COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 57,751: 21,940 27,907 4,637 3,473 2,516 5,246 11,351 1,339 13,587 3,052 7,374: 1,112 739
Old : 57,751: 21,940 27,907 4,637 3,473 2,516 5,246 11,351 1,339 13,587 3,052 7,374: 1,112 739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -468: 929 585 -5 293 -357 -938 -101 124 -153 -919 -73: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 48.3 8.0 6.0 4.4 9.1 19.7 2.3 23.5 5.3 12.8: 1.9 1.3
Old : 100.0: 38.0 48.3 8.0 6.0 4.4 9.1 19.7 2.3 23.5 5.3 12.8: 1.9 1.3
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 : 52: 15 13 . 4 4 . 6 6 12 9 15:
Old : 52: 15 13 . 4 4 . 6 6 12 9 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 : 40.3 51.4 67.5 66.9 33.0 33.9 50.2 44.6
Old : 40.3 51.4 67.5 66.9 33.0 33.9 50.2 44.6
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,301: 1,340 5,201 717 1,652 0 880 704 240 4,530 16 210: 384 278
Old : 8,301: 1,340 5,201 717 1,652 0 880 704 240 4,530 16 210: 384 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 35: -60 90 25 0 0 -75 0 0 170 0 -55: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 62.7 8.6 19.9 0.0 10.6 8.5 2.9 54.6 0.2 2.5: 4.6 3.3
Old : 100.0: 16.1 62.7 8.6 19.9 0.0 10.6 8.5 2.9 54.6 0.2 2.5: 4.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 5 7 . . 0 . . . 9 . .:
Old : 26: 5 7 . . 0 . . . 9 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 59.1 73.4 87.5 51.7 58.0 68.3 78.4
Old : 52.9 59.1 73.4 87.5 51.7 58.0 68.3 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 1,792: 393 1,008 396 5 63 328 143 175 72 34 361: 4 4
Old : 1,792: 393 1,008 396 5 63 328 143 175 72 34 361: 4 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 135: 60 83 38 -4 -3 41 8 17 -48 4 29: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 56.2 22.1 0.3 3.5 18.3 8.0 9.8 4.0 1.9 20.1: 0.2 0.2
Old : 100.0: 21.9 56.2 22.1 0.3 3.5 18.3 8.0 9.8 4.0 1.9 20.1: 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 : 28: 7 8 . . . . . 5 5 4 4:
Old : 28: 7 8 . . . . . 5 5 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 : 62.2 56.7 83.2 79.7 40.9 39.2 46.6 45.3
Old : 62.2 56.7 83.2 79.7 40.9 39.2 46.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 110,175: 60,686 69,253 3,395 8,704 15,128 12,859 152 2,885 6,268 5,220 8,287: 666 546
Old : 110,175: 60,686 69,253 3,395 8,704 15,128 12,859 152 2,885 6,268 5,220 8,287: 666 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 361: -197 -261 18 26 -74 -27 -4 178 143 177 321: -1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 62.9 3.1 7.9 13.7 11.7 0.1 2.6 5.7 4.7 7.5: 0.6 0.5
Old : 100.0: 55.1 62.9 3.1 7.9 13.7 11.7 0.1 2.6 5.7 4.7 7.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 35 . . 4 5 . 5 7 5 12:
Old : 61: 35 35 . . 4 5 . 5 7 5 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 34.0 59.1 54.1 24.4 20.6 34.0 30.9
Old : 39.1 34.0 59.1 54.1 24.4 20.6 34.0 30.9
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 30,969: 24,041 26,447 2,611 805 2,667 400 250 0 625 175 625: 0 0
Old : 30,969: 24,041 26,447 2,611 805 2,667 400 250 0 625 175 625: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 58: -157 -85 -3 -50 118 0 0 0 25 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 85.4 8.4 2.6 8.6 1.3 0.8 0.0 2.0 0.6 2.0: 0.0 0.0
Old : 100.0: 77.6 85.4 8.4 2.6 8.6 1.3 0.8 0.0 2.0 0.6 2.0: 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 : 37: 24 17 . . . . . 0 4 . 5:
Old : 37: 24 17 . . . . . 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 53.2 74.2 84.6 37.0 48.8 49.1 56.1
Old : 49.3 53.2 74.2 84.6 37.0 48.8 49.1 56.1
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 22,044: 19,230 15,882 0 3,632 1,665 0 0 0 650 150 475: 24 240
