COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 44,185: 9,770 30,398 7,192 866 247 6,976 3,578 590 13,322 2,668 4,512: 1,576 1,326
Old : 44,185: 9,770 30,398 7,192 866 247 6,976 3,578 590 13,322 2,668 4,512: 1,576 1,326
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,607: -1,743 -641 -1,298 -176 -731 235 -1,603 -57 305 -225 -1,566: 248 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 68.8 16.3 2.0 0.6 15.8 8.1 1.3 30.2 6.0 10.2: 3.6 3.0
Old : 100.0: 22.1 68.8 16.3 2.0 0.6 15.8 8.1 1.3 30.2 6.0 10.2: 3.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 9 9 4 . . . 5 4 8 7 5:
Old : 40: 9 9 4 . . . 5 4 8 7 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 : 41.5 67.6 70.9 79.9 35.4 60.8 58.5 68.2
Old : 41.5 67.6 70.9 79.9 35.4 60.8 58.5 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 4,593: 751 2,245 15 1,128 69 775 285 45 1,455 55 556: 927 210
Old : 4,593: 751 2,245 15 1,128 69 775 285 45 1,455 55 556: 927 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,180: 197 -466 -238 -281 -10 -165 -31 -75 -1,318 55 -129: 558 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 48.9 0.3 24.6 1.5 16.9 6.2 1.0 31.7 1.2 12.1: 20.2 4.6
Old : 100.0: 16.4 48.9 0.3 24.6 1.5 16.9 6.2 1.0 31.7 1.2 12.1: 20.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 7 . . . . . . 6 . 5:
Old : 20: 5 7 . . . . . . 6 . 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 : 42.0 55.8 66.9 83.1 40.1 48.5 53.7 66.7
Old : 42.0 55.8 66.9 83.1 40.1 48.5 53.7 66.7
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 09, 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 : 84,614: 48,658 52,459 4,917 7,688 13,969 9,498 3 1,509 1,259 4,715 3,861: 943 410
Old : 84,614: 48,658 52,459 4,917 7,688 13,969 9,498 3 1,509 1,259 4,715 3,861: 943 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,177: -2,438 -3,539 -888 -1,502 233 -997 3 -171 -849 -14 -118: 50 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 62.0 5.8 9.1 16.5 11.2 0.0 1.8 1.5 5.6 4.6: 1.1 0.5
Old : 100.0: 57.5 62.0 5.8 9.1 16.5 11.2 0.0 1.8 1.5 5.6 4.6: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 31 30 . . . 6 . 6 . 8 9:
Old : 54: 31 30 . . . 6 . 6 . 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 : 42.3 42.2 63.9 62.1 28.3 25.0 42.2 37.0
Old : 42.3 42.2 63.9 62.1 28.3 25.0 42.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 34,912: 29,060 27,524 0 3,911 2,277 525 150 0 2,150 150 900: 0 0
Old : 34,912: 29,060 27,524 0 3,911 2,277 525 150 0 2,150 150 900: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 853: 1,344 2,036 -178 -994 -363 0 0 0 -125 0 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 78.8 0.0 11.2 6.5 1.5 0.4 0.0 6.2 0.4 2.6: 0.0 0.0
Old : 100.0: 83.2 78.8 0.0 11.2 6.5 1.5 0.4 0.0 6.2 0.4 2.6: 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 . . . . 0 4 . 4:
Old : 33: 19 18 0 . . . . 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 56.8 78.4 84.4 56.7 50.3 65.2 69.7
Old : 59.9 56.8 78.4 84.4 56.7 50.3 65.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 23,775: 22,815 13,658 0 7,397 310 0 0 0 350 2,110 300: 0 0
Old : 23,775: 22,815 13,658 0 7,397 310 0 0 0 350 2,110 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 953: 898 198 0 350 -45 0 0 0 100 450 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 57.4 0.0 31.1 1.3 0.0 0.0 0.0 1.5 8.9 1.3: 0.0 0.0
Old : 100.0: 96.0 57.4 0.0 31.1 1.3 0.0 0.0 0.0 1.5 8.9 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 : 26: 17 16 0 . . 0 0 0 . . .:
Old : 26: 17 16 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 : 81.4 58.4 91.5 84.0 78.5 53.2 82.5 77.5
Old : 81.4 58.4 91.5 84.0 78.5 53.2 82.5 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 164,292: 128,260 118,647 17,719 11,319 5,351 6,625 15,553 2,506 2,166 9,375 1,400: 265 141
Old : 164,292: 128,260 118,647 17,719 11,319 5,351 6,625 15,553 2,506 2,166 9,375 1,400: 265 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -8,515: -6,743 -3,735 -1,062 -3,476 77 -964 -2,110 360 -148 475 -177: 142 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 72.2 10.8 6.9 3.3 4.0 9.5 1.5 1.3 5.7 0.9: 0.2 0.1
Old : 100.0: 78.1 72.2 10.8 6.9 3.3 4.0 9.5 1.5 1.3 5.7 0.9: 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 : 50: 34 31 . . . . 4 . . . .:
Old : 50: 34 31 . . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 54.8 58.0 73.3 38.3 44.1 50.5 60.2
Old : 41.9 54.8 58.0 73.3 38.3 44.1 50.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 54,709: 38,100 26,327 8,955 11,469 4,980 466 10,975 309 1,625 375 275: 0 0
Old : 54,709: 38,100 26,327 8,955 11,469 4,980 466 10,975 309 1,625 375 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,188: 602 -2,253 0 1,760 -1,004 60 700 -316 -550 -100 25: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 48.1 16.4 21.0 9.1 0.9 20.1 0.6 3.0 0.7 0.5: 0.0 0.0
Old : 100.0: 69.6 48.1 16.4 21.0 9.1 0.9 20.1 0.6 3.0 0.7 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 16 19 . . . . 4 . 4 . .:
Old : 34: 16 19 . . . . 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 : 78.7 69.1 90.6 89.1 72.1 57.1 76.2 75.6
Old : 78.7 69.1 90.6 89.1 72.1 57.1 76.2 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 33,790: 28,135 14,205 5,655 18,835 0 0 450 0 0 300 0: 0 0
Old : 33,790: 28,135 14,205 5,655 18,835 0 0 450 0 0 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 2,484: 2,690 -391 -56 2,875 0 0 150 -150 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 42.0 16.7 55.7 0.0 0.0 1.3 0.0 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 83.3 42.0 16.7 55.7 0.0 0.0 1.3 0.0 0.0 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . 0 0 . 0 0 . 0:
Old : 20: 9 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 : 90.7 92.3 99.6 97.7 88.6 87.5 93.0 91.6
Old : 90.7 92.3 99.6 97.7 88.6 87.5 93.0 91.6
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 09, 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 : 55,278: 38,703 36,128 1,825 1,915 11,945 400 4,400 0 1,665 100 600: 140 190
