COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,120: 25,258 30,912 7,045 6,014 2,485 3,630 17,372 828 24,245 5,850 5,482: 1,147 1,177
Old : 70,120: 25,258 30,912 7,045 6,014 2,485 3,630 17,372 828 24,245 5,850 5,482: 1,147 1,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 590: 3 321 -485 244 300 740 -229 -80 5 -207 68: 39 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 44.1 10.0 8.6 3.5 5.2 24.8 1.2 34.6 8.3 7.8: 1.6 1.7
Old : 100.0: 36.0 44.1 10.0 8.6 3.5 5.2 24.8 1.2 34.6 8.3 7.8: 1.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 15 15 4 . 4 . 5 . 14 9 16:
Old : 54: 15 15 4 . 4 . 5 . 14 9 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 50.6 67.1 65.5 33.3 39.8 52.8 51.6
Old : 43.5 50.6 67.1 65.5 33.3 39.8 52.8 51.6
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,728: 2,820 7,169 569 1,732 208 135 1,008 250 6,494 195 700: 552 466
Old : 11,728: 2,820 7,169 569 1,732 208 135 1,008 250 6,494 195 700: 552 466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 410: 265 270 15 60 -95 135 5 -5 145 180 5: -55 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 61.1 4.9 14.8 1.8 1.2 8.6 2.1 55.4 1.7 6.0: 4.7 4.0
Old : 100.0: 24.0 61.1 4.9 14.8 1.8 1.2 8.6 2.1 55.4 1.7 6.0: 4.7 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 : 27: 6 8 . . . . . . 8 . 4:
Old : 27: 6 8 . . . . . . 8 . 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 : 51.9 55.7 75.1 78.6 50.2 49.1 67.7 67.3
Old : 51.9 55.7 75.1 78.6 50.2 49.1 67.7 67.3
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 965: 208 363 144 12 63 74 138 152 157 71 165: 2 0
Old : 965: 208 363 144 12 63 74 138 152 157 71 165: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 60: 10 45 24 0 1 9 0 5 3 2 8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 37.6 14.9 1.3 6.6 7.7 14.3 15.7 16.3 7.4 17.1: 0.2 0.0
Old : 100.0: 21.5 37.6 14.9 1.3 6.6 7.7 14.3 15.7 16.3 7.4 17.1: 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: 7 8 . . . . . 5 5 4 5:
Old : 27: 7 8 . . . . . 5 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 : 55.6 51.5 77.4 76.7 32.6 32.9 41.4 40.2
Old : 55.6 51.5 77.4 76.7 32.6 32.9 41.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,603: 85,066 86,683 3,618 12,656 16,696 16,294 1,011 3,240 6,253 10,292 10,962: 474 1,064
Old : 142,603: 85,066 86,683 3,618 12,656 16,696 16,294 1,011 3,240 6,253 10,292 10,962: 474 1,064
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,503: -1,012 -806 180 348 -850 436 -215 -142 305 183 -488: 68 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 60.8 2.5 8.9 11.7 11.4 0.7 2.3 4.4 7.2 7.7: 0.3 0.7
Old : 100.0: 59.7 60.8 2.5 8.9 11.7 11.4 0.7 2.3 4.4 7.2 7.7: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 37 40 . . 4 5 . 6 7 8 13:
Old : 69: 37 40 . . 4 5 . 6 7 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 : 38.4 30.6 55.3 49.9 23.7 19.9 32.5 30.2
Old : 38.4 30.6 55.3 49.9 23.7 19.9 32.5 30.2
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,029: 30,436 41,896 6,859 0 1,709 0 425 0 5,475 450 550: 0 0
Old : 45,029: 30,436 41,896 6,859 0 1,709 0 425 0 5,475 450 550: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -737: -349 -696 -282 0 -93 -63 -25 -100 -77 -50 227: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 93.0 15.2 0.0 3.8 0.0 0.9 0.0 12.2 1.0 1.2: 0.0 0.0
Old : 100.0: 67.6 93.0 15.2 0.0 3.8 0.0 0.9 0.0 12.2 1.0 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 23 . 0 . 0 . 0 5 . .:
Old : 42: 28 23 . 0 . 0 . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 57.8 64.5 79.7 35.7 46.8 48.6 57.6
Old : 42.9 57.8 64.5 79.7 35.7 46.8 48.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,224: 25,704 22,572 0 6,807 2,195 200 0 0 3,875 400 250: 0 0
Old : 32,224: 25,704 22,572 0 6,807 2,195 200 0 0 3,875 400 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -145: -51 -35 0 -150 55 -75 0 0 -75 200 25: -24 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 70.0 0.0 21.1 6.8 0.6 0.0 0.0 12.0 1.2 0.8: 0.0 0.0
Old : 100.0: 79.8 70.0 0.0 21.1 6.8 0.6 0.0 0.0 12.0 1.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 22 0 . . . 0 0 5 . .:
Old : 37: 25 22 0 . . . 0 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 46.3 74.3 73.5 41.8 35.8 49.8 47.5
Old : 54.2 46.3 74.3 73.5 41.8 35.8 49.8 47.5
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 193,026: 164,088 132,419 15,832 19,505 5,880 2,045 18,328 1,506 3,194 14,916 407: 74 65
Old : 193,026: 164,088 132,419 15,832 19,505 5,880 2,045 18,328 1,506 3,194 14,916 407: 74 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,448: 165 -315 685 -1,760 758 -125 435 65 -225 2,150 125: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 68.6 8.2 10.1 3.0 1.1 9.5 0.8 1.7 7.7 0.2: 0.0 0.0
Old : 100.0: 85.0 68.6 8.2 10.1 3.0 1.1 9.5 0.8 1.7 7.7 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 34 35 4 . . . . . 4 . .:
Old : 57: 34 35 4 . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 47.0 57.7 77.9 30.9 39.1 45.1 59.6
Old : 36.4 47.0 57.7 77.9 30.9 39.1 45.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,454: 56,598 44,108 7,332 15,257 1,581 190 1,650 782 600 3,749 1,325: 45 0
Old : 68,454: 56,598 44,108 7,332 15,257 1,581 190 1,650 782 600 3,749 1,325: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 824: 245 957 695 -389 -301 190 -335 -132 -125 725 300: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 64.4 10.7 22.3 2.3 0.3 2.4 1.1 0.9 5.5 1.9: 0.1 0.0
Old : 100.0: 82.7 64.4 10.7 22.3 2.3 0.3 2.4 1.1 0.9 5.5 1.9: 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 : 42: 22 21 . . . . . . 4 6 4:
Old : 42: 22 21 . . . . . . 4 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 68.5 84.7 81.8 68.8 58.8 73.5 69.9
Old : 73.2 68.5 84.7 81.8 68.8 58.8 73.5 69.9
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,624: 19,494 14,458 2,822 7,390 676 0 200 375 250 525 0: 7 0
Old : 23,624: 19,494 14,458 2,822 7,390 676 0 200 375 250 525 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 75: 225 1,025 -175 -950 -25 0 0 0 50 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 61.2 11.9 31.3 2.9 0.0 0.8 1.6 1.1 2.2 0.0: 0.0 0.0
