COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,598: 11,657 30,869 8,449 1,042 978 6,696 5,181 647 12,714 2,833 6,114: 1,343 934
Old : 48,598: 11,657 30,869 8,449 1,042 978 6,696 5,181 647 12,714 2,833 6,114: 1,343 934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -106: -61 -73 72 0 0 53 0 0 -237 -22 37: 30 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 63.5 17.4 2.1 2.0 13.8 10.7 1.3 26.2 5.8 12.6: 2.8 1.9
Old : 100.0: 24.0 63.5 17.4 2.1 2.0 13.8 10.7 1.3 26.2 5.8 12.6: 2.8 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 : 46: 11 10 4 . 4 . 5 6 11 8 10:
Old : 46: 11 10 4 . 4 . 5 6 11 8 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 63.8 67.7 78.3 33.7 55.9 57.4 64.2
Old : 39.4 63.8 67.7 78.3 33.7 55.9 57.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,708: 494 2,720 243 1,409 29 940 316 120 2,817 0 636: 429 478
Old : 5,708: 494 2,720 243 1,409 29 940 316 120 2,817 0 636: 429 478
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 122: 10 25 0 0 0 0 0 0 15 0 82: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 47.7 4.3 24.7 0.5 16.5 5.5 2.1 49.4 0.0 11.1: 7.5 8.4
Old : 100.0: 8.7 47.7 4.3 24.7 0.5 16.5 5.5 2.1 49.4 0.0 11.1: 7.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: . 5 . . . . . . 12 0 5:
Old : 26: . 5 . . . . . . 12 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 : 42.6 57.1 66.9 80.5 42.2 54.4 58.6 71.6
Old : 42.6 57.1 66.9 80.5 42.2 54.4 58.6 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,029: 40,921 47,401 5,208 9,835 5,419 10,678 124 129 4,453 4,314 284: 937 523
Old : 68,029: 40,921 47,401 5,208 9,835 5,419 10,678 124 129 4,453 4,314 284: 937 523
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 24: 233 22 0 0 0 0 0 0 -211 0 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 69.7 7.7 14.5 8.0 15.7 0.2 0.2 6.5 6.3 0.4: 1.4 0.8
Old : 100.0: 60.2 69.7 7.7 14.5 8.0 15.7 0.2 0.2 6.5 6.3 0.4: 1.4 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 : 53: 29 26 . . 4 4 . . 6 5 6:
Old : 53: 29 26 . . 4 4 . . 6 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 42.5 66.5 64.0 38.3 33.8 55.0 50.8
Old : 45.7 42.5 66.5 64.0 38.3 33.8 55.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,331: 29,888 27,206 233 4,740 2,785 475 175 0 2,200 675 750: 0 0
Old : 36,331: 29,888 27,206 233 4,740 2,785 475 175 0 2,200 675 750: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 550: 425 500 50 -200 -75 75 25 -25 25 250 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 74.9 0.6 13.0 7.7 1.3 0.5 0.0 6.1 1.9 2.1: 0.0 0.0
Old : 100.0: 82.3 74.9 0.6 13.0 7.7 1.3 0.5 0.0 6.1 1.9 2.1: 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 : 36: 21 19 . . . . . 0 4 . 4:
Old : 36: 21 19 . . . . . 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 55.6 77.1 84.0 54.0 50.9 63.0 66.5
Old : 58.1 55.6 77.1 84.0 54.0 50.9 63.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,222: 22,782 14,885 0 6,712 665 0 0 0 350 1,535 425: 0 0
Old : 24,222: 22,782 14,885 0 6,712 665 0 0 0 350 1,535 425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 130: 130 5 0 125 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 61.5 0.0 27.7 2.7 0.0 0.0 0.0 1.4 6.3 1.8: 0.0 0.0
Old : 100.0: 94.1 61.5 0.0 27.7 2.7 0.0 0.0 0.0 1.4 6.3 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 0 . . 0 0 0 . . .:
Old : 26: 16 14 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 55.7 91.5 84.1 76.1 47.4 81.0 74.2
Old : 79.7 55.7 91.5 84.1 76.1 47.4 81.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,515: 136,113 121,775 18,741 16,652 5,702 8,089 17,553 2,146 2,024 8,900 1,597: 103 190
Old : 174,515: 136,113 121,775 18,741 16,652 5,702 8,089 17,553 2,146 2,024 8,900 1,597: 103 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -1,193: -1,933 -2,270 -320 -640 977 -500 85 305 -165 -200 440: 3 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 69.8 10.7 9.5 3.3 4.6 10.1 1.2 1.2 5.1 0.9: 0.1 0.1
Old : 100.0: 78.0 69.8 10.7 9.5 3.3 4.6 10.1 1.2 1.2 5.1 0.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 36 32 4 . . . 5 . 5 . .:
Old : 56: 36 32 4 . . . 5 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 55.2 56.9 74.0 36.9 44.6 49.8 60.2
Old : 40.6 55.2 56.9 74.0 36.9 44.6 49.8 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 56,551: 37,872 29,720 8,955 9,193 6,038 381 10,275 600 2,450 475 250: 5 0
Old : 56,551: 37,872 29,720 8,955 9,193 6,038 381 10,275 600 2,450 475 250: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 125: -850 -100 200 -715 740 -40 0 200 -125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 52.6 15.8 16.3 10.7 0.7 18.2 1.1 4.3 0.8 0.4: 0.0 0.0
Old : 100.0: 67.0 52.6 15.8 16.3 10.7 0.7 18.2 1.1 4.3 0.8 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 16 21 . . . . 4 . 6 . .:
Old : 38: 16 21 . . . . 4 . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 63.3 88.7 84.9 66.8 49.3 71.6 69.6
Old : 74.8 63.3 88.7 84.9 66.8 49.3 71.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,356: 25,495 14,596 5,711 16,010 0 0 300 150 0 300 0: 0 0
Old : 31,356: 25,495 14,596 5,711 16,010 0 0 300 150 0 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,370: 1,070 -250 300 1,620 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 46.5 18.2 51.1 0.0 0.0 1.0 0.5 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 81.3 46.5 18.2 51.1 0.0 0.0 1.0 0.5 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 13 . . 0 0 . . 0 . 0:
Old : 21: 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 : 88.5 91.2 98.8 97.1 86.1 86.0 91.7 89.9
Old : 88.5 91.2 98.8 97.1 86.1 86.0 91.7 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,788: 43,858 40,438 2,848 2,835 11,610 400 4,925 75 1,170 275 440: 387 190
Old : 60,788: 43,858 40,438 2,848 2,835 11,610 400 4,925 75 1,170 275 440: 387 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 423: -872 493 720 -40 380 0 -400 0 25 0 -10: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 66.5 4.7 4.7 19.1 0.7 8.1 0.1 1.9 0.5 0.7: 0.6 0.3
Old : 100.0: 72.1 66.5 4.7 4.7 19.1 0.7 8.1 0.1 1.9 0.5 0.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 24 . . . . . . . . .:
