COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 42,375: 10,353 29,341 7,002 843 424 5,826 2,952 760 12,511 2,888 4,199: 1,300 968
Old : 42,375: 10,353 29,341 7,002 843 424 5,826 2,952 760 12,511 2,888 4,199: 1,300 968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -346: 418 113 27 -15 2 -890 -277 96 -5 -5 -52: 58 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 69.2 16.5 2.0 1.0 13.7 7.0 1.8 29.5 6.8 9.9: 3.1 2.3
Old : 100.0: 24.4 69.2 16.5 2.0 1.0 13.7 7.0 1.8 29.5 6.8 9.9: 3.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 12 10 4 . 4 . 5 4 9 6 5:
Old : 42: 12 10 4 . 4 . 5 4 9 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 : 38.4 67.2 65.0 79.4 35.1 60.8 55.3 68.9
Old : 38.4 67.2 65.0 79.4 35.1 60.8 55.3 68.9
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, February 06, 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 : 4,941: 955 2,271 65 908 44 685 270 30 1,921 532 549: 692 337
Old : 4,941: 955 2,271 65 908 44 685 270 30 1,921 532 549: 692 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 76: 89 44 0 35 15 -120 -30 0 330 97 -25: -213 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 46.0 1.3 18.4 0.9 13.9 5.5 0.6 38.9 10.8 11.1: 14.0 6.8
Old : 100.0: 19.3 46.0 1.3 18.4 0.9 13.9 5.5 0.6 38.9 10.8 11.1: 14.0 6.8
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 : 22: 5 5 . . . . . . 7 . 6:
Old : 22: 5 5 . . . . . . 7 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 50.8 68.7 76.9 35.5 43.7 56.3 66.3
Old : 43.0 50.8 68.7 76.9 35.5 43.7 56.3 66.3
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, February 06, 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 : 75,489: 43,973 48,296 4,092 6,114 12,443 8,579 151 1,498 1,571 4,284 2,344: 989 357
Old : 75,489: 43,973 48,296 4,092 6,114 12,443 8,579 151 1,498 1,571 4,284 2,344: 989 357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -4,955: -3,331 -3,092 -1,706 -2,884 882 -1,558 111 731 146 -557 -140: 21 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 64.0 5.4 8.1 16.5 11.4 0.2 2.0 2.1 5.7 3.1: 1.3 0.5
Old : 100.0: 58.3 64.0 5.4 8.1 16.5 11.4 0.2 2.0 2.1 5.7 3.1: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 30 27 . . . 5 . 4 5 5 8:
Old : 55: 30 27 . . . 5 . 4 5 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 42.8 65.4 63.4 29.6 26.5 43.7 38.7
Old : 44.0 42.8 65.4 63.4 29.6 26.5 43.7 38.7
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, February 06, 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 : 37,362: 29,961 30,551 213 2,530 2,566 175 300 0 3,300 150 1,025: 122 240
Old : 37,362: 29,961 30,551 213 2,530 2,566 175 300 0 3,300 150 1,025: 122 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -612: 61 287 59 -730 -94 -225 0 0 -475 -75 0: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 81.8 0.6 6.8 6.9 0.5 0.8 0.0 8.8 0.4 2.7: 0.3 0.6
Old : 100.0: 80.2 81.8 0.6 6.8 6.9 0.5 0.8 0.0 8.8 0.4 2.7: 0.3 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 : 33: 19 18 . . . . . 0 4 . 5:
Old : 33: 19 18 . . . . . 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 55.3 75.1 78.6 51.1 51.4 61.7 66.3
Old : 58.6 55.3 75.1 78.6 51.1 51.4 61.7 66.3
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, February 06, 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 : 26,091: 23,006 14,164 0 8,707 535 200 0 0 1,200 1,535 1,150: 0 0
Old : 26,091: 23,006 14,164 0 8,707 535 200 0 0 1,200 1,535 1,150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 214: -86 -571 0 810 -25 200 0 0 100 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 54.3 0.0 33.4 2.1 0.8 0.0 0.0 4.6 5.9 4.4: 0.0 0.0
Old : 100.0: 88.2 54.3 0.0 33.4 2.1 0.8 0.0 0.0 4.6 5.9 4.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 0 . . . 0 0 . 4 4:
Old : 30: 17 17 0 . . . 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 : 70.6 59.6 85.6 81.9 65.7 50.4 72.9 66.2
Old : 70.6 59.6 85.6 81.9 65.7 50.4 72.9 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 173,748: 137,021 132,857 16,569 11,451 4,600 6,011 8,636 5,644 2,028 8,960 1,498: 377 102
Old : 173,748: 137,021 132,857 16,569 11,451 4,600 6,011 8,636 5,644 2,028 8,960 1,498: 377 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,018: -3,027 3,116 -190 -338 -642 -1,107 -5,991 3,238 -260 -1,320 -40: 10 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 76.5 9.5 6.6 2.6 3.5 5.0 3.2 1.2 5.2 0.9: 0.2 0.1
Old : 100.0: 78.9 76.5 9.5 6.6 2.6 3.5 5.0 3.2 1.2 5.2 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 : 51: 33 32 4 . . . . . . . .:
Old : 51: 33 32 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 59.2 56.4 76.3 37.4 49.2 48.7 63.4
Old : 40.5 59.2 56.4 76.3 37.4 49.2 48.7 63.4
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, February 06, 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 : 58,868: 43,587 29,518 8,985 16,024 2,621 1,081 8,750 594 1,575 875 425: 0 60
Old : 58,868: 43,587 29,518 8,985 16,024 2,621 1,081 8,750 594 1,575 875 425: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -436: 1,006 -709 -395 1,746 -822 86 -675 -136 -25 250 -150: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 50.1 15.3 27.2 4.5 1.8 14.9 1.0 2.7 1.5 0.7: 0.0 0.1
Old : 100.0: 74.0 50.1 15.3 27.2 4.5 1.8 14.9 1.0 2.7 1.5 0.7: 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 : 36: 15 18 . . . 4 . . . . .:
Old : 36: 15 18 . . . 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 : 79.5 70.6 90.6 88.3 76.7 63.4 80.8 79.5
Old : 79.5 70.6 90.6 88.3 76.7 63.4 80.8 79.5
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, February 06, 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 : 37,690: 32,225 16,580 5,465 20,210 0 0 300 0 0 600 0: 0 0
Old : 37,690: 32,225 16,580 5,465 20,210 0 0 300 0 0 600 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 44.0 14.5 53.6 0.0 0.0 0.8 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 85.5 44.0 14.5 53.6 0.0 0.0 0.8 0.0 0.0 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . . 0 0 . 0 0 . 0:
Old : 20: 8 11 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.6 92.8 100.0 98.1 89.2 88.3 93.8 92.5
Old : 91.6 92.8 100.0 98.1 89.2 88.3 93.8 92.5
