COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,792: 11,513 31,039 8,490 1,042 978 6,741 5,181 647 13,017 2,893 6,078: 1,328 934
Old : 48,792: 11,513 31,039 8,490 1,042 978 6,741 5,181 647 13,017 2,893 6,078: 1,328 934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 194: -144 170 41 0 0 45 0 0 303 60 -36: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 63.6 17.4 2.1 2.0 13.8 10.6 1.3 26.7 5.9 12.5: 2.7 1.9
Old : 100.0: 23.6 63.6 17.4 2.1 2.0 13.8 10.6 1.3 26.7 5.9 12.5: 2.7 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 9:
Old : 46: 11 10 4 . 4 . 5 6 11 8 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 63.8 67.9 78.2 33.8 56.1 57.6 64.4
Old : 39.5 63.8 67.9 78.2 33.8 56.1 57.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,773: 554 2,711 253 1,409 79 940 316 120 2,773 0 685: 369 453
Old : 5,773: 554 2,711 253 1,409 79 940 316 120 2,773 0 685: 369 453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 65: 60 -9 10 0 50 0 0 0 -44 0 49: -60 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 47.0 4.4 24.4 1.4 16.3 5.5 2.1 48.0 0.0 11.9: 6.4 7.8
Old : 100.0: 9.6 47.0 4.4 24.4 1.4 16.3 5.5 2.1 48.0 0.0 11.9: 6.4 7.8
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: . 5 . . . . . . 12 0 5:
Old : 27: . 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 56.3 66.5 80.3 42.6 52.6 58.7 69.6
Old : 42.6 56.3 66.5 80.3 42.6 52.6 58.7 69.6
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,791: 51,096 55,998 5,805 9,191 13,735 10,495 0 1,680 2,109 4,730 3,979: 893 479
Old : 89,791: 51,096 55,998 5,805 9,191 13,735 10,495 0 1,680 2,109 4,730 3,979: 893 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -5,227: -178 -2,245 1,479 2,040 -2,735 706 -164 -1,081 -2,042 334 -1,333: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 62.4 6.5 10.2 15.3 11.7 0.0 1.9 2.3 5.3 4.4: 1.0 0.5
Old : 100.0: 56.9 62.4 6.5 10.2 15.3 11.7 0.0 1.9 2.3 5.3 4.4: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 32 31 . . 4 7 0 6 5 8 11:
Old : 58: 32 31 . . 4 7 0 6 5 8 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 41.0 63.9 61.5 29.5 24.6 42.2 37.6
Old : 42.6 41.0 63.9 61.5 29.5 24.6 42.2 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,058: 27,715 25,488 178 4,905 2,640 525 150 0 2,275 150 725: 0 0
Old : 34,058: 27,715 25,488 178 4,905 2,640 525 150 0 2,275 150 725: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -2,577: -2,477 -1,821 146 165 -346 50 -25 0 75 -525 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 74.8 0.5 14.4 7.8 1.5 0.4 0.0 6.7 0.4 2.1: 0.0 0.0
Old : 100.0: 81.4 74.8 0.5 14.4 7.8 1.5 0.4 0.0 6.7 0.4 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 : 33: 19 18 . . . . . 0 5 . 4:
Old : 33: 19 18 . . . . . 0 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 56.2 78.3 84.9 53.9 53.2 62.2 68.2
Old : 58.4 56.2 78.3 84.9 53.9 53.2 62.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 22,822: 21,917 13,460 0 7,047 355 0 0 0 250 1,660 300: 0 0
Old : 22,822: 21,917 13,460 0 7,047 355 0 0 0 250 1,660 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,505: -970 -1,530 0 335 -310 0 0 0 -100 125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 59.0 0.0 30.9 1.6 0.0 0.0 0.0 1.1 7.3 1.3: 0.0 0.0
Old : 100.0: 96.0 59.0 0.0 30.9 1.6 0.0 0.0 0.0 1.1 7.3 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 13 0 . . 0 0 0 . . .:
Old : 23: 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 : 81.6 57.2 93.4 84.2 78.1 50.0 82.6 75.6
Old : 81.6 57.2 93.4 84.2 78.1 50.0 82.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 172,807: 135,003 122,382 18,781 14,795 5,274 7,589 17,663 2,146 2,314 8,900 1,577: 123 70
Old : 172,807: 135,003 122,382 18,781 14,795 5,274 7,589 17,663 2,146 2,314 8,900 1,577: 123 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,708: -1,110 607 40 -1,857 -428 -500 110 0 290 0 -20: 20 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 70.8 10.9 8.6 3.1 4.4 10.2 1.2 1.3 5.2 0.9: 0.1 0.0
Old : 100.0: 78.1 70.8 10.9 8.6 3.1 4.4 10.2 1.2 1.3 5.2 0.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 36 32 4 . . . 6 . 6 . .:
Old : 58: 36 32 4 . . . 6 . 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 : 40.5 54.8 56.9 73.7 37.2 44.0 49.6 59.7
Old : 40.5 54.8 56.9 73.7 37.2 44.0 49.6 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,897: 37,498 28,579 8,955 9,709 5,983 406 10,275 625 2,175 475 250: 5 0
Old : 55,897: 37,498 28,579 8,955 9,709 5,983 406 10,275 625 2,175 475 250: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -829: -521 -1,172 0 401 -83 25 0 25 -275 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 51.1 16.0 17.4 10.7 0.7 18.4 1.1 3.9 0.8 0.4: 0.0 0.0
Old : 100.0: 67.1 51.1 16.0 17.4 10.7 0.7 18.4 1.1 3.9 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 : 36: 17 21 . . . . 4 . 5 . .:
Old : 36: 17 21 . . . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 64.9 88.9 85.9 66.7 50.8 71.5 70.9
Old : 75.1 64.9 88.9 85.9 66.7 50.8 71.5 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,306: 25,445 14,596 5,711 15,960 0 0 300 150 0 300 0: 0 0