Old : 41: 26 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 49.2 70.7 72.8 29.1 29.2 39.5 46.0
Old : 47.7 49.2 70.7 72.8 29.1 29.2 39.5 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,725: 58,910 44,539 2,780 15,243 5,268 0 1,925 250 670 985 505: 342 10
Old : 68,725: 58,910 44,539 2,780 15,243 5,268 0 1,925 250 670 985 505: 342 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -838: -1,743 37 900 -430 -45 0 -400 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 64.8 4.0 22.2 7.7 0.0 2.8 0.4 1.0 1.4 0.7: 0.5 0.0
Old : 100.0: 85.7 64.8 4.0 22.2 7.7 0.0 2.8 0.4 1.0 1.4 0.7: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 25 . . 4 0 4 . . . .:
Old : 45: 28 25 . . 4 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 : 43.3 53.8 63.2 73.7 39.5 45.1 50.6 58.0
Old : 43.3 53.8 63.2 73.7 39.5 45.1 50.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,031: 46,529 35,146 22,065 13,295 3,165 550 0 0 796 21,450 875: 51 100
Old : 74,031: 46,529 35,146 22,065 13,295 3,165 550 0 0 796 21,450 875: 51 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,300: 1,000 900 725 400 0 -400 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 47.5 29.8 18.0 4.3 0.7 0.0 0.0 1.1 29.0 1.2: 0.1 0.1
Old : 100.0: 62.9 47.5 29.8 18.0 4.3 0.7 0.0 0.0 1.1 29.0 1.2: 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 : 42: 22 25 . . . . 0 0 . . .:
Old : 42: 22 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 : 46.8 67.6 65.3 84.8 46.7 63.1 63.6 79.7
Old : 46.8 67.6 65.3 84.8 46.7 63.1 63.6 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,307: 61,086 40,772 28,550 28,855 5,200 300 0 0 1,891 22,050 280: 0 150
Old : 97,307: 61,086 40,772 28,550 28,855 5,200 300 0 0 1,891 22,050 280: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,305: 1,705 905 0 400 0 -400 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 41.9 29.3 29.7 5.3 0.3 0.0 0.0 1.9 22.7 0.3: 0.0 0.2
Old : 100.0: 62.8 41.9 29.3 29.7 5.3 0.3 0.0 0.0 1.9 22.7 0.3: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 24 . . . . 0 0 4 . .:
Old : 44: 25 24 . . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 63.8 66.3 83.3 45.5 58.3 64.8 77.1
Old : 45.7 63.8 66.3 83.3 45.5 58.3 64.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,837: 21,087 28,077 6,675 0 3,670 0 0 0 400 0 0: 5 90
Old : 31,837: 21,087 28,077 6,675 0 3,670 0 0 0 400 0 0: 5 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 16: -434 -54 380 0 70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 88.2 21.0 0.0 11.5 0.0 0.0 0.0 1.3 0.0 0.0: 0.0 0.3
Old : 100.0: 66.2 88.2 21.0 0.0 11.5 0.0 0.0 0.0 1.3 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 17 4 0 . 0 0 0 . 0 0:
Old : 26: 17 17 4 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 : 54.1 72.3 79.3 85.6 41.5 61.1 63.6 68.6
Old : 54.1 72.3 79.3 85.6 41.5 61.1 63.6 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 34,300: 27,315 28,055 705 520 5,245 150 0 0 750 405 75: 60 0
Old : 34,300: 27,315 28,055 705 520 5,245 150 0 0 750 405 75: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -180: -45 -60 0 150 -150 25 -95 -25 0 -15 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 81.8 2.1 1.5 15.3 0.4 0.0 0.0 2.2 1.2 0.2: 0.2 0.0
Old : 100.0: 79.6 81.8 2.1 1.5 15.3 0.4 0.0 0.0 2.2 1.2 0.2: 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 : 31: 18 17 4 . . . 0 0 . . .:
Old : 31: 18 17 4 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 58.3 77.6 85.6 36.3 48.3 44.9 55.3
Old : 53.2 58.3 77.6 85.6 36.3 48.3 44.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,435: 8,635 9,085 200 900 350 0 0 0 1,250 100 0: 0 0
Old : 10,435: 8,635 9,085 200 900 350 0 0 0 1,250 100 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 82.8 87.1 1.9 8.6 3.4 0.0 0.0 0.0 12.0 1.0 0.0: 0.0 0.0
Old : 100.0: 82.8 87.1 1.9 8.6 3.4 0.0 0.0 0.0 12.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . . . 0 0 0 . . 0:
Old : 21: 13 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 73.3 81.8 95.3 60.6 68.0 75.9 80.7
Old : 62.9 73.3 81.8 95.3 60.6 68.0 75.9 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,426: 12,899 14,198 0 6,763 1,020 2,356 0 0 5,902 160 2,000: 249 285
Old : 24,426: 12,899 14,198 0 6,763 1,020 2,356 0 0 5,902 160 2,000: 249 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 574: -240 576 0 -2 0 12 0 0 652 -150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 58.1 0.0 27.7 4.2 9.6 0.0 0.0 24.2 0.7 8.2: 1.0 1.2
Old : 100.0: 52.8 58.1 0.0 27.7 4.2 9.6 0.0 0.0 24.2 0.7 8.2: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 16 0 . . . 0 0 . . 4:
Old : 31: 18 16 0 . . . 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 51.5 79.8 70.5 56.1 47.0 70.2 61.1
Old : 58.2 51.5 79.8 70.5 56.1 47.0 70.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,249: 3,674 3,535 210 630 870 100 0 0 400 99 800: 195 315
Old : 6,249: 3,674 3,535 210 630 870 100 0 0 400 99 800: 195 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 56.6 3.4 10.1 13.9 1.6 0.0 0.0 6.4 1.6 12.8: 3.1 5.0
Old : 100.0: 58.8 56.6 3.4 10.1 13.9 1.6 0.0 0.0 6.4 1.6 12.8: 3.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . . 0 0 . . .:
Old : 20: 10 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 : 51.3 53.6 78.6 79.2 36.5 34.1 42.5 42.1
Old : 51.3 53.6 78.6 79.2 36.5 34.1 42.5 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,978: 26,643 36,928 10,755 0 2,580 0 50 0 0 300 0: 0 120
Old : 39,978: 26,643 36,928 10,755 0 2,580 0 50 0 0 300 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -100: -400 -100 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 92.4 26.9 0.0 6.5 0.0 0.1 0.0 0.0 0.8 0.0: 0.0 0.3
Old : 100.0: 66.6 92.4 26.9 0.0 6.5 0.0 0.1 0.0 0.0 0.8 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 22 4 0 . 0 . 0 0 . 0:
Old : 31: 23 22 4 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.0 75.7 76.7 39.5 52.3 62.0 63.1
Old : 49.1 59.0 75.7 76.7 39.5 52.3 62.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,900: 40,325 29,605 1,565 13,920 615 100 0 0 1,240 465 65: 990 230