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, February 06, 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 : 51,884: 38,214 33,664 2,215 3,070 9,230 200 4,550 0 1,135 450 750: 140 170
Old : 51,884: 38,214 33,664 2,215 3,070 9,230 200 4,550 0 1,135 450 750: 140 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,175: -365 -1,210 -685 -285 310 -200 -200 0 -205 250 -25: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 64.9 4.3 5.9 17.8 0.4 8.8 0.0 2.2 0.9 1.4: 0.3 0.3
Old : 100.0: 73.7 64.9 4.3 5.9 17.8 0.4 8.8 0.0 2.2 0.9 1.4: 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: 24 23 . . . . . 0 . . .:
Old : 38: 24 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 : 47.3 49.1 72.6 72.1 28.5 28.1 41.1 41.2
Old : 47.3 49.1 72.6 72.1 28.5 28.1 41.1 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 61,118: 50,752 40,402 2,830 12,467 5,073 370 1,815 0 1,410 765 470: 213 126
Old : 61,118: 50,752 40,402 2,830 12,467 5,073 370 1,815 0 1,410 765 470: 213 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,829: -2,560 -1,917 90 -685 -220 -170 200 -160 225 -125 -40: 6 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 66.1 4.6 20.4 8.3 0.6 3.0 0.0 2.3 1.3 0.8: 0.3 0.2
Old : 100.0: 83.0 66.1 4.6 20.4 8.3 0.6 3.0 0.0 2.3 1.3 0.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 28 25 . . 4 . . 0 . . .:
Old : 46: 28 25 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 51.7 67.4 72.8 43.3 45.8 55.7 60.8
Old : 47.4 51.7 67.4 72.8 43.3 45.8 55.7 60.8
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, February 06, 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 : 71,067: 46,677 54,422 19,530 12,345 3,120 750 0 0 420 500 440: 130 240
Old : 71,067: 46,677 54,422 19,530 12,345 3,120 750 0 0 420 500 440: 130 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -7,500: -4,905 -5,600 -2,040 -1,880 -140 0 0 0 -210 350 -260: 55 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 76.6 27.5 17.4 4.4 1.1 0.0 0.0 0.6 0.7 0.6: 0.2 0.3
Old : 100.0: 65.7 76.6 27.5 17.4 4.4 1.1 0.0 0.0 0.6 0.7 0.6: 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 : 35: 17 21 . . . . 0 0 . . .:
Old : 35: 17 21 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 72.5 71.0 86.8 49.7 68.3 68.1 79.1
Old : 51.5 72.5 71.0 86.8 49.7 68.3 68.1 79.1
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, February 06, 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 : 99,053: 65,448 64,703 25,940 28,450 5,175 1,025 0 0 885 0 580: 0 145
Old : 99,053: 65,448 64,703 25,940 28,450 5,175 1,025 0 0 885 0 580: 0 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -6,606: -4,731 -4,991 -1,445 -1,595 -60 0 0 0 -395 0 25: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 65.3 26.2 28.7 5.2 1.0 0.0 0.0 0.9 0.0 0.6: 0.0 0.1
Old : 100.0: 66.1 65.3 26.2 28.7 5.2 1.0 0.0 0.0 0.9 0.0 0.6: 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 : 41: 21 23 . . . . 0 0 . 0 .:
Old : 41: 21 23 . . . . 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 : 51.9 67.9 72.4 84.7 51.7 62.7 70.6 77.2
Old : 51.9 67.9 72.4 84.7 51.7 62.7 70.6 77.2
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, February 06, 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 : 31,588: 21,028 27,913 6,775 0 3,440 0 0 0 340 0 0: 5 235
Old : 31,588: 21,028 27,913 6,775 0 3,440 0 0 0 340 0 0: 5 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 405: 405 355 -300 0 300 0 0 0 0 0 0: 0 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 88.4 21.4 0.0 10.9 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.7
Old : 100.0: 66.6 88.4 21.4 0.0 10.9 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 15 4 0 . 0 0 0 . 0 0:
Old : 28: 20 15 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 : 53.4 73.6 79.6 87.8 39.1 61.0 62.9 68.9
Old : 53.4 73.6 79.6 87.8 39.1 61.0 62.9 68.9
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, February 06, 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 : 34,550: 28,175 28,320 1,430 1,400 4,340 0 0 0 450 390 90: 65 10
Old : 34,550: 28,175 28,320 1,430 1,400 4,340 0 0 0 450 390 90: 65 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 565: 315 565 300 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 82.0 4.1 4.1 12.6 0.0 0.0 0.0 1.3 1.1 0.3: 0.2 0.0
Old : 100.0: 81.5 82.0 4.1 4.1 12.6 0.0 0.0 0.0 1.3 1.1 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 20 14 . . . 0 0 0 . . .:
Old : 25: 20 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 63.5 77.5 87.2 36.1 52.4 47.0 58.6
Old : 57.5 63.5 77.5 87.2 36.1 52.4 47.0 58.6
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, February 06, 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 : 26,974: 13,866 14,828 0 6,954 1,020 2,589 0 0 6,660 1,507 2,380: 459 285
Old : 26,974: 13,866 14,828 0 6,954 1,020 2,589 0 0 6,660 1,507 2,380: 459 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,302: 1,603 19 0 436 0 228 0 0 -820 639 228: 63 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 55.0 0.0 25.8 3.8 9.6 0.0 0.0 24.7 5.6 8.8: 1.7 1.1
Old : 100.0: 51.4 55.0 0.0 25.8 3.8 9.6 0.0 0.0 24.7 5.6 8.8: 1.7 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 : 34: 15 18 0 . . . 0 0 . 5 4:
Old : 34: 15 18 0 . . . 0 0 . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 45.8 77.6 65.3 52.2 41.2 61.7 51.6
Old : 55.3 45.8 77.6 65.3 52.2 41.2 61.7 51.6
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,746: 26,841 36,161 9,825 0 3,055 0 50 0 25 380 0: 0 100
Old : 39,746: 26,841 36,161 9,825 0 3,055 0 50 0 25 380 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 535: 560 160 -400 0 375 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 91.0 24.7 0.0 7.7 0.0 0.1 0.0 0.1 1.0 0.0: 0.0 0.3
Old : 100.0: 67.5 91.0 24.7 0.0 7.7 0.0 0.1 0.0 0.1 1.0 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 : 35: 22 21 4 0 . 0 . 0 . . 0:
Old : 35: 22 21 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 : 49.1 59.9 76.7 78.8 37.3 52.5 60.3 61.7
Old : 49.1 59.9 76.7 78.8 37.3 52.5 60.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 44,516: 40,501 29,991 1,320 12,755 845 0 0 0 505 560 355: 990 10
