COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 42,673: 13,263 26,569 6,997 722 349 630 4,777 3,019 14,120 3,056 3,188: 1,107 993
Old : 42,673: 13,263 26,569 6,997 722 349 630 4,777 3,019 14,120 3,056 3,188: 1,107 993
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 1,023: 321 900 198 15 -172 -215 -82 123 693 86 54: 21 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 62.3 16.4 1.7 0.8 1.5 11.2 7.1 33.1 7.2 7.5: 2.6 2.3
Old : 100.0: 31.1 62.3 16.4 1.7 0.8 1.5 11.2 7.1 33.1 7.2 7.5: 2.6 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 : 43: 13 13 4 . 4 . 6 5 8 7 5:
Old : 43: 13 13 4 . 4 . 6 5 8 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 63.6 60.6 78.0 31.8 50.4 50.3 59.2
Old : 36.7 63.6 60.6 78.0 31.8 50.4 50.3 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 5,021: 1,627 2,382 50 643 124 150 245 25 2,008 885 365: 672 352
Old : 5,021: 1,627 2,382 50 643 124 150 245 25 2,008 885 365: 672 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 160: 35 150 15 20 -20 -75 15 0 195 -15 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 47.4 1.0 12.8 2.5 3.0 4.9 0.5 40.0 17.6 7.3: 13.4 7.0
Old : 100.0: 32.4 47.4 1.0 12.8 2.5 3.0 4.9 0.5 40.0 17.6 7.3: 13.4 7.0
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: 5 6 . . . . . . 6 . 4:
Old : 20: 5 6 . . . . . . 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 : 42.8 61.3 68.2 82.8 35.1 50.2 51.7 61.7
Old : 42.8 61.3 68.2 82.8 35.1 50.2 51.7 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 69,978: 40,949 44,493 1,659 3,811 12,904 8,295 25 1,636 1,368 4,413 2,204: 963 491
Old : 69,978: 40,949 44,493 1,659 3,811 12,904 8,295 25 1,636 1,368 4,413 2,204: 963 491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -5,627: -2,536 -3,706 -1,644 -1,581 -218 -658 -15 215 -419 -24 -328: -40 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 63.6 2.4 5.4 18.4 11.9 0.0 2.3 2.0 6.3 3.2: 1.4 0.7
Old : 100.0: 58.5 63.6 2.4 5.4 18.4 11.9 0.0 2.3 2.0 6.3 3.2: 1.4 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 : 53: 30 26 . . . 5 . . 5 5 8:
Old : 53: 30 26 . . . 5 . . 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 : 43.0 42.2 65.0 63.9 29.2 24.7 40.5 36.2
Old : 43.0 42.2 65.0 63.9 29.2 24.7 40.5 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 41,294: 32,230 34,303 0 2,037 3,494 500 300 0 4,225 360 800: 45 0
Old : 41,294: 32,230 34,303 0 2,037 3,494 500 300 0 4,225 360 800: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,925: -1,798 -645 0 -1,095 290 125 0 0 -75 -25 -450: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 83.1 0.0 4.9 8.5 1.2 0.7 0.0 10.2 0.9 1.9: 0.1 0.0
Old : 100.0: 78.1 83.1 0.0 4.9 8.5 1.2 0.7 0.0 10.2 0.9 1.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 18 0 . . . . 0 7 . 5:
Old : 36: 21 18 0 . . . . 0 7 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 56.8 73.6 81.6 43.8 47.5 54.2 58.7
Old : 58.0 56.8 73.6 81.6 43.8 47.5 54.2 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 26,112: 23,022 15,485 0 6,932 715 50 0 50 1,970 2,625 305: 0 0
Old : 26,112: 23,022 15,485 0 6,932 715 50 0 50 1,970 2,625 305: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,195: -920 -915 0 -705 125 -150 0 50 450 1,000 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 59.3 0.0 26.5 2.7 0.2 0.0 0.2 7.5 10.1 1.2: 0.0 0.0
Old : 100.0: 88.2 59.3 0.0 26.5 2.7 0.2 0.0 0.2 7.5 10.1 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 0 . . . 0 . . . .:
Old : 27: 16 15 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 54.7 83.7 82.3 55.0 43.5 65.0 61.9
Old : 66.2 54.7 83.7 82.3 55.0 43.5 65.0 61.9
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, March 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 : 172,916: 136,857 132,474 13,055 10,895 6,436 6,540 7,437 5,795 2,581 8,400 1,281: 371 198
Old : 172,916: 136,857 132,474 13,055 10,895 6,436 6,540 7,437 5,795 2,581 8,400 1,281: 371 198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -5,741: -4,733 -2,816 -2,146 -1,788 597 224 -864 -304 686 -605 -57: -8 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 76.6 7.5 6.3 3.7 3.8 4.3 3.4 1.5 4.9 0.7: 0.2 0.1
Old : 100.0: 79.1 76.6 7.5 6.3 3.7 3.8 4.3 3.4 1.5 4.9 0.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 32 4 . . . . . 4 . .:
Old : 53: 34 32 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 : 37.8 60.4 56.0 77.1 35.7 50.8 51.7 64.3
Old : 37.8 60.4 56.0 77.1 35.7 50.8 51.7 64.3
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, March 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 : 57,978: 38,527 28,809 12,940 14,910 2,472 851 9,369 438 2,675 1,725 75: 0 180
Old : 57,978: 38,527 28,809 12,940 14,910 2,472 851 9,369 438 2,675 1,725 75: 0 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,927: -1,973 -1,136 205 -367 81 -450 160 -140 850 -25 -500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 49.7 22.3 25.7 4.3 1.5 16.2 0.8 4.6 3.0 0.1: 0.0 0.3
Old : 100.0: 66.5 49.7 22.3 25.7 4.3 1.5 16.2 0.8 4.6 3.0 0.1: 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 : 36: 15 18 . . . . 4 . 5 . .:
Old : 36: 15 18 . . . . 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 : 79.8 67.3 90.6 84.9 77.7 60.4 82.4 76.6
Old : 79.8 67.3 90.6 84.9 77.7 60.4 82.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 36,385: 31,135 15,405 5,250 20,205 0 0 50 0 0 725 0: 0 0
Old : 36,385: 31,135 15,405 5,250 20,205 0 0 50 0 0 725 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,500: -1,235 -1,250 -265 -225 0 0 -150 0 0 125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 42.3 14.4 55.5 0.0 0.0 0.1 0.0 0.0 2.0 0.0: 0.0 0.0
Old : 100.0: 85.6 42.3 14.4 55.5 0.0 0.0 0.1 0.0 0.0 2.0 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: 8 10 . . 0 0 . 0 0 . 0:
Old : 20: 8 10 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.2 93.7 100.0 98.1 88.3 88.7 93.4 92.1