Old : 31,306: 25,445 14,596 5,711 15,960 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 26, 2017 :
: -50: -50 0 0 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 46.6 18.2 51.0 0.0 0.0 1.0 0.5 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 81.3 46.6 18.2 51.0 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 85.9 91.7 89.9
Old : 88.5 91.2 98.8 97.1 86.1 85.9 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 58,848: 42,578 38,773 2,423 2,785 11,610 400 4,425 75 660 275 715: 387 190
Old : 58,848: 42,578 38,773 2,423 2,785 11,610 400 4,425 75 660 275 715: 387 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,940: -1,280 -1,665 -425 -50 0 0 -500 0 -510 0 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 65.9 4.1 4.7 19.7 0.7 7.5 0.1 1.1 0.5 1.2: 0.7 0.3
Old : 100.0: 72.4 65.9 4.1 4.7 19.7 0.7 7.5 0.1 1.1 0.5 1.2: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 24 . . . . . . . . .:
Old : 40: 25 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 : 48.4 51.0 71.9 75.4 28.5 30.5 39.1 43.9
Old : 48.4 51.0 71.9 75.4 28.5 30.5 39.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 65,756: 56,226 41,898 2,780 14,708 5,433 0 1,715 250 170 1,195 555: 342 2
Old : 65,756: 56,226 41,898 2,780 14,708 5,433 0 1,715 250 170 1,195 555: 342 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -2,969: -2,684 -2,641 0 -535 165 0 -210 0 -500 210 50: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 63.7 4.2 22.4 8.3 0.0 2.6 0.4 0.3 1.8 0.8: 0.5 0.0
Old : 100.0: 85.5 63.7 4.2 22.4 8.3 0.0 2.6 0.4 0.3 1.8 0.8: 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 : 47: 28 26 . . 4 0 4 . . 5 .:
Old : 47: 28 26 . . 4 0 4 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 55.4 66.2 73.2 41.2 45.8 52.8 57.6
Old : 45.3 55.4 66.2 73.2 41.2 45.8 52.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,580: 47,688 57,995 22,905 13,495 3,165 50 0 0 1,346 450 375: 51 100
Old : 75,580: 47,688 57,995 22,905 13,495 3,165 50 0 0 1,346 450 375: 51 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,549: 1,159 22,849 840 200 0 -500 0 0 550 -21,000 -500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 76.7 30.3 17.9 4.2 0.1 0.0 0.0 1.8 0.6 0.5: 0.1 0.1
Old : 100.0: 63.1 76.7 30.3 17.9 4.2 0.1 0.0 0.0 1.8 0.6 0.5: 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: 23 25 . . . . 0 0 4 . .:
Old : 42: 23 25 . . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 69.6 65.4 86.0 46.9 65.0 63.7 80.5
Old : 47.0 69.6 65.4 86.0 46.9 65.0 63.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,307: 61,526 62,812 28,950 29,055 5,200 200 0 0 2,391 1,050 40: 0 150
Old : 98,307: 61,526 62,812 28,950 29,055 5,200 200 0 0 2,391 1,050 40: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,000: 440 22,040 400 200 0 -100 0 0 500 -21,000 -240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 63.9 29.4 29.6 5.3 0.2 0.0 0.0 2.4 1.1 0.0: 0.0 0.2
Old : 100.0: 62.6 63.9 29.4 29.6 5.3 0.2 0.0 0.0 2.4 1.1 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 24 . . . . 0 0 4 . .:
Old : 43: 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 : 45.4 65.6 65.6 85.0 45.2 60.1 64.0 78.7
Old : 45.4 65.6 65.6 85.0 45.2 60.1 64.0 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,237: 21,087 28,327 6,925 0 3,820 0 0 0 400 0 0: 5 90
Old : 32,237: 21,087 28,327 6,925 0 3,820 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 26, 2017 :
: 400: 0 250 250 0 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 87.9 21.5 0.0 11.8 0.0 0.0 0.0 1.2 0.0 0.0: 0.0 0.3
Old : 100.0: 65.4 87.9 21.5 0.0 11.8 0.0 0.0 0.0 1.2 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 : 54.7 71.9 79.5 85.8 40.6 60.2 63.6 68.5
Old : 54.7 71.9 79.5 85.8 40.6 60.2 63.6 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,835: 26,850 27,590 855 670 5,095 150 0 0 750 405 75: 60 0
Old : 33,835: 26,850 27,590 855 670 5,095 150 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 26, 2017 :
: -465: -465 -465 150 150 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 81.5 2.5 2.0 15.1 0.4 0.0 0.0 2.2 1.2 0.2: 0.2 0.0
Old : 100.0: 79.4 81.5 2.5 2.0 15.1 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 : 53.9 58.4 77.3 86.0 34.6 48.2 43.3 54.3
Old : 53.9 58.4 77.3 86.0 34.6 48.2 43.3 54.3
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,986: 12,999 14,208 0 7,263 1,020 2,366 0 0 6,402 260 1,950: 249 285
Old : 24,986: 12,999 14,208 0 7,263 1,020 2,366 0 0 6,402 260 1,950: 249 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 560: 100 10 0 500 0 10 0 0 500 100 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 56.9 0.0 29.1 4.1 9.5 0.0 0.0 25.6 1.0 7.8: 1.0 1.1
Old : 100.0: 52.0 56.9 0.0 29.1 4.1 9.5 0.0 0.0 25.6 1.0 7.8: 1.0 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 : 32: 19 16 0 . . . 0 0 . . 4:
Old : 32: 19 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 : 59.0 51.9 79.9 70.6 56.9 47.5 70.7 61.4
Old : 59.0 51.9 79.9 70.6 56.9 47.5 70.7 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,449: 3,874 3,535 410 630 870 100 0 0 400 499 600: 195 315
