Old : 42.5 54.6 65.2 76.5 35.9 39.8 50.3 52.9
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 422,942: 366,191 305,437 0 80,050 29,639 11,736 0 0 13,184 5,624 2,192: 0 0
Old : 422,942: 366,191 305,437 0 80,050 29,639 11,736 0 0 13,184 5,624 2,192: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 9,952: 7,616 12,272 0 -3,560 0 0 0 0 2,368 1,272 -32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 72.2 0.0 18.9 7.0 2.8 0.0 0.0 3.1 1.3 0.5: 0.0 0.0
Old : 100.0: 86.6 72.2 0.0 18.9 7.0 2.8 0.0 0.0 3.1 1.3 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 21 0 . . . 0 0 . . .:
Old : 36: 23 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 47.3 74.9 74.7 40.5 38.7 48.4 46.1
Old : 56.4 47.3 74.9 74.7 40.5 38.7 48.4 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,275,776: 1,056,316 994,395 134,387 79,472 43,098 2,769 63,703 14,898 23,180 79,082 1,128: 0 0
Old : 1,275,776: 1,056,316 994,395 134,387 79,472 43,098 2,769 63,703 14,898 23,180 79,082 1,128: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,816: 752 4,200 -64 -3,904 736 0 784 0 0 -392 392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 77.9 10.5 6.2 3.4 0.2 5.0 1.2 1.8 6.2 0.1: 0.0 0.0
Old : 100.0: 82.8 77.9 10.5 6.2 3.4 0.2 5.0 1.2 1.8 6.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 31 34 . . 4 . . . . 4 .:
Old : 53: 31 34 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 44.1 67.2 63.9 34.9 32.5 49.0 49.8
Old : 41.5 44.1 67.2 63.9 34.9 32.5 49.0 49.8
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 68,691: 56,137 44,540 7,515 16,408 1,339 0 2,238 1,119 1,714 2,180 867: 0 0
Old : 68,691: 56,137 44,540 7,515 16,408 1,339 0 2,238 1,119 1,714 2,180 867: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,075: 670 1,894 354 -1,109 113 0 83 198 104 260 -364: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 64.8 10.9 23.9 1.9 0.0 3.3 1.6 2.5 3.2 1.3: 0.0 0.0
Old : 100.0: 81.7 64.8 10.9 23.9 1.9 0.0 3.3 1.6 2.5 3.2 1.3: 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 : 38: 19 22 . . . 0 . . 4 5 5:
Old : 38: 19 22 . . . 0 . . 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 : 73.8 70.0 83.9 80.4 70.5 62.3 75.4 69.8
Old : 73.8 70.0 83.9 80.4 70.5 62.3 75.4 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 301,974: 239,512 186,355 42,123 85,461 16,144 198 2,921 2,781 1,216 8,312 0: 0 0
Old : 301,974: 239,512 186,355 42,123 85,461 16,144 198 2,921 2,781 1,216 8,312 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 6,954: 3,352 3,656 0 -1,418 623 198 0 2,781 0 1,312 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 61.7 13.9 28.3 5.3 0.1 1.0 0.9 0.4 2.8 0.0: 0.0 0.0
Old : 100.0: 79.3 61.7 13.9 28.3 5.3 0.1 1.0 0.9 0.4 2.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . . . . . . . 0:
Old : 26: 13 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 71.0 89.0 86.0 75.0 59.6 77.7 70.7
Old : 76.8 71.0 89.0 86.0 75.0 59.6 77.7 70.7
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 330,603: 226,036 262,363 53,928 7,914 43,125 0 6,918 7,122 392 3,161 0: 0 0
Old : 330,603: 226,036 262,363 53,928 7,914 43,125 0 6,918 7,122 392 3,161 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -4,330: -3,472 -4,330 -858 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 79.4 16.3 2.4 13.0 0.0 2.1 2.2 0.1 1.0 0.0: 0.0 0.0
Old : 100.0: 68.4 79.4 16.3 2.4 13.0 0.0 2.1 2.2 0.1 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 21 . . . 0 . . . . 0:
Old : 33: 18 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 : 58.6 45.4 74.9 71.4 39.3 38.2 51.0 53.0
Old : 58.6 45.4 74.9 71.4 39.3 38.2 51.0 53.0
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 22,515: 17,247 18,691 1,685 0 2,694 0 177 210 256 86 0: 423 657
Old : 22,515: 17,247 18,691 1,685 0 2,694 0 177 210 256 86 0: 423 657
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 82: 421 16 -405 0 66 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 83.0 7.5 0.0 12.0 0.0 0.8 0.9 1.1 0.4 0.0: 1.9 2.9
Old : 100.0: 76.6 83.0 7.5 0.0 12.0 0.0 0.8 0.9 1.1 0.4 0.0: 1.9 2.9
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 : 30: 19 17 . 0 . 0 . . . . 0:
Old : 30: 19 17 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 52.6 72.1 77.7 40.4 49.6 50.6 58.6
Old : 50.6 52.6 72.1 77.7 40.4 49.6 50.6 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,382: 36,664 29,935 22,927 17,830 1,967 0 0 0 535 12,600 50: 239 0
Old : 62,382: 36,664 29,935 22,927 17,830 1,967 0 0 0 535 12,600 50: 239 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,730: 590 350 1,140 180 0 0 0 0 0 1,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 48.0 36.8 28.6 3.2 0.0 0.0 0.0 0.9 20.2 0.1: 0.4 0.0
Old : 100.0: 58.8 48.0 36.8 28.6 3.2 0.0 0.0 0.0 0.9 20.2 0.1: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 24 . . . 0 0 0 . . .:
Old : 37: 24 24 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 67.8 72.4 81.6 55.1 66.5 65.2 77.2
Old : 57.6 67.8 72.4 81.6 55.1 66.5 65.2 77.2
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,373: 51,409 39,126 25,727 26,105 1,377 0 0 0 640 12,600 50: 170 115
Old : 79,373: 51,409 39,126 25,727 26,105 1,377 0 0 0 640 12,600 50: 170 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,660: 460 280 1,200 180 0 0 0 0 0 1,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 49.3 32.4 32.9 1.7 0.0 0.0 0.0 0.8 15.9 0.1: 0.2 0.1
Old : 100.0: 64.8 49.3 32.4 32.9 1.7 0.0 0.0 0.0 0.8 15.9 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 24 . . . 0 0 0 . . .:
Old : 39: 24 24 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 66.9 72.2 81.9 54.3 66.0 68.9 78.8
Old : 55.4 66.9 72.2 81.9 54.3 66.0 68.9 78.8
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,390: 24,817 27,505 3,930 940 3,745 0 0 0 700 1,050 0: 198 150
Old : 33,390: 24,817 27,505 3,930 940 3,745 0 0 0 700 1,050 0: 198 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -300: -300 -300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 82.4 11.8 2.8 11.2 0.0 0.0 0.0 2.1 3.1 0.0: 0.6 0.4
Old : 100.0: 74.3 82.4 11.8 2.8 11.2 0.0 0.0 0.0 2.1 3.1 0.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 14 . . . 0 0 0 . . 0:
Old : 28: 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 : 45.4 73.8 71.2 86.8 40.3 65.8 55.9 69.3
Old : 45.4 73.8 71.2 86.8 40.3 65.8 55.9 69.3
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 271,200: 173,832 256,424 66,728 0 14,040 3,560 0 0 12,304 0 736: 0 0