Old : 91.2 93.7 100.0 98.1 88.3 88.7 93.4 92.1
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, March 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 : 51,297: 38,217 35,210 2,635 2,010 8,390 0 4,375 0 1,110 525 640: 305 147
Old : 51,297: 38,217 35,210 2,635 2,010 8,390 0 4,375 0 1,110 525 640: 305 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,839: -1,774 -2,374 -315 395 -535 -200 -190 -10 35 75 -210: 170 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 68.6 5.1 3.9 16.4 0.0 8.5 0.0 2.2 1.0 1.2: 0.6 0.3
Old : 100.0: 74.5 68.6 5.1 3.9 16.4 0.0 8.5 0.0 2.2 1.0 1.2: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 22 . . . 0 . 0 . . .:
Old : 35: 24 22 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 47.9 73.7 67.2 31.4 27.1 41.9 39.8
Old : 47.5 47.9 73.7 67.2 31.4 27.1 41.9 39.8
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, March 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 : 66,536: 51,326 48,215 5,685 8,020 6,040 1,105 2,055 810 861 710 430: 279 256
Old : 66,536: 51,326 48,215 5,685 8,020 6,040 1,105 2,055 810 861 710 430: 279 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,179: -2,324 -1,759 92 -1,130 645 -270 -65 0 -315 50 -55: 48 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 72.5 8.5 12.1 9.1 1.7 3.1 1.2 1.3 1.1 0.6: 0.4 0.4
Old : 100.0: 77.1 72.5 8.5 12.1 9.1 1.7 3.1 1.2 1.3 1.1 0.6: 0.4 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 : 44: 25 24 4 . 4 . . . . . .:
Old : 44: 25 24 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 : 42.8 54.1 67.9 73.7 38.8 48.9 53.9 63.8
Old : 42.8 54.1 67.9 73.7 38.8 48.9 53.9 63.8
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, March 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 : 68,157: 47,696 50,632 16,575 12,980 2,365 0 90 260 625 950 510: 126 370
Old : 68,157: 47,696 50,632 16,575 12,980 2,365 0 90 260 625 950 510: 126 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -9,121: -4,417 -7,986 -4,235 -1,080 0 -60 90 -90 25 260 -330: -14 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 74.3 24.3 19.0 3.5 0.0 0.1 0.4 0.9 1.4 0.7: 0.2 0.5
Old : 100.0: 70.0 74.3 24.3 19.0 3.5 0.0 0.1 0.4 0.9 1.4 0.7: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 21 . . . 0 . . . . .:
Old : 37: 21 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 : 51.8 74.4 71.2 87.9 50.0 71.2 69.0 82.6
Old : 51.8 74.4 71.2 87.9 50.0 71.2 69.0 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 98,179: 70,774 62,009 21,280 31,060 3,835 610 0 0 755 200 750: 175 325
Old : 98,179: 70,774 62,009 21,280 31,060 3,835 610 0 0 755 200 750: 175 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -7,526: -3,207 -6,796 -2,970 -120 -600 -425 0 0 -229 200 -270: 175 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 63.2 21.7 31.6 3.9 0.6 0.0 0.0 0.8 0.2 0.8: 0.2 0.3
Old : 100.0: 72.1 63.2 21.7 31.6 3.9 0.6 0.0 0.0 0.8 0.2 0.8: 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 : 41: 23 23 . . . . 0 0 . . .:
Old : 41: 23 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 : 53.3 68.8 72.4 85.1 53.1 65.0 71.7 79.5
Old : 53.3 68.8 72.4 85.1 53.1 65.0 71.7 79.5
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, March 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 : 30,579: 19,919 26,859 6,515 0 3,475 300 0 0 365 0 0: 5 245
Old : 30,579: 19,919 26,859 6,515 0 3,475 300 0 0 365 0 0: 5 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 261: -129 296 135 0 -45 300 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 87.8 21.3 0.0 11.4 1.0 0.0 0.0 1.2 0.0 0.0: 0.0 0.8
Old : 100.0: 65.1 87.8 21.3 0.0 11.4 1.0 0.0 0.0 1.2 0.0 0.0: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 17 4 0 . . 0 0 . 0 0:
Old : 29: 20 17 4 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 72.3 81.2 86.2 44.0 61.5 64.6 71.2
Old : 56.0 72.3 81.2 86.2 44.0 61.5 64.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 33,975: 28,425 27,980 970 1,475 4,035 0 0 0 400 395 85: 60 5
Old : 33,975: 28,425 27,980 970 1,475 4,035 0 0 0 400 395 85: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -845: 325 -645 -1,170 -200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 82.4 2.9 4.3 11.9 0.0 0.0 0.0 1.2 1.2 0.3: 0.2 0.0
Old : 100.0: 83.7 82.4 2.9 4.3 11.9 0.0 0.0 0.0 1.2 1.2 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 15 . . . 0 0 0 . . .:
Old : 25: 20 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 : 58.3 61.6 78.2 88.4 37.5 52.8 47.9 58.8
Old : 58.3 61.6 78.2 88.4 37.5 52.8 47.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 10,537: 7,985 9,462 0 875 200 0 0 0 2,352 0 0: 0 0
Old : 10,537: 7,985 9,462 0 875 200 0 0 0 2,352 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 89.8 0.0 8.3 1.9 0.0 0.0 0.0 22.3 0.0 0.0: 0.0 0.0
Old : 100.0: 75.8 89.8 0.0 8.3 1.9 0.0 0.0 0.0 22.3 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 9 0 . . 0 0 0 4 0 0:
Old : 20: 12 9 0 . . 0 0 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 74.9 81.0 97.2 55.1 69.3 76.8 84.4
Old : 57.4 74.9 81.0 97.2 55.1 69.3 76.8 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 37,561: 20,335 23,416 0 7,796 1,294 3,132 111 940 8,316 575 3,002: 542 427
Old : 37,561: 20,335 23,416 0 7,796 1,294 3,132 111 940 8,316 575 3,002: 542 427
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 5,009: 4,009 4,032 0 -65 417 -443 94 364 519 15 35: 108 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 62.3 0.0 20.8 3.4 8.3 0.3 2.5 22.1 1.5 8.0: 1.4 1.1
Old : 100.0: 54.1 62.3 0.0 20.8 3.4 8.3 0.3 2.5 22.1 1.5 8.0: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 18 23 0 . . 5 . . 6 . 5:
Old : 41: 18 23 0 . . 5 . . 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 : 46.7 49.5 65.4 64.4 42.5 40.5 51.8 51.3
Old : 46.7 49.5 65.4 64.4 42.5 40.5 51.8 51.3