Old : 100.0: 82.5 61.2 11.9 31.3 2.9 0.0 0.8 1.6 1.1 2.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 . . . 0 . . . . 0:
Old : 26: 13 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 75.7 92.8 89.7 74.2 65.2 77.8 74.0
Old : 77.3 75.7 92.8 89.7 74.2 65.2 77.8 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,797: 49,476 47,259 2,174 1,185 7,936 0 3,600 600 413 0 157: 41 60
Old : 60,797: 49,476 47,259 2,174 1,185 7,936 0 3,600 600 413 0 157: 41 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 390: 0 1,318 934 -171 -584 0 0 0 213 0 -173: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 77.7 3.6 1.9 13.1 0.0 5.9 1.0 0.7 0.0 0.3: 0.1 0.1
Old : 100.0: 81.4 77.7 3.6 1.9 13.1 0.0 5.9 1.0 0.7 0.0 0.3: 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 : 38: 26 25 . . . 0 . . . 0 .:
Old : 38: 26 25 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 43.2 70.2 69.2 25.8 39.2 42.2 50.2
Old : 47.9 43.2 70.2 69.2 25.8 39.2 42.2 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,083: 54,824 50,647 2,295 6,841 5,305 0 1,625 250 1,918 100 200: 291 115
Old : 65,083: 54,824 50,647 2,295 6,841 5,305 0 1,625 250 1,918 100 200: 291 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -537: -770 -247 0 -105 -40 0 0 0 263 -200 10: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 77.8 3.5 10.5 8.2 0.0 2.5 0.4 2.9 0.2 0.3: 0.4 0.2
Old : 100.0: 84.2 77.8 3.5 10.5 8.2 0.0 2.5 0.4 2.9 0.2 0.3: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 23 . . . 0 . . 5 . .:
Old : 39: 23 23 . . . 0 . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 49.3 61.6 76.7 31.1 46.1 50.5 62.7
Old : 36.9 49.3 61.6 76.7 31.1 46.1 50.5 62.7
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,630: 43,539 28,615 17,812 16,130 4,365 0 0 0 695 17,400 0: 219 120
Old : 66,630: 43,539 28,615 17,812 16,130 4,365 0 0 0 695 17,400 0: 219 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 105: 1,530 105 -1,425 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 42.9 26.7 24.2 6.6 0.0 0.0 0.0 1.0 26.1 0.0: 0.3 0.2
Old : 100.0: 65.3 42.9 26.7 24.2 6.6 0.0 0.0 0.0 1.0 26.1 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 23 . . . 0 0 0 . . 0:
Old : 37: 24 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 73.5 67.0 84.3 44.7 68.8 61.1 78.3
Old : 47.5 73.5 67.0 84.3 44.7 68.8 61.1 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,026: 60,033 40,801 20,132 22,715 3,845 0 0 0 865 17,400 0: 151 265
Old : 85,026: 60,033 40,801 20,132 22,715 3,845 0 0 0 865 17,400 0: 151 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 710: 1,805 1,110 -1,145 -400 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 48.0 23.7 26.7 4.5 0.0 0.0 0.0 1.0 20.5 0.0: 0.2 0.3
Old : 100.0: 70.6 48.0 23.7 26.7 4.5 0.0 0.0 0.0 1.0 20.5 0.0: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 23 . . . 0 0 0 . . 0:
Old : 39: 24 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 68.1 66.1 83.3 42.2 64.6 63.8 77.8
Old : 43.5 68.1 66.1 83.3 42.2 64.6 63.8 77.8
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,750: 24,664 27,040 3,525 1,070 4,550 0 0 0 700 900 50: 261 140
Old : 33,750: 24,664 27,040 3,525 1,070 4,550 0 0 0 700 900 50: 261 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 230: 230 -70 -300 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 80.1 10.4 3.2 13.5 0.0 0.0 0.0 2.1 2.7 0.1: 0.8 0.4
Old : 100.0: 73.1 80.1 10.4 3.2 13.5 0.0 0.0 0.0 2.1 2.7 0.1: 0.8 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: 18 17 . . . 0 0 0 . . .:
Old : 28: 18 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 : 43.3 72.7 69.7 85.3 38.4 61.9 51.7 64.3
Old : 43.3 72.7 69.7 85.3 38.4 61.9 51.7 64.3
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,745: 28,755 35,289 5,025 985 3,105 1,000 0 0 1,650 0 150: 60 216
Old : 39,745: 28,755 35,289 5,025 985 3,105 1,000 0 0 1,650 0 150: 60 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -270: -320 -270 0 -50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 88.8 12.6 2.5 7.8 2.5 0.0 0.0 4.2 0.0 0.4: 0.2 0.5
Old : 100.0: 72.3 88.8 12.6 2.5 7.8 2.5 0.0 0.0 4.2 0.0 0.4: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 22 . . . . 0 0 . 0 .:
Old : 31: 19 22 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 67.4 66.4 83.4 26.6 50.3 39.0 53.9
Old : 45.3 67.4 66.4 83.4 26.6 50.3 39.0 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,790: 15,190 12,290 0 3,200 0 0 50 0 550 200 50: 0 0
Old : 15,790: 15,190 12,290 0 3,200 0 0 50 0 550 200 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 77.8 0.0 20.3 0.0 0.0 0.3 0.0 3.5 1.3 0.3: 0.0 0.0
Old : 100.0: 96.2 77.8 0.0 20.3 0.0 0.0 0.3 0.0 3.5 1.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 12 0 . 0 0 . 0 . . .:
Old : 25: 16 12 0 . 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 64.2 84.8 88.9 69.6 59.5 82.3 79.4
Old : 69.9 64.2 84.8 88.9 69.6 59.5 82.3 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 20,234: 15,498 13,937 930 560 1,221 1,300 1,466 0 200 1,900 850: 235 300
Old : 20,234: 15,498 13,937 930 560 1,221 1,300 1,466 0 200 1,900 850: 235 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,309: 184 128 70 0 505 0 76 0 0 50 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 68.9 4.6 2.8 6.0 6.4 7.2 0.0 1.0 9.4 4.2: 1.2 1.5
Old : 100.0: 76.6 68.9 4.6 2.8 6.0 6.4 7.2 0.0 1.0 9.4 4.2: 1.2 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 : 35: 20 20 . . . . . 0 . . .:
Old : 35: 20 20 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 35.7 66.5 56.7 41.4 32.4 57.6 48.1
Old : 47.0 35.7 66.5 56.7 41.4 32.4 57.6 48.1
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,107: 6,507 4,275 0 1,960 690 800 1,032 0 100 0 850: 160 300
Old : 9,107: 6,507 4,275 0 1,960 690 800 1,032 0 100 0 850: 160 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,200: 0 0 0 0 600 0 0 0 0 0 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 46.9 0.0 21.5 7.6 8.8 11.3 0.0 1.1 0.0 9.3: 1.8 3.3
Old : 100.0: 71.5 46.9 0.0 21.5 7.6 8.8 11.3 0.0 1.1 0.0 9.3: 1.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 0 . . . . 0 . 0 .:
Old : 22: 11 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 : 53.2 44.3 80.8 70.6 46.6 43.6 61.6 61.2