Old : 271,200: 173,832 256,424 66,728 0 14,040 3,560 0 0 12,304 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 4,680: 5,072 4,680 -392 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 94.6 24.6 0.0 5.2 1.3 0.0 0.0 4.5 0.0 0.3: 0.0 0.0
Old : 100.0: 64.1 94.6 24.6 0.0 5.2 1.3 0.0 0.0 4.5 0.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 . 0 . . 0 0 . 0 .:
Old : 30: 17 17 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 70.9 72.6 84.8 43.2 59.8 56.5 67.3
Old : 50.1 70.9 72.6 84.8 43.2 59.8 56.5 67.3
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,722: 6,353 5,644 213 111 454 576 0 0 126 831 0: 0 682
Old : 7,722: 6,353 5,644 213 111 454 576 0 0 126 831 0: 0 682
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 327: -38 526 0 -543 344 43 0 0 0 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 73.1 2.8 1.4 5.9 7.5 0.0 0.0 1.6 10.8 0.0: 0.0 8.8
Old : 100.0: 82.3 73.1 2.8 1.4 5.9 7.5 0.0 0.0 1.6 10.8 0.0: 0.0 8.8
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 : 31: 17 18 . . . . 0 0 . . 0:
Old : 31: 17 18 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 39.3 69.0 65.1 42.1 35.8 60.0 53.1
Old : 46.5 39.3 69.0 65.1 42.1 35.8 60.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,567: 6,412 4,035 0 2,110 90 900 1,032 0 0 0 0: 165 300
Old : 7,567: 6,412 4,035 0 2,110 90 900 1,032 0 0 0 0: 165 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 53.3 0.0 27.9 1.2 11.9 13.6 0.0 0.0 0.0 0.0: 2.2 4.0
Old : 100.0: 84.7 53.3 0.0 27.9 1.2 11.9 13.6 0.0 0.0 0.0 0.0: 2.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 0 . . . . 0 0 0 0:
Old : 20: 10 10 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 54.9 90.0 83.7 54.9 53.2 72.2 70.4
Old : 62.7 54.9 90.0 83.7 54.9 53.2 72.2 70.4
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,935: 12,375 8,430 0 4,760 300 225 0 0 305 100 300: 430 45
Old : 13,935: 12,375 8,430 0 4,760 300 225 0 0 305 100 300: 430 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 60.5 0.0 34.2 2.2 1.6 0.0 0.0 2.2 0.7 2.2: 3.1 0.3
Old : 100.0: 88.8 60.5 0.0 34.2 2.2 1.6 0.0 0.0 2.2 0.7 2.2: 3.1 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 : 20: 7 10 0 . . . 0 0 . . .:
Old : 20: 7 10 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 68.5 94.8 86.4 75.5 68.5 85.2 84.7
Old : 80.0 68.5 94.8 86.4 75.5 68.5 85.2 84.7
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,492: 31,837 36,117 5,430 0 4,225 0 0 0 0 1,050 0: 0 100
Old : 41,492: 31,837 36,117 5,430 0 4,225 0 0 0 0 1,050 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -120: -120 -150 -30 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 87.0 13.1 0.0 10.2 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.2
Old : 100.0: 76.7 87.0 13.1 0.0 10.2 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 23 . 0 . 0 0 0 0 . 0:
Old : 30: 21 23 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 67.5 72.6 81.4 34.5 59.2 51.3 63.5
Old : 41.6 67.5 72.6 81.4 34.5 59.2 51.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,101: 20,086 19,541 1,875 3,425 3,135 0 0 0 825 0 0: 180 0
Old : 26,101: 20,086 19,541 1,875 3,425 3,135 0 0 0 825 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 545: 655 105 -250 300 140 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 74.9 7.2 13.1 12.0 0.0 0.0 0.0 3.2 0.0 0.0: 0.7 0.0
Old : 100.0: 77.0 74.9 7.2 13.1 12.0 0.0 0.0 0.0 3.2 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 19 . . . 0 0 0 . 0 0:
Old : 28: 19 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 : 49.2 68.0 69.3 89.6 39.8 57.7 58.0 68.9
Old : 49.2 68.0 69.3 89.6 39.8 57.7 58.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,673: 14,330 13,843 1,296 2,541 1,230 380 106 0 439 0 422: 576 531
Old : 18,673: 14,330 13,843 1,296 2,541 1,230 380 106 0 439 0 422: 576 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -450: -566 -44 -24 -335 -71 0 0 0 -44 0 0: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 74.1 6.9 13.6 6.6 2.0 0.6 0.0 2.4 0.0 2.3: 3.1 2.8
Old : 100.0: 76.7 74.1 6.9 13.6 6.6 2.0 0.6 0.0 2.4 0.0 2.3: 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 : 33: 21 16 . . . . . 0 . 0 .:
Old : 33: 21 16 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 52.4 67.1 76.0 32.5 49.0 49.9 62.7
Old : 41.1 52.4 67.1 76.0 32.5 49.0 49.9 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,084: 53,473 45,512 2,244 3,892 1,847 0 0 0 280 6,416 153: 87 264
Old : 58,084: 53,473 45,512 2,244 3,892 1,847 0 0 0 280 6,416 153: 87 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,467: 1,279 730 540 360 -230 0 0 0 0 739 -132: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 78.4 3.9 6.7 3.2 0.0 0.0 0.0 0.5 11.0 0.3: 0.1 0.5
Old : 100.0: 92.1 78.4 3.9 6.7 3.2 0.0 0.0 0.0 0.5 11.0 0.3: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 20 . . . 0 0 0 . 4 .:
Old : 38: 25 20 . . . 0 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 53.0 76.0 79.8 51.9 49.1 73.2 73.0
Old : 52.0 53.0 76.0 79.8 51.9 49.1 73.2 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 76,636: 69,653 54,539 2,664 3,828 2,004 504 502 420 746 14,661 606: 39 76
Old : 76,636: 69,653 54,539 2,664 3,828 2,004 504 502 420 746 14,661 606: 39 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,776: 2,321 2,228 300 -94 0 0 0 0 75 567 75: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 71.2 3.5 5.0 2.6 0.7 0.7 0.5 1.0 19.1 0.8: 0.1 0.1
Old : 100.0: 90.9 71.2 3.5 5.0 2.6 0.7 0.7 0.5 1.0 19.1 0.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 27 . . . . . . 5 4 5:
Old : 51: 27 27 . . . . . . 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 52.0 67.2 77.6 45.3 48.1 59.0 67.6
Old : 45.7 52.0 67.2 77.6 45.3 48.1 59.0 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,310: 37,370 36,790 6,250 7,960 615 300 0 0 1,025 445 300: 450 200
Old : 46,310: 37,370 36,790 6,250 7,960 615 300 0 0 1,025 445 300: 450 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,735: 1,485 1,745 240 0 -15 0 0 0 20 25 0: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 79.4 13.5 17.2 1.3 0.6 0.0 0.0 2.2 1.0 0.6: 1.0 0.4
Old : 100.0: 80.7 79.4 13.5 17.2 1.3 0.6 0.0 0.0 2.2 1.0 0.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 7 . . . . 0 0 . . .:
Old : 25: 18 7 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 95.9 72.9 99.4 48.7 91.8 72.8 92.6
Old : 48.7 95.9 72.9 99.4 48.7 91.8 72.8 92.6