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, March 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 : 38,961: 26,356 35,701 9,380 0 2,800 275 200 25 125 150 0: 0 85
Old : 38,961: 26,356 35,701 9,380 0 2,800 275 200 25 125 150 0: 0 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 255: -105 300 105 0 -45 275 -25 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 91.6 24.1 0.0 7.2 0.7 0.5 0.1 0.3 0.4 0.0: 0.0 0.2
Old : 100.0: 67.6 91.6 24.1 0.0 7.2 0.7 0.5 0.1 0.3 0.4 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 21 4 0 . . . . . . 0:
Old : 36: 23 21 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 63.7 76.0 81.1 41.8 57.3 63.4 67.5
Old : 50.5 63.7 76.0 81.1 41.8 57.3 63.4 67.5
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, March 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 : 45,609: 39,629 29,808 1,190 12,105 955 1,900 1,650 0 589 655 401: 945 35
Old : 45,609: 39,629 29,808 1,190 12,105 955 1,900 1,650 0 589 655 401: 945 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 2,778: 903 1,903 0 750 0 1,800 0 0 40 75 35: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 65.4 2.6 26.5 2.1 4.2 3.6 0.0 1.3 1.4 0.9: 2.1 0.1
Old : 100.0: 86.9 65.4 2.6 26.5 2.1 4.2 3.6 0.0 1.3 1.4 0.9: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 20 . . . . . 0 . . .:
Old : 39: 21 20 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 59.2 70.6 83.9 49.9 54.9 64.2 74.0
Old : 51.3 59.2 70.6 83.9 49.9 54.9 64.2 74.0
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, March 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 : 40,652: 30,446 31,161 7,276 8,885 175 700 0 0 1,674 0 161: 220 270
Old : 40,652: 30,446 31,161 7,276 8,885 175 700 0 0 1,674 0 161: 220 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,425: -1,758 -2,495 -402 -200 0 0 0 0 -410 0 160: -15 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 76.7 17.9 21.9 0.4 1.7 0.0 0.0 4.1 0.0 0.4: 0.5 0.7
Old : 100.0: 74.9 76.7 17.9 21.9 0.4 1.7 0.0 0.0 4.1 0.0 0.4: 0.5 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 : 30: 19 14 . . . . 0 0 . 0 .:
Old : 30: 19 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 : 49.3 93.6 72.5 97.7 48.7 92.4 69.2 93.7
Old : 49.3 93.6 72.5 97.7 48.7 92.4 69.2 93.7
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, March 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 : 46,440: 35,523 33,367 7,559 10,230 918 0 0 0 2,010 1,500 175: 255 250
Old : 46,440: 35,523 33,367 7,559 10,230 918 0 0 0 2,010 1,500 175: 255 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,438: -2,293 -2,132 -89 -405 -76 0 0 0 -410 -100 175: 255 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 71.8 16.3 22.0 2.0 0.0 0.0 0.0 4.3 3.2 0.4: 0.5 0.5
Old : 100.0: 76.5 71.8 16.3 22.0 2.0 0.0 0.0 0.0 4.3 3.2 0.4: 0.5 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 : 30: 19 16 . . . 0 0 0 . . .:
Old : 30: 19 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 86.6 72.8 95.4 50.4 82.6 71.1 90.1
Old : 51.4 86.6 72.8 95.4 50.4 82.6 71.1 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, March 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 : 74,321: 62,407 65,734 9,216 4,897 1,595 0 350 0 0 675 911: 192 159
Old : 74,321: 62,407 65,734 9,216 4,897 1,595 0 350 0 0 675 911: 192 159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -5,822: -5,527 -5,292 -210 -200 18 0 0 0 0 -241 -70: -33 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 88.4 12.4 6.6 2.1 0.0 0.5 0.0 0.0 0.9 1.2: 0.3 0.2
Old : 100.0: 84.0 88.4 12.4 6.6 2.1 0.0 0.5 0.0 0.0 0.9 1.2: 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 : 33: 23 22 . . 4 0 . 0 0 . .:
Old : 33: 23 22 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 61.4 72.6 80.3 50.8 55.8 69.8 71.2
Old : 51.5 61.4 72.6 80.3 50.8 55.8 69.8 71.2
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, March 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 : 107,522: 91,847 88,466 11,566 7,332 1,639 425 1,534 160 1,475 7,977 125: 285 289
Old : 107,522: 91,847 88,466 11,566 7,332 1,639 425 1,534 160 1,475 7,977 125: 285 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -5,586: -5,204 -5,350 -350 -187 -8 25 -17 -50 140 177 -95: -44 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 82.3 10.8 6.8 1.5 0.4 1.4 0.1 1.4 7.4 0.1: 0.3 0.3
Old : 100.0: 85.4 82.3 10.8 6.8 1.5 0.4 1.4 0.1 1.4 7.4 0.1: 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 : 53: 24 23 . . 4 4 4 . 5 5 .:
Old : 53: 24 23 . . 4 4 4 . 5 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 46.2 73.5 69.9 46.7 42.1 67.1 59.4
Old : 49.6 46.2 73.5 69.9 46.7 42.1 67.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 36,685: 29,940 32,685 1,975 0 3,375 375 0 0 550 175 450: 20 0
Old : 36,685: 29,940 32,685 1,975 0 3,375 375 0 0 550 175 450: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -690: -375 -965 -613 0 325 0 -50 0 0 25 -25: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 89.1 5.4 0.0 9.2 1.0 0.0 0.0 1.5 0.5 1.2: 0.1 0.0
Old : 100.0: 81.6 89.1 5.4 0.0 9.2 1.0 0.0 0.0 1.5 0.5 1.2: 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 : 25: 10 13 . 0 . . 0 0 . . .:
Old : 25: 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 : 82.2 82.5 94.9 96.3 76.2 81.5 83.5 85.5
Old : 82.2 82.5 94.9 96.3 76.2 81.5 83.5 85.5
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, March 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 : 32,715: 25,850 21,165 600 5,225 2,945 975 1,850 250 325 145 970: 800 165
Old : 32,715: 25,850 21,165 600 5,225 2,945 975 1,850 250 325 145 970: 800 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,215: -840 -840 -250 -225 0 0 -125 0 -100 -25 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 64.7 1.8 16.0 9.0 3.0 5.7 0.8 1.0 0.4 3.0: 2.4 0.5
Old : 100.0: 79.0 64.7 1.8 16.0 9.0 3.0 5.7 0.8 1.0 0.4 3.0: 2.4 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 : 25: 16 15 . . . . . . . . .:
Old : 25: 16 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 67.4 69.8 87.5 39.1 50.4 50.3 55.8
Old : 48.9 67.4 69.8 87.5 39.1 50.4 50.3 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 36,241: 19,506 26,566 4,500 3,785 3,290 6,195 0 510 955 1,200 875: 410 15
Old : 36,241: 19,506 26,566 4,500 3,785 3,290 6,195 0 510 955 1,200 875: 410 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,199: -1,019 -2,209 -1,450 -50 50 -215 0 0 655 0 0: -220 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 73.3 12.4 10.4 9.1 17.1 0.0 1.4 2.6 3.3 2.4: 1.1 0.0
Old : 100.0: 53.8 73.3 12.4 10.4 9.1 17.1 0.0 1.4 2.6 3.3 2.4: 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 : 34: 21 19 . . . 4 0 . 4 . .:
Old : 34: 21 19 . . . 4 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 58.9 67.9 79.9 39.8 44.5 54.6 65.0
Old : 45.3 58.9 67.9 79.9 39.8 44.5 54.6 65.0
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, March 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 : 42,122: 20,448 38,543 21,089 0 150 0 1,646 0 50 1,249 51: 334 483
Old : 42,122: 20,448 38,543 21,089 0 150 0 1,646 0 50 1,249 51: 334 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,244: -1,253 -2,079 -1,125 0 -25 0 -115 0 -46 0 0: 205 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 91.5 50.1 0.0 0.4 0.0 3.9 0.0 0.1 3.0 0.1: 0.8 1.1
Old : 100.0: 48.5 91.5 50.1 0.0 0.4 0.0 3.9 0.0 0.1 3.0 0.1: 0.8 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 : 23: 10 11 4 0 . 0 . 0 . . .:
Old : 23: 10 11 4 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 82.2 89.9 93.3 68.1 75.1 84.9 85.3
Old : 68.3 82.2 89.9 93.3 68.1 75.1 84.9 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 35,878: 17,137 32,758 17,760 70 925 0 1,920 0 51 125 0: 5 80
Old : 35,878: 17,137 32,758 17,760 70 925 0 1,920 0 51 125 0: 5 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,241: -929 -2,066 -1,307 0 0 0 -170 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 91.3 49.5 0.2 2.6 0.0 5.4 0.0 0.1 0.3 0.0: 0.0 0.2
Old : 100.0: 47.8 91.3 49.5 0.2 2.6 0.0 5.4 0.0 0.1 0.3 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . . . 0 . 0 . . 0:
Old : 23: 13 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 : 69.6 88.6 89.8 95.7 67.1 85.9 84.4 90.4
Old : 69.6 88.6 89.8 95.7 67.1 85.9 84.4 90.4
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, March 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 : 29,331: 22,916 26,764 2,571 125 987 850 1,375 0 1,517 0 80: 410 0
Old : 29,331: 22,916 26,764 2,571 125 987 850 1,375 0 1,517 0 80: 410 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,861: -1,338 -1,827 -200 0 -9 0 -25 0 -198 0 0: -116 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 91.2 8.8 0.4 3.4 2.9 4.7 0.0 5.2 0.0 0.3: 1.4 0.0
Old : 100.0: 78.1 91.2 8.8 0.4 3.4 2.9 4.7 0.0 5.2 0.0 0.3: 1.4 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 : 35: 19 14 4 . 4 . . 0 5 0 .:
Old : 35: 19 14 4 . 4 . . 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 64.9 65.1 85.3 47.9 59.9 62.5 78.6
Old : 47.9 64.9 65.1 85.3 47.9 59.9 62.5 78.6
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, March 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 : 22,240: 19,130 20,710 1,000 515 480 0 75 370 765 0 0: 495 90
Old : 22,240: 19,130 20,710 1,000 515 480 0 75 370 765 0 0: 495 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,232: -955 -1,040 32 -100 -32 0 -35 0 -200 0 0: -77 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 93.1 4.5 2.3 2.2 0.0 0.3 1.7 3.4 0.0 0.0: 2.2 0.4
Old : 100.0: 86.0 93.1 4.5 2.3 2.2 0.0 0.3 1.7 3.4 0.0 0.0: 2.2 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 : 27: 13 16 . . . 0 . . . 0 0:
Old : 27: 13 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 70.2 85.0 88.3 65.5 70.2 81.1 85.3
Old : 68.1 70.2 85.0 88.3 65.5 70.2 81.1 85.3
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, March 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 : 47,758: 42,805 32,466 1,643 6,933 1,370 735 6,518 40 714 140 270: 181 21
Old : 47,758: 42,805 32,466 1,643 6,933 1,370 735 6,518 40 714 140 270: 181 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -3,183: -3,113 -2,587 -30 -312 -99 75 53 0 123 -113 -125: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 68.0 3.4 14.5 2.9 1.5 13.6 0.1 1.5 0.3 0.6: 0.4 0.0
Old : 100.0: 89.6 68.0 3.4 14.5 2.9 1.5 13.6 0.1 1.5 0.3 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 20 . . . . . . . . .:
Old : 36: 21 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 48.7 80.7 75.8 62.8 47.2 70.8 66.4
Old : 66.6 48.7 80.7 75.8 62.8 47.2 70.8 66.4
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, March 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 : 36,284: 30,899 24,054 4,691 9,033 122 0 2,715 160 125 174 1: 286 25
Old : 36,284: 30,899 24,054 4,691 9,033 122 0 2,715 160 125 174 1: 286 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,538: -2,123 -1,869 176 -388 -216 0 461 -381 0 -130 0: 6 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 66.3 12.9 24.9 0.3 0.0 7.5 0.4 0.3 0.5 0.0: 0.8 0.1
Old : 100.0: 85.2 66.3 12.9 24.9 0.3 0.0 7.5 0.4 0.3 0.5 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 : 28: 19 16 . . . 0 . . . . .:
Old : 28: 19 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 62.9 80.2 87.1 61.9 62.2 76.1 83.3
Old : 65.2 62.9 80.2 87.1 61.9 62.2 76.1 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 20,896: 9,511 16,975 8,150 0 3,075 0 825 0 0 0 0: 160 21
Old : 20,896: 9,511 16,975 8,150 0 3,075 0 825 0 0 0 0: 160 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -599: -769 -581 194 0 -14 0 -25 0 0 0 0: -10 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 81.2 39.0 0.0 14.7 0.0 3.9 0.0 0.0 0.0 0.0: 0.8 0.1
Old : 100.0: 45.5 81.2 39.0 0.0 14.7 0.0 3.9 0.0 0.0 0.0 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 : 21: 10 13 . 0 . 0 . 0 0 0 0:
Old : 21: 10 13 . 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 : 82.4 71.3 96.0 92.8 67.7 64.3 77.2 76.6
Old : 82.4 71.3 96.0 92.8 67.7 64.3 77.2 76.6
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, March 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 : 13,705: 8,570 12,545 2,745 0 1,110 135 0 0 960 50 0: 185 0
Old : 13,705: 8,570 12,545 2,745 0 1,110 135 0 0 960 50 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 900: 2,030 315 -1,590 0 595 -45 0 0 -255 0 0: 165 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 91.5 20.0 0.0 8.1 1.0 0.0 0.0 7.0 0.4 0.0: 1.3 0.0
Old : 100.0: 62.5 91.5 20.0 0.0 8.1 1.0 0.0 0.0 7.0 0.4 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 8 . 0 . . 0 0 . . 0:
Old : 25: 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 : 59.7 90.5 81.4 98.4 46.8 78.3 63.7 78.7
Old : 59.7 90.5 81.4 98.4 46.8 78.3 63.7 78.7
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, March 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 : 13,565: 8,520 12,545 2,995 0 970 135 0 0 760 50 0: 185 0
Old : 13,565: 8,520 12,545 2,995 0 970 135 0 0 760 50 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 725: 1,975 280 -1,590 0 455 -45 0 0 -235 0 0: 165 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 92.5 22.1 0.0 7.2 1.0 0.0 0.0 5.6 0.4 0.0: 1.4 0.0
Old : 100.0: 62.8 92.5 22.1 0.0 7.2 1.0 0.0 0.0 5.6 0.4 0.0: 1.4 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 : 25: 15 8 . 0 . . 0 0 . . 0:
Old : 25: 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 : 61.2 90.2 82.7 98.3 49.1 78.7 65.9 79.1
Old : 61.2 90.2 82.7 98.3 49.1 78.7 65.9 79.1
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, March 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 : 265,322: 197,794 131,318 426 54,571 34,817 0 5,623 19,620 0 6,921 12,239: 426 213
Old : 265,322: 197,794 131,318 426 54,571 34,817 0 5,623 19,620 0 6,921 12,239: 426 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -3,250: -1,108 -2,657 -40 2,046 -2,122 0 -2,021 -576 0 1,464 636: -40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 49.5 0.2 20.6 13.1 0.0 2.1 7.4 0.0 2.6 4.6: 0.2 0.1
Old : 100.0: 74.5 49.5 0.2 20.6 13.1 0.0 2.1 7.4 0.0 2.6 4.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 . . 0 . .:
Old : 20: 12 12 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 55.0 90.6 81.6 42.7 35.0 43.2 41.4
Old : 70.2 55.0 90.6 81.6 42.7 35.0 43.2 41.4
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, March 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 : 19,460: 13,010 15,120 5,865 3,770 0 0 0 0 255 0 0: 330 570
Old : 19,460: 13,010 15,120 5,865 3,770 0 0 0 0 255 0 0: 330 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 70: 645 -745 -600 825 0 0 0 0 -85 0 0: 110 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 77.7 30.1 19.4 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.7 2.9
Old : 100.0: 66.9 77.7 30.1 19.4 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 69.9 78.6 93.3 95.0 69.9 78.6 93.2 93.8
Old : 69.9 78.6 93.3 95.0 69.9 78.6 93.2 93.8
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, March 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 : 19,960: 7,894 14,615 10,210 3,720 1,425 75 200 0 100 0 0: 256 0
Old : 19,960: 7,894 14,615 10,210 3,720 1,425 75 200 0 100 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,995: -1,388 -1,180 -315 -145 -315 75 -280 -75 -50 0 0: 73 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 73.2 51.2 18.6 7.1 0.4 1.0 0.0 0.5 0.0 0.0: 1.3 0.0
Old : 100.0: 39.5 73.2 51.2 18.6 7.1 0.4 1.0 0.0 0.5 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 78.0 67.4 93.1 90.3 70.9 59.7 78.2 78.7
Old : 78.0 67.4 93.1 90.3 70.9 59.7 78.2 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 18,155: 6,989 12,835 8,075 2,720 2,600 75 0 0 100 0 0: 316 0
Old : 18,155: 6,989 12,835 8,075 2,720 2,600 75 0 0 100 0 0: 316 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,070: -1,223 -1,255 -420 -45 -415 75 -280 -75 -50 0 0: 38 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 70.7 44.5 15.0 14.3 0.4 0.0 0.0 0.6 0.0 0.0: 1.7 0.0
Old : 100.0: 38.5 70.7 44.5 15.0 14.3 0.4 0.0 0.0 0.6 0.0 0.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . . . . 0 0 . 0 0:
Old : 21: 10 8 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 73.4 92.3 95.6 61.1 59.3 68.5 72.0
Old : 78.1 73.4 92.3 95.6 61.1 59.3 68.5 72.0
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, March 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 : 6,265: 5,130 4,225 0 1,740 250 660 0 0 0 0 0: 225 50
Old : 6,265: 5,130 4,225 0 1,740 250 660 0 0 0 0 0: 225 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -595: -715 -530 -25 70 -70 0 0 0 0 -50 0: 215 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 67.4 0.0 27.8 4.0 10.5 0.0 0.0 0.0 0.0 0.0: 3.6 0.8
Old : 100.0: 81.9 67.4 0.0 27.8 4.0 10.5 0.0 0.0 0.0 0.0 0.0: 3.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 0 . . . 0 0 0 0 0:
Old : 21: 11 12 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 68.0 80.0 91.5 44.1 61.2 75.3 81.6
Old : 46.6 68.0 80.0 91.5 44.1 61.2 75.3 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 5,765: 5,110 4,235 0 950 530 0 0 0 0 0 0: 125 50
Old : 5,765: 5,110 4,235 0 950 530 0 0 0 0 0 0: 125 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -450: -575 -220 -25 -200 35 0 0 0 0 -50 0: 115 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 73.5 0.0 16.5 9.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.9
Old : 100.0: 88.6 73.5 0.0 16.5 9.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 12 0 . . 0 0 0 0 0 0:
Old : 20: 11 12 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 68.7 83.1 90.5 46.4 64.4 73.8 76.1
Old : 50.3 68.7 83.1 90.5 46.4 64.4 73.8 76.1