Old : 53.2 44.3 80.8 70.6 46.6 43.6 61.6 61.2
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,235: 11,015 9,400 125 1,710 910 0 450 225 260 200 300: 400 40
Old : 13,235: 11,015 9,400 125 1,710 910 0 450 225 260 200 300: 400 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 425: 375 325 50 50 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 71.0 0.9 12.9 6.9 0.0 3.4 1.7 2.0 1.5 2.3: 3.0 0.3
Old : 100.0: 83.2 71.0 0.9 12.9 6.9 0.0 3.4 1.7 2.0 1.5 2.3: 3.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 10 . . . 0 . . . . .:
Old : 23: 10 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 54.5 85.1 82.8 62.9 48.1 70.9 71.8
Old : 68.3 54.5 85.1 82.8 62.9 48.1 70.9 71.8
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,595: 32,090 35,580 4,700 25 5,660 0 0 0 0 1,200 50: 95 80
Old : 42,595: 32,090 35,580 4,700 25 5,660 0 0 0 0 1,200 50: 95 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 400: 400 100 -275 25 275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 83.5 11.0 0.1 13.3 0.0 0.0 0.0 0.0 2.8 0.1: 0.2 0.2
Old : 100.0: 75.3 83.5 11.0 0.1 13.3 0.0 0.0 0.0 0.0 2.8 0.1: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 23 . . . 0 0 0 0 . .:
Old : 32: 22 23 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 63.2 70.7 79.5 32.7 54.4 49.8 58.7
Old : 39.6 63.2 70.7 79.5 32.7 54.4 49.8 58.7
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,125: 42,578 37,010 2,365 8,483 3,032 375 400 0 1,425 850 350: 0 0
Old : 50,125: 42,578 37,010 2,365 8,483 3,032 375 400 0 1,425 850 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 503: 760 253 0 157 -57 -200 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 73.8 4.7 16.9 6.0 0.7 0.8 0.0 2.8 1.7 0.7: 0.0 0.0
Old : 100.0: 84.9 73.8 4.7 16.9 6.0 0.7 0.8 0.0 2.8 1.7 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 25 . . . . . 0 . . .:
Old : 38: 25 25 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 59.0 65.3 76.6 32.6 52.4 49.7 63.4
Old : 43.8 59.0 65.3 76.6 32.6 52.4 49.7 63.4
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,099: 38,450 41,579 10,169 8,160 615 400 0 0 1,015 345 340: 110 60
Old : 51,099: 38,450 41,579 10,169 8,160 615 400 0 0 1,015 345 340: 110 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 585: 60 765 825 0 0 0 0 0 0 -100 40: -340 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 81.4 19.9 16.0 1.2 0.8 0.0 0.0 2.0 0.7 0.7: 0.2 0.1
Old : 100.0: 75.2 81.4 19.9 16.0 1.2 0.8 0.0 0.0 2.0 0.7 0.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 9 . . . . 0 0 . . .:
Old : 27: 19 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 : 44.2 95.1 72.1 99.3 43.0 91.8 70.8 93.4
Old : 44.2 95.1 72.1 99.3 43.0 91.8 70.8 93.4
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 61,234: 43,405 45,909 12,654 9,715 2,750 400 0 0 1,315 2,345 515: 195 0
Old : 61,234: 43,405 45,909 12,654 9,715 2,750 400 0 0 1,315 2,345 515: 195 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,004: -130 1,365 1,095 -200 -1 0 0 0 0 -200 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 75.0 20.7 15.9 4.5 0.7 0.0 0.0 2.1 3.8 0.8: 0.3 0.0
Old : 100.0: 70.9 75.0 20.7 15.9 4.5 0.7 0.0 0.0 2.1 3.8 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 12 . . . . 0 0 . . .:
Old : 32: 23 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 88.6 69.2 96.4 39.7 85.7 67.5 89.7
Old : 41.3 88.6 69.2 96.4 39.7 85.7 67.5 89.7
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,138: 68,036 66,406 2,661 3,134 2,501 0 0 0 260 1,107 548: 132 442
Old : 74,138: 68,036 66,406 2,661 3,134 2,501 0 0 0 260 1,107 548: 132 442
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -180: -25 134 -120 -104 -110 0 0 0 0 -174 74: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 89.6 3.6 4.2 3.4 0.0 0.0 0.0 0.4 1.5 0.7: 0.2 0.6
Old : 100.0: 91.8 89.6 3.6 4.2 3.4 0.0 0.0 0.0 0.4 1.5 0.7: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 25 . . . 0 0 0 . . .:
Old : 38: 25 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 : 53.0 61.1 73.9 81.5 52.4 59.4 72.6 77.3
Old : 53.0 61.1 73.9 81.5 52.4 59.4 72.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,664: 88,862 92,570 4,036 1,502 2,473 2,275 1,658 48 2,571 1,623 2,304: 95 486
Old : 102,664: 88,862 92,570 4,036 1,502 2,473 2,275 1,658 48 2,571 1,623 2,304: 95 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,082: 651 890 -155 -397 270 200 -60 -6 33 178 87: 2 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 90.2 3.9 1.5 2.4 2.2 1.6 0.0 2.5 1.6 2.2: 0.1 0.5
Old : 100.0: 86.6 90.2 3.9 1.5 2.4 2.2 1.6 0.0 2.5 1.6 2.2: 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 : 54: 28 30 . . . . . . 6 4 4:
Old : 54: 28 30 . . . . . . 6 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 : 45.4 51.6 65.0 75.5 43.1 48.7 57.8 64.0
Old : 45.4 51.6 65.0 75.5 43.1 48.7 57.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,182: 26,152 34,523 7,156 0 584 225 0 0 1,025 75 0: 40 0
Old : 35,182: 26,152 34,523 7,156 0 584 225 0 0 1,025 75 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 962: 450 950 250 0 12 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 98.1 20.3 0.0 1.7 0.6 0.0 0.0 2.9 0.2 0.0: 0.1 0.0
Old : 100.0: 74.3 98.1 20.3 0.0 1.7 0.6 0.0 0.0 2.9 0.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . 0 . . 0 0 . . 0:
Old : 28: 14 15 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 81.5 90.1 93.9 71.6 71.7 79.3 78.8
Old : 74.1 81.5 90.1 93.9 71.6 71.7 79.3 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,999: 38,815 34,159 990 2,580 5,485 600 4,550 0 906 150 75: 128 0
Old : 46,999: 38,815 34,159 990 2,580 5,485 600 4,550 0 906 150 75: 128 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -965: 45 -1,080 0 725 -685 0 300 -300 -100 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 72.7 2.1 5.5 11.7 1.3 9.7 0.0 1.9 0.3 0.2: 0.3 0.0
Old : 100.0: 82.6 72.7 2.1 5.5 11.7 1.3 9.7 0.0 1.9 0.3 0.2: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 15 . . . . . 0 . . .:
Old : 30: 21 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 : 63.8 69.2 79.7 90.5 61.7 62.0 68.4 71.1
Old : 63.8 69.2 79.7 90.5 61.7 62.0 68.4 71.1