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,060: 42,255 40,120 8,645 10,120 2,800 300 0 0 1,380 2,545 475: 205 0
Old : 56,060: 42,255 40,120 8,645 10,120 2,800 300 0 0 1,380 2,545 475: 205 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,310: 1,835 1,930 120 300 180 0 0 0 0 -275 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 71.6 15.4 18.1 5.0 0.5 0.0 0.0 2.5 4.5 0.8: 0.4 0.0
Old : 100.0: 75.4 71.6 15.4 18.1 5.0 0.5 0.0 0.0 2.5 4.5 0.8: 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 : 29: 22 11 . . . . 0 0 . . .:
Old : 29: 22 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 90.3 69.5 97.6 41.6 87.1 67.5 90.3
Old : 41.6 90.3 69.5 97.6 41.6 87.1 67.5 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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 286,270: 210,000 259,757 13,029 9,152 15,001 0 0 0 47,080 1,200 1,160: 0 0
Old : 286,270: 210,000 259,757 13,029 9,152 15,001 0 0 0 47,080 1,200 1,160: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 695: 303 695 0 0 0 0 0 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 90.7 4.6 3.2 5.2 0.0 0.0 0.0 16.4 0.4 0.4: 0.0 0.0
Old : 100.0: 73.4 90.7 4.6 3.2 5.2 0.0 0.0 0.0 16.4 0.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 25 . . . 0 0 0 . . .:
Old : 35: 20 25 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 47.3 73.7 66.1 53.0 44.3 67.3 57.6
Old : 56.4 47.3 73.7 66.1 53.0 44.3 67.3 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,334: 14,496 19,441 532 380 1,139 0 684 345 5,645 595 455: 722 295
Old : 23,334: 14,496 19,441 532 380 1,139 0 684 345 5,645 595 455: 722 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -9: -140 -80 0 0 0 0 50 -1 132 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 83.3 2.3 1.6 4.9 0.0 2.9 1.5 24.2 2.5 1.9: 3.1 1.3
Old : 100.0: 62.1 83.3 2.3 1.6 4.9 0.0 2.9 1.5 24.2 2.5 1.9: 3.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 26 . . . 0 . . . . .:
Old : 37: 18 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 : 57.4 40.3 75.0 57.9 54.2 36.2 65.8 50.4
Old : 57.4 40.3 75.0 57.9 54.2 36.2 65.8 50.4
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 37,197: 27,866 36,203 7,108 0 564 515 0 0 817 103 327: 0 0
Old : 37,197: 27,866 36,203 7,108 0 564 515 0 0 817 103 327: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 508: 691 305 -747 0 228 50 0 0 286 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 97.3 19.1 0.0 1.5 1.4 0.0 0.0 2.2 0.3 0.9: 0.0 0.0
Old : 100.0: 74.9 97.3 19.1 0.0 1.5 1.4 0.0 0.0 2.2 0.3 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 . 0 . . 0 0 . . .:
Old : 27: 14 14 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 79.8 89.7 92.1 69.4 72.5 78.0 78.9
Old : 72.2 79.8 89.7 92.1 69.4 72.5 78.0 78.9
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 311,221: 262,497 210,778 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0: 0 0
Old : 311,221: 262,497 210,778 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -9,857: -9,857 -9,857 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 67.7 2.3 16.4 9.6 1.5 5.4 0.7 1.5 0.1 0.0: 0.0 0.0
Old : 100.0: 84.3 67.7 2.3 16.4 9.6 1.5 5.4 0.7 1.5 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . . . . . . 0:
Old : 28: 15 15 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 68.0 86.0 85.5 66.9 53.5 73.8 68.0
Old : 69.1 68.0 86.0 85.5 66.9 53.5 73.8 68.0
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 18,933: 14,797 13,741 211 592 1,702 589 0 1,018 87 606 84: 445 1,190
Old : 18,933: 14,797 13,741 211 592 1,702 589 0 1,018 87 606 84: 445 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -156: -156 -156 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 72.6 1.1 3.1 9.0 3.1 0.0 5.4 0.5 3.2 0.4: 2.4 6.3
Old : 100.0: 78.2 72.6 1.1 3.1 9.0 3.1 0.0 5.4 0.5 3.2 0.4: 2.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 16 . . . . 0 . . . .:
Old : 25: 16 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 61.3 77.6 80.0 52.4 50.2 60.4 59.3
Old : 56.8 61.3 77.6 80.0 52.4 50.2 60.4 59.3
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 153,271: 65,985 110,227 82,606 24,324 4,680 0 14,040 0 0 0 0: 0 0
Old : 153,271: 65,985 110,227 82,606 24,324 4,680 0 14,040 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 71.9 53.9 15.9 3.1 0.0 9.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 43.1 71.9 53.9 15.9 3.1 0.0 9.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . 0 . 0 0 0 0:
Old : 20: 10 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 84.3 93.3 94.6 73.6 81.2 89.2 89.0
Old : 75.6 84.3 93.3 94.6 73.6 81.2 89.2 89.0
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,941: 9,351 10,504 3,219 1,615 42 751 375 177 129 194 147: 125 888
Old : 13,941: 9,351 10,504 3,219 1,615 42 751 375 177 129 194 147: 125 888
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 62: -27 20 66 21 22 0 -2 1 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 75.3 23.1 11.6 0.3 5.4 2.7 1.3 0.9 1.4 1.1: 0.9 6.4
Old : 100.0: 67.1 75.3 23.1 11.6 0.3 5.4 2.7 1.3 0.9 1.4 1.1: 0.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 17 . . . . . . . . .:
Old : 29: 17 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 48.6 74.8 66.3 36.8 34.9 50.4 48.2
Old : 55.3 48.6 74.8 66.3 36.8 34.9 50.4 48.2
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 170,079: 106,092 121,066 48,771 42,307 1,176 14,040 5,530 0 0 0 0: 0 0
Old : 170,079: 106,092 121,066 48,771 42,307 1,176 14,040 5,530 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 816: 816 424 -392 0 392 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 71.2 28.7 24.9 0.7 8.3 3.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.4 71.2 28.7 24.9 0.7 8.3 3.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 13 . . . . . 0 0 0 0:
Old : 26: 17 13 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 65.6 83.2 87.6 54.6 59.2 70.8 73.5
Old : 65.9 65.6 83.2 87.6 54.6 59.2 70.8 73.5
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,457: 14,947 10,668 941 4,425 2,213 0 537 1,305 0 258 51: 0 0
Old : 19,457: 14,947 10,668 941 4,425 2,213 0 537 1,305 0 258 51: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 282: 104 229 77 -48 101 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 54.8 4.8 22.7 11.4 0.0 2.8 6.7 0.0 1.3 0.3: 0.0 0.0
Old : 100.0: 76.8 54.8 4.8 22.7 11.4 0.0 2.8 6.7 0.0 1.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 13 . . . 0 . . 0 . .:
Old : 23: 15 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 : 60.0 64.8 82.4 86.9 53.0 51.6 66.3 63.2
Old : 60.0 64.8 82.4 86.9 53.0 51.6 66.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 176,347: 140,624 89,157 17,091 65,637 18,632 0 0 0 0 2,921 0: 0 0
Old : 176,347: 140,624 89,157 17,091 65,637 18,632 0 0 0 0 2,921 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,609: 944 4,463 672 -2,847 993 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 50.6 9.7 37.2 10.6 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 79.7 50.6 9.7 37.2 10.6 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 78.3 93.2 94.3 70.2 66.0 79.5 78.9
Old : 77.0 78.3 93.2 94.3 70.2 66.0 79.5 78.9
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,150: 11,020 14,240 1,690 0 2,665 520 0 200 280 0 45: 730 0
Old : 17,150: 11,020 14,240 1,690 0 2,665 520 0 200 280 0 45: 730 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 83.0 9.9 0.0 15.5 3.0 0.0 1.2 1.6 0.0 0.3: 4.3 0.0
Old : 100.0: 64.3 83.0 9.9 0.0 15.5 3.0 0.0 1.2 1.6 0.0 0.3: 4.3 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 : 27: 18 11 . 0 . . 0 . . 0 .:
Old : 27: 18 11 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 87.8 80.3 95.4 47.4 72.1 58.8 73.1
Old : 67.4 87.8 80.3 95.4 47.4 72.1 58.8 73.1
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,715: 12,395 14,590 1,330 0 2,730 320 0 230 265 0 165: 280 0
Old : 17,715: 12,395 14,590 1,330 0 2,730 320 0 230 265 0 165: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 420: 465 140 -125 0 250 -200 0 30 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 82.4 7.5 0.0 15.4 1.8 0.0 1.3 1.5 0.0 0.9: 1.6 0.0
Old : 100.0: 70.0 82.4 7.5 0.0 15.4 1.8 0.0 1.3 1.5 0.0 0.9: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 12 . 0 . . 0 . . 0 .:
Old : 32: 21 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 : 64.7 85.6 78.1 93.2 47.4 70.6 57.2 71.9
Old : 64.7 85.6 78.1 93.2 47.4 70.6 57.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 551,627: 349,972 226,039 6,077 60,390 116,502 0 58,594 4,002 0 10,312 74,694: 380 1,095
Old : 551,627: 349,972 226,039 6,077 60,390 116,502 0 58,594 4,002 0 10,312 74,694: 380 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -5,804: -1,243 -1,874 3 1,117 1,313 0 -3,898 -465 -1,602 1,291 -3,287: -523 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 41.0 1.1 10.9 21.1 0.0 10.6 0.7 0.0 1.9 13.5: 0.1 0.2
Old : 100.0: 63.4 41.0 1.1 10.9 21.1 0.0 10.6 0.7 0.0 1.9 13.5: 0.1 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 : 26: 16 17 . . . 0 . . 0 . .:
Old : 26: 16 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 : 62.2 52.2 88.7 80.1 28.0 26.0 30.8 29.7
Old : 62.2 52.2 88.7 80.1 28.0 26.0 30.8 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,180: 9,165 5,840 1,460 5,225 115 0 0 0 180 0 0: 260 0
Old : 11,180: 9,165 5,840 1,460 5,225 115 0 0 0 180 0 0: 260 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -145: -270 30 300 0 -175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 52.2 13.1 46.7 1.0 0.0 0.0 0.0 1.6 0.0 0.0: 2.3 0.0
Old : 100.0: 82.0 52.2 13.1 46.7 1.0 0.0 0.0 0.0 1.6 0.0 0.0: 2.3 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 : 22: 10 11 . . . 0 0 0 . 0 0:
Old : 22: 10 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 78.8 90.9 93.2 63.9 78.8 84.3 90.5
Old : 70.5 78.8 90.9 93.2 63.9 78.8 84.3 90.5
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,833: 8,507 25,860 19,210 3,905 2,040 1,175 0 0 250 0 0: 651 28
Old : 31,833: 8,507 25,860 19,210 3,905 2,040 1,175 0 0 250 0 0: 651 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 81.2 60.3 12.3 6.4 3.7 0.0 0.0 0.8 0.0 0.0: 2.0 0.1
Old : 100.0: 26.7 81.2 60.3 12.3 6.4 3.7 0.0 0.0 0.8 0.0 0.0: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . . . . 0 0 . 0 0:
Old : 23: 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 : 77.2 78.6 88.6 97.6 71.9 73.7 79.6 84.2
Old : 77.2 78.6 88.6 97.6 71.9 73.7 79.6 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,314: 7,082 22,820 16,940 2,905 3,565 1,175 0 0 150 0 0: 402 24
Old : 29,314: 7,082 22,820 16,940 2,905 3,565 1,175 0 0 150 0 0: 402 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 77.8 57.8 9.9 12.2 4.0 0.0 0.0 0.5 0.0 0.0: 1.4 0.1
Old : 100.0: 24.2 77.8 57.8 9.9 12.2 4.0 0.0 0.0 0.5 0.0 0.0: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 . . . . 0 0 . 0 0:
Old : 23: 13 10 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 84.7 91.1 98.2 69.7 72.4 77.1 80.8
Old : 78.2 84.7 91.1 98.2 69.7 72.4 77.1 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,535: 11,480 12,515 1,775 335 1,100 0 425 0 0 0 0: 180 160
Old : 14,535: 11,480 12,515 1,775 335 1,100 0 425 0 0 0 0: 180 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 -50 -50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 86.1 12.2 2.3 7.6 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 1.1
Old : 100.0: 79.0 86.1 12.2 2.3 7.6 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . . . 0 . 0 0 0 0:
Old : 22: 12 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 78.3 89.2 92.4 63.4 76.0 83.7 85.5
Old : 65.8 78.3 89.2 92.4 63.4 76.0 83.7 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,633: 22,748 10,343 70 10,140 700 0 100 0 0 2,275 75: 40 0
Old : 23,633: 22,748 10,343 70 10,140 700 0 100 0 0 2,275 75: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 575: 400 100 0 -300 175 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 43.8 0.3 42.9 3.0 0.0 0.4 0.0 0.0 9.6 0.3: 0.2 0.0
Old : 100.0: 96.3 43.8 0.3 42.9 3.0 0.0 0.4 0.0 0.0 9.6 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 . . . 0 . 0 0 . .:
Old : 29: 15 16 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 66.0 89.8 88.9 70.0 63.2 86.7 85.4
Old : 72.7 66.0 89.8 88.9 70.0 63.2 86.7 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,911: 24,916 12,521 70 10,405 760 0 100 0 100 2,100 25: 40 0
Old : 25,911: 24,916 12,521 70 10,405 760 0 100 0 100 2,100 25: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 575: 400 100 0 -300 175 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 48.3 0.3 40.2 2.9 0.0 0.4 0.0 0.4 8.1 0.1: 0.2 0.0
Old : 100.0: 96.2 48.3 0.3 40.2 2.9 0.0 0.4 0.0 0.4 8.1 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 14 . . . 0 . 0 . . .:
Old : 27: 15 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 72.5 88.1 93.4 62.0 56.4 75.8 76.2