Old : 55,278: 38,703 36,128 1,825 1,915 11,945 400 4,400 0 1,665 100 600: 140 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,570: -3,875 -2,645 -598 -870 335 0 -25 -75 1,005 -175 -115: -247 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 65.4 3.3 3.5 21.6 0.7 8.0 0.0 3.0 0.2 1.1: 0.3 0.3
Old : 100.0: 70.0 65.4 3.3 3.5 21.6 0.7 8.0 0.0 3.0 0.2 1.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 23 . . . . . 0 . . .:
Old : 38: 25 23 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.4 71.2 74.1 27.8 29.5 38.8 43.3
Old : 48.4 49.4 71.2 74.1 27.8 29.5 38.8 43.3
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 09, 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 : 61,304: 51,678 38,501 2,725 14,610 5,020 0 1,565 200 790 850 555: 336 3
Old : 61,304: 51,678 38,501 2,725 14,610 5,020 0 1,565 200 790 850 555: 336 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,452: -4,548 -3,397 -55 -98 -413 0 -150 -50 620 -345 0: -6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 62.8 4.4 23.8 8.2 0.0 2.6 0.3 1.3 1.4 0.9: 0.5 0.0
Old : 100.0: 84.3 62.8 4.4 23.8 8.2 0.0 2.6 0.3 1.3 1.4 0.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 27 26 . . 4 0 4 . . 4 .:
Old : 45: 27 26 . . 4 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 53.6 66.2 74.2 43.0 44.9 55.1 59.5
Old : 48.5 53.6 66.2 74.2 43.0 44.9 55.1 59.5
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 09, 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 : 75,557: 49,162 57,552 21,050 13,655 3,165 600 0 0 635 60 915: 30 210
Old : 75,557: 49,162 57,552 21,050 13,655 3,165 600 0 0 635 60 915: 30 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -23: 1,474 -443 -1,855 160 0 550 0 0 -711 -390 540: -21 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 76.2 27.9 18.1 4.2 0.8 0.0 0.0 0.8 0.1 1.2: 0.0 0.3
Old : 100.0: 65.1 76.2 27.9 18.1 4.2 0.8 0.0 0.0 0.8 0.1 1.2: 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 : 39: 19 20 . . . . 0 0 . . .:
Old : 39: 19 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 70.5 68.0 84.7 47.7 66.3 66.2 79.6
Old : 49.3 70.5 68.0 84.7 47.7 66.3 66.2 79.6
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 09, 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 : 98,396: 63,486 63,821 26,980 28,705 5,210 650 0 0 1,540 0 530: 0 130
Old : 98,396: 63,486 63,821 26,980 28,705 5,210 650 0 0 1,540 0 530: 0 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 89: 1,960 1,009 -1,970 -350 10 450 0 0 -851 -1,050 490: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 64.9 27.4 29.2 5.3 0.7 0.0 0.0 1.6 0.0 0.5: 0.0 0.1
Old : 100.0: 64.5 64.9 27.4 29.2 5.3 0.7 0.0 0.0 1.6 0.0 0.5: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 20 . . . . 0 0 . 0 .:
Old : 40: 20 20 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 68.2 70.6 85.6 49.8 62.9 68.9 79.7
Old : 49.8 68.2 70.6 85.6 49.8 62.9 68.9 79.7
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 09, 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 : 30,435: 19,635 26,810 7,355 0 3,140 0 0 0 300 0 0: 5 485
Old : 30,435: 19,635 26,810 7,355 0 3,140 0 0 0 300 0 0: 5 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,802: -1,452 -1,517 430 0 -680 0 0 0 -100 0 0: 0 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 88.1 24.2 0.0 10.3 0.0 0.0 0.0 1.0 0.0 0.0: 0.0 1.6
Old : 100.0: 64.5 88.1 24.2 0.0 10.3 0.0 0.0 0.0 1.0 0.0 0.0: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 13 4 0 . 0 0 0 . 0 0:
Old : 23: 16 13 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 : 56.6 73.1 82.2 87.3 43.1 61.8 67.8 72.2
Old : 56.6 73.1 82.2 87.3 43.1 61.8 67.8 72.2
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 09, 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 : 34,000: 27,575 27,390 700 1,185 4,855 0 0 0 450 405 75: 345 90
Old : 34,000: 27,575 27,390 700 1,185 4,855 0 0 0 450 405 75: 345 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 165: 725 -200 -155 515 -240 -150 0 0 -300 0 0: 285 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 80.6 2.1 3.5 14.3 0.0 0.0 0.0 1.3 1.2 0.2: 1.0 0.3
Old : 100.0: 81.1 80.6 2.1 3.5 14.3 0.0 0.0 0.0 1.3 1.2 0.2: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 13 . . . 0 0 0 . . .:
Old : 23: 17 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 61.1 79.6 88.3 38.0 50.4 47.4 56.6
Old : 58.0 61.1 79.6 88.3 38.0 50.4 47.4 56.6
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 09, 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 : 23,133: 11,298 13,330 100 5,838 920 1,886 0 0 6,420 508 2,252: 257 285
Old : 23,133: 11,298 13,330 100 5,838 920 1,886 0 0 6,420 508 2,252: 257 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,853: -1,701 -878 100 -1,425 -100 -480 0 0 18 248 302: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 57.6 0.4 25.2 4.0 8.2 0.0 0.0 27.8 2.2 9.7: 1.1 1.2
Old : 100.0: 48.8 57.6 0.4 25.2 4.0 8.2 0.0 0.0 27.8 2.2 9.7: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 16 . . . . 0 0 . . 4:
Old : 30: 16 16 . . . . 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 : 61.6 47.5 82.6 66.8 60.0 43.4 69.9 58.0
Old : 61.6 47.5 82.6 66.8 60.0 43.4 69.9 58.0
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 09, 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 : 37,866: 24,856 34,986 10,665 0 2,320 0 50 0 25 410 0: 0 100
Old : 37,866: 24,856 34,986 10,665 0 2,320 0 50 0 25 410 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,284: -1,959 -1,689 210 0 -560 0 0 0 25 -25 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 92.4 28.2 0.0 6.1 0.0 0.1 0.0 0.1 1.1 0.0: 0.0 0.3
Old : 100.0: 65.6 92.4 28.2 0.0 6.1 0.0 0.1 0.0 0.1 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 : 34: 19 20 4 0 . 0 . 0 . . 0:
Old : 34: 19 20 4 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 60.4 79.0 77.7 42.5 54.0 65.3 64.0