Old : 6,449: 3,874 3,535 410 630 870 100 0 0 400 499 600: 195 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 200: 200 0 200 0 0 0 0 0 0 400 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 54.8 6.4 9.8 13.5 1.6 0.0 0.0 6.2 7.7 9.3: 3.0 4.9
Old : 100.0: 60.1 54.8 6.4 9.8 13.5 1.6 0.0 0.0 6.2 7.7 9.3: 3.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.2 51.9 80.8 79.8 40.0 36.1 47.0 47.0
Old : 52.2 51.9 80.8 79.8 40.0 36.1 47.0 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,150: 26,815 36,675 10,455 0 2,880 0 50 0 0 435 0: 0 110
Old : 40,150: 26,815 36,675 10,455 0 2,880 0 50 0 0 435 0: 0 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 172: 172 -253 -300 0 300 0 0 0 0 135 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 91.3 26.0 0.0 7.2 0.0 0.1 0.0 0.0 1.1 0.0: 0.0 0.3
Old : 100.0: 66.8 91.3 26.0 0.0 7.2 0.0 0.1 0.0 0.0 1.1 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 : 33: 23 23 4 0 . 0 . 0 0 . 0:
Old : 33: 23 23 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 : 48.8 59.5 75.4 76.9 38.6 51.8 61.0 61.9
Old : 48.8 59.5 75.4 76.9 38.6 51.8 61.0 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,055: 39,350 28,955 1,565 13,645 645 100 0 0 1,340 515 65: 990 230
Old : 44,055: 39,350 28,955 1,565 13,645 645 100 0 0 1,340 515 65: 990 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -845: -975 -650 0 -275 30 0 0 0 100 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 65.7 3.6 31.0 1.5 0.2 0.0 0.0 3.0 1.2 0.1: 2.2 0.5
Old : 100.0: 89.3 65.7 3.6 31.0 1.5 0.2 0.0 0.0 3.0 1.2 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 : 33: 21 18 . . . . 0 0 . . .:
Old : 33: 21 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 : 54.2 60.5 73.0 84.9 50.4 56.2 63.3 72.4
Old : 54.2 60.5 73.0 84.9 50.4 56.2 63.3 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,593: 35,732 35,670 8,703 9,730 623 0 0 0 1,275 0 80: 180 490
Old : 46,593: 35,732 35,670 8,703 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 26, 2017 :
: 20: -5 20 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 76.6 18.7 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 76.6 18.7 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 : 45.1 93.2 69.4 96.3 43.3 89.8 66.9 90.1
Old : 45.1 93.2 69.4 96.3 43.3 89.8 66.9 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,545: 40,617 38,491 8,984 11,105 2,049 0 0 0 1,895 1,900 0: 0 0
Old : 53,545: 40,617 38,491 8,984 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 26, 2017 :
: 135: 110 135 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 71.9 16.8 20.7 3.8 0.0 0.0 0.0 3.5 3.5 0.0: 0.0 0.0
Old : 100.0: 75.9 71.9 16.8 20.7 3.8 0.0 0.0 0.0 3.5 3.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 87.6 68.5 95.7 44.2 85.1 65.3 89.7
Old : 46.3 87.6 68.5 95.7 44.2 85.1 65.3 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,479: 75,080 75,764 7,541 6,583 1,588 0 0 0 62 259 1,027: 181 258
Old : 85,479: 75,080 75,764 7,541 6,583 1,588 0 0 0 62 259 1,027: 181 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,823: 1,530 2,058 175 -35 0 0 0 0 10 -308 108: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 88.6 8.8 7.7 1.9 0.0 0.0 0.0 0.1 0.3 1.2: 0.2 0.3
Old : 100.0: 87.8 88.6 8.8 7.7 1.9 0.0 0.0 0.0 0.1 0.3 1.2: 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 : 46.6 54.9 69.8 79.3 45.4 49.1 65.4 69.6
Old : 46.6 54.9 69.8 79.3 45.4 49.1 65.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,049: 94,609 94,597 10,079 8,292 1,734 0 454 6 1,939 3,381 1,272: 410 313
Old : 110,049: 94,609 94,597 10,079 8,292 1,734 0 454 6 1,939 3,381 1,272: 410 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 954: 902 1,077 95 -45 0 0 -65 0 -20 34 -53: 30 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 86.0 9.2 7.5 1.6 0.0 0.4 0.0 1.8 3.1 1.2: 0.4 0.3
Old : 100.0: 86.0 86.0 9.2 7.5 1.6 0.0 0.4 0.0 1.8 3.1 1.2: 0.4 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 : 42: 24 23 . . . 0 . . 4 . .:
Old : 42: 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 : 44.4 47.6 69.2 73.7 42.7 43.1 64.2 66.1
Old : 44.4 47.6 69.2 73.7 42.7 43.1 64.2 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,524: 27,224 33,336 6,351 0 713 0 0 0 200 475 0: 36 0
Old : 34,524: 27,224 33,336 6,351 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 26, 2017 :
: 300: 150 300 150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 96.6 18.4 0.0 2.1 0.0 0.0 0.0 0.6 1.4 0.0: 0.1 0.0
Old : 100.0: 78.9 96.6 18.4 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 : 87.6 81.2 97.2 96.8 84.3 79.3 88.5 88.4
Old : 87.6 81.2 97.2 96.8 84.3 79.3 88.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 36,081: 28,400 25,573 1,445 4,325 3,500 600 2,100 250 1,457 0 153: 276 180
Old : 36,081: 28,400 25,573 1,445 4,325 3,500 600 2,100 250 1,457 0 153: 276 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 125: 165 65 0 170 -110 0 0 0 70 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 70.9 4.0 12.0 9.7 1.7 5.8 0.7 4.0 0.0 0.4: 0.8 0.5