Old : 71.1 72.5 88.1 93.4 62.0 56.4 75.8 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,781: 91,676 78,364 5,010 15,700 8,245 170 1,557 330 295 1,470 30: 25 85
Old : 105,781: 91,676 78,364 5,010 15,700 8,245 170 1,557 330 295 1,470 30: 25 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,400: 1,725 1,075 -450 200 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 74.1 4.7 14.8 7.8 0.2 1.5 0.3 0.3 1.4 0.0: 0.0 0.1
Old : 100.0: 86.7 74.1 4.7 14.8 7.8 0.2 1.5 0.3 0.3 1.4 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 30 27 . . 5 . . . . . .:
Old : 47: 30 27 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 62.9 70.6 88.3 44.5 58.0 59.8 71.4
Old : 45.1 62.9 70.6 88.3 44.5 58.0 59.8 71.4
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 127,398: 109,598 96,661 6,390 13,655 10,520 245 4,057 385 170 2,045 25: 65 50
Old : 127,398: 109,598 96,661 6,390 13,655 10,520 245 4,057 385 170 2,045 25: 65 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 2,590: 2,515 2,165 -500 -250 445 0 100 130 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 75.9 5.0 10.7 8.3 0.2 3.2 0.3 0.1 1.6 0.0: 0.1 0.0
Old : 100.0: 86.0 75.9 5.0 10.7 8.3 0.2 3.2 0.3 0.1 1.6 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 : 52: 32 29 . . 4 . . . . 4 .:
Old : 52: 32 29 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 58.2 59.8 82.6 40.3 52.3 53.4 69.7
Old : 41.9 58.2 59.8 82.6 40.3 52.3 53.4 69.7
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 195,313: 152,867 144,607 14,549 9,086 6,416 5,175 4,145 8,490 3,883 18,782 3,664: 268 123
Old : 195,313: 152,867 144,607 14,549 9,086 6,416 5,175 4,145 8,490 3,883 18,782 3,664: 268 123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 363: -50 881 699 -387 -469 0 -22 0 -72 96 255: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 74.0 7.4 4.7 3.3 2.6 2.1 4.3 2.0 9.6 1.9: 0.1 0.1
Old : 100.0: 78.3 74.0 7.4 4.7 3.3 2.6 2.1 4.3 2.0 9.6 1.9: 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 : 72: 37 36 4 . 4 . 5 . 6 8 8:
Old : 72: 37 36 4 . 4 . 5 . 6 8 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 : 37.3 57.6 58.7 72.3 34.2 53.4 50.9 60.7
Old : 37.3 57.6 58.7 72.3 34.2 53.4 50.9 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 123,452: 113,395 92,350 4,540 18,391 1,405 90 4,063 2,090 1,658 4,898 225: 49 30
Old : 123,452: 113,395 92,350 4,540 18,391 1,405 90 4,063 2,090 1,658 4,898 225: 49 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -2,080: -1,830 -1,200 -150 -695 -160 60 -25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 74.8 3.7 14.9 1.1 0.1 3.3 1.7 1.3 4.0 0.2: 0.0 0.0
Old : 100.0: 91.9 74.8 3.7 14.9 1.1 0.1 3.3 1.7 1.3 4.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 27 . . 4 . . . . 4 .:
Old : 51: 32 27 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 66.5 62.4 81.4 39.2 59.3 57.7 69.0
Old : 39.4 66.5 62.4 81.4 39.2 59.3 57.7 69.0
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,335: 39,885 38,350 3,870 5,615 3,565 180 750 0 680 0 30: 125 25
Old : 48,335: 39,885 38,350 3,870 5,615 3,565 180 750 0 680 0 30: 125 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 50: 250 -100 -250 100 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 79.3 8.0 11.6 7.4 0.4 1.6 0.0 1.4 0.0 0.1: 0.3 0.1
Old : 100.0: 82.5 79.3 8.0 11.6 7.4 0.4 1.6 0.0 1.4 0.0 0.1: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 10 . . . . . 0 . 0 .:
Old : 27: 18 10 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 93.2 82.4 98.0 60.3 85.8 76.5 88.7
Old : 61.9 93.2 82.4 98.0 60.3 85.8 76.5 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,410: 37,295 39,120 3,195 1,345 4,270 0 650 0 550 0 0: 100 25
Old : 45,410: 37,295 39,120 3,195 1,345 4,270 0 650 0 550 0 0: 100 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 100: 350 0 -300 50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 86.1 7.0 3.0 9.4 0.0 1.4 0.0 1.2 0.0 0.0: 0.2 0.1
Old : 100.0: 82.1 86.1 7.0 3.0 9.4 0.0 1.4 0.0 1.2 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 8 . . . 0 . 0 . 0 0:
Old : 26: 18 8 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 94.1 83.5 98.7 62.2 84.3 76.5 87.6
Old : 65.7 94.1 83.5 98.7 62.2 84.3 76.5 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 29,164: 24,861 18,768 0 7,161 2,940 975 0 225 0 0 0: 163 70
Old : 29,164: 24,861 18,768 0 7,161 2,940 975 0 225 0 0 0: 163 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 120: -180 0 0 -180 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 64.4 0.0 24.6 10.1 3.3 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Old : 100.0: 85.2 64.4 0.0 24.6 10.1 3.3 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 22 0 . . . 0 . 0 0 0:
Old : 32: 23 22 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 50.8 67.8 76.4 37.2 44.5 52.4 62.3
Old : 44.7 50.8 67.8 76.4 37.2 44.5 52.4 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 21,201: 16,306 17,111 455 1,390 2,640 675 0 0 1,125 0 0: 0 60
Old : 21,201: 16,306 17,111 455 1,390 2,640 675 0 0 1,125 0 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,405: 1,405 1,285 -120 0 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 80.7 2.1 6.6 12.5 3.2 0.0 0.0 5.3 0.0 0.0: 0.0 0.3
Old : 100.0: 76.9 80.7 2.1 6.6 12.5 3.2 0.0 0.0 5.3 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 15 . . . . 0 0 . 0 0:
Old : 25: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 63.9 63.7 88.1 32.5 56.0 50.5 68.8
Old : 39.2 63.9 63.7 88.1 32.5 56.0 50.5 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 219,420: 134,597 113,720 0 32,554 60,239 16,198 0 8,338 0 4,498 0: 48 71
Old : 219,420: 134,597 113,720 0 32,554 60,239 16,198 0 8,338 0 4,498 0: 48 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,792: 628 5,029 0 -1,903 589 2,532 0 -1,923 0 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 51.8 0.0 14.8 27.5 7.4 0.0 3.8 0.0 2.0 0.0: 0.0 0.0
Old : 100.0: 61.3 51.8 0.0 14.8 27.5 7.4 0.0 3.8 0.0 2.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 17 0 . . . 0 . 0 . 0:
Old : 26: 19 17 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 72.3 84.4 87.2 30.8 33.9 35.0 36.4
Old : 57.3 72.3 84.4 87.2 30.8 33.9 35.0 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,395,418: 1,712,819 1,207,824 0 786,405 341,669 340,930 0 0 0 59,520 0: 0 0
Old : 2,395,418: 1,712,819 1,207,824 0 786,405 341,669 340,930 0 0 0 59,520 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 221,990: 221,990 -12,010 0 234,000 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 50.4 0.0 32.8 14.3 14.2 0.0 0.0 0.0 2.5 0.0: 0.0 0.0