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 48,820: 35,205 38,726 1,406 295 5,794 3,450 0 1,800 830 1,550 165: 170 490
Old : 48,820: 35,205 38,726 1,406 295 5,794 3,450 0 1,800 830 1,550 165: 170 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,145: -190 -1,145 0 245 -245 -600 0 0 -60 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 79.3 2.9 0.6 11.9 7.1 0.0 3.7 1.7 3.2 0.3: 0.3 1.0
Old : 100.0: 72.1 79.3 2.9 0.6 11.9 7.1 0.0 3.7 1.7 3.2 0.3: 0.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 20 . . . . 0 . . . .:
Old : 31: 21 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 66.2 69.1 81.6 40.0 51.8 49.2 58.6
Old : 50.1 66.2 69.1 81.6 40.0 51.8 49.2 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 35,004: 19,669 29,624 13,793 1,245 1,132 0 2,075 175 50 542 70: 115 141
Old : 35,004: 19,669 29,624 13,793 1,245 1,132 0 2,075 175 50 542 70: 115 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,080: 1,030 863 -110 0 150 0 0 0 0 67 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 84.6 39.4 3.6 3.2 0.0 5.9 0.5 0.1 1.5 0.2: 0.3 0.4
Old : 100.0: 56.2 84.6 39.4 3.6 3.2 0.0 5.9 0.5 0.1 1.5 0.2: 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 : 31: 17 14 4 . . 0 . . . . .:
Old : 31: 17 14 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 : 57.2 66.7 81.6 83.6 56.0 64.8 76.1 76.6
Old : 57.2 66.7 81.6 83.6 56.0 64.8 76.1 76.6
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 30,336: 17,425 24,116 12,020 3,735 645 0 1,800 0 50 0 0: 196 40
Old : 30,336: 17,425 24,116 12,020 3,735 645 0 1,800 0 50 0 0: 196 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 675: 675 500 0 175 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 79.5 39.6 12.3 2.1 0.0 5.9 0.0 0.2 0.0 0.0: 0.6 0.1
Old : 100.0: 57.4 79.5 39.6 12.3 2.1 0.0 5.9 0.0 0.2 0.0 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 11 . . . 0 . 0 . 0 0:
Old : 26: 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 : 63.0 78.1 87.3 90.7 61.6 77.3 84.0 89.3
Old : 63.0 78.1 87.3 90.7 61.6 77.3 84.0 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,608: 24,854 30,775 5,381 952 2,023 75 85 295 1,156 0 383: 441 95
Old : 34,608: 24,854 30,775 5,381 952 2,023 75 85 295 1,156 0 383: 441 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -2,459: -2,614 -2,555 34 0 76 0 0 0 50 0 0: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 88.9 15.5 2.8 5.8 0.2 0.2 0.9 3.3 0.0 1.1: 1.3 0.3
Old : 100.0: 71.8 88.9 15.5 2.8 5.8 0.2 0.2 0.9 3.3 0.0 1.1: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 . . 4 . . . 4 0 .:
Old : 32: 18 17 . . 4 . . . 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 : 52.2 51.4 70.1 72.8 45.0 48.3 55.3 61.7
Old : 52.2 51.4 70.1 72.8 45.0 48.3 55.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,201: 19,488 19,804 1,779 2,522 1,674 240 0 0 854 0 1: 165 200
Old : 24,201: 19,488 19,804 1,779 2,522 1,674 240 0 0 854 0 1: 165 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 604: 54 604 235 -315 315 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 81.8 7.4 10.4 6.9 1.0 0.0 0.0 3.5 0.0 0.0: 0.7 0.8
Old : 100.0: 80.5 81.8 7.4 10.4 6.9 1.0 0.0 0.0 3.5 0.0 0.0: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 . . . . 0 0 . 0 .:
Old : 29: 16 15 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 60.9 78.9 80.8 57.9 57.5 72.5 74.1
Old : 60.7 60.9 78.9 80.8 57.9 57.5 72.5 74.1
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,920: 44,365 33,800 1,444 6,782 3,113 1,760 6,375 188 565 1,582 60: 425 21
Old : 51,920: 44,365 33,800 1,444 6,782 3,113 1,760 6,375 188 565 1,582 60: 425 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -4: 234 238 -445 -480 66 0 -56 11 0 213 0: 130 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 65.1 2.8 13.1 6.0 3.4 12.3 0.4 1.1 3.0 0.1: 0.8 0.0
Old : 100.0: 85.4 65.1 2.8 13.1 6.0 3.4 12.3 0.4 1.1 3.0 0.1: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 28 23 . . . . . . . . .:
Old : 41: 28 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 45.9 65.9 65.5 43.4 41.5 54.3 56.3
Old : 48.3 45.9 65.9 65.5 43.4 41.5 54.3 56.3
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,588: 29,296 26,748 3,907 6,837 1,495 1,800 1,440 10 0 50 0: 80 8
Old : 36,588: 29,296 26,748 3,907 6,837 1,495 1,800 1,440 10 0 50 0: 80 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 627: 987 177 -860 0 500 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 73.1 10.7 18.7 4.1 4.9 3.9 0.0 0.0 0.1 0.0: 0.2 0.0
Old : 100.0: 80.1 73.1 10.7 18.7 4.1 4.9 3.9 0.0 0.0 0.1 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 18 . . . . . . 0 . 0:
Old : 34: 23 18 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 59.7 69.5 81.5 41.5 58.2 58.6 74.4
Old : 50.5 59.7 69.5 81.5 41.5 58.2 58.6 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MW :
: : Positions :
All : 7,070: 5,650 6,230 640 200 300 0 0 0 0 180 120: 360 40
Old : 7,070: 5,650 6,230 640 200 300 0 0 0 0 180 120: 360 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 88.1 9.1 2.8 4.2 0.0 0.0 0.0 0.0 2.5 1.7: 5.1 0.6
Old : 100.0: 79.9 88.1 9.1 2.8 4.2 0.0 0.0 0.0 0.0 2.5 1.7: 5.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 13 . . . 0 0 0 0 . .:
Old : 20: 10 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 : 55.4 59.0 78.0 79.4 46.5 52.5 60.8 67.8
Old : 55.4 59.0 78.0 79.4 46.5 52.5 60.8 67.8
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,188: 14,962 10,024 377 4,215 2,624 0 600 1,200 0 500 25: 0 0
Old : 19,188: 14,962 10,024 377 4,215 2,624 0 600 1,200 0 500 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 76: 76 26 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 52.2 2.0 22.0 13.7 0.0 3.1 6.3 0.0 2.6 0.1: 0.0 0.0
Old : 100.0: 78.0 52.2 2.0 22.0 13.7 0.0 3.1 6.3 0.0 2.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 14 . . . 0 . . 0 . .:
Old : 26: 17 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 : 58.1 63.8 81.0 87.0 54.3 49.3 64.7 62.4
Old : 58.1 63.8 81.0 87.0 54.3 49.3 64.7 62.4
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,604: 11,034 7,099 1,290 5,025 1,280 0 0 0 0 200 0: 0 0