Old : 100.0: 78.7 70.9 4.0 12.0 9.7 1.7 5.8 0.7 4.0 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 : 50.4 70.3 70.1 86.0 47.5 59.4 56.6 64.8
Old : 50.4 70.3 70.1 86.0 47.5 59.4 56.6 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,925: 21,103 33,425 7,532 2,310 3,385 6,455 0 500 1,355 1,200 100: 495 5
Old : 40,925: 21,103 33,425 7,532 2,310 3,385 6,455 0 500 1,355 1,200 100: 495 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -430: 20 -430 0 500 -500 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 81.7 18.4 5.6 8.3 15.8 0.0 1.2 3.3 2.9 0.2: 1.2 0.0
Old : 100.0: 51.6 81.7 18.4 5.6 8.3 15.8 0.0 1.2 3.3 2.9 0.2: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 50.5 61.1 71.2 77.9 45.6 43.0 57.4 59.3
Old : 50.5 61.1 71.2 77.9 45.6 43.0 57.4 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,319: 23,018 42,104 21,758 39 268 0 1,440 160 42 1,300 8: 65 0
Old : 45,319: 23,018 42,104 21,758 39 268 0 1,440 160 42 1,300 8: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 645: 665 645 -25 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 92.9 48.0 0.1 0.6 0.0 3.2 0.4 0.1 2.9 0.0: 0.1 0.0
Old : 100.0: 50.8 92.9 48.0 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 : 65.7 82.4 85.4 92.2 65.5 75.3 81.1 84.6
Old : 65.7 82.4 85.4 92.2 65.5 75.3 81.1 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,986: 18,393 35,721 19,876 185 670 0 2,285 0 0 0 0: 47 125
Old : 38,986: 18,393 35,721 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 26, 2017 :
: 55: 55 55 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 91.6 51.0 0.5 1.7 0.0 5.9 0.0 0.0 0.0 0.0: 0.1 0.3
Old : 100.0: 47.2 91.6 51.0 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 85.9 94.2 66.9 85.0 83.0 89.7
Old : 68.6 87.1 85.9 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,218: 21,559 24,860 2,509 0 1,497 75 1,690 0 1,990 0 41: 547 130
Old : 28,218: 21,559 24,860 2,509 0 1,497 75 1,690 0 1,990 0 41: 547 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -275: -300 -275 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 88.1 8.9 0.0 5.3 0.3 6.0 0.0 7.1 0.0 0.1: 1.9 0.5
Old : 100.0: 76.4 88.1 8.9 0.0 5.3 0.3 6.0 0.0 7.1 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 : 47.4 62.7 65.2 82.5 43.1 61.8 56.6 76.8
Old : 47.4 62.7 65.2 82.5 43.1 61.8 56.6 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,710: 19,188 20,008 901 905 762 0 595 320 1,259 0 0: 280 120
Old : 22,710: 19,188 20,008 901 905 762 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 26, 2017 :
: 100: 100 70 -30 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 88.1 4.0 4.0 3.4 0.0 2.6 1.4 5.5 0.0 0.0: 1.2 0.5
Old : 100.0: 84.5 88.1 4.0 4.0 3.4 0.0 2.6 1.4 5.5 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 : 64.2 68.2 81.9 86.9 61.8 67.7 76.1 84.6
Old : 64.2 68.2 81.9 86.9 61.8 67.7 76.1 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,423: 47,121 35,708 2,673 7,056 1,527 0 6,857 114 185 540 591: 212 30
Old : 52,423: 47,121 35,708 2,673 7,056 1,527 0 6,857 114 185 540 591: 212 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 160: 315 14 -66 -6 112 0 280 -240 -5 0 5: 39 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 68.1 5.1 13.5 2.9 0.0 13.1 0.2 0.4 1.0 1.1: 0.4 0.1
Old : 100.0: 89.9 68.1 5.1 13.5 2.9 0.0 13.1 0.2 0.4 1.0 1.1: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 21 . . 4 0 . . . . .:
Old : 37: 23 21 . . 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 : 64.1 48.5 78.9 69.8 60.2 45.3 69.4 64.0
Old : 64.1 48.5 78.9 69.8 60.2 45.3 69.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,081: 33,257 25,741 4,539 9,217 631 0 2,539 395 50 512 0: 209 46
Old : 39,081: 33,257 25,741 4,539 9,217 631 0 2,539 395 50 512 0: 209 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -42: -50 -50 -24 0 8 0 0 0 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 65.9 11.6 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 11.6 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 58.7 75.2 82.9 55.1 57.0 68.5 78.0
Old : 58.9 58.7 75.2 82.9 55.1 57.0 68.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,789: 10,252 16,414 8,992 0 3,375 0 3,000 0 50 0 0: 120 0
Old : 22,789: 10,252 16,414 8,992 0 3,375 0 3,000 0 50 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -949: -66 -924 -658 0 0 0 225 -225 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 72.0 39.5 0.0 14.8 0.0 13.2 0.0 0.2 0.0 0.0: 0.5 0.0
Old : 100.0: 45.0 72.0 39.5 0.0 14.8 0.0 13.2 0.0 0.2 0.0 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 : 20: 11 11 . 0 . 0 . 0 . 0 0:
Old : 20: 11 11 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 71.2 96.1 93.9 67.7 71.2 75.5 77.7
Old : 80.7 71.2 96.1 93.9 67.7 71.2 75.5 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,940: 7,255 14,415 5,455 0 505 270 0 0 1,270 0 0: 185 20
Old : 14,940: 7,255 14,415 5,455 0 505 270 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 26, 2017 :
: 30: 50 0 -50 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 96.5 36.5 0.0 3.4 1.8 0.0 0.0 8.5 0.0 0.0: 1.2 0.1