Old : 44,516: 40,501 29,991 1,320 12,755 845 0 0 0 505 560 355: 990 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 936: 986 956 0 50 0 0 0 0 -100 0 50: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 67.4 3.0 28.7 1.9 0.0 0.0 0.0 1.1 1.3 0.8: 2.2 0.0
Old : 100.0: 91.0 67.4 3.0 28.7 1.9 0.0 0.0 0.0 1.1 1.3 0.8: 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 : 31: 20 19 . . . 0 0 0 . . .:
Old : 31: 20 19 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 64.0 71.3 86.0 51.8 59.5 62.8 73.2
Old : 54.5 64.0 71.3 86.0 51.8 59.5 62.8 73.2
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, February 06, 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 : 41,549: 32,983 31,681 6,443 9,085 623 0 0 0 1,265 0 0: 235 160
Old : 41,549: 32,983 31,681 6,443 9,085 623 0 0 0 1,265 0 0: 235 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,156: -980 -1,836 -1,051 -300 0 0 0 0 -110 0 -10: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 76.2 15.5 21.9 1.5 0.0 0.0 0.0 3.0 0.0 0.0: 0.6 0.4
Old : 100.0: 79.4 76.2 15.5 21.9 1.5 0.0 0.0 0.0 3.0 0.0 0.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 13 . . . 0 0 0 . 0 0:
Old : 29: 19 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 95.2 73.9 98.5 45.3 93.0 69.3 93.4
Old : 49.7 95.2 73.9 98.5 45.3 93.0 69.3 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 47,488: 37,966 33,524 6,393 10,635 1,569 0 0 0 1,555 1,600 0: 5 160
Old : 47,488: 37,966 33,524 6,393 10,635 1,569 0 0 0 1,555 1,600 0: 5 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -3,539: -2,115 -2,924 -879 -105 -400 0 0 0 -150 -100 0: 5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 70.6 13.5 22.4 3.3 0.0 0.0 0.0 3.3 3.4 0.0: 0.0 0.3
Old : 100.0: 79.9 70.6 13.5 22.4 3.3 0.0 0.0 0.0 3.3 3.4 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: 20 15 . . . 0 0 0 . . 0:
Old : 31: 20 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 87.1 73.4 96.1 48.7 85.6 68.8 90.1
Old : 51.0 87.1 73.4 96.1 48.7 85.6 68.8 90.1
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, February 06, 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 : 79,180: 67,910 68,931 8,794 7,037 963 0 0 0 0 742 1,301: 212 206
Old : 79,180: 67,910 68,931 8,794 7,037 963 0 0 0 0 742 1,301: 212 206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -3,458: -3,551 -3,701 469 625 -305 0 0 0 0 9 -62: -9 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 87.1 11.1 8.9 1.2 0.0 0.0 0.0 0.0 0.9 1.6: 0.3 0.3
Old : 100.0: 85.8 87.1 11.1 8.9 1.2 0.0 0.0 0.0 0.0 0.9 1.6: 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 : 33: 22 20 . . 4 0 0 0 0 . .:
Old : 33: 22 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 : 52.2 61.7 75.1 79.7 52.0 58.2 74.0 72.6
Old : 52.2 61.7 75.1 79.7 52.0 58.2 74.0 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 107,135: 92,252 90,894 10,748 8,774 1,112 95 882 150 1,305 3,894 1,147: 326 282
Old : 107,135: 92,252 90,894 10,748 8,774 1,112 95 882 150 1,305 3,894 1,147: 326 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -5,955: -5,396 -5,710 -277 -350 -264 35 -212 105 -30 640 -126: -2 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 84.8 10.0 8.2 1.0 0.1 0.8 0.1 1.2 3.6 1.1: 0.3 0.3
Old : 100.0: 86.1 84.8 10.0 8.2 1.0 0.1 0.8 0.1 1.2 3.6 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 : 49: 24 23 . . . . . . 4 4 .:
Old : 49: 24 23 . . . . . . 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 : 49.0 50.0 73.8 74.5 47.8 44.0 70.8 65.1
Old : 49.0 50.0 73.8 74.5 47.8 44.0 70.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 30,796: 23,686 29,771 5,713 0 975 0 50 0 400 0 0: 22 0
Old : 30,796: 23,686 29,771 5,713 0 975 0 50 0 400 0 0: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,890: -1,725 -1,815 -263 0 75 0 0 0 175 0 -150: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 96.7 18.6 0.0 3.2 0.0 0.2 0.0 1.3 0.0 0.0: 0.1 0.0
Old : 100.0: 76.9 96.7 18.6 0.0 3.2 0.0 0.2 0.0 1.3 0.0 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 : 22: 10 12 . 0 . 0 . 0 . 0 0:
Old : 22: 10 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 : 86.7 81.3 96.4 97.1 82.1 79.1 88.2 89.3
Old : 86.7 81.3 96.4 97.1 82.1 79.1 88.2 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 33,025: 25,290 23,120 1,240 4,605 2,755 950 1,975 250 1,730 0 125: 685 195
Old : 33,025: 25,290 23,120 1,240 4,605 2,755 950 1,975 250 1,730 0 125: 685 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,525: -1,655 -1,235 -85 270 -435 0 -125 0 240 0 -5: 415 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 70.0 3.8 13.9 8.3 2.9 6.0 0.8 5.2 0.0 0.4: 2.1 0.6
Old : 100.0: 76.6 70.0 3.8 13.9 8.3 2.9 6.0 0.8 5.2 0.0 0.4: 2.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 15 . . . . . . . 0 .:
Old : 24: 16 15 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 69.4 68.3 88.5 36.2 53.7 50.6 61.9
Old : 47.7 69.4 68.3 88.5 36.2 53.7 50.6 61.9
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, February 06, 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 : 36,745: 19,595 28,620 6,070 2,790 3,405 5,390 0 500 1,125 1,200 225: 435 5
Old : 36,745: 19,595 28,620 6,070 2,790 3,405 5,390 0 500 1,125 1,200 225: 435 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,896: -1,221 -3,066 -350 555 -435 -840 0 0 -350 0 45: 255 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 77.9 16.5 7.6 9.3 14.7 0.0 1.4 3.1 3.3 0.6: 1.2 0.0
Old : 100.0: 53.3 77.9 16.5 7.6 9.3 14.7 0.0 1.4 3.1 3.3 0.6: 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 : 30: 21 19 . . . . 0 . . . .:
Old : 30: 21 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 59.3 70.5 79.9 44.5 42.4 57.5 62.4
Old : 49.2 59.3 70.5 79.9 44.5 42.4 57.5 62.4
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, February 06, 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 : 42,709: 20,417 39,752 21,994 0 125 0 1,435 0 96 1,300 0: 77 97
Old : 42,709: 20,417 39,752 21,994 0 125 0 1,435 0 96 1,300 0: 77 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,886: -402 -1,710 -1,474 0 0 0 -165 0 4 0 -4: -10 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 93.1 51.5 0.0 0.3 0.0 3.4 0.0 0.2 3.0 0.0: 0.2 0.2