Old : 13,604: 11,034 7,099 1,290 5,025 1,280 0 0 0 0 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 0: -25 0 0 -25 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 52.2 9.5 36.9 9.4 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 81.1 52.2 9.5 36.9 9.4 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.5 75.5 92.3 93.3 70.0 65.1 80.5 79.0
Old : 75.5 75.5 92.3 93.3 70.0 65.1 80.5 79.0
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,615: 9,205 16,510 5,670 0 985 415 0 100 300 0 0: 940 20
Old : 17,615: 9,205 16,510 5,670 0 985 415 0 100 300 0 0: 940 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 25: 0 25 50 0 0 -25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 93.7 32.2 0.0 5.6 2.4 0.0 0.6 1.7 0.0 0.0: 5.3 0.1
Old : 100.0: 52.3 93.7 32.2 0.0 5.6 2.4 0.0 0.6 1.7 0.0 0.0: 5.3 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 : 25: 18 12 . 0 . . 0 . . 0 0:
Old : 25: 18 12 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 85.9 79.3 96.3 56.6 84.7 69.1 85.0
Old : 66.1 85.9 79.3 96.3 56.6 84.7 69.1 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,330: 11,500 17,245 5,470 0 1,205 0 335 405 345 0 120: 285 20
Old : 19,330: 11,500 17,245 5,470 0 1,205 0 335 405 345 0 120: 285 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 25: -50 0 50 0 0 0 25 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 89.2 28.3 0.0 6.2 0.0 1.7 2.1 1.8 0.0 0.6: 1.5 0.1
Old : 100.0: 59.5 89.2 28.3 0.0 6.2 0.0 1.7 2.1 1.8 0.0 0.6: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 14 . 0 . 0 . . . 0 .:
Old : 31: 21 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 : 64.4 79.3 77.4 92.0 54.5 77.4 66.3 81.7
Old : 64.4 79.3 77.4 92.0 54.5 77.4 66.3 81.7
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 550,834: 358,231 232,552 6,080 61,588 108,984 0 69,310 2,295 7,575 7,600 66,865: 805 1,642
Old : 550,834: 358,231 232,552 6,080 61,588 108,984 0 69,310 2,295 7,575 7,600 66,865: 805 1,642
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -437: 574 -301 1 6,584 -3,004 0 913 -955 5,620 -1,122 -3,138: 465 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 42.2 1.1 11.2 19.8 0.0 12.6 0.4 1.4 1.4 12.1: 0.1 0.3
Old : 100.0: 65.0 42.2 1.1 11.2 19.8 0.0 12.6 0.4 1.4 1.4 12.1: 0.1 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 : 26: 16 17 . . . 0 . . . . .:
Old : 26: 16 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 53.4 89.1 81.1 28.6 26.6 31.9 31.8
Old : 63.9 53.4 89.1 81.1 28.6 26.6 31.9 31.8
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,505: 8,000 5,250 1,190 4,430 825 0 0 0 130 0 0: 360 0
Old : 10,505: 8,000 5,250 1,190 4,430 825 0 0 0 130 0 0: 360 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 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: 76.2 50.0 11.3 42.2 7.9 0.0 0.0 0.0 1.2 0.0 0.0: 3.4 0.0
Old : 100.0: 76.2 50.0 11.3 42.2 7.9 0.0 0.0 0.0 1.2 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 . . . 0 0 0 . 0 0:
Old : 23: 11 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 : 65.3 74.5 86.1 91.9 54.1 71.7 74.9 84.1
Old : 65.3 74.5 86.1 91.9 54.1 71.7 74.9 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,914: 7,903 24,420 19,215 4,510 1,975 1,050 0 0 150 0 0: 621 9
Old : 30,914: 7,903 24,420 19,215 4,510 1,975 1,050 0 0 150 0 0: 621 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -545: -20 -545 -525 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 79.0 62.2 14.6 6.4 3.4 0.0 0.0 0.5 0.0 0.0: 2.0 0.0
Old : 100.0: 25.6 79.0 62.2 14.6 6.4 3.4 0.0 0.0 0.5 0.0 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 . . . . 0 0 . 0 0:
Old : 25: 14 11 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 78.4 89.2 97.3 73.5 74.1 80.8 86.1
Old : 77.8 78.4 89.2 97.3 73.5 74.1 80.8 86.1
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,211: 7,329 21,630 15,915 3,135 3,440 1,050 0 0 100 0 0: 377 6
Old : 28,211: 7,329 21,630 15,915 3,135 3,440 1,050 0 0 100 0 0: 377 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -500: 250 -500 -750 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 76.7 56.4 11.1 12.2 3.7 0.0 0.0 0.4 0.0 0.0: 1.3 0.0
Old : 100.0: 26.0 76.7 56.4 11.1 12.2 3.7 0.0 0.0 0.4 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . . 0 0 . 0 0:
Old : 24: 14 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 86.2 90.3 98.5 69.0 74.4 76.8 81.3
Old : 77.4 86.2 90.3 98.5 69.0 74.4 76.8 81.3
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,050: 11,555 12,835 2,425 475 910 0 550 0 0 0 0: 160 280
Old : 15,050: 11,555 12,835 2,425 475 910 0 550 0 0 0 0: 160 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 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: 76.8 85.3 16.1 3.2 6.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.1 1.9
Old : 100.0: 76.8 85.3 16.1 3.2 6.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 . . . 0 . 0 0 0 0:
Old : 24: 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 : 63.2 66.7 86.8 85.8 59.6 63.2 79.8 75.6
Old : 63.2 66.7 86.8 85.8 59.6 63.2 79.8 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,910: 8,205 8,975 1,680 540 745 0 350 0 0 0 0: 280 300
Old : 10,910: 8,205 8,975 1,680 540 745 0 350 0 0 0 0: 280 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 82.3 15.4 4.9 6.8 0.0 3.2 0.0 0.0 0.0 0.0: 2.6 2.7
Old : 100.0: 75.2 82.3 15.4 4.9 6.8 0.0 3.2 0.0 0.0 0.0 0.0: 2.6 2.7
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 : 21: 12 9 . . . 0 . 0 0 0 0:
Old : 21: 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 : 58.7 72.8 85.7 89.0 56.2 62.8 75.8 74.3
Old : 58.7 72.8 85.7 89.0 56.2 62.8 75.8 74.3
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,141: 24,103 9,992 145 8,185 2,575 0 50 0 174 6,250 89: 55 0
Old : 27,141: 24,103 9,992 145 8,185 2,575 0 50 0 174 6,250 89: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 225: 100 275 0 -175 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 36.8 0.5 30.2 9.5 0.0 0.2 0.0 0.6 23.0 0.3: 0.2 0.0
Old : 100.0: 88.8 36.8 0.5 30.2 9.5 0.0 0.2 0.0 0.6 23.0 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 : 30: 16 16 . . . 0 . 0 . . .:
Old : 30: 16 16 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 70.5 87.1 90.4 62.2 65.5 76.1 77.7