Old : 51.8 60.4 79.0 77.7 42.5 54.0 65.3 64.0
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 09, 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 : 43,595: 39,945 28,255 1,220 14,010 510 0 0 0 865 565 65: 990 190
Old : 43,595: 39,945 28,255 1,220 14,010 510 0 0 0 865 565 65: 990 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -460: 595 -700 -345 365 -135 -100 0 0 -475 50 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 64.8 2.8 32.1 1.2 0.0 0.0 0.0 2.0 1.3 0.1: 2.3 0.4
Old : 100.0: 91.6 64.8 2.8 32.1 1.2 0.0 0.0 0.0 2.0 1.3 0.1: 2.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 18 . . . 0 0 0 . . .:
Old : 32: 21 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 : 55.8 63.8 74.6 87.9 53.2 59.7 65.8 75.2
Old : 55.8 63.8 74.6 87.9 53.2 59.7 65.8 75.2
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 09, 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 : 42,182: 32,535 31,669 7,474 9,385 623 0 0 0 1,275 0 45: 230 460
Old : 42,182: 32,535 31,669 7,474 9,385 623 0 0 0 1,275 0 45: 230 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,411: -3,197 -4,001 -1,229 -345 0 0 0 0 0 0 -35: 50 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 75.1 17.7 22.2 1.5 0.0 0.0 0.0 3.0 0.0 0.1: 0.5 1.1
Old : 100.0: 77.1 75.1 17.7 22.2 1.5 0.0 0.0 0.0 3.0 0.0 0.1: 0.5 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 13 . . . 0 0 0 . 0 .:
Old : 28: 18 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 : 45.1 94.1 70.4 97.0 43.3 90.1 66.3 90.4
Old : 45.1 94.1 70.4 97.0 43.3 90.1 66.3 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 48,936: 37,590 34,577 7,647 10,440 2,049 0 0 0 1,650 1,700 0: 0 170
Old : 48,936: 37,590 34,577 7,647 10,440 2,049 0 0 0 1,650 1,700 0: 0 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,609: -3,027 -3,914 -1,337 -665 0 0 0 0 -245 -200 0: 0 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 70.7 15.6 21.3 4.2 0.0 0.0 0.0 3.4 3.5 0.0: 0.0 0.3
Old : 100.0: 76.8 70.7 15.6 21.3 4.2 0.0 0.0 0.0 3.4 3.5 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 14 . . . 0 0 0 . . 0:
Old : 31: 19 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 : 46.9 86.9 69.5 95.7 44.7 84.2 64.8 89.0
Old : 46.9 86.9 69.5 95.7 44.7 84.2 64.8 89.0
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 09, 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 : 81,916: 71,373 72,335 7,900 6,412 1,362 0 0 0 15 514 1,065: 201 228
Old : 81,916: 71,373 72,335 7,900 6,412 1,362 0 0 0 15 514 1,065: 201 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,563: -3,707 -3,429 359 -171 -226 0 0 0 -47 255 38: 20 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 88.3 9.6 7.8 1.7 0.0 0.0 0.0 0.0 0.6 1.3: 0.2 0.3
Old : 100.0: 87.1 88.3 9.6 7.8 1.7 0.0 0.0 0.0 0.0 0.6 1.3: 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 : 33: 20 20 . . 4 0 0 0 . . .:
Old : 33: 20 20 . . 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 : 49.5 56.0 72.0 80.1 48.2 49.7 69.0 70.3
Old : 49.5 56.0 72.0 80.1 48.2 49.7 69.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 106,437: 91,111 91,848 10,319 8,399 1,516 30 466 10 2,055 2,850 1,073: 323 275
Old : 106,437: 91,111 91,848 10,319 8,399 1,516 30 466 10 2,055 2,850 1,073: 323 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,612: -3,498 -2,749 240 107 -218 30 12 4 116 -531 -199: -87 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 86.3 9.7 7.9 1.4 0.0 0.4 0.0 1.9 2.7 1.0: 0.3 0.3
Old : 100.0: 85.6 86.3 9.7 7.9 1.4 0.0 0.4 0.0 1.9 2.7 1.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 20 . . . . . . 4 . 4:
Old : 44: 24 20 . . . . . . 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 : 46.7 49.3 70.6 76.2 45.5 44.5 66.3 68.4
Old : 46.7 49.3 70.6 76.2 45.5 44.5 66.3 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 31,836: 24,911 30,986 6,251 0 600 0 0 0 50 250 0: 24 0
Old : 31,836: 24,911 30,986 6,251 0 600 0 0 0 50 250 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,688: -2,313 -2,350 -100 0 -113 0 0 0 -150 -225 0: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 97.3 19.6 0.0 1.9 0.0 0.0 0.0 0.2 0.8 0.0: 0.1 0.0
Old : 100.0: 78.2 97.3 19.6 0.0 1.9 0.0 0.0 0.0 0.2 0.8 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 : 21: 9 12 . 0 . 0 0 0 . . 0:
Old : 21: 9 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 : 89.9 81.4 98.9 97.7 86.7 80.2 90.3 90.1
Old : 89.9 81.4 98.9 97.7 86.7 80.2 90.3 90.1
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 09, 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 : 33,710: 26,225 23,605 1,375 4,055 3,410 600 2,100 250 1,485 0 100: 265 190
Old : 33,710: 26,225 23,605 1,375 4,055 3,410 600 2,100 250 1,485 0 100: 265 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,371: -2,175 -1,968 -70 -270 -90 0 0 0 28 0 -53: -11 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 70.0 4.1 12.0 10.1 1.8 6.2 0.7 4.4 0.0 0.3: 0.8 0.6
Old : 100.0: 77.8 70.0 4.1 12.0 10.1 1.8 6.2 0.7 4.4 0.0 0.3: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 16 . . . . . . . 0 .:
Old : 25: 17 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 72.0 72.5 86.2 48.6 59.7 58.6 66.6
Old : 51.5 72.0 72.5 86.2 48.6 59.7 58.6 66.6
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 09, 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 : 39,203: 20,553 31,803 6,670 2,210 3,385 6,230 0 500 1,280 1,200 100: 485 5
Old : 39,203: 20,553 31,803 6,670 2,210 3,385 6,230 0 500 1,280 1,200 100: 485 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,722: -550 -1,622 -862 -100 0 -225 0 0 -75 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 81.1 17.0 5.6 8.6 15.9 0.0 1.3 3.3 3.1 0.3: 1.2 0.0
Old : 100.0: 52.4 81.1 17.0 5.6 8.6 15.9 0.0 1.3 3.3 3.1 0.3: 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: 19 20 . . . . 0 . . . .:
Old : 29: 19 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 : 50.6 62.6 71.8 81.5 46.5 45.6 58.5 63.5