Old : 100.0: 71.5 50.4 0.0 32.8 14.3 14.2 0.0 0.0 0.0 2.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 0 4 . . 0 0 0 . 0:
Old : 20: 12 10 0 4 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 83.7 89.5 93.0 58.0 60.9 64.9 66.0
Old : 68.5 83.7 89.5 93.0 58.0 60.9 64.9 66.0
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,842: 26,437 33,707 7,495 225 0 0 0 0 0 0 0: 1,910 1,910
Old : 35,842: 26,437 33,707 7,495 225 0 0 0 0 0 0 0: 1,910 1,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 300: 365 365 0 0 0 0 0 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 94.0 20.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 5.3
Old : 100.0: 73.8 94.0 20.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 14 . . 0 0 0 0 0 0 0:
Old : 22: 14 14 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 66.5 90.1 86.2 65.8 54.7 74.2 70.5
Old : 77.5 66.5 90.1 86.2 65.8 54.7 74.2 70.5
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,155: 23,205 30,635 7,760 225 0 0 0 0 0 0 0: 1,190 1,295
Old : 32,155: 23,205 30,635 7,760 225 0 0 0 0 0 0 0: 1,190 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 380: 420 420 0 0 0 0 0 0 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 95.3 24.1 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.0
Old : 100.0: 72.2 95.3 24.1 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 15 . . 0 0 0 0 0 0 0:
Old : 20: 12 15 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 67.4 94.8 88.9 72.0 54.8 75.8 71.5
Old : 85.5 67.4 94.8 88.9 72.0 54.8 75.8 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,126: 16,098 19,483 6,460 3,299 1,359 0 875 0 1,290 1,050 0: 919 60
Old : 26,126: 16,098 19,483 6,460 3,299 1,359 0 875 0 1,290 1,050 0: 919 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 172: 12 160 388 240 -228 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 74.6 24.7 12.6 5.2 0.0 3.3 0.0 4.9 4.0 0.0: 3.5 0.2
Old : 100.0: 61.6 74.6 24.7 12.6 5.2 0.0 3.3 0.0 4.9 4.0 0.0: 3.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 . . . 0 . 0 . . 0:
Old : 29: 15 14 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 51.1 78.7 72.0 48.0 50.0 69.7 68.9
Old : 49.3 51.1 78.7 72.0 48.0 50.0 69.7 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,143: 13,391 13,514 1,312 2,662 690 270 0 0 848 0 7: 625 270
Old : 17,143: 13,391 13,514 1,312 2,662 690 270 0 0 848 0 7: 625 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 40: 25 40 15 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 78.8 7.7 15.5 4.0 1.6 0.0 0.0 4.9 0.0 0.0: 3.6 1.6
Old : 100.0: 78.1 78.8 7.7 15.5 4.0 1.6 0.0 0.0 4.9 0.0 0.0: 3.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . . . 0 0 . 0 .:
Old : 26: 13 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 57.5 74.8 79.1 51.1 57.3 69.4 76.6
Old : 52.9 57.5 74.8 79.1 51.1 57.3 69.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,884: 30,350 16,311 445 11,813 960 0 3,957 0 1,540 350 395: 194 98
Old : 33,884: 30,350 16,311 445 11,813 960 0 3,957 0 1,540 350 395: 194 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -169: -149 -299 0 15 -20 0 100 0 0 0 0: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 48.1 1.3 34.9 2.8 0.0 11.7 0.0 4.5 1.0 1.2: 0.6 0.3
Old : 100.0: 89.6 48.1 1.3 34.9 2.8 0.0 11.7 0.0 4.5 1.0 1.2: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 17 . . . 0 . 0 4 . .:
Old : 40: 21 17 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 51.9 71.4 77.8 50.4 49.8 61.9 74.7
Old : 55.9 51.9 71.4 77.8 50.4 49.8 61.9 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,592: 21,202 16,394 0 4,809 1,275 50 0 0 0 0 0: 65 114
Old : 22,592: 21,202 16,394 0 4,809 1,275 50 0 0 0 0 0: 65 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 150: 150 60 0 90 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 72.6 0.0 21.3 5.6 0.2 0.0 0.0 0.0 0.0 0.0: 0.3 0.5
Old : 100.0: 93.8 72.6 0.0 21.3 5.6 0.2 0.0 0.0 0.0 0.0 0.0: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 16 0 4 . . 0 0 0 0 0:
Old : 31: 21 16 0 4 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 59.2 75.6 78.8 51.8 56.1 69.2 72.4
Old : 55.4 59.2 75.6 78.8 51.8 56.1 69.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,852: 13,262 17,580 6,323 590 1,062 0 575 0 0 960 85: 120 0
Old : 20,852: 13,262 17,580 6,323 590 1,062 0 575 0 0 960 85: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 21: 21 21 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 84.3 30.3 2.8 5.1 0.0 2.8 0.0 0.0 4.6 0.4: 0.6 0.0
Old : 100.0: 63.6 84.3 30.3 2.8 5.1 0.0 2.8 0.0 0.0 4.6 0.4: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 13 4 . . 0 . 0 0 . .:
Old : 29: 17 13 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 70.0 81.1 85.2 53.3 67.1 76.0 80.1
Old : 58.5 70.0 81.1 85.2 53.3 67.1 76.0 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,774: 30,529 20,331 1,887 11,428 1,055 0 525 0 180 0 5: 118 430
Old : 33,774: 30,529 20,331 1,887 11,428 1,055 0 525 0 180 0 5: 118 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -4: -39 -99 0 0 35 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 60.2 5.6 33.8 3.1 0.0 1.6 0.0 0.5 0.0 0.0: 0.3 1.3
Old : 100.0: 90.4 60.2 5.6 33.8 3.1 0.0 1.6 0.0 0.5 0.0 0.0: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 20 . . . 0 . 0 . 0 .:
Old : 32: 23 20 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 54.8 62.9 77.7 40.1 50.4 56.7 66.3
Old : 41.4 54.8 62.9 77.7 40.1 50.4 56.7 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 18,461: 11,994 15,191 3,845 1,130 1,805 0 0 0 613 0 0: 204 335
Old : 18,461: 11,994 15,191 3,845 1,130 1,805 0 0 0 613 0 0: 204 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -424: -704 -529 240 0 60 0 0 0 -20 0 0: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 82.3 20.8 6.1 9.8 0.0 0.0 0.0 3.3 0.0 0.0: 1.1 1.8
Old : 100.0: 65.0 82.3 20.8 6.1 9.8 0.0 0.0 0.0 3.3 0.0 0.0: 1.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 14 . . . 0 0 0 . 0 0:
Old : 25: 18 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 75.6 69.2 92.4 40.2 67.2 55.5 72.8
Old : 50.5 75.6 69.2 92.4 40.2 67.2 55.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,190: 8,850 11,533 1,450 32 3,075 0 0 0 985 0 0: 830 550