Old : 22,044: 19,230 15,882 0 3,632 1,665 0 0 0 650 150 475: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 590: -10 815 0 -625 400 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 72.0 0.0 16.5 7.6 0.0 0.0 0.0 2.9 0.7 2.2: 0.1 1.1
Old : 100.0: 87.2 72.0 0.0 16.5 7.6 0.0 0.0 0.0 2.9 0.7 2.2: 0.1 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 : 26: 17 13 0 . . 0 0 0 . . .:
Old : 26: 17 13 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 55.0 80.3 84.9 56.0 41.8 63.7 62.6
Old : 62.6 55.0 80.3 84.9 56.0 41.8 63.7 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 171,276: 134,461 112,649 17,860 17,102 5,960 6,655 16,138 3,481 2,545 15,668 268: 46 10
Old : 171,276: 134,461 112,649 17,860 17,102 5,960 6,655 16,138 3,481 2,545 15,668 268: 46 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -443: -36 1,834 27 -63 -229 -35 -1,380 0 -135 -560 -45: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 65.8 10.4 10.0 3.5 3.9 9.4 2.0 1.5 9.1 0.2: 0.0 0.0
Old : 100.0: 78.5 65.8 10.4 10.0 3.5 3.9 9.4 2.0 1.5 9.1 0.2: 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 : 59: 35 35 . . . . 4 . 4 . .:
Old : 59: 35 35 . . . . 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 : 36.5 43.5 57.9 71.3 32.3 36.4 48.4 54.4
Old : 36.5 43.5 57.9 71.3 32.3 36.4 48.4 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 55,528: 43,307 34,148 8,180 11,871 1,406 613 5,800 675 1,075 1,373 250: 22 5
Old : 55,528: 43,307 34,148 8,180 11,871 1,406 613 5,800 675 1,075 1,373 250: 22 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -112: 259 -632 -575 152 -81 36 25 0 350 525 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 61.5 14.7 21.4 2.5 1.1 10.4 1.2 1.9 2.5 0.5: 0.0 0.0
Old : 100.0: 78.0 61.5 14.7 21.4 2.5 1.1 10.4 1.2 1.9 2.5 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 21 . . . . 4 . 5 4 .:
Old : 39: 18 21 . . . . 4 . 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 : 77.3 71.9 87.7 85.2 73.7 65.8 79.3 75.4
Old : 77.3 71.9 87.7 85.2 73.7 65.8 79.3 75.4
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 56,436: 43,920 39,490 1,317 2,520 10,061 200 3,300 300 150 25 360: 128 380
Old : 56,436: 43,920 39,490 1,317 2,520 10,061 200 3,300 300 150 25 360: 128 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 175: -90 -190 -60 0 300 0 0 0 0 0 0: 25 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 70.0 2.3 4.5 17.8 0.4 5.8 0.5 0.3 0.0 0.6: 0.2 0.7
Old : 100.0: 77.8 70.0 2.3 4.5 17.8 0.4 5.8 0.5 0.3 0.0 0.6: 0.2 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 : 37: 27 24 . . . . . . . . .:
Old : 37: 27 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 45.6 73.5 71.5 25.3 29.2 36.6 44.6
Old : 49.2 45.6 73.5 71.5 25.3 29.2 36.6 44.6
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 57,959: 49,300 37,355 2,060 14,688 4,416 0 465 210 1,565 550 45: 363 230
Old : 57,959: 49,300 37,355 2,060 14,688 4,416 0 465 210 1,565 550 45: 363 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -200: -485 -615 0 100 270 0 -120 60 -50 100 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 64.5 3.6 25.3 7.6 0.0 0.8 0.4 2.7 0.9 0.1: 0.6 0.4
Old : 100.0: 85.1 64.5 3.6 25.3 7.6 0.0 0.8 0.4 2.7 0.9 0.1: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 22 . . . 0 . . . 4 .:
Old : 41: 26 22 . . . 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 : 41.2 54.0 66.4 78.9 39.2 45.8 52.6 61.2
Old : 41.2 54.0 66.4 78.9 39.2 45.8 52.6 61.2
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,526: 40,996 27,497 19,360 16,515 2,955 0 0 0 1,070 17,400 0: 145 159
Old : 64,526: 40,996 27,497 19,360 16,515 2,955 0 0 0 1,070 17,400 0: 145 159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,135: 1,125 1,135 -15 0 0 0 0 0 295 0 0: -270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 42.6 30.0 25.6 4.6 0.0 0.0 0.0 1.7 27.0 0.0: 0.2 0.2