Old : 50.6 62.6 71.8 81.5 46.5 45.6 58.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 42,348: 20,669 39,076 21,179 0 290 0 1,600 0 42 1,300 8: 160 74
Old : 42,348: 20,669 39,076 21,179 0 290 0 1,600 0 42 1,300 8: 160 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,971: -2,349 -3,028 -579 -39 22 0 160 -160 0 0 0: 95 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 92.3 50.0 0.0 0.7 0.0 3.8 0.0 0.1 3.1 0.0: 0.4 0.2
Old : 100.0: 48.8 92.3 50.0 0.0 0.7 0.0 3.8 0.0 0.1 3.1 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 12 4 0 . 0 . 0 . . .:
Old : 25: 14 12 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 : 68.3 82.6 87.9 92.7 67.9 75.0 83.0 84.3
Old : 68.3 82.6 87.9 92.7 67.9 75.0 83.0 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 37,239: 17,150 33,909 19,324 185 765 0 2,260 0 0 0 0: 0 120
Old : 37,239: 17,150 33,909 19,324 185 765 0 2,260 0 0 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,747: -1,243 -1,812 -552 0 95 0 -25 0 0 0 0: -47 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 91.1 51.9 0.5 2.1 0.0 6.1 0.0 0.0 0.0 0.0: 0.0 0.3
Old : 100.0: 46.1 91.1 51.9 0.5 2.1 0.0 6.1 0.0 0.0 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 : 24: 14 12 . . . 0 . 0 0 0 0:
Old : 24: 14 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 87.2 87.4 94.3 68.4 85.0 84.0 88.9
Old : 70.4 87.2 87.4 94.3 68.4 85.0 84.0 88.9
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 09, 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 : 27,245: 20,841 24,258 2,814 0 1,267 0 1,600 0 1,786 0 0: 537 120
Old : 27,245: 20,841 24,258 2,814 0 1,267 0 1,600 0 1,786 0 0: 537 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -973: -718 -602 305 0 -230 -75 -90 0 -204 0 -41: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 89.0 10.3 0.0 4.7 0.0 5.9 0.0 6.6 0.0 0.0: 2.0 0.4
Old : 100.0: 76.5 89.0 10.3 0.0 4.7 0.0 5.9 0.0 6.6 0.0 0.0: 2.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 16 4 0 . 0 . 0 . 0 0:
Old : 31: 15 16 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 : 47.6 62.6 66.5 83.7 43.3 61.4 57.8 78.5
Old : 47.6 62.6 66.5 83.7 43.3 61.4 57.8 78.5
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 09, 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 : 21,712: 18,635 19,500 356 715 632 0 395 320 1,180 0 0: 589 150
Old : 21,712: 18,635 19,500 356 715 632 0 395 320 1,180 0 0: 589 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -998: -553 -508 -545 -190 -130 0 -200 0 -79 0 0: 309 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 89.8 1.6 3.3 2.9 0.0 1.8 1.5 5.4 0.0 0.0: 2.7 0.7
Old : 100.0: 85.8 89.8 1.6 3.3 2.9 0.0 1.8 1.5 5.4 0.0 0.0: 2.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 16 . . . 0 . . . 0 0:
Old : 26: 14 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 70.5 83.6 87.8 63.0 70.1 77.7 85.0
Old : 65.5 70.5 83.6 87.8 63.0 70.1 77.7 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 49,128: 43,839 33,978 2,728 7,174 1,356 0 5,641 140 266 310 475: 324 55
Old : 49,128: 43,839 33,978 2,728 7,174 1,356 0 5,641 140 266 310 475: 324 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,295: -3,282 -1,731 55 118 -171 0 -1,216 25 81 -230 -116: 112 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 69.2 5.6 14.6 2.8 0.0 11.5 0.3 0.5 0.6 1.0: 0.7 0.1
Old : 100.0: 89.2 69.2 5.6 14.6 2.8 0.0 11.5 0.3 0.5 0.6 1.0: 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 : 33: 20 20 . . 4 0 . . . . .:
Old : 33: 20 20 . . 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 : 65.5 48.5 80.0 70.7 61.7 45.3 71.2 64.9
Old : 65.5 48.5 80.0 70.7 61.7 45.3 71.2 64.9
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 09, 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 : 37,631: 31,740 25,156 4,091 8,669 756 50 2,070 555 25 385 0: 414 40
Old : 37,631: 31,740 25,156 4,091 8,669 756 50 2,070 555 25 385 0: 414 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,450: -1,517 -585 -448 -548 125 50 -469 160 -25 -127 0: 205 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 66.8 10.9 23.0 2.0 0.1 5.5 1.5 0.1 1.0 0.0: 1.1 0.1
Old : 100.0: 84.3 66.8 10.9 23.0 2.0 0.1 5.5 1.5 0.1 1.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 16 . . . . . . . . 0:
Old : 30: 20 16 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 59.6 75.2 84.2 54.1 57.6 67.6 78.5
Old : 59.1 59.6 75.2 84.2 54.1 57.6 67.6 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 22,989: 10,327 16,914 9,417 0 3,075 0 3,000 0 50 0 0: 120 0
Old : 22,989: 10,327 16,914 9,417 0 3,075 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: January 2, 2018 :
: 200: 75 500 425 0 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 73.6 41.0 0.0 13.4 0.0 13.0 0.0 0.2 0.0 0.0: 0.5 0.0
Old : 100.0: 44.9 73.6 41.0 0.0 13.4 0.0 13.0 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 12 . 0 . 0 . 0 . 0 0:
Old : 20: 11 12 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 73.3 96.1 93.5 68.9 73.3 76.3 78.8
Old : 80.5 73.3 96.1 93.5 68.9 73.3 76.3 78.8
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 09, 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 : 13,880: 6,475 13,355 5,235 0 505 225 0 0 1,235 0 0: 205 20
Old : 13,880: 6,475 13,355 5,235 0 505 225 0 0 1,235 0 0: 205 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,060: -780 -1,060 -220 0 0 -45 0 0 -35 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 96.2 37.7 0.0 3.6 1.6 0.0 0.0 8.9 0.0 0.0: 1.5 0.1
Old : 100.0: 46.6 96.2 37.7 0.0 3.6 1.6 0.0 0.0 8.9 0.0 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . 0 . . 0 0 . 0 0:
Old : 24: 14 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 87.8 81.2 97.9 47.6 76.2 63.9 77.8
Old : 63.0 87.8 81.2 97.9 47.6 76.2 63.9 77.8
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 09, 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 : 13,980: 6,695 13,455 5,535 0 505 225 0 0 875 0 0: 145 20