Old : 15,190: 8,850 11,533 1,450 32 3,075 0 0 0 985 0 0: 830 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -35: -35 -95 -60 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 75.9 9.5 0.2 20.2 0.0 0.0 0.0 6.5 0.0 0.0: 5.5 3.6
Old : 100.0: 58.3 75.9 9.5 0.2 20.2 0.0 0.0 0.0 6.5 0.0 0.0: 5.5 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 : 22: 16 13 . . . 0 0 0 . 0 0:
Old : 22: 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 : 45.5 58.8 69.3 81.9 29.7 39.0 43.9 51.1
Old : 45.5 58.8 69.3 81.9 29.7 39.0 43.9 51.1
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,197: 22,592 27,057 10,770 5,105 0 0 0 0 0 1,200 0: 3,835 3,835
Old : 37,197: 22,592 27,057 10,770 5,105 0 0 0 0 0 1,200 0: 3,835 3,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 575: 575 -325 0 300 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 72.7 29.0 13.7 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 10.3 10.3
Old : 100.0: 60.7 72.7 29.0 13.7 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 10.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 19 . . 0 0 0 0 0 . 0:
Old : 25: 13 19 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 50.5 88.0 71.5 76.0 50.5 81.2 71.3
Old : 78.7 50.5 88.0 71.5 76.0 50.5 81.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,040: 21,228 24,518 10,010 5,380 0 0 0 0 0 1,200 0: 3,802 3,942
Old : 35,040: 21,228 24,518 10,010 5,380 0 0 0 0 0 1,200 0: 3,802 3,942
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 500: 500 -400 0 1,500 0 0 0 0 0 600 0: 0 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 70.0 28.6 15.4 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.9 11.3
Old : 100.0: 60.6 70.0 28.6 15.4 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 18 . . 0 0 0 0 0 . 0:
Old : 24: 11 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 50.0 88.6 69.2 78.1 50.0 81.4 68.8
Old : 82.2 50.0 88.6 69.2 78.1 50.0 81.4 68.8
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,250: 36,365 9,630 1,425 6,085 505 0 12,265 200 75 10,115 245: 1,435 1,205
Old : 40,250: 36,365 9,630 1,425 6,085 505 0 12,265 200 75 10,115 245: 1,435 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 985: 255 1,715 600 -580 25 0 50 0 0 -420 175: -70 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 23.9 3.5 15.1 1.3 0.0 30.5 0.5 0.2 25.1 0.6: 3.6 3.0
Old : 100.0: 90.3 23.9 3.5 15.1 1.3 0.0 30.5 0.5 0.2 25.1 0.6: 3.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 15 . . . 0 . . . . .:
Old : 29: 14 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 70.0 85.2 88.1 71.0 67.9 84.4 81.4
Old : 71.8 70.0 85.2 88.1 71.0 67.9 84.4 81.4
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,535: 35,065 10,920 1,200 7,555 555 0 12,065 340 0 5,955 125: 1,250 1,020
Old : 38,535: 35,065 10,920 1,200 7,555 555 0 12,065 340 0 5,955 125: 1,250 1,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,085: 300 1,550 600 -405 25 0 0 0 0 -245 125: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 28.3 3.1 19.6 1.4 0.0 31.3 0.9 0.0 15.5 0.3: 3.2 2.6
Old : 100.0: 91.0 28.3 3.1 19.6 1.4 0.0 31.3 0.9 0.0 15.5 0.3: 3.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 13 . . . 0 . . 0 4 .:
Old : 29: 13 13 . . . 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 : 74.2 68.2 86.8 89.0 73.7 64.9 86.2 83.6
Old : 74.2 68.2 86.8 89.0 73.7 64.9 86.2 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,920: 20,145 33,200 13,960 925 3,075 710 0 590 1,175 1,895 30: 1,235 1,205
Old : 40,920: 20,145 33,200 13,960 925 3,075 710 0 590 1,175 1,895 30: 1,235 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 45: -685 640 1,400 0 -725 0 0 0 0 75 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 81.1 34.1 2.3 7.5 1.7 0.0 1.4 2.9 4.6 0.1: 3.0 2.9
Old : 100.0: 49.2 81.1 34.1 2.3 7.5 1.7 0.0 1.4 2.9 4.6 0.1: 3.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 . . . . 0 . . . .:
Old : 28: 16 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 81.4 84.4 92.5 59.7 74.9 76.4 80.2
Old : 65.6 81.4 84.4 92.5 59.7 74.9 76.4 80.2
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,020: 17,805 30,680 13,250 400 2,180 760 0 590 1,075 1,870 30: 1,330 1,270
Old : 37,020: 17,805 30,680 13,250 400 2,180 760 0 590 1,075 1,870 30: 1,330 1,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -275: -335 690 1,200 0 -725 0 0 0 -300 -125 0: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 82.9 35.8 1.1 5.9 2.1 0.0 1.6 2.9 5.1 0.1: 3.6 3.4
Old : 100.0: 48.1 82.9 35.8 1.1 5.9 2.1 0.0 1.6 2.9 5.1 0.1: 3.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 10 . . . . 0 . . . .:
Old : 26: 16 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 81.9 84.3 92.9 60.1 74.9 75.3 79.3
Old : 64.4 81.9 84.3 92.9 60.1 74.9 75.3 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,710: 23,255 20,410 9,295 275 2,790 0 10,925 0 0 1,050 0: 370 260
Old : 35,710: 23,255 20,410 9,295 275 2,790 0 10,925 0 0 1,050 0: 370 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 300: 175 100 125 0 0 0 -100 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 57.2 26.0 0.8 7.8 0.0 30.6 0.0 0.0 2.9 0.0: 1.0 0.7
Old : 100.0: 65.1 57.2 26.0 0.8 7.8 0.0 30.6 0.0 0.0 2.9 0.0: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 8 . . . 0 . 0 0 . 0:
Old : 24: 14 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 90.1 90.8 96.6 72.1 85.1 84.0 89.1
Old : 78.9 90.1 90.8 96.6 72.1 85.1 84.0 89.1
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,500: 19,840 18,245 9,395 400 2,665 0 10,325 0 0 375 0: 600 490
Old : 32,500: 19,840 18,245 9,395 400 2,665 0 10,325 0 0 375 0: 600 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 125: 125 100 0 0 0 0 -100 0 0 125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 56.1 28.9 1.2 8.2 0.0 31.8 0.0 0.0 1.2 0.0: 1.8 1.5
Old : 100.0: 61.0 56.1 28.9 1.2 8.2 0.0 31.8 0.0 0.0 1.2 0.0: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 7 . . . 0 . 0 0 . 0:
Old : 22: 13 7 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 91.5 91.6 97.8 71.9 85.3 84.0 89.1
Old : 79.4 91.5 91.6 97.8 71.9 85.3 84.0 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,080: 23,075 15,835 0 8,035 1,190 100 130 50 825 0 155: 1,685 1,685
Old : 27,080: 23,075 15,835 0 8,035 1,190 100 130 50 825 0 155: 1,685 1,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 300 600 0 -600 0 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 58.5 0.0 29.7 4.4 0.4 0.5 0.2 3.0 0.0 0.6: 6.2 6.2