Old : 65.1 70.5 87.1 90.4 62.2 65.5 76.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,203: 26,163 11,759 145 8,610 2,525 0 50 0 271 6,150 39: 60 70
Old : 29,203: 26,163 11,759 145 8,610 2,525 0 50 0 271 6,150 39: 60 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 225: 100 250 0 -150 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 40.3 0.5 29.5 8.6 0.0 0.2 0.0 0.9 21.1 0.1: 0.2 0.2
Old : 100.0: 89.6 40.3 0.5 29.5 8.6 0.0 0.2 0.0 0.9 21.1 0.1: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . . . 0 . 0 . . .:
Old : 29: 16 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 73.8 86.1 93.0 55.9 58.8 68.9 71.9
Old : 64.4 73.8 86.1 93.0 55.9 58.8 68.9 71.9
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,076: 108,546 85,699 2,550 21,315 7,265 0 2,952 205 310 1,455 165: 35 20
Old : 119,076: 108,546 85,699 2,550 21,315 7,265 0 2,952 205 310 1,455 165: 35 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,280: 2,545 925 -95 1,300 -1,175 0 225 5 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 72.0 2.1 17.9 6.1 0.0 2.5 0.2 0.3 1.2 0.1: 0.0 0.0
Old : 100.0: 91.2 72.0 2.1 17.9 6.1 0.0 2.5 0.2 0.3 1.2 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 : 50: 32 29 . . 5 0 4 . . . .:
Old : 50: 32 29 . . 5 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 : 49.8 59.9 72.7 83.8 49.5 50.0 65.3 69.0
Old : 49.8 59.9 72.7 83.8 49.5 50.0 65.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,428: 124,718 97,361 3,865 21,185 8,035 460 8,237 780 435 2,730 100: 35 0
Old : 138,428: 124,718 97,361 3,865 21,185 8,035 460 8,237 780 435 2,730 100: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 2,430: 3,755 330 -210 1,795 -1,165 25 1,445 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 70.3 2.8 15.3 5.8 0.3 6.0 0.6 0.3 2.0 0.1: 0.0 0.0
Old : 100.0: 90.1 70.3 2.8 15.3 5.8 0.3 6.0 0.6 0.3 2.0 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 : 56: 35 28 . 4 4 . . . 4 4 .:
Old : 56: 35 28 . 4 4 . . . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 58.0 61.3 80.7 44.7 50.5 58.6 69.8
Old : 44.9 58.0 61.3 80.7 44.7 50.5 58.6 69.8
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 216,683: 163,868 152,044 12,182 7,640 9,292 10,986 3,015 9,921 5,803 29,932 4,532: 100 307
Old : 216,683: 163,868 152,044 12,182 7,640 9,292 10,986 3,015 9,921 5,803 29,932 4,532: 100 307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 6,894: 1,735 3,092 2,868 -593 461 1,102 656 -26 147 2,546 512: 95 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 70.2 5.6 3.5 4.3 5.1 1.4 4.6 2.7 13.8 2.1: 0.0 0.1
Old : 100.0: 75.6 70.2 5.6 3.5 4.3 5.1 1.4 4.6 2.7 13.8 2.1: 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 : 81: 41 41 4 . 4 6 5 . 8 9 11:
Old : 81: 41 41 4 . 4 6 5 . 8 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 49.9 51.6 62.0 30.7 45.3 45.0 53.0
Old : 32.1 49.9 51.6 62.0 30.7 45.3 45.0 53.0
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,130: 41,005 41,120 4,525 5,345 2,910 830 625 0 645 100 5: 210 25
Old : 50,130: 41,005 41,120 4,525 5,345 2,910 830 625 0 645 100 5: 210 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -45: -900 0 205 -445 400 250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 82.0 9.0 10.7 5.8 1.7 1.2 0.0 1.3 0.2 0.0: 0.4 0.0
Old : 100.0: 81.8 82.0 9.0 10.7 5.8 1.7 1.2 0.0 1.3 0.2 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 10 . . . . . 0 . . .:
Old : 29: 19 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 : 59.0 92.4 79.1 97.1 57.7 86.4 75.5 90.3
Old : 59.0 92.4 79.1 97.1 57.7 86.4 75.5 90.3
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,330: 38,685 41,950 3,625 985 3,745 630 525 0 520 100 0: 125 25
Old : 47,330: 38,685 41,950 3,625 985 3,745 630 525 0 520 100 0: 125 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -55: -925 -50 105 -520 515 250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 88.6 7.7 2.1 7.9 1.3 1.1 0.0 1.1 0.2 0.0: 0.3 0.1
Old : 100.0: 81.7 88.6 7.7 2.1 7.9 1.3 1.1 0.0 1.1 0.2 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 . . . . . 0 . . 0:
Old : 29: 19 9 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 93.0 80.0 97.5 59.7 85.1 75.1 88.9
Old : 62.1 93.0 80.0 97.5 59.7 85.1 75.1 88.9
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 224,619: 141,138 116,573 0 32,919 56,220 19,817 0 5,427 0 11,438 0: 2,017 2,041
Old : 224,619: 141,138 116,573 0 32,919 56,220 19,817 0 5,427 0 11,438 0: 2,017 2,041
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 38: -3,354 -2,019 0 -962 1,550 272 0 -400 0 -99 0: 1,971 1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 51.9 0.0 14.7 25.0 8.8 0.0 2.4 0.0 5.1 0.0: 0.9 0.9
Old : 100.0: 62.8 51.9 0.0 14.7 25.0 8.8 0.0 2.4 0.0 5.1 0.0: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 18 0 . . . 0 . 0 . 0:
Old : 29: 21 18 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 70.0 78.7 87.0 33.7 39.2 38.0 41.3
Old : 54.4 70.0 78.7 87.0 33.7 39.2 38.0 41.3
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,297: 27,062 37,767 10,885 200 0 0 0 0 0 0 0: 2,350 2,330
Old : 40,297: 27,062 37,767 10,885 200 0 0 0 0 0 0 0: 2,350 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 525: -135 100 235 0 0 0 0 0 0 0 0: 425 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 93.7 27.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 5.8
Old : 100.0: 67.2 93.7 27.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 . . 0 0 0 0 0 0 0:
Old : 23: 14 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 : 80.5 67.0 90.6 86.6 71.0 55.7 77.2 74.0
Old : 80.5 67.0 90.6 86.6 71.0 55.7 77.2 74.0
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,975: 23,990 34,180 10,330 200 0 0 0 0 0 0 0: 1,655 1,595
Old : 35,975: 23,990 34,180 10,330 200 0 0 0 0 0 0 0: 1,655 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 375: 15 260 105 0 0 0 0 0 0 0 0: 255 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 95.0 28.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 4.4
Old : 100.0: 66.7 95.0 28.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 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 : 21: 12 16 . . 0 0 0 0 0 0 0:
Old : 21: 12 16 . . 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 : 86.2 68.4 94.1 88.4 75.1 56.7 78.1 74.0