Old : 13,980: 6,695 13,455 5,535 0 505 225 0 0 875 0 0: 145 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,070: -695 -1,070 -180 0 0 -195 0 0 -15 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 96.2 39.6 0.0 3.6 1.6 0.0 0.0 6.3 0.0 0.0: 1.0 0.1
Old : 100.0: 47.9 96.2 39.6 0.0 3.6 1.6 0.0 0.0 6.3 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 9 . 0 . . 0 0 . 0 0:
Old : 25: 16 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 87.2 81.9 97.5 48.9 76.0 64.7 77.9
Old : 64.7 87.2 81.9 97.5 48.9 76.0 64.7 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 268,868: 215,928 134,551 510 64,179 18,569 0 11,059 20,321 0 6,903 13,031: 510 255
Old : 268,868: 215,928 134,551 510 64,179 18,569 0 11,059 20,321 0 6,903 13,031: 510 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 2,074: -360 -761 0 -1,223 1,056 0 1,144 1,126 -160 319 433: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 50.0 0.2 23.9 6.9 0.0 4.1 7.6 0.0 2.6 4.8: 0.2 0.1
Old : 100.0: 80.3 50.0 0.2 23.9 6.9 0.0 4.1 7.6 0.0 2.6 4.8: 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 : 20: 12 12 . . . 0 . . 0 . .:
Old : 20: 12 12 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 54.5 91.4 80.7 47.4 39.8 48.2 46.5
Old : 73.2 54.5 91.4 80.7 47.4 39.8 48.2 46.5
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 09, 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 : 16,880: 10,300 13,310 5,765 2,940 160 0 0 0 425 0 0: 230 470
Old : 16,880: 10,300 13,310 5,765 2,940 160 0 0 0 425 0 0: 230 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,435: -725 -1,360 -585 -65 0 0 0 0 -295 0 0: 170 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 78.9 34.2 17.4 0.9 0.0 0.0 0.0 2.5 0.0 0.0: 1.4 2.8
Old : 100.0: 61.0 78.9 34.2 17.4 0.9 0.0 0.0 0.0 2.5 0.0 0.0: 1.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . . 0 0 0 . 0 0:
Old : 20: 8 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 : 65.2 74.3 91.5 93.0 64.8 74.3 90.1 91.1
Old : 65.2 74.3 91.5 93.0 64.8 74.3 90.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 21,435: 9,004 14,060 10,565 5,110 1,315 0 825 75 0 50 0: 476 0
Old : 21,435: 9,004 14,060 10,565 5,110 1,315 0 825 75 0 50 0: 476 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,315: -1,215 -1,190 -140 -80 55 0 25 -125 -25 0 0: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 65.6 49.3 23.8 6.1 0.0 3.8 0.3 0.0 0.2 0.0: 2.2 0.0
Old : 100.0: 42.0 65.6 49.3 23.8 6.1 0.0 3.8 0.3 0.0 0.2 0.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . . . 0 . . 0 . 0:
Old : 26: 13 9 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 67.8 93.2 89.9 71.0 63.8 79.3 77.7
Old : 79.0 67.8 93.2 89.9 71.0 63.8 79.3 77.7
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 09, 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 : 18,411: 7,070 11,740 8,315 3,910 1,990 0 625 75 0 50 0: 961 21
Old : 18,411: 7,070 11,740 8,315 3,910 1,990 0 625 75 0 50 0: 961 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -996: -1,030 -915 35 -30 30 0 25 -125 -25 0 0: 119 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 63.8 45.2 21.2 10.8 0.0 3.4 0.4 0.0 0.3 0.0: 5.2 0.1
Old : 100.0: 38.4 63.8 45.2 21.2 10.8 0.0 3.4 0.4 0.0 0.3 0.0: 5.2 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 : 22: 9 7 . . . 0 . . 0 . 0:
Old : 22: 9 7 . . . 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 : 76.3 69.9 90.2 91.5 61.7 60.8 69.6 72.8
Old : 76.3 69.9 90.2 91.5 61.7 60.8 69.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 7,240: 6,000 4,865 0 1,705 560 660 0 0 0 0 0: 20 110
Old : 7,240: 6,000 4,865 0 1,705 560 660 0 0 0 0 0: 20 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,080: -875 -1,020 0 165 -190 0 -25 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 67.2 0.0 23.5 7.7 9.1 0.0 0.0 0.0 0.0 0.0: 0.3 1.5
Old : 100.0: 82.9 67.2 0.0 23.5 7.7 9.1 0.0 0.0 0.0 0.0 0.0: 0.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 0 . . . 0 0 0 0 0:
Old : 22: 12 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 : 43.7 65.4 75.1 92.3 43.7 54.7 72.0 71.4
Old : 43.7 65.4 75.1 92.3 43.7 54.7 72.0 71.4
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 09, 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 : 6,340: 5,790 4,245 0 1,455 530 0 0 0 0 0 0: 20 110
Old : 6,340: 5,790 4,245 0 1,455 530 0 0 0 0 0 0: 20 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -680: -495 -670 0 170 -170 0 0 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 67.0 0.0 22.9 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.7
Old : 100.0: 91.3 67.0 0.0 22.9 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 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: 11 10 0 . . 0 0 0 0 0 0:
Old : 21: 11 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 : 49.0 62.9 81.2 91.2 49.0 51.9 74.7 71.0
Old : 49.0 62.9 81.2 91.2 49.0 51.9 74.7 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 23,923: 16,190 16,292 4,405 2,045 2,560 0 0 0 394 2,940 0: 374 86
Old : 23,923: 16,190 16,292 4,405 2,045 2,560 0 0 0 394 2,940 0: 374 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,955: -1,862 -1,956 -50 105 -105 -100 0 0 -63 -25 0: 225 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 68.1 18.4 8.5 10.7 0.0 0.0 0.0 1.6 12.3 0.0: 1.6 0.4
Old : 100.0: 67.7 68.1 18.4 8.5 10.7 0.0 0.0 0.0 1.6 12.3 0.0: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . . . 0 0 0 . . 0:
Old : 23: 12 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 : 54.7 81.4 84.2 96.7 48.7 76.1 77.8 86.5
Old : 54.7 81.4 84.2 96.7 48.7 76.1 77.8 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 24,393: 16,590 15,623 4,405 3,265 2,525 0 0 0 394 2,890 45: 434 45
Old : 24,393: 16,590 15,623 4,405 3,265 2,525 0 0 0 394 2,890 45: 434 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,185: -2,014 -2,132 -50 248 -248 -100 0 0 -63 -25 0: 290 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 64.0 18.1 13.4 10.4 0.0 0.0 0.0 1.6 11.8 0.2: 1.8 0.2