Old : 100.0: 63.5 42.6 30.0 25.6 4.6 0.0 0.0 0.0 1.7 27.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 24 . . . 0 0 0 . . 0:
Old : 39: 25 24 . . . 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 : 46.0 73.2 66.9 84.9 43.4 66.7 60.4 75.5
Old : 46.0 73.2 66.9 84.9 43.4 66.7 60.4 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 85,515: 55,889 36,203 26,215 22,845 1,785 0 0 0 1,520 24,400 0: 106 282
Old : 85,515: 55,889 36,203 26,215 22,845 1,785 0 0 0 1,520 24,400 0: 106 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 890: 880 883 -15 0 0 0 0 0 265 0 0: -240 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 42.3 30.7 26.7 2.1 0.0 0.0 0.0 1.8 28.5 0.0: 0.1 0.3
Old : 100.0: 65.4 42.3 30.7 26.7 2.1 0.0 0.0 0.0 1.8 28.5 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 22 . . . 0 0 0 . . 0:
Old : 39: 25 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 69.2 67.2 84.4 46.5 67.2 64.9 78.3
Old : 47.6 69.2 67.2 84.4 46.5 67.2 64.9 78.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,301: 22,779 26,586 4,075 0 4,875 0 800 0 400 0 0: 172 40
Old : 32,301: 22,779 26,586 4,075 0 4,875 0 800 0 400 0 0: 172 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 154: 70 214 0 0 0 0 0 0 0 0 0: 84 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 82.3 12.6 0.0 15.1 0.0 2.5 0.0 1.2 0.0 0.0: 0.5 0.1
Old : 100.0: 70.5 82.3 12.6 0.0 15.1 0.0 2.5 0.0 1.2 0.0 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 16 . 0 . 0 . 0 . 0 0:
Old : 27: 20 16 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 69.1 69.1 82.6 31.7 52.7 44.9 54.0
Old : 43.0 69.1 69.1 82.6 31.7 52.7 44.9 54.0
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 36,385: 29,385 31,797 2,670 1,455 2,470 500 420 0 1,225 0 75: 60 168
Old : 36,385: 29,385 31,797 2,670 1,455 2,470 500 420 0 1,225 0 75: 60 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -30: -355 -130 150 100 0 0 0 0 175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 87.4 7.3 4.0 6.8 1.4 1.2 0.0 3.4 0.0 0.2: 0.2 0.5
Old : 100.0: 80.8 87.4 7.3 4.0 6.8 1.4 1.2 0.0 3.4 0.0 0.2: 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 : 31: 18 19 4 . . . . 0 . 0 .:
Old : 31: 18 19 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 : 43.3 67.0 65.8 86.3 24.6 49.2 41.2 57.7
Old : 43.3 67.0 65.8 86.3 24.6 49.2 41.2 57.7
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 12,345: 11,095 9,820 300 2,075 150 0 0 0 800 300 0: 0 0
Old : 12,345: 11,095 9,820 300 2,075 150 0 0 0 800 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -220: -220 -20 0 -200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 79.5 2.4 16.8 1.2 0.0 0.0 0.0 6.5 2.4 0.0: 0.0 0.0
Old : 100.0: 89.9 79.5 2.4 16.8 1.2 0.0 0.0 0.0 6.5 2.4 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: 14 11 . . . 0 0 0 . . 0:
Old : 20: 14 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 66.0 86.6 91.9 69.6 62.3 83.0 83.8
Old : 69.6 66.0 86.6 91.9 69.6 62.3 83.0 83.8
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,936: 15,051 11,819 0 3,660 880 1,200 1,032 0 1,300 950 300: 205 295
Old : 18,936: 15,051 11,819 0 3,660 880 1,200 1,032 0 1,300 950 300: 205 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 2,090: 1,290 1,140 0 950 0 800 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 62.4 0.0 19.3 4.6 6.3 5.4 0.0 6.9 5.0 1.6: 1.1 1.6
Old : 100.0: 79.5 62.4 0.0 19.3 4.6 6.3 5.4 0.0 6.9 5.0 1.6: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 19 0 . . . . 0 . . .:
Old : 32: 17 19 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 43.0 73.3 63.5 50.9 35.6 66.4 53.5