Old : 86.2 68.4 94.1 88.4 75.1 56.7 78.1 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,581: 21,797 26,452 10,465 4,610 35 0 0 0 0 1,200 0: 4,284 4,284
Old : 36,581: 21,797 26,452 10,465 4,610 35 0 0 0 0 1,200 0: 4,284 4,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 65: 15 135 0 -120 35 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 72.3 28.6 12.6 0.1 0.0 0.0 0.0 0.0 3.3 0.0: 11.7 11.7
Old : 100.0: 59.6 72.3 28.6 12.6 0.1 0.0 0.0 0.0 0.0 3.3 0.0: 11.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 18 . . . 0 0 0 0 . 0:
Old : 25: 13 18 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 49.1 86.9 70.0 74.4 49.0 79.8 69.2
Old : 75.8 49.1 86.9 70.0 74.4 49.0 79.8 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,621: 20,363 24,068 9,895 4,990 35 0 0 0 0 1,200 0: 3,328 3,328
Old : 33,621: 20,363 24,068 9,895 4,990 35 0 0 0 0 1,200 0: 3,328 3,328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -80: 560 -20 -700 -120 35 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 71.6 29.4 14.8 0.1 0.0 0.0 0.0 0.0 3.6 0.0: 9.9 9.9
Old : 100.0: 60.6 71.6 29.4 14.8 0.1 0.0 0.0 0.0 0.0 3.6 0.0: 9.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 19 . . . 0 0 0 0 . 0:
Old : 25: 11 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 : 83.4 50.2 89.7 69.2 79.1 50.1 82.4 68.8
Old : 83.4 50.2 89.7 69.2 79.1 50.1 82.4 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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,850: 34,865 14,100 1,425 7,135 3,805 0 10,925 75 0 4,420 625: 1,055 765
Old : 41,850: 34,865 14,100 1,425 7,135 3,805 0 10,925 75 0 4,420 625: 1,055 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -910: -920 230 0 550 0 0 0 0 0 -1,700 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 33.7 3.4 17.0 9.1 0.0 26.1 0.2 0.0 10.6 1.5: 2.5 1.8
Old : 100.0: 83.3 33.7 3.4 17.0 9.1 0.0 26.1 0.2 0.0 10.6 1.5: 2.5 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 : 29: 15 15 . . . 0 . . 0 . .:
Old : 29: 15 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 69.4 82.0 88.5 63.2 60.2 74.5 76.2
Old : 69.2 69.4 82.0 88.5 63.2 60.2 74.5 76.2
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,750: 35,120 15,180 1,225 8,590 3,830 0 9,835 170 0 2,950 525: 880 670
Old : 41,750: 35,120 15,180 1,225 8,590 3,830 0 9,835 170 0 2,950 525: 880 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 0: 0 100 0 350 0 0 0 0 0 -450 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 36.4 2.9 20.6 9.2 0.0 23.6 0.4 0.0 7.1 1.3: 2.1 1.6
Old : 100.0: 84.1 36.4 2.9 20.6 9.2 0.0 23.6 0.4 0.0 7.1 1.3: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . 0 . . 0 . .:
Old : 29: 15 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 73.9 84.2 90.4 65.4 64.6 76.2 78.9
Old : 71.8 73.9 84.2 90.4 65.4 64.6 76.2 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,475: 19,000 39,175 22,600 1,125 890 730 0 570 275 2,305 15: 1,395 1,395
Old : 45,475: 19,000 39,175 22,600 1,125 890 730 0 570 275 2,305 15: 1,395 1,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,860: 115 1,865 1,750 0 0 0 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 86.1 49.7 2.5 2.0 1.6 0.0 1.3 0.6 5.1 0.0: 3.1 3.1
Old : 100.0: 41.8 86.1 49.7 2.5 2.0 1.6 0.0 1.3 0.6 5.1 0.0: 3.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 12 . . . . 0 . . . .:
Old : 29: 16 12 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 85.3 87.2 92.5 73.9 82.7 85.6 88.1
Old : 74.6 85.3 87.2 92.5 73.9 82.7 85.6 88.1
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,350: 16,355 36,315 21,355 450 830 780 0 570 275 2,030 15: 1,170 1,140
Old : 41,350: 16,355 36,315 21,355 450 830 780 0 570 275 2,030 15: 1,170 1,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 2,000: 90 1,965 2,100 0 0 0 0 0 -225 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 87.8 51.6 1.1 2.0 1.9 0.0 1.4 0.7 4.9 0.0: 2.8 2.8
Old : 100.0: 39.6 87.8 51.6 1.1 2.0 1.9 0.0 1.4 0.7 4.9 0.0: 2.8 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 : 27: 17 11 . . . . 0 . . . .:
Old : 27: 17 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 87.0 87.3 94.0 73.4 83.5 84.9 88.5
Old : 74.1 87.0 87.3 94.0 73.4 83.5 84.9 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,335: 22,730 21,130 9,890 275 2,165 0 10,270 0 200 1,250 0: 350 245
Old : 35,335: 22,730 21,130 9,890 275 2,165 0 10,270 0 200 1,250 0: 350 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 10: -75 0 75 0 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 59.8 28.0 0.8 6.1 0.0 29.1 0.0 0.6 3.5 0.0: 1.0 0.7
Old : 100.0: 64.3 59.8 28.0 0.8 6.1 0.0 29.1 0.0 0.6 3.5 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 : 28: 15 10 . . . 0 . 0 . . 0:
Old : 28: 15 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 : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6
Old : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,780: 20,280 19,430 9,915 375 2,065 0 9,720 0 0 775 0: 520 415
Old : 32,780: 20,280 19,430 9,915 375 2,065 0 9,720 0 0 775 0: 520 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 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: 61.9 59.3 30.2 1.1 6.3 0.0 29.7 0.0 0.0 2.4 0.0: 1.6 1.3
Old : 100.0: 61.9 59.3 30.2 1.1 6.3 0.0 29.7 0.0 0.0 2.4 0.0: 1.6 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 : 24: 16 8 . . . 0 . 0 0 . 0:
Old : 24: 16 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 : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9
Old : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,875: 23,890 13,555 0 10,980 645 50 130 50 365 0 115: 1,760 1,400
Old : 26,875: 23,890 13,555 0 10,980 645 50 130 50 365 0 115: 1,760 1,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 335: 435 75 0 260 0 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 50.4 0.0 40.9 2.4 0.2 0.5 0.2 1.4 0.0 0.4: 6.5 5.2
Old : 100.0: 88.9 50.4 0.0 40.9 2.4 0.2 0.5 0.2 1.4 0.0 0.4: 6.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 0 . . . . . . 0 .:
Old : 26: 13 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 79.0 85.5 91.8 67.6 76.8 78.8 83.5
Old : 74.0 79.0 85.5 91.8 67.6 76.8 78.8 83.5