Old : 100.0: 48.6 96.5 36.5 0.0 3.4 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 : 61.6 87.3 79.4 97.6 46.6 76.7 63.3 78.0
Old : 61.6 87.3 79.4 97.6 46.6 76.7 63.3 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,050: 7,390 14,525 5,715 0 505 420 0 0 890 0 0: 130 20
Old : 15,050: 7,390 14,525 5,715 0 505 420 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 26, 2017 :
: 30: 50 0 -50 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 96.5 38.0 0.0 3.4 2.8 0.0 0.0 5.9 0.0 0.0: 0.9 0.1
Old : 100.0: 49.1 96.5 38.0 0.0 3.4 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 : 62.1 86.9 79.0 97.6 47.2 76.5 63.0 78.2
Old : 62.1 86.9 79.0 97.6 47.2 76.5 63.0 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 266,794: 216,288 135,312 510 65,402 17,514 0 9,915 19,195 160 6,584 12,598: 530 275
Old : 266,794: 216,288 135,312 510 65,402 17,514 0 9,915 19,195 160 6,584 12,598: 530 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -3,076: 3,834 4,432 0 2,293 -1,989 0 -1,800 -2,334 160 -1,221 -795: -1,951 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 50.7 0.2 24.5 6.6 0.0 3.7 7.2 0.1 2.5 4.7: 0.2 0.1
Old : 100.0: 81.1 50.7 0.2 24.5 6.6 0.0 3.7 7.2 0.1 2.5 4.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 . . . 0 . . . . .:
Old : 23: 13 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 53.8 91.3 80.4 47.7 39.8 48.5 46.3
Old : 74.1 53.8 91.3 80.4 47.7 39.8 48.5 46.3
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,205: 9,530 14,150 5,675 1,355 220 0 0 0 720 0 0: 60 480
Old : 16,205: 9,530 14,150 5,675 1,355 220 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 26, 2017 :
: 25: 25 0 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 87.3 35.0 8.4 1.4 0.0 0.0 0.0 4.4 0.0 0.0: 0.4 3.0
Old : 100.0: 58.8 87.3 35.0 8.4 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 : 67.3 74.2 90.0 90.8 66.3 73.9 87.8 89.4
Old : 67.3 74.2 90.0 90.8 66.3 73.9 87.8 89.4
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,315: 11,025 14,670 6,350 3,005 160 0 0 0 720 0 0: 60 480
Old : 18,315: 11,025 14,670 6,350 3,005 160 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 26, 2017 :
: 25: 25 0 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 80.1 34.7 16.4 0.9 0.0 0.0 0.0 3.9 0.0 0.0: 0.3 2.6
Old : 100.0: 60.2 80.1 34.7 16.4 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 74.4 91.4 92.1 62.7 74.4 90.1 91.1
Old : 63.1 74.4 91.4 92.1 62.7 74.4 90.1 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,750: 10,219 15,250 10,705 5,190 1,260 0 800 200 25 50 0: 341 0
Old : 22,750: 10,219 15,250 10,705 5,190 1,260 0 800 200 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 26, 2017 :
: 405: 30 280 350 0 25 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 67.0 47.1 22.8 5.5 0.0 3.5 0.9 0.1 0.2 0.0: 1.5 0.0
Old : 100.0: 44.9 67.0 47.1 22.8 5.5 0.0 3.5 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 : 78.2 68.8 91.9 89.7 70.3 65.2 78.3 77.5
Old : 78.2 68.8 91.9 89.7 70.3 65.2 78.3 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,407: 8,100 12,655 8,280 3,940 1,960 0 600 200 25 50 0: 842 2
Old : 19,407: 8,100 12,655 8,280 3,940 1,960 0 600 200 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 26, 2017 :
: -5: 60 85 125 0 -190 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 65.2 42.7 20.3 10.1 0.0 3.1 1.0 0.1 0.3 0.0: 4.3 0.0
Old : 100.0: 41.7 65.2 42.7 20.3 10.1 0.0 3.1 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 : 74.9 70.4 88.9 90.9 61.7 61.9 69.2 72.5
Old : 74.9 70.4 88.9 90.9 61.7 61.9 69.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,320: 6,875 5,885 0 1,540 750 660 25 0 0 0 0: 35 120
Old : 8,320: 6,875 5,885 0 1,540 750 660 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 26, 2017 :
: 50: 0 50 0 -50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 70.7 0.0 18.5 9.0 7.9 0.3 0.0 0.0 0.0 0.0: 0.4 1.4
Old : 100.0: 82.6 70.7 0.0 18.5 9.0 7.9 0.3 0.0 0.0 0.0 0.0: 0.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 12 0 . . . . 0 0 0 0:
Old : 24: 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 : 42.2 62.8 71.5 89.2 39.4 51.6 67.1 68.5
Old : 42.2 62.8 71.5 89.2 39.4 51.6 67.1 68.5
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,020: 6,285 4,915 0 1,285 700 0 0 0 0 0 0: 35 120
Old : 7,020: 6,285 4,915 0 1,285 700 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 26, 2017 :
: 150: 0 50 0 -50 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 70.0 0.0 18.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 1.7
Old : 100.0: 89.5 70.0 0.0 18.3 10.0 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 : 45.7 62.0 78.8 90.8 45.7 51.2 72.9 68.7
Old : 45.7 62.0 78.8 90.8 45.7 51.2 72.9 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,878: 18,052 18,248 4,455 1,940 2,665 100 0 0 457 2,965 0: 149 60
Old : 25,878: 18,052 18,248 4,455 1,940 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 26, 2017 :
: 250: 250 50 0 200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 70.5 17.2 7.5 10.3 0.4 0.0 0.0 1.8 11.5 0.0: 0.6 0.2