Old : 100.0: 68.0 64.0 18.1 13.4 10.4 0.0 0.0 0.0 1.6 11.8 0.2: 1.8 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 : 25: 13 13 . . . 0 0 0 . . .:
Old : 25: 13 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 83.8 84.8 95.9 50.8 78.3 77.0 85.9
Old : 57.2 83.8 84.8 95.9 50.8 78.3 77.0 85.9
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 09, 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 : 112,543: 91,081 76,639 10,850 25,583 5,392 100 960 795 3,350 2,116 690: 285 368
Old : 112,543: 91,081 76,639 10,850 25,583 5,392 100 960 795 3,350 2,116 690: 285 368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -4,666: -4,676 -4,919 -330 525 60 -50 -780 400 -40 -235 -25: -5 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 68.1 9.6 22.7 4.8 0.1 0.9 0.7 3.0 1.9 0.6: 0.3 0.3
Old : 100.0: 80.9 68.1 9.6 22.7 4.8 0.1 0.9 0.7 3.0 1.9 0.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 28 23 . . 5 . . . . . .:
Old : 48: 28 23 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 54.5 60.8 78.5 38.8 45.0 53.9 62.6
Old : 40.0 54.5 60.8 78.5 38.8 45.0 53.9 62.6
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 09, 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 : 127,327: 106,493 86,385 10,460 26,518 4,906 385 6,026 880 3,415 1,925 85: 703 602
Old : 127,327: 106,493 86,385 10,460 26,518 4,906 385 6,026 880 3,415 1,925 85: 703 602
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -6,262: -5,943 -3,945 -155 242 -241 85 -2,420 0 20 -140 -50: 22 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 67.8 8.2 20.8 3.9 0.3 4.7 0.7 2.7 1.5 0.1: 0.6 0.5
Old : 100.0: 83.6 67.8 8.2 20.8 3.9 0.3 4.7 0.7 2.7 1.5 0.1: 0.6 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 : 51: 29 26 . . . . . . . . .:
Old : 51: 29 26 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 52.4 59.8 75.9 35.1 44.3 52.8 62.1
Old : 40.3 52.4 59.8 75.9 35.1 44.3 52.8 62.1
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 09, 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 : 247,434: 157,902 186,619 11,919 0 34,606 21,500 5,421 4,866 6,495 6,095 9,704: 443 124
Old : 247,434: 157,902 186,619 11,919 0 34,606 21,500 5,421 4,866 6,495 6,095 9,704: 443 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -13,850: -9,942 -4,351 708 0 -2,112 894 -95 -2,197 2,592 -1,459 -3,651: -141 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 75.4 4.8 0.0 14.0 8.7 2.2 2.0 2.6 2.5 3.9: 0.2 0.1
Old : 100.0: 63.8 75.4 4.8 0.0 14.0 8.7 2.2 2.0 2.6 2.5 3.9: 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 : 83: 37 40 6 0 . 8 5 6 12 7 12:
Old : 83: 37 40 6 0 . 8 5 6 12 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 41.9 54.5 57.7 26.4 30.2 38.3 37.9
Old : 36.8 41.9 54.5 57.7 26.4 30.2 38.3 37.9
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 09, 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 : 37,040: 27,177 33,570 5,305 375 2,185 1,535 50 535 0 300 0: 303 25
Old : 37,040: 27,177 33,570 5,305 375 2,185 1,535 50 535 0 300 0: 303 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,275: -2,365 -1,135 170 -1,715 170 -485 50 355 -100 50 -50: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 90.6 14.3 1.0 5.9 4.1 0.1 1.4 0.0 0.8 0.0: 0.8 0.1
Old : 100.0: 73.4 90.6 14.3 1.0 5.9 4.1 0.1 1.4 0.0 0.8 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . . . . . . 0 . 0:
Old : 29: 16 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 88.4 77.0 96.4 58.2 81.0 70.5 84.0
Old : 58.5 88.4 77.0 96.4 58.2 81.0 70.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 35,560: 26,272 32,765 4,790 0 2,025 1,775 50 395 0 300 0: 303 25
Old : 35,560: 26,272 32,765 4,790 0 2,025 1,775 50 395 0 300 0: 303 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,970: -2,045 -1,390 505 -850 -165 -585 50 385 -100 0 0: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 92.1 13.5 0.0 5.7 5.0 0.1 1.1 0.0 0.8 0.0: 0.9 0.1
Old : 100.0: 73.9 92.1 13.5 0.0 5.7 5.0 0.1 1.1 0.0 0.8 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 : 29: 16 12 . 0 . . . . 0 . 0:
Old : 29: 16 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 : 55.5 90.0 77.6 96.4 55.2 83.3 70.1 85.4
Old : 55.5 90.0 77.6 96.4 55.2 83.3 70.1 85.4
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 09, 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 : 12,030: 7,315 7,055 2,510 3,070 1,905 0 0 0 300 0 0: 0 0
Old : 12,030: 7,315 7,055 2,510 3,070 1,905 0 0 0 300 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -465: -330 -185 -230 -410 130 0 0 0 0 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 58.6 20.9 25.5 15.8 0.0 0.0 0.0 2.5 0.0 0.0: 0.0 0.0
Old : 100.0: 60.8 58.6 20.9 25.5 15.8 0.0 0.0 0.0 2.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . . . 0 0 0 . 0 0:
Old : 20: 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 : 61.6 83.8 83.6 99.0 51.5 73.1 65.8 76.0
Old : 61.6 83.8 83.6 99.0 51.5 73.1 65.8 76.0
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 09, 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 : 11,850: 6,005 6,580 3,945 3,670 1,600 0 0 0 300 0 0: 0 0
Old : 11,850: 6,005 6,580 3,945 3,670 1,600 0 0 0 300 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -480: -220 -110 -195 -335 -30 0 0 0 0 0 0: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 55.5 33.3 31.0 13.5 0.0 0.0 0.0 2.5 0.0 0.0: 0.0 0.0
Old : 100.0: 50.7 55.5 33.3 31.0 13.5 0.0 0.0 0.0 2.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . . 0 0 0 . 0 0:
Old : 20: 11 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 : 62.0 83.5 84.3 99.0 50.2 80.1 67.6 80.5
Old : 62.0 83.5 84.3 99.0 50.2 80.1 67.6 80.5
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 09, 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 : 191,900: 78,995 130,251 50,484 9,052 39,581 21,069 0 1,731 0 11,247 39: 0 0