Old : 44,900: 40,325 29,605 1,565 13,920 615 100 0 0 1,240 465 65: 990 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -250: -860 -200 600 -50 0 0 0 0 -50 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 65.9 3.5 31.0 1.4 0.2 0.0 0.0 2.8 1.0 0.1: 2.2 0.5
Old : 100.0: 89.8 65.9 3.5 31.0 1.4 0.2 0.0 0.0 2.8 1.0 0.1: 2.2 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 : 34: 22 18 . . . . 0 0 . . .:
Old : 34: 22 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 : 53.9 60.6 72.3 84.6 49.8 56.3 62.5 72.4
Old : 53.9 60.6 72.3 84.6 49.8 56.3 62.5 72.4
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,573: 35,737 35,650 8,678 9,730 623 0 0 0 1,275 0 80: 180 490
Old : 46,573: 35,737 35,650 8,678 9,730 623 0 0 0 1,275 0 80: 180 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 353: -1,275 405 1,575 -200 -57 0 0 0 135 0 -25: 0 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 76.5 18.6 20.9 1.3 0.0 0.0 0.0 2.7 0.0 0.2: 0.4 1.1
Old : 100.0: 76.7 76.5 18.6 20.9 1.3 0.0 0.0 0.0 2.7 0.0 0.2: 0.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 14 . . . 0 0 0 . 0 .:
Old : 28: 18 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 93.2 69.3 96.4 43.4 89.8 67.0 90.1
Old : 45.0 93.2 69.3 96.4 43.4 89.8 67.0 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,410: 40,507 38,356 8,959 11,105 2,049 0 0 0 1,895 1,900 0: 0 0
Old : 53,410: 40,507 38,356 8,959 11,105 2,049 0 0 0 1,895 1,900 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 514: -485 800 975 -200 -86 0 0 0 110 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 71.8 16.8 20.8 3.8 0.0 0.0 0.0 3.5 3.6 0.0: 0.0 0.0
Old : 100.0: 75.8 71.8 16.8 20.8 3.8 0.0 0.0 0.0 3.5 3.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 15 . . . 0 0 0 . . 0:
Old : 32: 19 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 : 46.3 87.9 68.7 96.0 44.2 85.4 65.6 89.6
Old : 46.3 87.9 68.7 96.0 44.2 85.4 65.6 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,656: 73,550 73,706 7,366 6,618 1,588 0 0 0 52 567 919: 181 258
Old : 83,656: 73,550 73,706 7,366 6,618 1,588 0 0 0 52 567 919: 181 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,185: 90 956 895 450 0 0 0 0 0 -421 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 88.1 8.8 7.9 1.9 0.0 0.0 0.0 0.1 0.7 1.1: 0.2 0.3
Old : 100.0: 87.9 88.1 8.8 7.9 1.9 0.0 0.0 0.0 0.1 0.7 1.1: 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 : 36: 21 22 4 . . 0 0 0 . . .:
Old : 36: 21 22 4 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 54.8 70.0 78.6 45.8 49.1 65.4 68.9
Old : 47.1 54.8 70.0 78.6 45.8 49.1 65.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,095: 93,707 93,520 9,984 8,337 1,734 0 519 6 1,959 3,347 1,325: 380 307
Old : 109,095: 93,707 93,520 9,984 8,337 1,734 0 519 6 1,959 3,347 1,325: 380 307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 947: 549 -339 933 445 5 0 -35 0 -497 897 -43: 0 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 85.7 9.2 7.6 1.6 0.0 0.5 0.0 1.8 3.1 1.2: 0.3 0.3
Old : 100.0: 85.9 85.7 9.2 7.6 1.6 0.0 0.5 0.0 1.8 3.1 1.2: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 23 . . . 0 . . 4 . .:
Old : 43: 24 23 . . . 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 47.9 69.1 73.7 42.5 43.1 64.2 66.0
Old : 44.2 47.9 69.1 73.7 42.5 43.1 64.2 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,224: 27,074 33,036 6,201 0 713 0 0 0 200 475 0: 36 0
Old : 34,224: 27,074 33,036 6,201 0 713 0 0 0 200 475 0: 36 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 900: 600 900 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 96.5 18.1 0.0 2.1 0.0 0.0 0.0 0.6 1.4 0.0: 0.1 0.0
Old : 100.0: 79.1 96.5 18.1 0.0 2.1 0.0 0.0 0.0 0.6 1.4 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 : 23: 12 12 . 0 . 0 0 0 . . 0:
Old : 23: 12 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 82.0 97.2 96.8 84.1 80.0 88.4 88.3
Old : 87.5 82.0 97.2 96.8 84.1 80.0 88.4 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,956: 28,235 25,508 1,445 4,155 3,610 600 2,100 250 1,387 0 153: 276 180
Old : 35,956: 28,235 25,508 1,445 4,155 3,610 600 2,100 250 1,387 0 153: 276 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 130: 155 -130 -200 60 200 0 0 0 -15 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 70.9 4.0 11.6 10.0 1.7 5.8 0.7 3.9 0.0 0.4: 0.8 0.5
Old : 100.0: 78.5 70.9 4.0 11.6 10.0 1.7 5.8 0.7 3.9 0.0 0.4: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 17 . . . . . . . 0 .:
Old : 28: 19 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 : 50.3 70.1 70.2 85.8 47.3 58.7 56.8 64.8
Old : 50.3 70.1 70.2 85.8 47.3 58.7 56.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,355: 21,083 33,855 7,532 1,810 3,885 6,455 0 500 1,355 1,200 100: 445 5
Old : 41,355: 21,083 33,855 7,532 1,810 3,885 6,455 0 500 1,355 1,200 100: 445 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -302: -152 -362 -200 60 0 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 81.9 18.2 4.4 9.4 15.6 0.0 1.2 3.3 2.9 0.2: 1.1 0.0
Old : 100.0: 51.0 81.9 18.2 4.4 9.4 15.6 0.0 1.2 3.3 2.9 0.2: 1.1 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 : 29: 20 20 . . . . 0 . . . .:
Old : 29: 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 : 51.0 60.1 70.9 78.1 43.9 41.3 55.6 58.5
Old : 51.0 60.1 70.9 78.1 43.9 41.3 55.6 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,674: 22,353 41,459 21,783 39 268 0 1,440 160 42 1,300 8: 60 0
Old : 44,674: 22,353 41,459 21,783 39 268 0 1,440 160 42 1,300 8: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 105: -395 105 500 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 92.8 48.8 0.1 0.6 0.0 3.2 0.4 0.1 2.9 0.0: 0.1 0.0
Old : 100.0: 50.0 92.8 48.8 0.1 0.6 0.0 3.2 0.4 0.1 2.9 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 : 29: 16 14 5 . . 0 . . . . .:
Old : 29: 16 14 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 82.2 85.3 92.2 66.4 76.1 82.0 85.6
Old : 66.6 82.2 85.3 92.2 66.4 76.1 82.0 85.6
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,931: 18,338 35,666 19,876 185 670 0 2,285 0 0 0 0: 47 125