Old : 100.0: 69.8 70.5 17.2 7.5 10.3 0.4 0.0 0.0 1.8 11.5 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 : 54.0 78.4 82.4 94.6 48.4 73.1 74.8 84.6
Old : 54.0 78.4 82.4 94.6 48.4 73.1 74.8 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,578: 18,604 17,755 4,455 3,017 2,773 100 0 0 457 2,915 45: 144 73
Old : 26,578: 18,604 17,755 4,455 3,017 2,773 100 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 26, 2017 :
: 300: 335 100 0 235 -35 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 66.8 16.8 11.4 10.4 0.4 0.0 0.0 1.7 11.0 0.2: 0.5 0.3
Old : 100.0: 70.0 66.8 16.8 11.4 10.4 0.4 0.0 0.0 1.7 11.0 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 : 56.2 79.0 83.1 93.8 50.1 73.2 72.7 82.9
Old : 56.2 79.0 83.1 93.8 50.1 73.2 72.7 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,209: 95,757 81,558 11,180 25,058 5,332 150 1,740 395 3,390 2,351 715: 290 60
Old : 117,209: 95,757 81,558 11,180 25,058 5,332 150 1,740 395 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 26, 2017 :
: 440: 115 145 0 445 350 0 -475 -25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 69.6 9.5 21.4 4.5 0.1 1.5 0.3 2.9 2.0 0.6: 0.2 0.1
Old : 100.0: 81.7 69.6 9.5 21.4 4.5 0.1 1.5 0.3 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: 30 27 . . 4 . 4 . . 4 .:
Old : 53: 30 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 : 40.5 53.7 61.7 77.8 38.2 44.9 53.7 63.2
Old : 40.5 53.7 61.7 77.8 38.2 44.9 53.7 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,589: 112,436 90,330 10,615 26,276 5,147 300 8,446 880 3,395 2,065 135: 681 310
Old : 133,589: 112,436 90,330 10,615 26,276 5,147 300 8,446 880 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 26, 2017 :
: 1,752: 1,477 1,305 0 -550 300 -25 697 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 67.6 7.9 19.7 3.9 0.2 6.3 0.7 2.5 1.5 0.1: 0.5 0.2
Old : 100.0: 84.2 67.6 7.9 19.7 3.9 0.2 6.3 0.7 2.5 1.5 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 : 54: 34 29 . . . . . . . . .:
Old : 54: 34 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 51.4 59.6 74.6 34.0 44.0 53.0 62.2
Old : 40.5 51.4 59.6 74.6 34.0 44.0 53.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 261,284: 167,844 190,969 11,211 0 36,718 20,606 5,516 7,063 3,903 7,554 13,355: 585 109
Old : 261,284: 167,844 190,969 11,211 0 36,718 20,606 5,516 7,063 3,903 7,554 13,355: 585 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 3,584: 2,065 6,653 3,120 0 1,528 -148 -1,380 -400 208 -3,077 525: -3,315 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 73.1 4.3 0.0 14.1 7.9 2.1 2.7 1.5 2.9 5.1: 0.2 0.0
Old : 100.0: 64.2 73.1 4.3 0.0 14.1 7.9 2.1 2.7 1.5 2.9 5.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 81: 38 42 6 0 4 8 5 4 9 8 14:
Old : 81: 38 42 6 0 4 8 5 4 9 8 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 : 36.3 42.0 53.7 57.5 27.2 29.7 38.6 36.9
Old : 36.3 42.0 53.7 57.5 27.2 29.7 38.6 36.9
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,315: 29,542 34,705 5,135 2,090 2,015 2,020 0 180 100 250 50: 273 25
Old : 39,315: 29,542 34,705 5,135 2,090 2,015 2,020 0 180 100 250 50: 273 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 176: 451 176 0 400 -330 125 0 -70 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 88.3 13.1 5.3 5.1 5.1 0.0 0.5 0.3 0.6 0.1: 0.7 0.1
Old : 100.0: 75.1 88.3 13.1 5.3 5.1 5.1 0.0 0.5 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: 21 14 . . . 4 0 . . . .:
Old : 32: 21 14 . . . 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 88.6 74.7 96.4 57.1 80.2 69.6 83.6
Old : 57.3 88.6 74.7 96.4 57.1 80.2 69.6 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,530: 28,317 34,155 4,285 850 2,190 2,360 0 10 100 300 0: 268 25
Old : 37,530: 28,317 34,155 4,285 850 2,190 2,360 0 10 100 300 0: 268 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 91: 441 166 0 400 -415 125 0 -60 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 91.0 11.4 2.3 5.8 6.3 0.0 0.0 0.3 0.8 0.0: 0.7 0.1
Old : 100.0: 75.5 91.0 11.4 2.3 5.8 6.3 0.0 0.0 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: 19 14 . . . 4 0 . . . 0:
Old : 32: 19 14 . . . 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 : 54.9 89.9 75.7 97.1 54.7 80.2 69.4 84.0
Old : 54.9 89.9 75.7 97.1 54.7 80.2 69.4 84.0
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,495: 7,645 7,240 2,740 3,480 1,775 0 0 0 300 0 0: 35 0
Old : 12,495: 7,645 7,240 2,740 3,480 1,775 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 26, 2017 :
: -170: 125 -175 -300 0 5 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 57.9 21.9 27.9 14.2 0.0 0.0 0.0 2.4 0.0 0.0: 0.3 0.0
Old : 100.0: 61.2 57.9 21.9 27.9 14.2 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 : 62.2 84.6 83.0 99.4 50.8 75.6 67.7 78.4
Old : 62.2 84.6 83.0 99.4 50.8 75.6 67.7 78.4
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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,330: 6,225 6,690 4,140 4,005 1,630 0 0 0 300 0 0: 35 5