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, March 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 : 25,116: 15,862 17,371 4,055 1,895 3,880 600 25 0 300 1,900 0: 419 45
Old : 25,116: 15,862 17,371 4,055 1,895 3,880 600 25 0 300 1,900 0: 419 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,053: -1,320 -838 450 1,300 -730 600 0 0 -72 -785 0: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 69.2 16.1 7.5 15.4 2.4 0.1 0.0 1.2 7.6 0.0: 1.7 0.2
Old : 100.0: 63.2 69.2 16.1 7.5 15.4 2.4 0.1 0.0 1.2 7.6 0.0: 1.7 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: 13 16 . . . . . 0 . . 0:
Old : 26: 13 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 : 51.7 80.6 83.2 95.7 45.7 69.6 71.8 79.8
Old : 51.7 80.6 83.2 95.7 45.7 69.6 71.8 79.8
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, March 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 : 25,754: 16,432 16,777 4,093 3,100 3,907 600 25 0 300 1,900 0: 422 45
Old : 25,754: 16,432 16,777 4,093 3,100 3,907 600 25 0 300 1,900 0: 422 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -878: -1,146 -703 442 1,335 -730 600 0 0 -72 -735 -45: 73 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 65.1 15.9 12.0 15.2 2.3 0.1 0.0 1.2 7.4 0.0: 1.6 0.2
Old : 100.0: 63.8 65.1 15.9 12.0 15.2 2.3 0.1 0.0 1.2 7.4 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 : 28: 13 17 . . . . . 0 . . 0:
Old : 28: 13 17 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 81.9 82.6 95.1 47.0 70.2 70.7 79.8
Old : 53.3 81.9 82.6 95.1 47.0 70.2 70.7 79.8
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, March 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 : 111,284: 88,772 81,485 8,810 18,127 7,872 25 965 600 3,135 175 1,805: 265 255
Old : 111,284: 88,772 81,485 8,810 18,127 7,872 25 965 600 3,135 175 1,805: 265 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -8,569: -7,501 -4,362 -1,020 -5,024 1,050 25 300 -385 -392 25 -328: -18 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 73.2 7.9 16.3 7.1 0.0 0.9 0.5 2.8 0.2 1.6: 0.2 0.2
Old : 100.0: 79.8 73.2 7.9 16.3 7.1 0.0 0.9 0.5 2.8 0.2 1.6: 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 : 49: 28 25 . . 5 . . . 5 . 4:
Old : 49: 28 25 . . 5 . . . 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 : 39.8 55.4 61.3 81.9 36.1 46.7 51.9 63.6
Old : 39.8 55.4 61.3 81.9 36.1 46.7 51.9 63.6
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, March 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 : 124,807: 102,885 92,660 9,920 21,352 6,790 25 2,405 85 3,515 168 1,342: 245 5
Old : 124,807: 102,885 92,660 9,920 21,352 6,790 25 2,405 85 3,515 168 1,342: 245 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -10,119: -9,195 -3,725 -270 -4,789 412 25 -1,509 -270 -577 1 -234: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 74.2 7.9 17.1 5.4 0.0 1.9 0.1 2.8 0.1 1.1: 0.2 0.0
Old : 100.0: 82.4 74.2 7.9 17.1 5.4 0.0 1.9 0.1 2.8 0.1 1.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 30 26 . 4 4 . 4 . 6 . 4:
Old : 53: 30 26 . 4 4 . 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 : 38.5 55.6 60.7 80.8 36.5 48.1 55.6 65.8
Old : 38.5 55.6 60.7 80.8 36.5 48.1 55.6 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 260,369: 181,256 203,283 5,590 3,385 27,724 22,528 4,885 5,587 8,606 6,768 8,722: 356 15
Old : 260,369: 181,256 203,283 5,590 3,385 27,724 22,528 4,885 5,587 8,606 6,768 8,722: 356 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -14,582: -8,210 -7,391 -1,118 1,038 -4,079 -1,737 -394 115 2,840 -1,491 -2,380: -13 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 78.1 2.1 1.3 10.6 8.7 1.9 2.1 3.3 2.6 3.3: 0.1 0.0
Old : 100.0: 69.6 78.1 2.1 1.3 10.6 8.7 1.9 2.1 3.3 2.6 3.3: 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 : 88: 35 39 4 4 5 9 7 7 13 9 14:
Old : 88: 35 39 4 4 5 9 7 7 13 9 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 48.0 53.6 65.3 30.7 37.7 40.6 47.6
Old : 37.9 48.0 53.6 65.3 30.7 37.7 40.6 47.6
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, March 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 : 33,602: 23,787 30,576 3,997 0 2,686 960 0 175 1,723 150 0: 274 15
Old : 33,602: 23,787 30,576 3,997 0 2,686 960 0 175 1,723 150 0: 274 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,687: -1,825 -2,237 280 0 -325 -830 -50 55 -25 -125 0: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 91.0 11.9 0.0 8.0 2.9 0.0 0.5 5.1 0.4 0.0: 0.8 0.0
Old : 100.0: 70.8 91.0 11.9 0.0 8.0 2.9 0.0 0.5 5.1 0.4 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 10 . 0 . . 0 . . . 0:
Old : 27: 19 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 : 49.6 87.1 72.5 97.6 46.1 80.0 61.4 80.4
Old : 49.6 87.1 72.5 97.6 46.1 80.0 61.4 80.4
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, March 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 : 31,968: 22,456 28,975 4,722 0 1,978 230 0 850 1,358 50 100: 274 15
Old : 31,968: 22,456 28,975 4,722 0 1,978 230 0 850 1,358 50 100: 274 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,102: -1,400 -1,822 255 0 -215 -790 -25 90 -25 -125 0: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 90.6 14.8 0.0 6.2 0.7 0.0 2.7 4.2 0.2 0.3: 0.9 0.0
Old : 100.0: 70.2 90.6 14.8 0.0 6.2 0.7 0.0 2.7 4.2 0.2 0.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 9 . 0 . . 0 . . . .:
Old : 27: 19 9 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 85.7 73.4 97.3 46.5 79.9 64.4 80.6
Old : 51.1 85.7 73.4 97.3 46.5 79.9 64.4 80.6
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, March 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 : 31,740: 10,745 22,443 14,060 0 1,405 1,885 0 0 0 4,325 0: 3,645 3,567
Old : 31,740: 10,745 22,443 14,060 0 1,405 1,885 0 0 0 4,325 0: 3,645 3,567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,246: -516 -683 -880 -100 -130 805 0 -25 0 200 0: -500 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 70.7 44.3 0.0 4.4 5.9 0.0 0.0 0.0 13.6 0.0: 11.5 11.2