Old : 38,931: 18,338 35,666 19,876 185 670 0 2,285 0 0 0 0: 47 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 315: -285 315 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 91.6 51.1 0.5 1.7 0.0 5.9 0.0 0.0 0.0 0.0: 0.1 0.3
Old : 100.0: 47.1 91.6 51.1 0.5 1.7 0.0 5.9 0.0 0.0 0.0 0.0: 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 : 25: 14 12 4 . . 0 . 0 0 0 0:
Old : 25: 14 12 4 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 87.1 86.0 94.2 66.9 85.0 83.0 89.7
Old : 68.6 87.1 86.0 94.2 66.9 85.0 83.0 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,493: 21,859 25,135 2,509 0 1,497 75 1,690 0 1,965 0 41: 547 130
Old : 28,493: 21,859 25,135 2,509 0 1,497 75 1,690 0 1,965 0 41: 547 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 50: 202 225 175 0 -175 0 0 0 -152 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 88.2 8.8 0.0 5.3 0.3 5.9 0.0 6.9 0.0 0.1: 1.9 0.5
Old : 100.0: 76.7 88.2 8.8 0.0 5.3 0.3 5.9 0.0 6.9 0.0 0.1: 1.9 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 : 33: 17 17 4 0 . . . 0 4 0 .:
Old : 33: 17 17 4 0 . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 62.1 65.7 82.7 42.7 61.2 56.1 77.2
Old : 48.1 62.1 65.7 82.7 42.7 61.2 56.1 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,610: 19,088 19,938 931 905 732 0 595 320 1,259 0 0: 280 120
Old : 22,610: 19,088 19,938 931 905 732 0 595 320 1,259 0 0: 280 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -92: 10 100 210 0 -192 0 0 0 -120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 88.2 4.1 4.0 3.2 0.0 2.6 1.4 5.6 0.0 0.0: 1.2 0.5
Old : 100.0: 84.4 88.2 4.1 4.0 3.2 0.0 2.6 1.4 5.6 0.0 0.0: 1.2 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 : 30: 13 17 . . . 0 . . . 0 0:
Old : 30: 13 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 : 64.5 68.2 82.3 87.0 62.1 67.7 76.4 84.7
Old : 64.5 68.2 82.3 87.0 62.1 67.7 76.4 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,586: 46,483 35,063 2,739 7,062 1,415 0 6,885 0 190 540 586: 173 35
Old : 51,586: 46,483 35,063 2,739 7,062 1,415 0 6,885 0 190 540 586: 173 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -540: -413 -627 -194 -5 192 0 100 0 -45 -130 -80: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 68.0 5.3 13.7 2.7 0.0 13.3 0.0 0.4 1.0 1.1: 0.3 0.1
Old : 100.0: 90.1 68.0 5.3 13.7 2.7 0.0 13.3 0.0 0.4 1.0 1.1: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 20 . . 4 0 . 0 . . .:
Old : 37: 23 20 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 47.8 78.8 69.6 60.3 46.0 69.1 63.7
Old : 63.6 47.8 78.8 69.6 60.3 46.0 69.1 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,123: 33,307 25,791 4,563 9,217 623 0 2,539 395 50 512 0: 185 46
Old : 39,123: 33,307 25,791 4,563 9,217 623 0 2,539 395 50 512 0: 185 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 132: 287 243 -34 -25 14 0 -100 100 -60 -100 0: -175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 65.9 11.7 23.6 1.6 0.0 6.5 1.0 0.1 1.3 0.0: 0.5 0.1
Old : 100.0: 85.1 65.9 11.7 23.6 1.6 0.0 6.5 1.0 0.1 1.3 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 18 . . . 0 . . . . 0:
Old : 34: 24 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 : 58.9 58.6 75.2 82.9 55.2 57.0 68.3 77.9
Old : 58.9 58.6 75.2 82.9 55.2 57.0 68.3 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,738: 10,318 17,338 9,650 0 3,375 0 2,775 225 50 25 0: 120 0
Old : 23,738: 10,318 17,338 9,650 0 3,375 0 2,775 225 50 25 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 25: 50 25 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 73.0 40.7 0.0 14.2 0.0 11.7 0.9 0.2 0.1 0.0: 0.5 0.0
Old : 100.0: 43.5 73.0 40.7 0.0 14.2 0.0 11.7 0.9 0.2 0.1 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . 0 . 0 . . . . 0:
Old : 22: 12 13 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 69.0 95.2 91.3 67.5 68.0 73.9 74.1
Old : 80.1 69.0 95.2 91.3 67.5 68.0 73.9 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,910: 7,205 14,415 5,505 0 475 270 0 0 1,270 0 0: 185 20
Old : 14,910: 7,205 14,415 5,505 0 475 270 0 0 1,270 0 0: 185 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: 50 0 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 96.7 36.9 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0: 1.2 0.1
Old : 100.0: 48.3 96.7 36.9 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . 0 . . 0 0 . 0 0:
Old : 25: 15 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 87.5 79.7 97.6 47.0 76.9 63.7 78.2
Old : 61.9 87.5 79.7 97.6 47.0 76.9 63.7 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,020: 7,340 14,525 5,765 0 475 420 0 0 890 0 0: 130 20
Old : 15,020: 7,340 14,525 5,765 0 475 420 0 0 890 0 0: 130 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: 50 0 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 96.7 38.4 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0: 0.9 0.1
Old : 100.0: 48.9 96.7 38.4 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 10 . 0 . . 0 0 . 0 0:
Old : 26: 17 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 87.1 79.3 97.6 47.6 76.7 63.4 78.3
Old : 62.4 87.1 79.3 97.6 47.6 76.7 63.4 78.3
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,730: 18,660 5,290 510 3,900 180 0 9,535 0 160 860 160: 2,060 1,805
Old : 21,730: 18,660 5,290 510 3,900 180 0 9,535 0 160 860 160: 2,060 1,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 20,910: 18,360 4,570 330 3,900 180 0 9,435 0 -160 860 160: 2,040 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 24.3 2.3 17.9 0.8 0.0 43.9 0.0 0.7 4.0 0.7: 9.5 8.3
Old : 100.0: 85.9 24.3 2.3 17.9 0.8 0.0 43.9 0.0 0.7 4.0 0.7: 9.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . 0 . 0 . . .:
Old : 24: 13 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 76.3 80.5 89.4 69.5 75.5 79.2 87.5
Old : 70.9 76.3 80.5 89.4 69.5 75.5 79.2 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,180: 9,505 14,150 5,675 1,330 220 0 0 0 720 0 0: 60 480
Old : 16,180: 9,505 14,150 5,675 1,330 220 0 0 0 720 0 0: 60 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 255: -945 255 1,200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 87.5 35.1 8.2 1.4 0.0 0.0 0.0 4.4 0.0 0.0: 0.4 3.0