Old : 12,330: 6,225 6,690 4,140 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 26, 2017 :
: -175: 125 -175 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 54.3 33.6 32.5 13.2 0.0 0.0 0.0 2.4 0.0 0.0: 0.3 0.0
Old : 100.0: 50.5 54.3 33.6 32.5 13.2 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 : 62.6 83.2 85.2 99.4 48.5 80.6 68.0 81.2
Old : 62.6 83.2 85.2 99.4 48.5 80.6 68.0 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 187,442: 76,472 127,281 48,840 7,212 39,505 20,907 0 1,718 0 11,726 0: 0 0
Old : 187,442: 76,472 127,281 48,840 7,212 39,505 20,907 0 1,718 0 11,726 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -33,401: -22,282 -20,513 -2,472 -1,387 -8,147 -83 0 -418 0 -2,936 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 67.9 26.1 3.8 21.1 11.2 0.0 0.9 0.0 6.3 0.0: 0.0 0.0
Old : 100.0: 40.8 67.9 26.1 3.8 21.1 11.2 0.0 0.9 0.0 6.3 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 : 24: 18 12 . . . . 0 . 0 . 0:
Old : 24: 18 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 73.5 87.8 93.1 44.7 48.1 50.7 53.0
Old : 70.5 73.5 87.8 93.1 44.7 48.1 50.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 73.4 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,330: 13,658 21,723 11,155 200 1,400 0 0 175 0 2,700 0: 3,942 4,132
Old : 30,330: 13,658 21,723 11,155 200 1,400 0 0 175 0 2,700 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 26, 2017 :
: 300: 0 0 300 0 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 71.6 36.8 0.7 4.6 0.0 0.0 0.6 0.0 8.9 0.0: 13.0 13.6
Old : 100.0: 45.0 71.6 36.8 0.7 4.6 0.0 0.0 0.6 0.0 8.9 0.0: 13.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 68.9 41.8 83.7 68.4 57.9 41.7 64.9 57.7
Old : 68.9 41.8 83.7 68.4 57.9 41.7 64.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,360: 13,139 21,019 11,390 600 1,515 0 0 175 0 2,700 0: 3,141 3,351
Old : 29,360: 13,139 21,019 11,390 600 1,515 0 0 175 0 2,700 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 26, 2017 :
: 300: 0 0 300 0 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 71.6 38.8 2.0 5.2 0.0 0.0 0.6 0.0 9.2 0.0: 10.7 11.4
Old : 100.0: 44.8 71.6 38.8 2.0 5.2 0.0 0.0 0.6 0.0 9.2 0.0: 10.7 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 74.4 42.6 87.2 69.5 62.8 42.5 67.1 56.8
Old : 74.4 42.6 87.2 69.5 62.8 42.5 67.1 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,865: 21,795 7,760 675 3,615 2,575 0 9,385 0 0 1,900 0: 2,820 2,630
Old : 27,865: 21,795 7,760 675 3,615 2,575 0 9,385 0 0 1,900 0: 2,820 2,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 150: 0 0 -150 -150 150 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 27.8 2.4 13.0 9.2 0.0 33.7 0.0 0.0 6.8 0.0: 10.1 9.4
Old : 100.0: 78.2 27.8 2.4 13.0 9.2 0.0 33.7 0.0 0.0 6.8 0.0: 10.1 9.4
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 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 : 57.3 72.6 73.9 83.2 52.4 63.9 64.1 72.8
Old : 57.3 72.6 73.9 83.2 52.4 63.9 64.1 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,370: 22,355 8,320 650 4,530 2,575 0 9,085 0 0 1,260 0: 2,790 2,600
Old : 28,370: 22,355 8,320 650 4,530 2,575 0 9,085 0 0 1,260 0: 2,790 2,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 150: 0 0 -150 -150 150 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 29.3 2.3 16.0 9.1 0.0 32.0 0.0 0.0 4.4 0.0: 9.8 9.2
Old : 100.0: 78.8 29.3 2.3 16.0 9.1 0.0 32.0 0.0 0.0 4.4 0.0: 9.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 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 : 59.2 74.8 74.7 84.8 54.4 66.3 65.2 73.2
Old : 59.2 74.8 74.7 84.8 54.4 66.3 65.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,745: 17,395 32,010 16,565 1,575 460 550 300 350 0 655 125: 4,300 4,270
Old : 39,745: 17,395 32,010 16,565 1,575 460 550 300 350 0 655 125: 4,300 4,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,790: -710 1,710 2,420 -400 0 0 300 0 -50 50 50: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 80.5 41.7 4.0 1.2 1.4 0.8 0.9 0.0 1.6 0.3: 10.8 10.7
Old : 100.0: 43.8 80.5 41.7 4.0 1.2 1.4 0.8 0.9 0.0 1.6 0.3: 10.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.0 76.0 82.7 85.0 68.1 73.2 80.9 81.7
Old : 69.0 76.0 82.7 85.0 68.1 73.2 80.9 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,640: 15,555 30,200 15,820 1,000 420 750 250 200 0 705 125: 3,770 3,740
Old : 36,640: 15,555 30,200 15,820 1,000 420 750 250 200 0 705 125: 3,770 3,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 1,690: -640 1,780 2,420 -400 0 -50 250 0 -50 50 50: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 82.4 43.2 2.7 1.1 2.0 0.7 0.5 0.0 1.9 0.3: 10.3 10.2
Old : 100.0: 42.5 82.4 43.2 2.7 1.1 2.0 0.7 0.5 0.0 1.9 0.3: 10.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 68.9 77.1 82.6 85.5 68.0 74.7 81.1 82.3
Old : 68.9 77.1 82.6 85.5 68.0 74.7 81.1 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,380: 16,680 11,860 0 5,295 1,635 50 430 50 100 25 50: 3,815 3,035