Old : 100.0: 47.8 93.1 51.5 0.0 0.3 0.0 3.4 0.0 0.2 3.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 4 0 . 0 . 0 . . 0:
Old : 25: 14 13 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 : 69.6 82.3 89.5 93.5 69.6 74.8 84.8 85.2
Old : 69.6 82.3 89.5 93.5 69.6 74.8 84.8 85.2
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, February 06, 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 : 35,266: 16,574 32,616 18,377 70 310 0 2,090 0 0 0 0: 5 180
Old : 35,266: 16,574 32,616 18,377 70 310 0 2,090 0 0 0 0: 5 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,188: -726 -2,003 -1,462 0 0 0 -170 0 0 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 92.5 52.1 0.2 0.9 0.0 5.9 0.0 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 47.0 92.5 52.1 0.2 0.9 0.0 5.9 0.0 0.0 0.0 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . . 0 . 0 0 0 0:
Old : 23: 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 : 70.5 89.4 88.1 96.3 69.6 86.7 85.5 90.5
Old : 70.5 89.4 88.1 96.3 69.6 86.7 85.5 90.5
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, February 06, 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 : 29,598: 23,238 27,114 2,606 125 1,184 50 1,175 0 1,833 0 0: 687 0
Old : 29,598: 23,238 27,114 2,606 125 1,184 50 1,175 0 1,833 0 0: 687 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -156: 90 207 -48 -75 -38 0 -250 0 -313 0 0: 153 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 91.6 8.8 0.4 4.0 0.2 4.0 0.0 6.2 0.0 0.0: 2.3 0.0
Old : 100.0: 78.5 91.6 8.8 0.4 4.0 0.2 4.0 0.0 6.2 0.0 0.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 16 4 . 4 . . 0 5 0 0:
Old : 35: 18 16 4 . 4 . . 0 5 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 72.2 68.9 88.1 48.4 71.4 66.5 85.5
Old : 48.7 72.2 68.9 88.1 48.4 71.4 66.5 85.5
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,822: 19,405 21,040 1,043 645 502 0 210 320 980 0 0: 572 105
Old : 22,822: 19,405 21,040 1,043 645 502 0 210 320 980 0 0: 572 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,217: -1,570 -945 692 -10 -92 0 -135 0 -200 0 0: -47 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 92.2 4.6 2.8 2.2 0.0 0.9 1.4 4.3 0.0 0.0: 2.5 0.5
Old : 100.0: 85.0 92.2 4.6 2.8 2.2 0.0 0.9 1.4 4.3 0.0 0.0: 2.5 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 : 26: 15 15 . . . 0 . . . 0 0:
Old : 26: 15 15 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 69.5 80.6 86.1 57.2 67.7 73.0 80.9
Old : 62.0 69.5 80.6 86.1 57.2 67.7 73.0 80.9
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, February 06, 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 : 49,348: 44,292 35,219 2,808 6,798 1,008 75 5,630 0 658 333 325: 182 35
Old : 49,348: 44,292 35,219 2,808 6,798 1,008 75 5,630 0 658 333 325: 182 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 697: 631 1,175 -14 -46 -247 20 -55 0 392 -45 -90: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 71.4 5.7 13.8 2.0 0.2 11.4 0.0 1.3 0.7 0.7: 0.4 0.1
Old : 100.0: 89.8 71.4 5.7 13.8 2.0 0.2 11.4 0.0 1.3 0.7 0.7: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 21 . . . . . 0 . . .:
Old : 40: 22 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 46.3 81.5 73.3 65.5 45.5 73.9 66.2
Old : 68.4 46.3 81.5 73.3 65.5 45.5 73.9 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 37,256: 31,342 25,833 4,575 8,016 337 0 2,154 641 0 254 1: 360 20
Old : 37,256: 31,342 25,833 4,575 8,016 337 0 2,154 641 0 254 1: 360 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -595: 103 126 -285 -498 -183 -25 286 -166 0 -130 0: -39 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 69.3 12.3 21.5 0.9 0.0 5.8 1.7 0.0 0.7 0.0: 1.0 0.1
Old : 100.0: 84.1 69.3 12.3 21.5 0.9 0.0 5.8 1.7 0.0 0.7 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 : 28: 20 16 . . . 0 . . 0 . .:
Old : 28: 20 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 61.4 76.1 86.0 56.9 59.6 69.7 79.7
Old : 60.6 61.4 76.1 86.0 56.9 59.6 69.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 12,750: 6,100 12,225 4,715 0 515 180 0 0 1,180 0 0: 60 10
Old : 12,750: 6,100 12,225 4,715 0 515 180 0 0 1,180 0 0: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,060: -680 -1,035 -250 0 -15 -45 0 0 -55 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 95.9 37.0 0.0 4.0 1.4 0.0 0.0 9.3 0.0 0.0: 0.5 0.1
Old : 100.0: 47.8 95.9 37.0 0.0 4.0 1.4 0.0 0.0 9.3 0.0 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 . 0 . . 0 0 . 0 0:
Old : 25: 15 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 : 62.9 88.2 82.4 98.2 48.0 75.3 63.6 76.6
Old : 62.9 88.2 82.4 98.2 48.0 75.3 63.6 76.6
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, February 06, 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 : 12,815: 6,105 12,290 5,035 0 515 180 0 0 850 0 0: 130 10
Old : 12,815: 6,105 12,290 5,035 0 515 180 0 0 850 0 0: 130 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,095: -755 -1,070 -240 0 -15 -45 0 0 -25 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 95.9 39.3 0.0 4.0 1.4 0.0 0.0 6.6 0.0 0.0: 1.0 0.1
Old : 100.0: 47.6 95.9 39.3 0.0 4.0 1.4 0.0 0.0 6.6 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 : 65.1 87.8 83.6 98.0 49.4 74.9 64.9 76.7
Old : 65.1 87.8 83.6 98.0 49.4 74.9 64.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 275,476: 213,578 140,281 466 54,984 27,476 0 12,953 20,405 0 6,060 13,085: 466 233
Old : 275,476: 213,578 140,281 466 54,984 27,476 0 12,953 20,405 0 6,060 13,085: 466 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 6,399: -4,861 3,346 -44 -10,263 9,802 0 2,694 1,216 0 -705 330: -44 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 50.9 0.2 20.0 10.0 0.0 4.7 7.4 0.0 2.2 4.7: 0.2 0.1
Old : 100.0: 77.5 50.9 0.2 20.0 10.0 0.0 4.7 7.4 0.0 2.2 4.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . . 0 . . 0 . .:
Old : 21: 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 : 71.0 52.9 90.6 78.7 45.8 35.3 46.6 43.4
Old : 71.0 52.9 90.6 78.7 45.8 35.3 46.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 17,770: 10,745 14,965 6,465 2,345 0 0 0 0 340 0 0: 220 460