Old : 100.0: 58.7 87.5 35.1 8.2 1.4 0.0 0.0 0.0 4.4 0.0 0.0: 0.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 . . . 0 0 0 . 0 0:
Old : 21: 8 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 74.2 90.2 90.8 66.4 73.8 87.9 89.3
Old : 67.4 74.2 90.2 90.8 66.4 73.8 87.9 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,290: 11,000 14,670 6,350 2,980 160 0 0 0 720 0 0: 60 480
Old : 18,290: 11,000 14,670 6,350 2,980 160 0 0 0 720 0 0: 60 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 250: -1,500 250 1,750 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 80.2 34.7 16.3 0.9 0.0 0.0 0.0 3.9 0.0 0.0: 0.3 2.6
Old : 100.0: 60.1 80.2 34.7 16.3 0.9 0.0 0.0 0.0 3.9 0.0 0.0: 0.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 . . . 0 0 0 . 0 0:
Old : 21: 8 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 : 63.1 74.3 91.5 92.0 62.8 74.3 90.2 91.1
Old : 63.1 74.3 91.5 92.0 62.8 74.3 90.2 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,590: 5,740 5,075 5,110 6,030 475 0 0 0 0 0 0: 265 10
Old : 11,590: 5,740 5,075 5,110 6,030 475 0 0 0 0 0 0: 265 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 300: 100 200 200 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 43.8 44.1 52.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.1
Old : 100.0: 49.5 43.8 44.1 52.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 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 : 20: 11 10 . . . 0 0 0 0 0 0:
Old : 20: 11 10 . . . 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 : 74.8 82.4 89.7 96.2 70.1 75.8 81.5 83.3
Old : 74.8 82.4 89.7 96.2 70.1 75.8 81.5 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,345: 10,189 14,970 10,355 5,190 1,235 0 700 200 25 50 0: 341 0
Old : 22,345: 10,189 14,970 10,355 5,190 1,235 0 700 200 25 50 0: 341 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: 500 0 -500 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 67.0 46.3 23.2 5.5 0.0 3.1 0.9 0.1 0.2 0.0: 1.5 0.0
Old : 100.0: 45.6 67.0 46.3 23.2 5.5 0.0 3.1 0.9 0.1 0.2 0.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 11 . . . 0 . . . . 0:
Old : 28: 13 11 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 69.1 91.5 89.3 69.4 65.6 77.6 78.3
Old : 77.5 69.1 91.5 89.3 69.4 65.6 77.6 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,412: 8,040 12,570 8,155 3,940 2,150 0 500 200 25 50 0: 842 2
Old : 19,412: 8,040 12,570 8,155 3,940 2,150 0 500 200 25 50 0: 842 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 41.4 64.8 42.0 20.3 11.1 0.0 2.6 1.0 0.1 0.3 0.0: 4.3 0.0
Old : 100.0: 41.4 64.8 42.0 20.3 11.1 0.0 2.6 1.0 0.1 0.3 0.0: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 9 . . . 0 . . . . 0:
Old : 25: 11 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 : 74.6 70.6 88.9 90.9 60.4 62.2 68.1 71.9
Old : 74.6 70.6 88.9 90.9 60.4 62.2 68.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,270: 6,875 5,835 0 1,590 700 660 25 0 0 0 0: 35 120
Old : 8,270: 6,875 5,835 0 1,590 700 660 25 0 0 0 0: 35 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 120: 120 0 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 70.6 0.0 19.2 8.5 8.0 0.3 0.0 0.0 0.0 0.0: 0.4 1.5
Old : 100.0: 83.1 70.6 0.0 19.2 8.5 8.0 0.3 0.0 0.0 0.0 0.0: 0.4 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 : 23: 12 11 0 . . . . 0 0 0 0:
Old : 23: 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 : 42.5 63.2 71.9 89.8 39.6 50.7 67.5 69.5
Old : 42.5 63.2 71.9 89.8 39.6 50.7 67.5 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,870: 6,285 4,865 0 1,335 550 0 0 0 0 0 0: 35 120
Old : 6,870: 6,285 4,865 0 1,335 550 0 0 0 0 0 0: 35 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: 120 0 0 120 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 70.8 0.0 19.4 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 1.7
Old : 100.0: 91.5 70.8 0.0 19.4 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 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 : 21: 12 10 0 . . 0 0 0 0 0 0:
Old : 21: 12 10 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 : 46.7 61.9 80.6 91.3 46.7 54.5 74.5 71.0
Old : 46.7 61.9 80.6 91.3 46.7 54.5 74.5 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,628: 17,802 18,198 4,455 1,740 2,665 100 0 0 457 2,965 0: 149 60
Old : 25,628: 17,802 18,198 4,455 1,740 2,665 100 0 0 457 2,965 0: 149 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 20: -1,230 295 1,250 -275 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 71.0 17.4 6.8 10.4 0.4 0.0 0.0 1.8 11.6 0.0: 0.6 0.2
Old : 100.0: 69.5 71.0 17.4 6.8 10.4 0.4 0.0 0.0 1.8 11.6 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . . . . 0 0 . . 0:
Old : 30: 14 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 78.4 82.8 94.6 48.8 73.0 75.2 84.5
Old : 54.5 78.4 82.8 94.6 48.8 73.0 75.2 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,278: 18,269 17,655 4,455 2,782 2,808 100 0 0 457 2,915 45: 144 73
Old : 26,278: 18,269 17,655 4,455 2,782 2,808 100 0 0 457 2,915 45: 144 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -5: -1,300 296 1,250 -275 0 0 0 0 0 -50 45: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 67.2 17.0 10.6 10.7 0.4 0.0 0.0 1.7 11.1 0.2: 0.5 0.3
Old : 100.0: 69.5 67.2 17.0 10.6 10.7 0.4 0.0 0.0 1.7 11.1 0.2: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 17 . . . . 0 0 . . .:
Old : 31: 15 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 79.1 83.5 93.9 50.1 73.2 72.8 82.7
Old : 56.3 79.1 83.5 93.9 50.1 73.2 72.8 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,769: 95,642 81,413 11,180 24,613 4,982 150 2,215 420 3,390 2,351 715: 290 60
Old : 116,769: 95,642 81,413 11,180 24,613 4,982 150 2,215 420 3,390 2,351 715: 290 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 769: -6,716 1,129 7,750 305 -235 0 -400 -30 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 69.7 9.6 21.1 4.3 0.1 1.9 0.4 2.9 2.0 0.6: 0.2 0.1