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,520: 22,770 13,115 0 10,470 550 50 130 50 535 0 165: 1,400 1,040
Old : 25,520: 22,770 13,115 0 10,470 550 50 130 50 535 0 165: 1,400 1,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 30: 35 -225 0 210 0 0 0 0 -50 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 51.4 0.0 41.0 2.2 0.2 0.5 0.2 2.1 0.0 0.6: 5.5 4.1
Old : 100.0: 89.2 51.4 0.0 41.0 2.2 0.2 0.5 0.2 2.1 0.0 0.6: 5.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 8 0 . . . . . 4 0 .:
Old : 27: 15 8 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 : 76.0 80.8 85.7 92.9 70.4 78.8 79.4 85.4
Old : 76.0 80.8 85.7 92.9 70.4 78.8 79.4 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,890: 29,400 17,149 0 19,451 200 8,025 775 200 650 725 0: 1,415 1,390
Old : 39,890: 29,400 17,149 0 19,451 200 8,025 775 200 650 725 0: 1,415 1,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 345: 50 350 0 -250 0 50 0 0 0 0 0: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 43.0 0.0 48.8 0.5 20.1 1.9 0.5 1.6 1.8 0.0: 3.5 3.5
Old : 100.0: 73.7 43.0 0.0 48.8 0.5 20.1 1.9 0.5 1.6 1.8 0.0: 3.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 0 . . . . . . . 0:
Old : 29: 17 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 : 69.6 79.6 84.6 92.5 63.1 77.7 78.2 85.8
Old : 69.6 79.6 84.6 92.5 63.1 77.7 78.2 85.8
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,760: 24,305 15,285 0 9,635 330 1,230 875 130 400 465 0: 2,365 2,040
Old : 28,760: 24,305 15,285 0 9,635 330 1,230 875 130 400 465 0: 2,365 2,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 345: 100 375 0 -275 120 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 53.1 0.0 33.5 1.1 4.3 3.0 0.5 1.4 1.6 0.0: 8.2 7.1
Old : 100.0: 84.5 53.1 0.0 33.5 1.1 4.3 3.0 0.5 1.4 1.6 0.0: 8.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 9 0 . . . . . . . 0:
Old : 24: 16 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 69.7 76.9 88.2 53.0 65.8 67.9 78.4
Old : 60.3 69.7 76.9 88.2 53.0 65.8 67.9 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,930: 60,339 105,940 25,061 165 3,045 13,865 0 75 6,940 75 10: 9,595 9,620
Old : 118,930: 60,339 105,940 25,061 165 3,045 13,865 0 75 6,940 75 10: 9,595 9,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,135: 650 -1,670 -1,570 0 0 -50 0 0 -700 0 0: 535 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 89.1 21.1 0.1 2.6 11.7 0.0 0.1 5.8 0.1 0.0: 8.1 8.1
Old : 100.0: 50.7 89.1 21.1 0.1 2.6 11.7 0.0 0.1 5.8 0.1 0.0: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 25 . . . . 0 . . . .:
Old : 41: 22 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 60.4 72.6 74.0 52.8 57.1 67.1 69.5
Old : 58.1 60.4 72.6 74.0 52.8 57.1 67.1 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 102,230: 52,370 91,590 16,800 1,215 1,820 19,020 0 150 4,640 0 0: 7,430 7,455
Old : 102,230: 52,370 91,590 16,800 1,215 1,820 19,020 0 150 4,640 0 0: 7,430 7,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -470: 710 -835 -1,545 0 0 0 0 0 0 0 0: 365 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 89.6 16.4 1.2 1.8 18.6 0.0 0.1 4.5 0.0 0.0: 7.3 7.3
Old : 100.0: 51.2 89.6 16.4 1.2 1.8 18.6 0.0 0.1 4.5 0.0 0.0: 7.3 7.3
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 24 . . . . 0 . . 0 0:
Old : 37: 18 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 : 61.9 58.6 79.5 72.2 59.4 56.9 75.2 69.7
Old : 61.9 58.6 79.5 72.2 59.4 56.9 75.2 69.7
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,040: 18,095 10,025 0 8,055 815 0 675 25 600 0 0: 2,505 2,445
Old : 22,040: 18,095 10,025 0 8,055 815 0 675 25 600 0 0: 2,505 2,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 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: 82.1 45.5 0.0 36.5 3.7 0.0 3.1 0.1 2.7 0.0 0.0: 11.4 11.1
Old : 100.0: 82.1 45.5 0.0 36.5 3.7 0.0 3.1 0.1 2.7 0.0 0.0: 11.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 0 . . 0 . . . 0 0:
Old : 24: 17 13 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 62.9 70.1 77.9 36.5 52.2 54.0 61.9
Old : 47.4 62.9 70.1 77.9 36.5 52.2 54.0 61.9
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, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,120: 16,375 10,350 0 8,295 520 0 25 0 2,100 0 0: 1,125 930
Old : 20,120: 16,375 10,350 0 8,295 520 0 25 0 2,100 0 0: 1,125 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 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: 81.4 51.4 0.0 41.2 2.6 0.0 0.1 0.0 10.4 0.0 0.0: 5.6 4.6
Old : 100.0: 81.4 51.4 0.0 41.2 2.6 0.0 0.1 0.0 10.4 0.0 0.0: 5.6 4.6
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 : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8
Old : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,875: 38,090 32,180 875 2,950 2,160 0 4,065 45 230 0 0: 6,475 6,475
Old : 47,875: 38,090 32,180 875 2,950 2,160 0 4,065 45 230 0 0: 6,475 6,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 345: 500 500 0 175 -125 0 -175 20 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 67.2 1.8 6.2 4.5 0.0 8.5 0.1 0.5 0.0 0.0: 13.5 13.5
Old : 100.0: 79.6 67.2 1.8 6.2 4.5 0.0 8.5 0.1 0.5 0.0 0.0: 13.5 13.5
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 : 29: 16 16 . . . 0 . . . 0 0:
Old : 29: 16 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 44.6 77.6 65.4 61.1 40.6 66.6 58.6
Old : 61.3 44.6 77.6 65.4 61.1 40.6 66.6 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, May 30, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,685: 23,715 19,585 845 2,605 3,455 0 2,500 0 0 0 0: 4,670 4,540
Old : 32,685: 23,715 19,585 845 2,605 3,455 0 2,500 0 0 0 0: 4,670 4,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 450: 600 600 0 175 -175 0 -175 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 59.9 2.6 8.0 10.6 0.0 7.6 0.0 0.0 0.0 0.0: 14.3 13.9
Old : 100.0: 72.6 59.9 2.6 8.0 10.6 0.0 7.6 0.0 0.0 0.0 0.0: 14.3 13.9
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 : 27: 18 18 . . . 0 . 0 0 0 0:
Old : 27: 18 18 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 38.5 69.2 62.5 34.7 29.2 43.0 39.6
Old : 44.9 38.5 69.2 62.5 34.7 29.2 43.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017