Old : 100.0: 33.9 70.7 44.3 0.0 4.4 5.9 0.0 0.0 0.0 13.6 0.0: 11.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 15 . 0 . . 0 0 0 . 0:
Old : 24: 12 15 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 42.0 79.3 70.1 60.4 39.2 70.8 60.2
Old : 63.1 42.0 79.3 70.1 60.4 39.2 70.8 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 29,896: 9,786 20,429 13,240 60 1,745 1,885 0 0 0 4,325 0: 3,240 3,337
Old : 29,896: 9,786 20,429 13,240 60 1,745 1,885 0 0 0 4,325 0: 3,240 3,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -941: -561 -729 -865 -110 -180 805 0 -25 0 200 0: -115 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 68.3 44.3 0.2 5.8 6.3 0.0 0.0 0.0 14.5 0.0: 10.8 11.2
Old : 100.0: 32.7 68.3 44.3 0.2 5.8 6.3 0.0 0.0 0.0 14.5 0.0: 10.8 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 14 . . . . 0 0 0 . 0:
Old : 22: 10 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 : 66.0 43.7 83.0 73.1 61.8 40.7 69.6 59.1
Old : 66.0 43.7 83.0 73.1 61.8 40.7 69.6 59.1
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, March 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 : 24,490: 18,045 5,795 450 2,725 3,355 0 9,605 50 0 520 0: 2,590 2,440
Old : 24,490: 18,045 5,795 450 2,725 3,355 0 9,605 50 0 520 0: 2,590 2,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,025: -2,035 -365 200 -555 -200 0 -565 50 0 -360 -15: -25 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 23.7 1.8 11.1 13.7 0.0 39.2 0.2 0.0 2.1 0.0: 10.6 10.0
Old : 100.0: 73.7 23.7 1.8 11.1 13.7 0.0 39.2 0.2 0.0 2.1 0.0: 10.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 . . . 0 . . 0 . 0:
Old : 27: 17 9 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 74.2 71.3 85.2 43.7 62.8 60.5 71.7
Old : 49.5 74.2 71.3 85.2 43.7 62.8 60.5 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 24,650: 17,940 5,855 450 2,760 3,855 0 9,405 50 0 520 0: 2,355 2,205
Old : 24,650: 17,940 5,855 450 2,760 3,855 0 9,405 50 0 520 0: 2,355 2,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -2,025: -1,935 -400 200 -745 -200 0 -590 50 0 -10 -15: -125 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 23.8 1.8 11.2 15.6 0.0 38.2 0.2 0.0 2.1 0.0: 9.6 8.9
Old : 100.0: 72.8 23.8 1.8 11.2 15.6 0.0 38.2 0.2 0.0 2.1 0.0: 9.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . . . 0 . . 0 . 0:
Old : 27: 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 75.7 72.8 86.9 44.1 62.3 59.1 70.1
Old : 52.6 75.7 72.8 86.9 44.1 62.3 59.1 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 36,040: 14,525 30,365 17,610 0 495 0 225 100 0 1,545 0: 3,310 3,310
Old : 36,040: 14,525 30,365 17,610 0 495 0 225 100 0 1,545 0: 3,310 3,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -570: -550 -850 1,405 0 -75 -400 225 -225 0 1,065 -75: -650 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 84.3 48.9 0.0 1.4 0.0 0.6 0.3 0.0 4.3 0.0: 9.2 9.2
Old : 100.0: 40.3 84.3 48.9 0.0 1.4 0.0 0.6 0.3 0.0 4.3 0.0: 9.2 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 : 24: 13 9 . 0 . 0 . . 0 . 0:
Old : 24: 13 9 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 85.1 85.4 89.0 68.9 84.0 83.9 86.9
Old : 69.8 85.1 85.4 89.0 68.9 84.0 83.9 86.9
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, March 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 : 33,785: 12,975 28,945 17,540 0 345 150 175 0 0 1,545 0: 2,775 2,775
Old : 33,785: 12,975 28,945 17,540 0 345 150 175 0 0 1,545 0: 2,775 2,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -645: -450 -1,225 930 0 -150 -475 175 -175 0 1,040 -75: -250 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 85.7 51.9 0.0 1.0 0.4 0.5 0.0 0.0 4.6 0.0: 8.2 8.2
Old : 100.0: 38.4 85.7 51.9 0.0 1.0 0.4 0.5 0.0 0.0 4.6 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . 0 . . . 0 0 . 0:
Old : 24: 13 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 : 71.3 85.7 86.6 90.9 70.3 85.4 85.5 89.6
Old : 71.3 85.7 86.6 90.9 70.3 85.4 85.5 89.6
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, March 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 : 16,330: 13,510 6,680 0 2,795 1,430 0 4,165 0 0 0 0: 1,390 1,260
Old : 16,330: 13,510 6,680 0 2,795 1,430 0 4,165 0 0 0 0: 1,390 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,880: -1,030 -810 0 300 -325 0 -575 0 0 -155 -25: -500 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 40.9 0.0 17.1 8.8 0.0 25.5 0.0 0.0 0.0 0.0: 8.5 7.7
Old : 100.0: 82.7 40.9 0.0 17.1 8.8 0.0 25.5 0.0 0.0 0.0 0.0: 8.5 7.7
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 : 20: 14 8 0 . . 0 . 0 0 0 0:
Old : 20: 14 8 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 : 69.4 72.0 82.8 89.2 62.0 58.3 69.2 69.1
Old : 69.4 72.0 82.8 89.2 62.0 58.3 69.2 69.1
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, March 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 : 22,495: 17,845 10,290 0 9,930 635 420 0 400 1,200 0 105: 1,890 1,135
Old : 22,495: 17,845 10,290 0 9,930 635 420 0 400 1,200 0 105: 1,890 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 420: 935 -280 0 2,880 -530 395 -405 225 875 0 0: -1,480 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 45.7 0.0 44.1 2.8 1.9 0.0 1.8 5.3 0.0 0.5: 8.4 5.0
Old : 100.0: 79.3 45.7 0.0 44.1 2.8 1.9 0.0 1.8 5.3 0.0 0.5: 8.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . . 0 . . 0 .:
Old : 23: 13 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 : 58.5 71.2 74.8 89.7 50.0 66.0 65.7 77.9
Old : 58.5 71.2 74.8 89.7 50.0 66.0 65.7 77.9
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, March 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 : 20,460: 15,495 8,565 0 9,575 600 420 0 400 1,230 0 75: 2,240 1,245