Old : 17,770: 10,745 14,965 6,465 2,345 0 0 0 0 340 0 0: 220 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -935: -480 -545 -200 -220 -160 0 0 0 -85 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 84.2 36.4 13.2 0.0 0.0 0.0 0.0 1.9 0.0 0.0: 1.2 2.6
Old : 100.0: 60.5 84.2 36.4 13.2 0.0 0.0 0.0 0.0 1.9 0.0 0.0: 1.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . 0 0 0 0 . 0 0:
Old : 20: 8 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 : 67.0 77.6 93.3 94.9 67.0 77.6 93.2 93.4
Old : 67.0 77.6 93.3 94.9 67.0 77.6 93.2 93.4
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, February 06, 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 : 20,775: 8,667 15,180 10,475 3,765 1,275 0 480 75 50 0 0: 233 0
Old : 20,775: 8,667 15,180 10,475 3,765 1,275 0 480 75 50 0 0: 233 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,230: -1,222 -1,650 -925 -145 -65 0 -345 0 0 -25 0: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 73.1 50.4 18.1 6.1 0.0 2.3 0.4 0.2 0.0 0.0: 1.1 0.0
Old : 100.0: 41.7 73.1 50.4 18.1 6.1 0.0 2.3 0.4 0.2 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 11 . . . 0 . . . 0 0:
Old : 31: 16 11 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 68.5 91.2 90.6 69.8 60.9 77.9 77.8
Old : 77.2 68.5 91.2 90.6 69.8 60.9 77.9 77.8
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, February 06, 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 : 18,950: 6,879 13,415 8,595 2,665 2,515 0 280 75 50 0 0: 836 0
Old : 18,950: 6,879 13,415 8,595 2,665 2,515 0 280 75 50 0 0: 836 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,465: -724 -885 -530 -45 -165 0 -345 0 0 -25 0: -46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 70.8 45.4 14.1 13.3 0.0 1.5 0.4 0.3 0.0 0.0: 4.4 0.0
Old : 100.0: 36.3 70.8 45.4 14.1 13.3 0.0 1.5 0.4 0.3 0.0 0.0: 4.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 10 . . . 0 . . . 0 0:
Old : 26: 12 10 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 71.5 89.4 92.9 61.2 58.3 67.3 71.6
Old : 78.0 71.5 89.4 92.9 61.2 58.3 67.3 71.6
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, February 06, 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 : 6,770: 5,755 4,325 25 1,970 320 660 0 0 0 50 0: 10 105
Old : 6,770: 5,755 4,325 25 1,970 320 660 0 0 0 50 0: 10 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -570: -355 -590 25 205 -230 0 0 0 0 50 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 63.9 0.4 29.1 4.7 9.7 0.0 0.0 0.0 0.7 0.0: 0.1 1.6
Old : 100.0: 85.0 63.9 0.4 29.1 4.7 9.7 0.0 0.0 0.0 0.7 0.0: 0.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . . 0 0 0 . 0:
Old : 24: 13 10 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 67.4 78.1 93.6 46.4 59.5 73.8 76.5
Old : 46.4 67.4 78.1 93.6 46.4 59.5 73.8 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 6,015: 5,585 4,015 25 1,450 395 0 0 0 0 50 0: 10 105
Old : 6,015: 5,585 4,015 25 1,450 395 0 0 0 0 50 0: 10 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -425: -315 -280 25 -65 -125 0 0 0 0 50 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 66.7 0.4 24.1 6.6 0.0 0.0 0.0 0.0 0.8 0.0: 0.2 1.7
Old : 100.0: 92.9 66.7 0.4 24.1 6.6 0.0 0.0 0.0 0.0 0.8 0.0: 0.2 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 : 23: 13 10 . . . 0 0 0 0 . 0:
Old : 23: 13 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 : 51.0 64.5 81.7 92.8 51.0 56.5 74.6 74.3
Old : 51.0 64.5 81.7 92.8 51.0 56.5 74.6 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 24,952: 17,165 16,567 3,605 1,995 3,410 0 0 0 372 2,935 0: 400 45
Old : 24,952: 17,165 16,567 3,605 1,995 3,410 0 0 0 372 2,935 0: 400 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,676: -1,630 -1,101 450 -110 -450 0 0 0 -72 -5 0: 26 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 66.4 14.4 8.0 13.7 0.0 0.0 0.0 1.5 11.8 0.0: 1.6 0.2
Old : 100.0: 68.8 66.4 14.4 8.0 13.7 0.0 0.0 0.0 1.5 11.8 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 14 . . . 0 0 0 . . 0:
Old : 25: 15 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 : 54.2 83.8 84.6 96.9 47.8 75.6 75.0 83.1
Old : 54.2 83.8 84.6 96.9 47.8 75.6 75.0 83.1
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,383: 17,521 15,808 3,605 3,225 3,375 0 0 0 372 2,885 45: 465 45
Old : 25,383: 17,521 15,808 3,605 3,225 3,375 0 0 0 372 2,885 45: 465 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,620: -1,569 -1,105 450 -50 -450 0 0 0 -72 -5 0: 21 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 62.3 14.2 12.7 13.3 0.0 0.0 0.0 1.5 11.4 0.2: 1.8 0.2
Old : 100.0: 69.0 62.3 14.2 12.7 13.3 0.0 0.0 0.0 1.5 11.4 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 : 26: 15 14 . . . 0 0 0 . . .:
Old : 26: 15 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 87.1 84.8 96.7 50.5 78.1 74.0 83.0
Old : 56.8 87.1 84.8 96.7 50.5 78.1 74.0 83.0
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, February 06, 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 : 114,504: 92,129 81,878 9,830 22,576 6,062 0 1,080 660 3,497 100 2,048: 278 100
Old : 114,504: 92,129 81,878 9,830 22,576 6,062 0 1,080 660 3,497 100 2,048: 278 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -3,023: -3,778 165 -1,020 -2,997 762 0 195 -260 138 -1,825 1,165: -30 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 71.5 8.6 19.7 5.3 0.0 0.9 0.6 3.1 0.1 1.8: 0.2 0.1
Old : 100.0: 80.5 71.5 8.6 19.7 5.3 0.0 0.9 0.6 3.1 0.1 1.8: 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 : 52: 26 29 . 4 5 0 4 . 6 . 4:
Old : 52: 26 29 . 4 5 0 4 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 54.8 60.3 78.5 36.0 48.2 51.4 62.6
Old : 42.2 54.8 60.3 78.5 36.0 48.2 51.4 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, February 06, 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 : 127,696: 105,392 91,871 10,190 24,156 5,559 0 3,129 775 3,860 100 1,665: 255 441
Old : 127,696: 105,392 91,871 10,190 24,156 5,559 0 3,129 775 3,860 100 1,665: 255 441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -4,580: -6,116 640 -270 -2,503 931 -310 -2,972 -155 91 -1,825 1,269: -20 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 71.9 8.0 18.9 4.4 0.0 2.5 0.6 3.0 0.1 1.3: 0.2 0.3