Old : 54.1 43.0 73.3 63.5 50.9 35.6 66.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,590: 8,690 8,365 450 850 760 0 50 25 0 120 280: 385 140
Old : 10,590: 8,690 8,365 450 850 760 0 50 25 0 120 280: 385 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 500: 400 500 0 -100 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 79.0 4.2 8.0 7.2 0.0 0.5 0.2 0.0 1.1 2.6: 3.6 1.3
Old : 100.0: 82.1 79.0 4.2 8.0 7.2 0.0 0.5 0.2 0.0 1.1 2.6: 3.6 1.3
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 : 21: 8 10 . . . 0 . . 0 . .:
Old : 21: 8 10 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 68.0 89.7 90.0 69.9 63.3 77.3 75.3
Old : 72.4 68.0 89.7 90.0 69.9 63.3 77.3 75.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,267: 27,667 34,972 7,355 0 4,245 400 0 600 0 350 0: 0 100
Old : 40,267: 27,667 34,972 7,355 0 4,245 400 0 600 0 350 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 254: 254 254 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 86.9 18.3 0.0 10.5 1.0 0.0 1.5 0.0 0.9 0.0: 0.0 0.2
Old : 100.0: 68.7 86.9 18.3 0.0 10.5 1.0 0.0 1.5 0.0 0.9 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 : 32: 23 20 . 0 . . 0 . 0 . 0:
Old : 32: 23 20 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 57.7 68.8 76.5 30.3 49.1 45.1 54.7
Old : 42.0 57.7 68.8 76.5 30.3 49.1 45.1 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 47,019: 42,160 31,139 1,710 12,631 1,629 0 300 0 1,200 1,250 0: 320 70
Old : 47,019: 42,160 31,139 1,710 12,631 1,629 0 300 0 1,200 1,250 0: 320 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 879: 715 829 225 61 -61 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 66.2 3.6 26.9 3.5 0.0 0.6 0.0 2.6 2.7 0.0: 0.7 0.1
Old : 100.0: 89.7 66.2 3.6 26.9 3.5 0.0 0.6 0.0 2.6 2.7 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 24 . . . 0 . 0 . . 0:
Old : 37: 22 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 : 47.0 62.0 68.4 82.8 41.1 56.5 60.8 75.4
Old : 47.0 62.0 68.4 82.8 41.1 56.5 60.8 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,667: 39,665 38,537 8,407 11,025 620 325 0 0 1,250 0 300: 100 185
Old : 50,667: 39,665 38,537 8,407 11,025 620 325 0 0 1,250 0 300: 100 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 720: 610 555 0 0 0 100 0 0 0 0 0: 10 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 76.1 16.6 21.8 1.2 0.6 0.0 0.0 2.5 0.0 0.6: 0.2 0.4
Old : 100.0: 78.3 76.1 16.6 21.8 1.2 0.6 0.0 0.0 2.5 0.0 0.6: 0.2 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 : 29: 19 12 . . . . 0 0 . 0 .:
Old : 29: 19 12 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 93.6 71.8 98.1 39.4 91.6 68.2 92.1
Old : 43.0 93.6 71.8 98.1 39.4 91.6 68.2 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,383: 42,820 39,938 9,733 12,790 2,295 325 0 0 1,880 2,000 175: 155 185
Old : 57,383: 42,820 39,938 9,733 12,790 2,295 325 0 0 1,880 2,000 175: 155 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,145: 1,045 980 0 0 0 100 0 0 0 0 0: 0 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 69.6 17.0 22.3 4.0 0.6 0.0 0.0 3.3 3.5 0.3: 0.3 0.3
Old : 100.0: 74.6 69.6 17.0 22.3 4.0 0.6 0.0 0.0 3.3 3.5 0.3: 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 : 30: 20 11 . . . . 0 0 . . .:
Old : 30: 20 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 90.9 68.1 97.8 38.3 88.7 65.3 91.9
Old : 40.8 90.9 68.1 97.8 38.3 88.7 65.3 91.9
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 71,276: 67,629 61,482 897 6,805 1,703 0 0 0 155 152 829: 63 305
Old : 71,276: 67,629 61,482 897 6,805 1,703 0 0 0 155 152 829: 63 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,136: 746 1,956 0 485 -420 0 0 0 0 -1,695 810: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 86.3 1.3 9.5 2.4 0.0 0.0 0.0 0.2 0.2 1.2: 0.1 0.4