Old : 100.0: 81.9 69.7 9.6 21.1 4.3 0.1 1.9 0.4 2.9 2.0 0.6: 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 : 53: 29 27 . . 4 . 4 . . 4 .:
Old : 53: 29 27 . . 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 : 40.7 54.2 61.9 77.9 38.4 45.6 54.0 63.5
Old : 40.7 54.2 61.9 77.9 38.4 45.6 54.0 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 131,837: 110,959 89,025 10,615 26,826 4,847 325 7,749 880 3,395 2,065 135: 681 310
Old : 131,837: 110,959 89,025 10,615 26,826 4,847 325 7,749 880 3,395 2,065 135: 681 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 598: -8,374 198 9,150 -370 -75 -30 879 0 -50 -1 -29: 6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 67.5 8.1 20.3 3.7 0.2 5.9 0.7 2.6 1.6 0.1: 0.5 0.2
Old : 100.0: 84.2 67.5 8.1 20.3 3.7 0.2 5.9 0.7 2.6 1.6 0.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 32 28 . . . . . . . . .:
Old : 53: 32 28 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 52.7 60.2 75.7 34.4 45.6 53.6 63.4
Old : 40.9 52.7 60.2 75.7 34.4 45.6 53.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 251,882: 164,207 179,787 7,863 0 34,864 20,754 6,872 7,463 3,696 10,384 12,492: 543 20
Old : 251,882: 164,207 179,787 7,863 0 34,864 20,754 6,872 7,463 3,696 10,384 12,492: 543 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 926: -439 1,098 -2,163 0 1,670 622 -690 182 -437 -2,548 1,206: 285 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 71.4 3.1 0.0 13.8 8.2 2.7 3.0 1.5 4.1 5.0: 0.2 0.0
Old : 100.0: 65.2 71.4 3.1 0.0 13.8 8.2 2.7 3.0 1.5 4.1 5.0: 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 : 81: 37 40 6 0 4 8 6 4 7 10 14:
Old : 81: 37 40 6 0 4 8 6 4 7 10 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 37.8 54.0 54.6 28.5 26.2 39.4 33.9
Old : 36.5 37.8 54.0 54.6 28.5 26.2 39.4 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,139: 29,091 34,529 5,135 1,690 2,345 1,895 0 250 100 250 50: 273 25
Old : 39,139: 29,091 34,529 5,135 1,690 2,345 1,895 0 250 100 250 50: 273 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -30: 0 0 0 0 0 0 0 -30 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 88.2 13.1 4.3 6.0 4.8 0.0 0.6 0.3 0.6 0.1: 0.7 0.1
Old : 100.0: 74.3 88.2 13.1 4.3 6.0 4.8 0.0 0.6 0.3 0.6 0.1: 0.7 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 : 32: 19 14 . . . . 0 . . . .:
Old : 32: 19 14 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 88.4 76.2 96.2 57.6 79.5 70.2 83.3
Old : 57.8 88.4 76.2 96.2 57.6 79.5 70.2 83.3
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,439: 27,876 33,989 4,285 450 2,605 2,235 0 70 100 300 0: 268 25
Old : 37,439: 27,876 33,989 4,285 450 2,605 2,235 0 70 100 300 0: 268 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 20: 50 50 0 0 0 0 0 -30 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 90.8 11.4 1.2 7.0 6.0 0.0 0.2 0.3 0.8 0.0: 0.7 0.1
Old : 100.0: 74.5 90.8 11.4 1.2 7.0 6.0 0.0 0.2 0.3 0.8 0.0: 0.7 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 : 32: 17 14 . . . . 0 . . . 0:
Old : 32: 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 : 55.3 89.5 77.3 96.9 55.1 80.3 69.9 83.5
Old : 55.3 89.5 77.3 96.9 55.1 80.3 69.9 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,665: 7,520 7,415 3,040 3,480 1,770 0 0 0 300 0 0: 35 0
Old : 12,665: 7,520 7,415 3,040 3,480 1,770 0 0 0 300 0 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: -300 0 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 58.5 24.0 27.5 14.0 0.0 0.0 0.0 2.4 0.0 0.0: 0.3 0.0
Old : 100.0: 59.4 58.5 24.0 27.5 14.0 0.0 0.0 0.0 2.4 0.0 0.0: 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 : 21: 13 8 . . . 0 0 0 . 0 0:
Old : 21: 13 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 83.5 83.3 99.4 50.1 74.5 66.8 77.3
Old : 62.7 83.5 83.3 99.4 50.1 74.5 66.8 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,505: 6,100 6,865 4,440 4,005 1,630 0 0 0 300 0 0: 35 5
Old : 12,505: 6,100 6,865 4,440 4,005 1,630 0 0 0 300 0 0: 35 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: -300 0 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 54.9 35.5 32.0 13.0 0.0 0.0 0.0 2.4 0.0 0.0: 0.3 0.0
Old : 100.0: 48.8 54.9 35.5 32.0 13.0 0.0 0.0 0.0 2.4 0.0 0.0: 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 : 21: 12 8 . . . 0 0 0 . 0 0:
Old : 21: 12 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 82.0 85.4 99.4 47.8 79.5 67.0 80.1
Old : 63.1 82.0 85.4 99.4 47.8 79.5 67.0 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,398: 57,793 128,356 66,348 215 11,765 18,900 0 1,592 0 14,470 0: 0 0
Old : 156,398: 57,793 128,356 66,348 215 11,765 18,900 0 1,592 0 14,470 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 37,884: -9,905 44,040 56,105 0 -8,316 0 0 0 0 2,160 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 82.1 42.4 0.1 7.5 12.1 0.0 1.0 0.0 9.3 0.0: 0.0 0.0
Old : 100.0: 37.0 82.1 42.4 0.1 7.5 12.1 0.0 1.0 0.0 9.3 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 : 22: 14 12 . . . . 0 . 0 . 0:
Old : 22: 14 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 63.5 88.9 90.2 59.5 59.5 67.9 69.9
Old : 70.5 63.5 88.9 90.2 59.5 59.5 67.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,444: 22,312 24,607 2,830 355 120 0 0 0 0 0 0: 4,182 4,362
Old : 29,444: 22,312 24,607 2,830 355 120 0 0 0 0 0 0: 4,182 4,362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 120: -75 105 180 0 -180 0 0 0 0 0 0: 195 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 83.6 9.6 1.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 14.2 14.8
Old : 100.0: 75.8 83.6 9.6 1.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 14.2 14.8
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 : 21: 13 16 . . . 0 0 0 0 0 0:
Old : 21: 13 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 52.4 84.0 72.8 67.2 42.7 68.5 61.8
Old : 80.2 52.4 84.0 72.8 67.2 42.7 68.5 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,310: 20,780 23,405 3,155 355 120 0 0 0 0 0 0: 4,255 4,430
Old : 28,310: 20,780 23,405 3,155 355 120 0 0 0 0 0 0: 4,255 4,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 180: 0 180 180 0 -180 0 0 0 0 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 82.7 11.1 1.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 15.6