Old : 100.0: 82.5 71.9 8.0 18.9 4.4 0.0 2.5 0.6 3.0 0.1 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 : 58: 30 28 . 4 . 0 6 . 9 . 4:
Old : 58: 30 28 . 4 . 0 6 . 9 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 55.4 60.1 77.7 36.2 49.4 53.2 63.4
Old : 39.6 55.4 60.1 77.7 36.2 49.4 53.2 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 260,988: 177,214 201,893 6,227 1,331 32,497 22,795 3,059 4,261 7,403 7,713 10,233: 359 2
Old : 260,988: 177,214 201,893 6,227 1,331 32,497 22,795 3,059 4,261 7,403 7,713 10,233: 359 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -8,763: -4,612 -4,321 1,090 292 -4,277 1,670 -602 -1,825 -1,301 1,700 477: 16 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 77.4 2.4 0.5 12.5 8.7 1.2 1.6 2.8 3.0 3.9: 0.1 0.0
Old : 100.0: 67.9 77.4 2.4 0.5 12.5 8.7 1.2 1.6 2.8 3.0 3.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 39 41 5 . 5 8 5 7 11 9 13:
Old : 87: 39 41 5 . 5 8 5 7 11 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 45.9 52.3 62.9 27.5 34.9 38.8 43.4
Old : 36.2 45.9 52.3 62.9 27.5 34.9 38.8 43.4
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, February 06, 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 : 35,768: 25,482 32,128 3,895 350 2,555 1,180 50 540 1,825 125 0: 291 20
Old : 35,768: 25,482 32,128 3,895 350 2,555 1,180 50 540 1,825 125 0: 291 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,157: -1,330 -437 -1,410 -670 150 -330 -25 -20 1,825 -125 -25: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 89.8 10.9 1.0 7.1 3.3 0.1 1.5 5.1 0.3 0.0: 0.8 0.1
Old : 100.0: 71.2 89.8 10.9 1.0 7.1 3.3 0.1 1.5 5.1 0.3 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 : 31: 18 13 . . . . . . . . 0:
Old : 31: 18 13 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 86.5 71.5 96.7 46.7 78.6 64.8 80.6
Old : 48.9 86.5 71.5 96.7 46.7 78.6 64.8 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 34,287: 24,381 31,167 3,480 0 2,490 1,360 25 460 1,825 125 0: 291 20
Old : 34,287: 24,381 31,167 3,480 0 2,490 1,360 25 460 1,825 125 0: 291 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -828: -1,301 -318 -925 -285 -35 -340 -25 -10 1,825 -125 -25: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 90.9 10.1 0.0 7.3 4.0 0.1 1.3 5.3 0.4 0.0: 0.8 0.1
Old : 100.0: 71.1 90.9 10.1 0.0 7.3 4.0 0.1 1.3 5.3 0.4 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 : 31: 18 12 . 0 . . . . . . 0:
Old : 31: 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 : 47.7 88.7 71.5 97.2 47.1 80.8 64.2 82.0
Old : 47.7 88.7 71.5 97.2 47.1 80.8 64.2 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 12,050: 7,335 7,405 2,440 2,970 1,675 0 0 0 600 0 0: 0 0
Old : 12,050: 7,335 7,405 2,440 2,970 1,675 0 0 0 600 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -580: 20 -250 -370 -100 -230 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 61.5 20.2 24.6 13.9 0.0 0.0 0.0 5.0 0.0 0.0: 0.0 0.0
Old : 100.0: 60.9 61.5 20.2 24.6 13.9 0.0 0.0 0.0 5.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 62.3 86.4 84.1 99.2 54.2 75.6 69.9 77.9
Old : 62.3 86.4 84.1 99.2 54.2 75.6 69.9 77.9
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, February 06, 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 : 11,810: 6,065 6,980 3,810 3,495 1,335 0 0 0 600 0 0: 0 0
Old : 11,810: 6,065 6,980 3,810 3,495 1,335 0 0 0 600 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -640: 60 -200 -435 -175 -265 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 59.1 32.3 29.6 11.3 0.0 0.0 0.0 5.1 0.0 0.0: 0.0 0.0
Old : 100.0: 51.4 59.1 32.3 29.6 11.3 0.0 0.0 0.0 5.1 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 : 62.8 85.6 85.5 99.2 53.0 82.9 72.4 83.1
Old : 62.8 85.6 85.5 99.2 53.0 82.9 72.4 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 193,276: 84,624 125,734 49,495 21,768 34,964 22,688 0 1,366 0 9,426 0: 139 19
Old : 193,276: 84,624 125,734 49,495 21,768 34,964 22,688 0 1,366 0 9,426 0: 139 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 4,878: 5,908 -4,166 365 13,339 -3,194 2,009 0 -349 0 -770 0: 139 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 65.1 25.6 11.3 18.1 11.7 0.0 0.7 0.0 4.9 0.0: 0.1 0.0
Old : 100.0: 43.8 65.1 25.6 11.3 18.1 11.7 0.0 0.7 0.0 4.9 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 10 . . . . 0 . 0 . 0:
Old : 21: 16 10 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 76.7 87.6 94.4 46.4 51.4 55.1 57.7
Old : 69.5 76.7 87.6 94.4 46.4 51.4 55.1 57.7
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,927: 11,537 21,692 13,120 100 1,195 75 0 100 0 2,800 0: 3,900 4,040
Old : 29,927: 11,537 21,692 13,120 100 1,195 75 0 100 0 2,800 0: 3,900 4,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -981: -1,432 -387 800 -100 -380 25 0 -25 0 -100 0: 31 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 72.5 43.8 0.3 4.0 0.3 0.0 0.3 0.0 9.4 0.0: 13.0 13.5
Old : 100.0: 38.6 72.5 43.8 0.3 4.0 0.3 0.0 0.3 0.0 9.4 0.0: 13.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 13 . . . . 0 . 0 . 0:
Old : 22: 10 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 : 67.0 39.3 84.0 67.3 57.7 36.1 63.8 54.6
Old : 67.0 39.3 84.0 67.3 57.7 36.1 63.8 54.6
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, February 06, 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 : 27,760: 10,576 19,706 12,215 100 1,655 75 0 100 0 2,800 0: 3,139 3,399
Old : 27,760: 10,576 19,706 12,215 100 1,655 75 0 100 0 2,800 0: 3,139 3,399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -907: -1,370 -300 825 -100 -440 25 0 -25 0 -100 0: 78 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 71.0 44.0 0.4 6.0 0.3 0.0 0.4 0.0 10.1 0.0: 11.3 12.2
Old : 100.0: 38.1 71.0 44.0 0.4 6.0 0.3 0.0 0.4 0.0 10.1 0.0: 11.3 12.2
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 : 21: 9 13 . . . . 0 . 0 . 0:
Old : 21: 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 : 72.6 42.5 87.0 70.4 57.7 38.8 61.4 54.5
Old : 72.6 42.5 87.0 70.4 57.7 38.8 61.4 54.5