Old : 191,900: 78,995 130,251 50,484 9,052 39,581 21,069 0 1,731 0 11,247 39: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 4,458: 2,523 2,969 1,644 1,839 76 162 0 13 0 -479 39: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 67.9 26.3 4.7 20.6 11.0 0.0 0.9 0.0 5.9 0.0: 0.0 0.0
Old : 100.0: 41.2 67.9 26.3 4.7 20.6 11.0 0.0 0.9 0.0 5.9 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 . .:
Old : 24: 18 12 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 74.6 87.1 93.0 44.6 47.1 50.7 52.8
Old : 70.0 74.6 87.1 93.0 44.6 47.1 50.7 52.8
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 09, 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 : 28,373: 12,612 20,042 10,630 200 1,225 50 0 125 0 2,600 0: 3,731 4,181
Old : 28,373: 12,612 20,042 10,630 200 1,225 50 0 125 0 2,600 0: 3,731 4,181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,957: -1,046 -1,681 -525 0 -175 50 0 -50 0 -100 0: -211 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 70.6 37.5 0.7 4.3 0.2 0.0 0.4 0.0 9.2 0.0: 13.1 14.7
Old : 100.0: 44.5 70.6 37.5 0.7 4.3 0.2 0.0 0.4 0.0 9.2 0.0: 13.1 14.7
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 : 22: 11 12 . . . . 0 . 0 . 0:
Old : 22: 11 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 42.6 83.5 69.5 58.9 42.0 64.0 58.0
Old : 67.7 42.6 83.5 69.5 58.9 42.0 64.0 58.0
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 09, 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 : 27,657: 12,186 19,586 10,830 430 1,515 50 0 125 0 2,600 0: 2,951 3,401
Old : 27,657: 12,186 19,586 10,830 430 1,515 50 0 125 0 2,600 0: 2,951 3,401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,703: -953 -1,433 -560 -170 0 50 0 -50 0 -100 0: -190 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 70.8 39.2 1.6 5.5 0.2 0.0 0.5 0.0 9.4 0.0: 10.7 12.3
Old : 100.0: 44.1 70.8 39.2 1.6 5.5 0.2 0.0 0.5 0.0 9.4 0.0: 10.7 12.3
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: 9 13 . . . . 0 . 0 . 0:
Old : 22: 9 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 43.2 87.1 70.5 61.4 42.7 66.1 57.0
Old : 73.7 43.2 87.1 70.5 61.4 42.7 66.1 57.0
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 09, 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 : 26,225: 19,695 7,240 550 2,075 3,225 0 9,285 0 0 1,815 0: 2,755 2,585
Old : 26,225: 19,695 7,240 550 2,075 3,225 0 9,285 0 0 1,815 0: 2,755 2,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,640: -2,100 -520 -125 -1,540 650 0 -100 0 0 -85 0: -65 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 27.6 2.1 7.9 12.3 0.0 35.4 0.0 0.0 6.9 0.0: 10.5 9.9
Old : 100.0: 75.1 27.6 2.1 7.9 12.3 0.0 35.4 0.0 0.0 6.9 0.0: 10.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 11 . . . 0 . 0 0 . 0:
Old : 30: 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 : 56.8 70.7 73.9 81.9 49.1 59.1 61.4 68.9
Old : 56.8 70.7 73.9 81.9 49.1 59.1 61.4 68.9
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 09, 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 : 26,640: 20,130 7,655 550 2,945 3,225 0 9,135 0 0 1,115 0: 2,735 2,565
Old : 26,640: 20,130 7,655 550 2,945 3,225 0 9,135 0 0 1,115 0: 2,735 2,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,730: -2,225 -665 -100 -1,585 650 0 50 0 0 -145 0: -55 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 28.7 2.1 11.1 12.1 0.0 34.3 0.0 0.0 4.2 0.0: 10.3 9.6
Old : 100.0: 75.6 28.7 2.1 11.1 12.1 0.0 34.3 0.0 0.0 4.2 0.0: 10.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 12 . . . 0 . 0 0 . 0:
Old : 29: 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 : 58.5 72.9 74.8 83.2 51.0 61.6 61.8 69.5
Old : 58.5 72.9 74.8 83.2 51.0 61.6 61.8 69.5
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 09, 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 : 36,985: 16,505 29,930 15,075 1,375 345 625 300 225 0 630 75: 4,135 4,105
Old : 36,985: 16,505 29,930 15,075 1,375 345 625 300 225 0 630 75: 4,135 4,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,760: -890 -2,080 -1,490 -200 -115 75 0 -125 0 -25 -50: -165 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 80.9 40.8 3.7 0.9 1.7 0.8 0.6 0.0 1.7 0.2: 11.2 11.1
Old : 100.0: 44.6 80.9 40.8 3.7 0.9 1.7 0.8 0.6 0.0 1.7 0.2: 11.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 9 . . . . . . 0 . .:
Old : 25: 11 9 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 76.1 82.7 85.3 68.0 73.9 81.3 82.6
Old : 68.9 76.1 82.7 85.3 68.0 73.9 81.3 82.6
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 09, 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 : 34,330: 14,775 28,240 14,555 775 345 825 250 75 0 680 75: 3,680 3,890
Old : 34,330: 14,775 28,240 14,555 775 345 825 250 75 0 680 75: 3,680 3,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,310: -780 -1,960 -1,265 -225 -75 75 0 -125 0 -25 -50: -90 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 82.3 42.4 2.3 1.0 2.4 0.7 0.2 0.0 2.0 0.2: 10.7 11.3
Old : 100.0: 43.0 82.3 42.4 2.3 1.0 2.4 0.7 0.2 0.0 2.0 0.2: 10.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 8 . . . . . . 0 . .:
Old : 24: 11 8 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 78.2 82.9 85.8 68.0 76.4 81.6 83.3
Old : 69.1 78.2 82.9 85.8 68.0 76.4 81.6 83.3
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 09, 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 : 20,200: 15,155 11,060 0 4,610 1,635 50 430 50 0 0 0: 3,310 2,415
Old : 20,200: 15,155 11,060 0 4,610 1,635 50 430 50 0 0 0: 3,310 2,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,180: -1,525 -800 0 -685 0 0 0 0 -100 -25 -50: -505 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 54.8 0.0 22.8 8.1 0.2 2.1 0.2 0.0 0.0 0.0: 16.4 12.0
Old : 100.0: 75.0 54.8 0.0 22.8 8.1 0.2 2.1 0.2 0.0 0.0 0.0: 16.4 12.0
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 11 0 . . . . . 0 0 0:
Old : 21: 12 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 : 61.2 71.1 77.4 84.4 57.3 60.3 65.9 69.5
Old : 61.2 71.1 77.4 84.4 57.3 60.3 65.9 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 18,810: 14,025 10,065 0 4,525 1,610 0 430 50 200 0 0: 2,925 2,130