Old : 22,380: 16,680 11,860 0 5,295 1,635 50 430 50 100 25 50: 3,815 3,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -100: 290 0 0 70 -170 50 0 0 -30 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 53.0 0.0 23.7 7.3 0.2 1.9 0.2 0.4 0.1 0.2: 17.0 13.6
Old : 100.0: 74.5 53.0 0.0 23.7 7.3 0.2 1.9 0.2 0.4 0.1 0.2: 17.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 0 . . . . . . . .:
Old : 24: 14 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 : 60.2 68.1 75.3 82.1 56.7 58.4 65.3 69.3
Old : 60.2 68.1 75.3 82.1 56.7 58.4 65.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,885: 15,695 10,840 0 5,160 1,610 0 430 50 160 25 40: 3,330 2,730
Old : 20,885: 15,695 10,840 0 5,160 1,610 0 430 50 160 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 26, 2017 :
: -100: 50 0 0 20 -120 0 0 0 -30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 51.9 0.0 24.7 7.7 0.0 2.1 0.2 0.8 0.1 0.2: 15.9 13.1
Old : 100.0: 75.1 51.9 0.0 24.7 7.7 0.0 2.1 0.2 0.8 0.1 0.2: 15.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 63.5 73.3 76.5 84.0 60.4 63.0 66.4 70.0
Old : 63.5 73.3 76.5 84.0 60.4 63.0 66.4 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,535: 24,820 11,595 0 24,905 0 10,680 725 0 1,800 100 0: 1,235 1,210
Old : 38,535: 24,820 11,595 0 24,905 0 10,680 725 0 1,800 100 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 26, 2017 :
: 775: 150 0 0 875 -100 525 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 30.1 0.0 64.6 0.0 27.7 1.9 0.0 4.7 0.3 0.0: 3.2 3.1
Old : 100.0: 64.4 30.1 0.0 64.6 0.0 27.7 1.9 0.0 4.7 0.3 0.0: 3.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 8 0 . 0 . . 0 . . 0:
Old : 30: 20 8 0 . 0 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 87.6 81.5 95.1 67.5 81.5 80.5 87.8
Old : 67.6 87.6 81.5 95.1 67.5 81.5 80.5 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,395: 20,475 13,255 0 17,180 300 9,060 725 0 1,700 100 0: 1,860 1,835
Old : 33,395: 20,475 13,255 0 17,180 300 9,060 725 0 1,700 100 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 26, 2017 :
: 875: 150 0 0 875 0 525 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 39.7 0.0 51.4 0.9 27.1 2.2 0.0 5.1 0.3 0.0: 5.6 5.5
Old : 100.0: 61.3 39.7 0.0 51.4 0.9 27.1 2.2 0.0 5.1 0.3 0.0: 5.6 5.5
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: 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 : 63.1 82.8 77.7 91.8 62.4 76.6 76.6 83.6
Old : 63.1 82.8 77.7 91.8 62.4 76.6 76.6 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,355: 48,735 87,720 32,020 0 270 6,675 150 1,430 965 480 615: 6,645 6,690
Old : 97,355: 48,735 87,720 32,020 0 270 6,675 150 1,430 965 480 615: 6,645 6,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,850: -110 -2,110 -1,705 0 0 -225 50 0 0 20 0: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 90.1 32.9 0.0 0.3 6.9 0.2 1.5 1.0 0.5 0.6: 6.8 6.9
Old : 100.0: 50.1 90.1 32.9 0.0 0.3 6.9 0.2 1.5 1.0 0.5 0.6: 6.8 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 : 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 : 66.6 61.7 81.0 78.4 62.7 60.6 73.3 72.4
Old : 66.6 61.7 81.0 78.4 62.7 60.6 73.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,180: 46,270 76,940 24,155 0 750 6,825 200 1,190 275 340 585: 6,130 6,175
Old : 86,180: 46,270 76,940 24,155 0 750 6,825 200 1,190 275 340 585: 6,130 6,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,525: -350 -2,350 -1,755 0 0 -225 0 0 0 20 0: 805 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 89.3 28.0 0.0 0.9 7.9 0.2 1.4 0.3 0.4 0.7: 7.1 7.2
Old : 100.0: 53.7 89.3 28.0 0.0 0.9 7.9 0.2 1.4 0.3 0.4 0.7: 7.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 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 : 68.6 58.2 85.4 76.4 67.0 57.8 78.3 72.5
Old : 68.6 58.2 85.4 76.4 67.0 57.8 78.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,245: 14,670 6,095 200 8,640 475 0 1,050 0 750 0 0: 2,150 1,985
Old : 18,245: 14,670 6,095 200 8,640 475 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 26, 2017 :
: 500: 500 50 0 450 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 33.4 1.1 47.4 2.6 0.0 5.8 0.0 4.1 0.0 0.0: 11.8 10.9
Old : 100.0: 80.4 33.4 1.1 47.4 2.6 0.0 5.8 0.0 4.1 0.0 0.0: 11.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 52.5 64.0 68.2 78.9 45.4 59.7 60.6 72.3
Old : 52.5 64.0 68.2 78.9 45.4 59.7 60.6 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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 - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,800: 35,575 30,695 0 1,455 4,800 0 2,825 525 0 600 0: 7,900 7,900
Old : 48,800: 35,575 30,695 0 1,455 4,800 0 2,825 525 0 600 0: 7,900 7,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 450: -490 -40 0 -450 350 0 0 0 0 0 0: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 62.9 0.0 3.0 9.8 0.0 5.8 1.1 0.0 1.2 0.0: 16.2 16.2
Old : 100.0: 72.9 62.9 0.0 3.0 9.8 0.0 5.8 1.1 0.0 1.2 0.0: 16.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 56.5 41.0 75.6 59.0 55.3 35.2 60.3 48.3
Old : 56.5 41.0 75.6 59.0 55.3 35.2 60.3 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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 January 5, 2018