Old : 20,460: 15,495 8,565 0 9,575 600 420 0 400 1,230 0 75: 2,240 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 375: 635 -415 0 2,795 -690 420 -455 275 890 0 0: -1,155 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 41.9 0.0 46.8 2.9 2.1 0.0 2.0 6.0 0.0 0.4: 10.9 6.1
Old : 100.0: 75.7 41.9 0.0 46.8 2.9 2.1 0.0 2.0 6.0 0.0 0.4: 10.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . . 0 . . 0 .:
Old : 23: 13 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 : 54.6 74.0 72.3 88.4 47.4 67.1 63.5 76.3
Old : 54.6 74.0 72.3 88.4 47.4 67.1 63.5 76.3
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, March 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 : 38,380: 25,720 11,080 0 23,895 0 8,330 0 440 2,160 1,250 0: 1,730 1,715
Old : 38,380: 25,720 11,080 0 23,895 0 8,330 0 440 2,160 1,250 0: 1,730 1,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -4,070: -2,110 -60 0 -3,800 0 -1,595 -350 100 -50 450 -450: 35 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 28.9 0.0 62.3 0.0 21.7 0.0 1.1 5.6 3.3 0.0: 4.5 4.5
Old : 100.0: 67.0 28.9 0.0 62.3 0.0 21.7 0.0 1.1 5.6 3.3 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 : 24: 15 8 0 . 0 . 0 . . . 0:
Old : 24: 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 : 62.5 78.6 82.7 92.3 61.3 78.0 81.5 89.1
Old : 62.5 78.6 82.7 92.3 61.3 78.0 81.5 89.1
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, March 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 : 33,675: 22,225 13,155 0 16,995 285 7,100 0 20 2,060 1,250 0: 1,985 1,970
Old : 33,675: 22,225 13,155 0 16,995 285 7,100 0 20 2,060 1,250 0: 1,985 1,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -3,625: -1,920 -115 0 -3,150 0 -1,190 -350 -55 -50 450 -450: 40 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 39.1 0.0 50.5 0.8 21.1 0.0 0.1 6.1 3.7 0.0: 5.9 5.9
Old : 100.0: 66.0 39.1 0.0 50.5 0.8 21.1 0.0 0.1 6.1 3.7 0.0: 5.9 5.9
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 : 23: 14 8 0 . . . 0 . . . 0:
Old : 23: 14 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 : 58.6 75.2 80.8 90.3 57.8 73.6 80.0 86.4
Old : 58.6 75.2 80.8 90.3 57.8 73.6 80.0 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 93,530: 40,470 81,305 31,065 0 225 10,475 0 2,290 1,770 2,460 0: 7,235 7,250
Old : 93,530: 40,470 81,305 31,065 0 225 10,475 0 2,290 1,770 2,460 0: 7,235 7,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -6,440: -2,575 -5,825 -3,585 0 125 355 0 -105 -35 0 -340: -280 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 86.9 33.2 0.0 0.2 11.2 0.0 2.4 1.9 2.6 0.0: 7.7 7.8
Old : 100.0: 43.3 86.9 33.2 0.0 0.2 11.2 0.0 2.4 1.9 2.6 0.0: 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 : 41: 14 26 . 0 . . 0 . . . 0:
Old : 41: 14 26 . 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 : 65.4 59.1 78.3 72.4 62.6 58.1 74.5 70.4
Old : 65.4 59.1 78.3 72.4 62.6 58.1 74.5 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 86,445: 41,170 72,690 22,070 0 420 10,085 0 1,940 1,740 2,360 0: 9,020 9,035
Old : 86,445: 41,170 72,690 22,070 0 420 10,085 0 1,940 1,740 2,360 0: 9,020 9,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -5,615: -2,220 -5,260 -3,105 0 125 -225 0 150 275 0 -300: -315 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 84.1 25.5 0.0 0.5 11.7 0.0 2.2 2.0 2.7 0.0: 10.4 10.5
Old : 100.0: 47.6 84.1 25.5 0.0 0.5 11.7 0.0 2.2 2.0 2.7 0.0: 10.4 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: 13 24 . 0 . . 0 . . . 0:
Old : 39: 13 24 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 51.8 80.7 66.4 61.1 51.8 75.7 65.9
Old : 63.6 51.8 80.7 66.4 61.1 51.8 75.7 65.9
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, March 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 : 19,560: 15,120 6,610 0 5,715 1,725 0 3,650 0 675 0 0: 2,040 1,860
Old : 19,560: 15,120 6,610 0 5,715 1,725 0 3,650 0 675 0 0: 2,040 1,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -985: -840 -320 -100 -595 180 0 50 -100 75 0 -75: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 33.8 0.0 29.2 8.8 0.0 18.7 0.0 3.5 0.0 0.0: 10.4 9.5
Old : 100.0: 77.3 33.8 0.0 29.2 8.8 0.0 18.7 0.0 3.5 0.0 0.0: 10.4 9.5
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 . 0 . 0 0:
Old : 24: 13 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 : 56.3 56.7 73.3 80.6 51.6 47.9 65.9 69.1
Old : 56.3 56.7 73.3 80.6 51.6 47.9 65.9 69.1
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, March 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 : 46,920: 33,035 30,040 0 1,295 5,690 0 1,100 750 0 600 0: 7,445 7,445
Old : 46,920: 33,035 30,040 0 1,295 5,690 0 1,100 750 0 600 0: 7,445 7,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -795: -95 -295 0 125 -150 0 -25 -75 0 100 -100: -375 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 64.0 0.0 2.8 12.1 0.0 2.3 1.6 0.0 1.3 0.0: 15.9 15.9
Old : 100.0: 70.4 64.0 0.0 2.8 12.1 0.0 2.3 1.6 0.0 1.3 0.0: 15.9 15.9
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 : 28: 16 19 0 . . 0 . . 0 . 0:
Old : 28: 16 19 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 40.2 75.4 57.3 50.1 31.0 52.5 42.3
Old : 59.7 40.2 75.4 57.3 50.1 31.0 52.5 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 33,340: 18,465 18,535 190 920 3,880 1,700 0 0 0 600 0: 9,105 9,405
Old : 33,340: 18,465 18,535 190 920 3,880 1,700 0 0 0 600 0: 9,105 9,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 1,520: 1,760 1,375 -35 -45 30 25 0 -25 0 0 0: -235 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 55.6 0.6 2.8 11.6 5.1 0.0 0.0 0.0 1.8 0.0: 27.3 28.2
Old : 100.0: 55.4 55.6 0.6 2.8 11.6 5.1 0.0 0.0 0.0 1.8 0.0: 27.3 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 17 . . . . 0 0 0 . 0:
Old : 25: 13 17 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 32.9 64.1 50.6 42.7 22.6 45.1 34.7
Old : 49.6 32.9 64.1 50.6 42.7 22.6 45.1 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2018