Old : 100.0: 73.4 82.7 11.1 1.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 15.6
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 : 21: 12 17 . . . 0 0 0 0 0 0:
Old : 21: 12 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 53.9 83.8 73.0 66.2 43.6 67.4 60.7
Old : 80.1 53.9 83.8 73.0 66.2 43.6 67.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,955: 3,095 9,565 6,795 0 950 0 375 0 50 0 0: 1,065 1,065
Old : 11,955: 3,095 9,565 6,795 0 950 0 375 0 50 0 0: 1,065 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 25.9 80.0 56.8 0.0 7.9 0.0 3.1 0.0 0.4 0.0 0.0: 8.9 8.9
Old : 100.0: 25.9 80.0 56.8 0.0 7.9 0.0 3.1 0.0 0.4 0.0 0.0: 8.9 8.9
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 : 20: 9 14 . 0 . 0 . 0 . 0 0:
Old : 20: 9 14 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 50.3 89.9 71.9 68.5 45.9 70.3 64.4
Old : 78.6 50.3 89.9 71.9 68.5 45.9 70.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,030: 13,658 21,723 10,855 200 1,400 0 0 175 0 2,400 0: 3,942 4,132
Old : 30,030: 13,658 21,723 10,855 200 1,400 0 0 175 0 2,400 0: 3,942 4,132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 650: 350 -250 -600 0 125 0 0 0 0 0 0: 775 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 72.3 36.1 0.7 4.7 0.0 0.0 0.6 0.0 8.0 0.0: 13.1 13.8
Old : 100.0: 45.5 72.3 36.1 0.7 4.7 0.0 0.0 0.6 0.0 8.0 0.0: 13.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 17 . . . 0 0 . 0 . 0:
Old : 25: 12 17 . . . 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 42.2 83.5 68.1 57.5 41.1 64.5 57.3
Old : 68.5 42.2 83.5 68.1 57.5 41.1 64.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,060: 13,139 21,019 11,090 600 1,515 0 0 175 0 2,400 0: 3,141 3,351
Old : 29,060: 13,139 21,019 11,090 600 1,515 0 0 175 0 2,400 0: 3,141 3,351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 650: 350 -250 -600 0 125 0 0 0 0 0 0: 775 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 72.3 38.2 2.1 5.2 0.0 0.0 0.6 0.0 8.3 0.0: 10.8 11.5
Old : 100.0: 45.2 72.3 38.2 2.1 5.2 0.0 0.0 0.6 0.0 8.3 0.0: 10.8 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 10 17 . . . 0 0 . 0 . 0:
Old : 25: 10 17 . . . 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 43.0 87.0 69.2 62.4 41.9 66.8 56.4
Old : 74.1 43.0 87.0 69.2 62.4 41.9 66.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,715: 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0: 2,670 2,480
Old : 27,715: 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0: 2,670 2,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 78.6 28.0 3.0 13.6 8.7 0.0 33.9 0.0 0.0 6.9 0.0: 9.6 8.9
Old : 100.0: 78.6 28.0 3.0 13.6 8.7 0.0 33.9 0.0 0.0 6.9 0.0: 9.6 8.9
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: 17 11 . . . 0 . 0 0 . 0:
Old : 29: 17 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 : 57.6 73.5 74.3 84.2 52.7 64.8 64.9 73.7
Old : 57.6 73.5 74.3 84.2 52.7 64.8 64.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,220: 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0: 2,640 2,450
Old : 28,220: 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0: 2,640 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 79.2 29.5 2.8 16.6 8.6 0.0 32.2 0.0 0.0 4.5 0.0: 9.4 8.7
Old : 100.0: 79.2 29.5 2.8 16.6 8.6 0.0 32.2 0.0 0.0 4.5 0.0: 9.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 12 . . . 0 . 0 0 . 0:
Old : 28: 17 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 : 59.5 75.8 75.1 85.8 54.7 67.2 65.9 74.1
Old : 59.5 75.8 75.1 85.8 54.7 67.2 65.9 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,955: 18,105 30,300 14,145 1,975 460 550 0 350 50 605 75: 4,220 4,190
Old : 37,955: 18,105 30,300 14,145 1,975 460 550 0 350 50 605 75: 4,220 4,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 480: 0 550 550 0 0 0 0 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 79.8 37.3 5.2 1.2 1.4 0.0 0.9 0.1 1.6 0.2: 11.1 11.0
Old : 100.0: 47.7 79.8 37.3 5.2 1.2 1.4 0.0 0.9 0.1 1.6 0.2: 11.1 11.0
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: 12 11 . . . . 0 . . . .:
Old : 26: 12 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 : 65.9 75.9 82.1 85.5 65.0 71.0 78.3 80.1
Old : 65.9 75.9 82.1 85.5 65.0 71.0 78.3 80.1
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,950: 16,195 28,420 13,400 1,400 420 800 0 200 50 655 75: 3,810 3,780
Old : 34,950: 16,195 28,420 13,400 1,400 420 800 0 200 50 655 75: 3,810 3,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 46.3 81.3 38.3 4.0 1.2 2.3 0.0 0.6 0.1 1.9 0.2: 10.9 10.8
Old : 100.0: 46.3 81.3 38.3 4.0 1.2 2.3 0.0 0.6 0.1 1.9 0.2: 10.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . . . . 0 . . . .:
Old : 27: 12 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 : 65.4 75.8 81.5 85.6 64.4 73.9 78.1 80.5
Old : 65.4 75.8 81.5 85.6 64.4 73.9 78.1 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,165: 16,345 9,835 0 325 3,435 0 6,070 0 0 0 0: 2,385 2,500
Old : 22,165: 16,345 9,835 0 325 3,435 0 6,070 0 0 0 0: 2,385 2,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 44.4 0.0 1.5 15.5 0.0 27.4 0.0 0.0 0.0 0.0: 10.8 11.3
Old : 100.0: 73.7 44.4 0.0 1.5 15.5 0.0 27.4 0.0 0.0 0.0 0.0: 10.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 9 0 . . 0 . 0 0 0 0:
Old : 22: 15 9 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 : 68.5 72.5 79.4 85.9 54.1 55.2 61.1 61.6
Old : 68.5 72.5 79.4 85.9 54.1 55.2 61.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,480: 16,390 11,860 0 5,225 1,805 0 430 50 130 25 50: 4,055 3,035
Old : 22,480: 16,390 11,860 0 5,225 1,805 0 430 50 130 25 50: 4,055 3,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: -100 0 0 -100 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 52.8 0.0 23.2 8.0 0.0 1.9 0.2 0.6 0.1 0.2: 18.0 13.5
Old : 100.0: 72.9 52.8 0.0 23.2 8.0 0.0 1.9 0.2 0.6 0.1 0.2: 18.0 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 : 23: 14 11 0 . . 0 . . . . .:
Old : 23: 14 11 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 68.3 74.7 82.1 56.9 57.8 64.0 68.7