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, February 06, 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 : 24,680: 18,485 6,445 550 2,250 3,155 0 9,520 0 0 980 15: 2,475 2,315
Old : 24,680: 18,485 6,445 550 2,250 3,155 0 9,520 0 0 980 15: 2,475 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,195: -2,250 -315 75 -970 225 0 -465 0 0 -435 0: -245 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 26.1 2.2 9.1 12.8 0.0 38.6 0.0 0.0 4.0 0.1: 10.0 9.4
Old : 100.0: 74.9 26.1 2.2 9.1 12.8 0.0 38.6 0.0 0.0 4.0 0.1: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 10 . . . 0 . 0 0 . .:
Old : 30: 17 10 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 74.7 72.1 84.3 46.1 62.8 59.3 69.9
Old : 52.6 74.7 72.1 84.3 46.1 62.8 59.3 69.9
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, February 06, 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 : 25,315: 19,115 6,820 550 2,980 3,155 0 9,395 0 0 630 15: 2,480 2,320
Old : 25,315: 19,115 6,820 550 2,980 3,155 0 9,395 0 0 630 15: 2,480 2,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,025: -2,100 -350 75 -1,135 225 0 -465 0 0 -85 0: -225 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 26.9 2.2 11.8 12.5 0.0 37.1 0.0 0.0 2.5 0.1: 9.8 9.2
Old : 100.0: 75.5 26.9 2.2 11.8 12.5 0.0 37.1 0.0 0.0 2.5 0.1: 9.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 11 . . . 0 . 0 0 . .:
Old : 29: 17 11 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 75.7 73.2 85.7 47.7 64.0 59.9 70.4
Old : 54.4 75.7 73.2 85.7 47.7 64.0 59.9 70.4
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, February 06, 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 : 36,610: 15,070 30,915 15,805 0 570 500 0 225 0 480 75: 4,365 4,345
Old : 36,610: 15,070 30,915 15,805 0 570 500 0 225 0 480 75: 4,365 4,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -3,000: -985 -2,415 -1,345 0 -175 -225 0 -150 0 -150 0: -120 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 84.4 43.2 0.0 1.6 1.4 0.0 0.6 0.0 1.3 0.2: 11.9 11.9
Old : 100.0: 41.2 84.4 43.2 0.0 1.6 1.4 0.0 0.6 0.0 1.3 0.2: 11.9 11.9
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: 12 10 . 0 . . 0 . 0 . .:
Old : 26: 12 10 . 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 81.2 80.6 85.8 65.7 79.8 79.2 83.4
Old : 66.7 81.2 80.6 85.8 65.7 79.8 79.2 83.4
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, February 06, 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 : 34,430: 13,320 29,640 16,060 0 495 725 0 75 0 505 75: 3,680 3,640
Old : 34,430: 13,320 29,640 16,060 0 495 725 0 75 0 505 75: 3,680 3,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,630: -925 -2,110 -1,120 0 -100 -250 0 -125 0 -175 0: -110 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 86.1 46.6 0.0 1.4 2.1 0.0 0.2 0.0 1.5 0.2: 10.7 10.6
Old : 100.0: 38.7 86.1 46.6 0.0 1.4 2.1 0.0 0.2 0.0 1.5 0.2: 10.7 10.6
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: 11 10 . 0 . . 0 . 0 . .:
Old : 25: 11 10 . 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 82.3 82.2 87.7 66.4 81.5 80.5 86.0
Old : 67.4 82.3 82.2 87.7 66.4 81.5 80.5 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 18,145: 14,555 7,495 0 2,510 1,640 0 4,740 0 0 155 25: 1,925 1,580
Old : 18,145: 14,555 7,495 0 2,510 1,640 0 4,740 0 0 155 25: 1,925 1,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,740: -330 -710 0 1,020 -630 0 -575 0 0 25 -25: -755 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 41.3 0.0 13.8 9.0 0.0 26.1 0.0 0.0 0.9 0.1: 10.6 8.7
Old : 100.0: 80.2 41.3 0.0 13.8 9.0 0.0 26.1 0.0 0.0 0.9 0.1: 10.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 8 0 . . 0 . 0 0 . .:
Old : 23: 15 8 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 71.5 79.7 87.3 59.9 57.9 67.1 67.8
Old : 66.4 71.5 79.7 87.3 59.9 57.9 67.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 17,520: 13,230 7,605 0 1,635 1,915 0 4,180 0 0 155 25: 2,350 2,005
Old : 17,520: 13,230 7,605 0 1,635 1,915 0 4,180 0 0 155 25: 2,350 2,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,900: -415 -795 0 1,120 -730 0 -675 0 0 25 -25: -730 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 43.4 0.0 9.3 10.9 0.0 23.9 0.0 0.0 0.9 0.1: 13.4 11.4
Old : 100.0: 75.5 43.4 0.0 9.3 10.9 0.0 23.9 0.0 0.0 0.9 0.1: 13.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 8 0 . . 0 . 0 0 . .:
Old : 22: 15 8 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 70.7 76.8 86.1 56.8 55.5 64.3 66.1
Old : 64.4 70.7 76.8 86.1 56.8 55.5 64.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 21,775: 16,785 10,520 0 7,125 940 175 405 75 325 0 105: 3,370 2,605
Old : 21,775: 16,785 10,520 0 7,125 940 175 405 75 325 0 105: 3,370 2,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,080: -815 -1,690 0 665 -705 -25 25 -25 -150 0 105: -465 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 48.3 0.0 32.7 4.3 0.8 1.9 0.3 1.5 0.0 0.5: 15.5 12.0
Old : 100.0: 77.1 48.3 0.0 32.7 4.3 0.8 1.9 0.3 1.5 0.0 0.5: 15.5 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 : 23: 14 10 0 . . . . . . 0 .:
Old : 23: 14 10 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 68.1 74.1 84.3 50.2 61.3 63.0 68.9
Old : 59.6 68.1 74.1 84.3 50.2 61.3 63.0 68.9
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, February 06, 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 : 19,785: 14,735 8,930 0 6,855 1,090 150 455 25 340 0 75: 3,370 2,355
Old : 19,785: 14,735 8,930 0 6,855 1,090 150 455 25 340 0 75: 3,370 2,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,930: -855 -1,590 0 530 -570 0 25 -25 -160 0 75: -395 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 45.1 0.0 34.6 5.5 0.8 2.3 0.1 1.7 0.0 0.4: 17.0 11.9
Old : 100.0: 74.5 45.1 0.0 34.6 5.5 0.8 2.3 0.1 1.7 0.0 0.4: 17.0 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 8 0 . . . . . . 0 .:
Old : 22: 14 8 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 72.1 72.9 85.5 48.0 62.5 58.9 66.5
Old : 57.5 72.1 72.9 85.5 48.0 62.5 58.9 66.5
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, February 06, 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 : 40,085: 26,775 11,815 0 26,730 0 9,650 350 0 2,450 0 0: 1,210 1,190