Old : 100.0: 94.9 86.3 1.3 9.5 2.4 0.0 0.0 0.0 0.2 0.2 1.2: 0.1 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 : 41: 26 25 . 4 . 0 0 0 . . .:
Old : 41: 26 25 . 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 : 52.7 59.7 78.0 81.5 52.7 54.5 74.5 74.7
Old : 52.7 59.7 78.0 81.5 52.7 54.5 74.5 74.7
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 93,485: 79,541 78,678 2,341 6,420 3,591 3,430 353 74 2,476 2,179 1,911: 121 279
Old : 93,485: 79,541 78,678 2,341 6,420 3,591 3,430 353 74 2,476 2,179 1,911: 121 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,172: 690 1,122 -925 260 852 0 0 0 190 -1,422 360: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 84.2 2.5 6.9 3.8 3.7 0.4 0.1 2.6 2.3 2.0: 0.1 0.3
Old : 100.0: 85.1 84.2 2.5 6.9 3.8 3.7 0.4 0.1 2.6 2.3 2.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 28 31 . . . . 4 . 4 4 5:
Old : 56: 28 31 . . . . 4 . 4 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 : 44.0 56.3 67.7 75.1 43.9 51.6 61.3 64.3
Old : 44.0 56.3 67.7 75.1 43.9 51.6 61.3 64.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 31,122: 24,227 30,795 6,241 0 327 0 0 0 275 0 0: 52 0
Old : 31,122: 24,227 30,795 6,241 0 327 0 0 0 275 0 0: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 750: 450 750 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 98.9 20.1 0.0 1.1 0.0 0.0 0.0 0.9 0.0 0.0: 0.2 0.0
Old : 100.0: 77.8 98.9 20.1 0.0 1.1 0.0 0.0 0.0 0.9 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . 0 . 0 0 0 . 0 0:
Old : 21: 12 11 . 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 : 78.2 85.9 97.4 96.9 76.2 78.6 80.1 81.4
Old : 78.2 85.9 97.4 96.9 76.2 78.6 80.1 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 41,481: 33,250 30,132 3,535 2,745 3,270 0 4,730 120 843 25 214: 249 245
Old : 41,481: 33,250 30,132 3,535 2,745 3,270 0 4,730 120 843 25 214: 249 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 75: 290 -280 -270 0 130 0 80 120 -100 0 25: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 72.6 8.5 6.6 7.9 0.0 11.4 0.3 2.0 0.1 0.5: 0.6 0.6
Old : 100.0: 80.2 72.6 8.5 6.6 7.9 0.0 11.4 0.3 2.0 0.1 0.5: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 16 . . . 0 . . . . .:
Old : 31: 20 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 75.5 75.6 90.4 54.9 67.2 69.0 79.7
Old : 55.2 75.5 75.6 90.4 54.9 67.2 69.0 79.7
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 41,747: 25,736 32,104 6,528 2,080 3,858 1,550 150 1,800 1,770 1,400 50: 455 305
Old : 41,747: 25,736 32,104 6,528 2,080 3,858 1,550 150 1,800 1,770 1,400 50: 455 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -265: 5 -415 -270 0 0 0 150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 76.9 15.6 5.0 9.2 3.7 0.4 4.3 4.2 3.4 0.1: 1.1 0.7
Old : 100.0: 61.6 76.9 15.6 5.0 9.2 3.7 0.4 4.3 4.2 3.4 0.1: 1.1 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: 20 18 . . . . . . . . .:
Old : 30: 20 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 62.0 68.1 80.6 32.7 49.5 47.8 62.0
Old : 44.9 62.0 68.1 80.6 32.7 49.5 47.8 62.0
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 38,050: 19,612 33,993 18,038 1,567 40 0 1,490 275 0 530 15: 70 140
Old : 38,050: 19,612 33,993 18,038 1,567 40 0 1,490 275 0 530 15: 70 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,424: 1,064 1,344 360 0 0 0 0 0 0 200 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 89.3 47.4 4.1 0.1 0.0 3.9 0.7 0.0 1.4 0.0: 0.2 0.4
Old : 100.0: 51.5 89.3 47.4 4.1 0.1 0.0 3.9 0.7 0.0 1.4 0.0: 0.2 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 : 31: 16 14 5 . . 0 . . 0 . .:
Old : 31: 16 14 5 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 70.2 85.7 85.4 64.0 69.2 81.4 83.7
Old : 64.1 70.2 85.7 85.4 64.0 69.2 81.4 83.7