Old : 60.5 68.3 74.7 82.1 56.9 57.8 64.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,985: 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40: 3,330 2,730
Old : 20,985: 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40: 3,330 2,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 74.6 51.7 0.0 24.5 8.2 0.0 2.0 0.2 0.9 0.1 0.2: 15.9 13.0
Old : 100.0: 74.6 51.7 0.0 24.5 8.2 0.0 2.0 0.2 0.9 0.1 0.2: 15.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 9 0 . . 0 . . . . .:
Old : 22: 14 9 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 73.4 76.7 84.1 60.1 62.6 66.0 69.6
Old : 63.2 73.4 76.7 84.1 60.1 62.6 66.0 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,760: 24,670 11,595 0 24,030 100 10,155 725 0 1,600 100 0: 1,235 1,210
Old : 37,760: 24,670 11,595 0 24,030 100 10,155 725 0 1,600 100 0: 1,235 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 300: 150 0 0 300 0 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 30.7 0.0 63.6 0.3 26.9 1.9 0.0 4.2 0.3 0.0: 3.3 3.2
Old : 100.0: 65.3 30.7 0.0 63.6 0.3 26.9 1.9 0.0 4.2 0.3 0.0: 3.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 8 0 . . . . 0 . . 0:
Old : 30: 20 8 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 88.1 82.2 95.0 68.5 82.2 81.2 87.5
Old : 68.5 88.1 82.2 95.0 68.5 82.2 81.2 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,520: 20,325 13,255 0 16,305 300 8,535 725 0 1,500 100 0: 1,860 1,835
Old : 32,520: 20,325 13,255 0 16,305 300 8,535 725 0 1,500 100 0: 1,860 1,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 300: 150 0 0 300 0 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 40.8 0.0 50.1 0.9 26.2 2.2 0.0 4.6 0.3 0.0: 5.7 5.6
Old : 100.0: 62.5 40.8 0.0 50.1 0.9 26.2 2.2 0.0 4.6 0.3 0.0: 5.7 5.6
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: 20 8 0 . . . . 0 . . 0:
Old : 29: 20 8 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 83.5 78.7 91.6 63.5 77.6 77.6 83.5
Old : 64.2 83.5 78.7 91.6 63.5 77.6 77.6 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,205: 48,845 89,830 33,725 0 270 6,900 100 1,430 965 460 615: 6,455 6,500
Old : 99,205: 48,845 89,830 33,725 0 270 6,900 100 1,430 965 460 615: 6,455 6,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 200: 550 50 -350 0 0 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 90.5 34.0 0.0 0.3 7.0 0.1 1.4 1.0 0.5 0.6: 6.5 6.6
Old : 100.0: 49.2 90.5 34.0 0.0 0.3 7.0 0.1 1.4 1.0 0.5 0.6: 6.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 19 24 . 0 . . . . . . .:
Old : 40: 19 24 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 62.8 81.7 79.1 63.7 62.1 74.0 73.5
Old : 67.5 62.8 81.7 79.1 63.7 62.1 74.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,705: 46,620 79,290 25,910 0 750 7,050 200 1,190 275 320 585: 5,325 5,370
Old : 87,705: 46,620 79,290 25,910 0 750 7,050 200 1,190 275 320 585: 5,325 5,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 300: 0 150 300 0 0 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 90.4 29.5 0.0 0.9 8.0 0.2 1.4 0.3 0.4 0.7: 6.1 6.1
Old : 100.0: 53.2 90.4 29.5 0.0 0.9 8.0 0.2 1.4 0.3 0.4 0.7: 6.1 6.1
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: 18 21 . 0 . . . . . . .:
Old : 38: 18 21 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 60.0 86.4 77.8 68.5 59.1 79.4 74.0
Old : 70.0 60.0 86.4 77.8 68.5 59.1 79.4 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_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,745: 14,170 6,045 200 8,190 475 0 1,050 0 750 0 0: 2,150 1,985
Old : 17,745: 14,170 6,045 200 8,190 475 0 1,050 0 750 0 0: 2,150 1,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 79.9 34.1 1.1 46.2 2.7 0.0 5.9 0.0 4.2 0.0 0.0: 12.1 11.2
Old : 100.0: 79.9 34.1 1.1 46.2 2.7 0.0 5.9 0.0 4.2 0.0 0.0: 12.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 . . . 0 . 0 . 0 0:
Old : 24: 15 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 : 51.2 63.3 67.3 78.6 44.1 58.8 59.8 71.9
Old : 51.2 63.3 67.3 78.6 44.1 58.8 59.8 71.9
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,745: 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0: 1,520 1,285
Old : 18,745: 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0: 1,520 1,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 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: 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0: 8.1 6.9
Old : 100.0: 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0: 8.1 6.9
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 : 22: 14 11 . . . 0 . 0 . 0 0:
Old : 22: 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 : 60.1 73.2 75.8 89.1 41.2 55.4 50.9 60.3
Old : 60.1 73.2 75.8 89.1 41.2 55.4 50.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,350: 36,065 30,735 0 1,905 4,450 0 2,825 525 0 600 0: 7,310 7,310
Old : 48,350: 36,065 30,735 0 1,905 4,450 0 2,825 525 0 600 0: 7,310 7,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 10: 0 0 0 0 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 63.6 0.0 3.9 9.2 0.0 5.8 1.1 0.0 1.2 0.0: 15.1 15.1
Old : 100.0: 74.6 63.6 0.0 3.9 9.2 0.0 5.8 1.1 0.0 1.2 0.0: 15.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 18 0 . . 0 . . 0 . 0:
Old : 28: 18 18 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 41.6 76.6 59.7 56.9 35.5 61.9 48.8
Old : 58.1 41.6 76.6 59.7 56.9 35.5 61.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,135: 19,105 17,605 45 1,465 4,080 400 0 225 0 600 0: 6,280 6,160
Old : 30,135: 19,105 17,605 45 1,465 4,080 400 0 225 0 600 0: 6,280 6,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 0: -15 -15 0 0 0 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 58.4 0.1 4.9 13.5 1.3 0.0 0.7 0.0 2.0 0.0: 20.8 20.4
Old : 100.0: 63.4 58.4 0.1 4.9 13.5 1.3 0.0 0.7 0.0 2.0 0.0: 20.8 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . . . . 0 . 0 . 0:
Old : 29: 17 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 33.8 67.8 51.3 30.5 17.8 34.8 30.4
Old : 46.7 33.8 67.8 51.3 30.5 17.8 34.8 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2017