Old : 18,810: 14,025 10,065 0 4,525 1,610 0 430 50 200 0 0: 2,925 2,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,075: -1,670 -775 0 -635 0 0 0 0 40 -25 -40: -405 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 53.5 0.0 24.1 8.6 0.0 2.3 0.3 1.1 0.0 0.0: 15.6 11.3
Old : 100.0: 74.6 53.5 0.0 24.1 8.6 0.0 2.3 0.3 1.1 0.0 0.0: 15.6 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 : 20: 11 9 0 . . 0 . . . 0 0:
Old : 20: 11 9 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 77.1 78.9 85.8 61.5 65.6 66.7 70.5
Old : 64.9 77.1 78.9 85.8 61.5 65.6 66.7 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 34,915: 22,580 10,765 0 22,275 0 9,660 700 0 1,475 0 0: 1,200 1,175
Old : 34,915: 22,580 10,765 0 22,275 0 9,660 700 0 1,475 0 0: 1,200 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,620: -2,240 -830 0 -2,630 0 -1,020 -25 0 -325 -100 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 30.8 0.0 63.8 0.0 27.7 2.0 0.0 4.2 0.0 0.0: 3.4 3.4
Old : 100.0: 64.7 30.8 0.0 63.8 0.0 27.7 2.0 0.0 4.2 0.0 0.0: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 8 0 . 0 . . 0 . 0 0:
Old : 28: 18 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 : 69.6 86.2 82.9 95.0 69.6 80.8 82.0 88.6
Old : 69.6 86.2 82.9 95.0 69.6 80.8 82.0 88.6
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 09, 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 : 30,390: 18,830 12,650 0 15,335 0 8,355 700 0 1,475 0 0: 1,730 1,705
Old : 30,390: 18,830 12,650 0 15,335 0 8,355 700 0 1,475 0 0: 1,730 1,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,005: -1,645 -605 0 -1,845 -300 -705 -25 0 -225 -100 0: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 41.6 0.0 50.5 0.0 27.5 2.3 0.0 4.9 0.0 0.0: 5.7 5.6
Old : 100.0: 62.0 41.6 0.0 50.5 0.0 27.5 2.3 0.0 4.9 0.0 0.0: 5.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 8 0 . 0 . . 0 . 0 0:
Old : 28: 18 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 : 65.8 82.0 79.6 91.8 65.0 76.6 78.5 85.2
Old : 65.8 82.0 79.6 91.8 65.0 76.6 78.5 85.2
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 09, 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 : 91,195: 45,470 82,235 29,685 0 150 6,600 0 1,580 825 300 615: 6,270 6,315
Old : 91,195: 45,470 82,235 29,685 0 150 6,600 0 1,580 825 300 615: 6,270 6,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -6,160: -3,265 -5,485 -2,335 0 -120 -75 -150 150 -140 -180 0: -375 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 90.2 32.6 0.0 0.2 7.2 0.0 1.7 0.9 0.3 0.7: 6.9 6.9
Old : 100.0: 49.9 90.2 32.6 0.0 0.2 7.2 0.0 1.7 0.9 0.3 0.7: 6.9 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 : 38: 18 22 . 0 . . 0 . . . .:
Old : 38: 18 22 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 62.8 81.0 79.6 63.7 61.6 74.7 73.3
Old : 65.8 62.8 81.0 79.6 63.7 61.6 74.7 73.3
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 09, 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 : 80,445: 43,245 71,740 22,080 0 450 6,635 0 1,315 125 300 585: 6,010 6,055
Old : 80,445: 43,245 71,740 22,080 0 450 6,635 0 1,315 125 300 585: 6,010 6,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,735: -3,025 -5,200 -2,075 0 -300 -190 -200 125 -150 -40 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 89.2 27.4 0.0 0.6 8.2 0.0 1.6 0.2 0.4 0.7: 7.5 7.5
Old : 100.0: 53.8 89.2 27.4 0.0 0.6 8.2 0.0 1.6 0.2 0.4 0.7: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 20 . 0 . . 0 . . . .:
Old : 36: 16 20 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 59.0 85.2 77.7 67.6 58.9 79.5 73.4
Old : 69.1 59.0 85.2 77.7 67.6 58.9 79.5 73.4
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 09, 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 : 17,635: 13,615 5,245 200 7,825 1,065 0 1,650 0 725 0 0: 2,030 1,850
Old : 17,635: 13,615 5,245 200 7,825 1,065 0 1,650 0 725 0 0: 2,030 1,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -610: -1,055 -850 0 -815 590 0 600 0 -25 0 0: -120 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 29.7 1.1 44.4 6.0 0.0 9.4 0.0 4.1 0.0 0.0: 11.5 10.5
Old : 100.0: 77.2 29.7 1.1 44.4 6.0 0.0 9.4 0.0 4.1 0.0 0.0: 11.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 12 . . . 0 . 0 . 0 0:
Old : 23: 13 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 : 52.9 67.4 70.3 81.3 48.9 60.5 65.0 72.8
Old : 52.9 67.4 70.3 81.3 48.9 60.5 65.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 47,750: 34,630 29,785 0 1,395 4,800 0 2,850 500 0 600 0: 7,820 7,820
Old : 47,750: 34,630 29,785 0 1,395 4,800 0 2,850 500 0 600 0: 7,820 7,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,050: -945 -910 0 -60 0 0 25 -25 0 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 62.4 0.0 2.9 10.1 0.0 6.0 1.0 0.0 1.3 0.0: 16.4 16.4
Old : 100.0: 72.5 62.4 0.0 2.9 10.1 0.0 6.0 1.0 0.0 1.3 0.0: 16.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 18 0 . . 0 . . 0 . 0:
Old : 28: 16 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 : 56.4 41.2 75.8 59.2 55.2 35.0 60.3 48.7
Old : 56.4 41.2 75.8 59.2 55.2 35.0 60.3 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 09, 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 : 28,760: 18,050 16,520 190 1,540 3,860 300 0 225 0 600 0: 6,135 6,015
Old : 28,760: 18,050 16,520 190 1,540 3,860 300 0 225 0 600 0: 6,135 6,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,375: -1,055 -1,085 145 75 -220 -100 0 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 57.4 0.7 5.4 13.4 1.0 0.0 0.8 0.0 2.1 0.0: 21.3 20.9
Old : 100.0: 62.8 57.4 0.7 5.4 13.4 1.0 0.0 0.8 0.0 2.1 0.0: 21.3 20.9
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 : 26: 15 17 . . . . 0 . 0 . 0:
Old : 26: 15 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 : 47.4 34.6 68.6 51.5 33.2 17.9 37.6 30.7
Old : 47.4 34.6 68.6 51.5 33.2 17.9 37.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018