Old : 100.0: 85.2 58.5 0.0 29.7 4.4 0.4 0.5 0.2 3.0 0.0 0.6: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 0 . . . . . . 0 .:
Old : 27: 13 10 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 77.0 83.9 89.0 65.4 73.0 77.9 81.1
Old : 70.1 77.0 83.9 89.0 65.4 73.0 77.9 81.1
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,375: 22,320 15,615 0 7,920 1,100 100 130 50 1,245 0 255: 1,305 1,305
Old : 26,375: 22,320 15,615 0 7,920 1,100 100 130 50 1,245 0 255: 1,305 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 600 0 -600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 59.2 0.0 30.0 4.2 0.4 0.5 0.2 4.7 0.0 1.0: 4.9 4.9
Old : 100.0: 84.6 59.2 0.0 30.0 4.2 0.4 0.5 0.2 4.7 0.0 1.0: 4.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 9 0 . . . . . 4 0 .:
Old : 28: 14 9 0 . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 78.0 83.8 90.3 66.9 74.2 77.3 82.5
Old : 71.7 78.0 83.8 90.3 66.9 74.2 77.3 82.5
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,717: 27,175 15,664 0 15,296 250 4,935 775 450 600 1,000 0: 1,307 1,282
Old : 34,717: 27,175 15,664 0 15,296 250 4,935 775 450 600 1,000 0: 1,307 1,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 780: 850 -170 0 1,020 -135 0 0 0 0 0 0: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 45.1 0.0 44.1 0.7 14.2 2.2 1.3 1.7 2.9 0.0: 3.8 3.7
Old : 100.0: 78.3 45.1 0.0 44.1 0.7 14.2 2.2 1.3 1.7 2.9 0.0: 3.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 8 0 . . . . . . . 0:
Old : 28: 16 8 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 76.9 82.9 90.8 59.1 72.4 74.0 81.8
Old : 64.6 76.9 82.9 90.8 59.1 72.4 74.0 81.8
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,975: 22,225 13,890 0 8,315 1,010 1,225 875 110 100 690 0: 2,305 2,085
Old : 26,975: 22,225 13,890 0 8,315 1,010 1,225 875 110 100 690 0: 2,305 2,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 590: 765 -255 0 1,020 -255 0 0 0 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 51.5 0.0 30.8 3.7 4.5 3.2 0.4 0.4 2.6 0.0: 8.5 7.7
Old : 100.0: 82.4 51.5 0.0 30.8 3.7 4.5 3.2 0.4 0.4 2.6 0.0: 8.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 0 . . . . . . . 0:
Old : 24: 15 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 68.4 73.2 86.4 48.1 58.4 64.1 71.5
Old : 54.6 68.4 73.2 86.4 48.1 58.4 64.1 71.5
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,570: 56,049 108,805 26,881 1,480 2,375 18,665 0 200 8,890 175 0: 8,510 8,535
Old : 121,570: 56,049 108,805 26,881 1,480 2,375 18,665 0 200 8,890 175 0: 8,510 8,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 360: 2,095 615 -1,385 600 -250 -50 0 0 555 0 0: -605 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 89.5 22.1 1.2 2.0 15.4 0.0 0.2 7.3 0.1 0.0: 7.0 7.0
Old : 100.0: 46.1 89.5 22.1 1.2 2.0 15.4 0.0 0.2 7.3 0.1 0.0: 7.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 22 . . . . 0 . . . 0:
Old : 40: 20 22 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 58.8 76.8 74.0 57.0 57.5 70.5 70.2
Old : 61.2 58.8 76.8 74.0 57.0 57.5 70.5 70.2
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,370: 50,000 95,455 21,135 2,430 1,170 21,525 0 300 5,250 0 0: 5,990 6,015
Old : 105,370: 50,000 95,455 21,135 2,430 1,170 21,525 0 300 5,250 0 0: 5,990 6,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -635: 1,275 -240 -1,185 600 -245 -100 0 0 355 0 0: -735 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 90.6 20.1 2.3 1.1 20.4 0.0 0.3 5.0 0.0 0.0: 5.7 5.7
Old : 100.0: 47.5 90.6 20.1 2.3 1.1 20.4 0.0 0.3 5.0 0.0 0.0: 5.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 22 . . . . 0 . 4 0 0:
Old : 37: 16 22 . . . . 0 . 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 60.1 82.4 74.4 63.5 59.2 77.4 71.8
Old : 66.3 60.1 82.4 74.4 63.5 59.2 77.4 71.8
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,570: 17,690 8,340 0 9,395 40 0 600 25 600 0 0: 2,215 2,170
Old : 20,570: 17,690 8,340 0 9,395 40 0 600 25 600 0 0: 2,215 2,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 240: 240 -600 0 840 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 40.5 0.0 45.7 0.2 0.0 2.9 0.1 2.9 0.0 0.0: 10.8 10.5
Old : 100.0: 86.0 40.5 0.0 45.7 0.2 0.0 2.9 0.1 2.9 0.0 0.0: 10.8 10.5
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: 17 13 0 . . 0 . . . 0 0:
Old : 24: 17 13 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 66.3 71.8 78.8 38.6 58.6 57.9 67.7
Old : 46.7 66.3 71.8 78.8 38.6 58.6 57.9 67.7
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,310: 15,465 8,775 0 8,915 875 0 50 0 2,100 0 0: 870 695
Old : 19,310: 15,465 8,775 0 8,915 875 0 50 0 2,100 0 0: 870 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 45.4 0.0 46.2 4.5 0.0 0.3 0.0 10.9 0.0 0.0: 4.5 3.6
Old : 100.0: 80.1 45.4 0.0 46.2 4.5 0.0 0.3 0.0 10.9 0.0 0.0: 4.5 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 : 23: 17 11 0 . . 0 . 0 . 0 0:
Old : 23: 17 11 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 80.7 74.3 91.1 38.6 61.2 55.0 65.1
Old : 53.1 80.7 74.3 91.1 38.6 61.2 55.0 65.1
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,680: 33,820 26,510 45 2,670 2,310 0 4,365 25 180 500 0: 5,300 5,300
Old : 41,680: 33,820 26,510 45 2,670 2,310 0 4,365 25 180 500 0: 5,300 5,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,830: 1,920 1,830 0 180 0 0 0 0 90 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 63.6 0.1 6.4 5.5 0.0 10.5 0.1 0.4 1.2 0.0: 12.7 12.7
Old : 100.0: 81.1 63.6 0.1 6.4 5.5 0.0 10.5 0.1 0.4 1.2 0.0: 12.7 12.7
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 : 30: 13 16 . . . 0 . . . . 0:
Old : 30: 13 16 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 43.4 81.2 62.0 64.1 35.9 68.1 53.1
Old : 65.5 43.4 81.2 62.0 64.1 35.9 68.1 53.1
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 - Options and Futures Combined, April 18, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,550: 21,615 16,730 455 2,590 3,465 0 2,750 0 0 0 0: 4,015 4,015
Old : 29,550: 21,615 16,730 455 2,590 3,465 0 2,750 0 0 0 0: 4,015 4,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 56.6 1.5 8.8 11.7 0.0 9.3 0.0 0.0 0.0 0.0: 13.6 13.6
Old : 100.0: 73.1 56.6 1.5 8.8 11.7 0.0 9.3 0.0 0.0 0.0 0.0: 13.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . . 0 . 0 0 0 0:
Old : 25: 14 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 : 48.1 40.6 73.4 64.0 36.3 29.7 44.3 42.9
Old : 48.1 40.6 73.4 64.0 36.3 29.7 44.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017