Old : 40,085: 26,775 11,815 0 26,730 0 9,650 350 0 2,450 0 0: 1,210 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 3,065: 1,795 1,200 0 2,625 0 560 -350 0 1,125 0 0: -415 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 29.5 0.0 66.7 0.0 24.1 0.9 0.0 6.1 0.0 0.0: 3.0 3.0
Old : 100.0: 66.8 29.5 0.0 66.7 0.0 24.1 0.9 0.0 6.1 0.0 0.0: 3.0 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 : 30: 18 8 0 . 0 . . 0 . 0 0:
Old : 30: 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 : 63.7 83.8 82.6 95.1 63.7 81.7 82.5 91.7
Old : 63.7 83.8 82.6 95.1 63.7 81.7 82.5 91.7
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, February 06, 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 : 35,970: 23,135 13,615 0 20,205 115 8,565 350 75 2,450 0 0: 1,630 1,610
Old : 35,970: 23,135 13,615 0 20,205 115 8,565 350 75 2,450 0 0: 1,630 1,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 3,655: 2,080 1,115 0 3,295 0 860 -350 0 1,125 0 0: -410 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 37.9 0.0 56.2 0.3 23.8 1.0 0.2 6.8 0.0 0.0: 4.5 4.5
Old : 100.0: 64.3 37.9 0.0 56.2 0.3 23.8 1.0 0.2 6.8 0.0 0.0: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 8 0 . . . . . . 0 0:
Old : 29: 17 8 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 79.1 80.9 92.6 60.1 77.4 80.0 88.9
Old : 60.7 79.1 80.9 92.6 60.1 77.4 80.0 88.9
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, February 06, 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 : 98,115: 44,060 85,795 33,565 0 240 9,795 0 1,720 505 2,100 655: 7,575 7,605
Old : 98,115: 44,060 85,795 33,565 0 240 9,795 0 1,720 505 2,100 655: 7,575 7,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,570: -1,275 1,200 2,710 0 -680 1,425 0 -170 -320 1,355 95: -215 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 87.4 34.2 0.0 0.2 10.0 0.0 1.8 0.5 2.1 0.7: 7.7 7.8
Old : 100.0: 44.9 87.4 34.2 0.0 0.2 10.0 0.0 1.8 0.5 2.1 0.7: 7.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 25 . 0 . . 0 . . . .:
Old : 42: 20 25 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 59.3 79.7 72.4 65.0 58.8 75.1 70.0
Old : 67.0 59.3 79.7 72.4 65.0 58.8 75.1 70.0
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, February 06, 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 : 90,815: 43,385 76,635 25,730 0 470 9,485 0 1,465 165 2,100 615: 9,500 9,530
Old : 90,815: 43,385 76,635 25,730 0 470 9,485 0 1,465 165 2,100 615: 9,500 9,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,785: -1,080 1,130 2,610 0 -630 925 0 -50 40 1,380 85: -115 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 84.4 28.3 0.0 0.5 10.4 0.0 1.6 0.2 2.3 0.7: 10.5 10.5
Old : 100.0: 47.8 84.4 28.3 0.0 0.5 10.4 0.0 1.6 0.2 2.3 0.7: 10.5 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 : 39: 17 23 . 0 . . 0 . . . .:
Old : 39: 17 23 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 52.5 81.2 67.4 65.4 52.5 77.1 65.6
Old : 66.9 52.5 81.2 67.4 65.4 52.5 77.1 65.6
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, February 06, 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 : 17,680: 13,055 5,225 100 6,910 1,545 100 1,900 0 600 0 75: 2,205 2,025
Old : 17,680: 13,055 5,225 100 6,910 1,545 100 1,900 0 600 0 75: 2,205 2,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -510: -740 -500 -100 -615 480 0 250 0 -25 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 29.6 0.6 39.1 8.7 0.6 10.7 0.0 3.4 0.0 0.4: 12.5 11.5
Old : 100.0: 73.8 29.6 0.6 39.1 8.7 0.6 10.7 0.0 3.4 0.0 0.4: 12.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 13 . . . . . 0 . 0 .:
Old : 24: 13 13 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 67.6 69.4 80.2 46.5 58.9 60.8 68.0
Old : 51.3 67.6 69.4 80.2 46.5 58.9 60.8 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, February 06, 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 : 16,780: 12,725 6,460 100 7,980 1,445 0 175 0 1,575 0 0: 935 720
Old : 16,780: 12,725 6,460 100 7,980 1,445 0 175 0 1,575 0 0: 935 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -880: -700 -725 -100 -285 355 0 0 0 -200 0 0: -235 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 38.5 0.6 47.6 8.6 0.0 1.0 0.0 9.4 0.0 0.0: 5.6 4.3
Old : 100.0: 75.8 38.5 0.6 47.6 8.6 0.0 1.0 0.0 9.4 0.0 0.0: 5.6 4.3
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: 12 10 . . . 0 . 0 . 0 0:
Old : 20: 12 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 81.7 80.5 92.3 35.8 55.0 48.6 56.8
Old : 64.3 81.7 80.5 92.3 35.8 55.0 48.6 56.8
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, February 06, 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 : 46,695: 33,420 28,225 0 2,370 4,640 0 2,325 825 0 500 100: 7,710 7,710
Old : 46,695: 33,420 28,225 0 2,370 4,640 0 2,325 825 0 500 100: 7,710 7,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,360: -1,230 -880 0 275 135 0 -625 325 0 0 0: -590 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 60.4 0.0 5.1 9.9 0.0 5.0 1.8 0.0 1.1 0.2: 16.5 16.5
Old : 100.0: 71.6 60.4 0.0 5.1 9.9 0.0 5.0 1.8 0.0 1.1 0.2: 16.5 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 20 0 . . 0 . . 0 . .:
Old : 29: 16 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 : 57.0 39.5 74.1 58.7 52.2 31.4 56.4 46.0
Old : 57.0 39.5 74.1 58.7 52.2 31.4 56.4 46.0
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, February 06, 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 : 30,410: 16,275 15,530 225 965 3,830 475 0 325 0 600 0: 9,280 9,160
Old : 30,410: 16,275 15,530 225 965 3,830 475 0 325 0 600 0: 9,280 9,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,130: -1,355 -570 35 -550 -30 200 0 100 0 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 51.1 0.7 3.2 12.6 1.6 0.0 1.1 0.0 2.0 0.0: 30.5 30.1
Old : 100.0: 53.5 51.1 0.7 3.2 12.6 1.6 0.0 1.1 0.0 2.0 0.0: 30.5 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 18 . . . . 0 . 0 . 0:
Old : 26: 15 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 30.5 59.9 45.8 35.0 18.7 37.3 29.5
Old : 46.4 30.5 59.9 45.8 35.0 18.7 37.3 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2018