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 34,120: 16,310 30,415 16,990 1,088 242 0 2,200 140 350 0 0: 88 35
Old : 34,120: 16,310 30,415 16,990 1,088 242 0 2,200 140 350 0 0: 88 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 2,112: 900 2,400 1,200 -300 12 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 89.1 49.8 3.2 0.7 0.0 6.4 0.4 1.0 0.0 0.0: 0.3 0.1
Old : 100.0: 47.8 89.1 49.8 3.2 0.7 0.0 6.4 0.4 1.0 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 11 . . . 0 . . . 0 0:
Old : 29: 14 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 : 73.4 75.4 90.3 87.7 72.8 75.4 88.4 85.6
Old : 73.4 75.4 90.3 87.7 72.8 75.4 88.4 85.6
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,913: 19,247 22,698 2,697 182 2,093 75 680 15 1,228 0 184: 374 61
Old : 25,913: 19,247 22,698 2,697 182 2,093 75 680 15 1,228 0 184: 374 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 621: 1,142 227 -580 0 349 0 0 0 5 0 35: -330 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 87.6 10.4 0.7 8.1 0.3 2.6 0.1 4.7 0.0 0.7: 1.4 0.2
Old : 100.0: 74.3 87.6 10.4 0.7 8.1 0.3 2.6 0.1 4.7 0.0 0.7: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 17 . . 4 . . . 4 0 .:
Old : 35: 19 17 . . 4 . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 59.3 68.2 76.3 43.7 58.0 57.5 70.1
Old : 51.2 59.3 68.2 76.3 43.7 58.0 57.5 70.1
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,271: 19,137 18,955 904 2,457 393 685 0 300 736 25 1: 115 140
Old : 22,271: 19,137 18,955 904 2,457 393 685 0 300 736 25 1: 115 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,595: 1,010 920 0 705 -30 605 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 85.1 4.1 11.0 1.8 3.1 0.0 1.3 3.3 0.1 0.0: 0.5 0.6
Old : 100.0: 85.9 85.1 4.1 11.0 1.8 3.1 0.0 1.3 3.3 0.1 0.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . . 0 . . . .:
Old : 28: 13 14 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 66.7 86.4 86.2 71.6 66.7 83.3 83.6
Old : 71.8 66.7 86.4 86.2 71.6 66.7 83.3 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 48,350: 41,599 27,512 2,797 9,872 1,754 1,200 8,637 248 275 82 225: 252 20
Old : 48,350: 41,599 27,512 2,797 9,872 1,754 1,200 8,637 248 275 82 225: 252 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 65: -46 186 445 175 -295 0 34 -4 -110 -105 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 56.9 5.8 20.4 3.6 2.5 17.9 0.5 0.6 0.2 0.5: 0.5 0.0
Old : 100.0: 86.0 56.9 5.8 20.4 3.6 2.5 17.9 0.5 0.6 0.2 0.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 22 . . . . . . 4 . .:
Old : 42: 25 22 . . . . . . 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 : 54.3 52.8 69.9 69.6 50.3 47.6 60.4 59.4
Old : 54.3 52.8 69.9 69.6 50.3 47.6 60.4 59.4
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 34,244: 27,115 18,105 4,799 12,015 840 1,200 2,930 0 35 350 0: 255 4
Old : 34,244: 27,115 18,105 4,799 12,015 840 1,200 2,930 0 35 350 0: 255 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,837: 748 -962 855 1,995 234 0 570 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 52.9 14.0 35.1 2.5 3.5 8.6 0.0 0.1 1.0 0.0: 0.7 0.0
Old : 100.0: 79.2 52.9 14.0 35.1 2.5 3.5 8.6 0.0 0.1 1.0 0.0: 0.7 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 : 37: 25 18 . . . . . 0 . . 0:
Old : 37: 25 18 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 61.4 68.1 82.0 42.4 59.1 60.3 71.1
Old : 48.5 61.4 68.1 82.0 42.4 59.1 60.3 71.1
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,711: 12,367 13,436 4,995 0 3,675 0 3,850 650 0 100 0: 24 0
Old : 21,711: 12,367 13,436 4,995 0 3,675 0 3,850 650 0 100 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 365: -175 275 450 0 90 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 61.9 23.0 0.0 16.9 0.0 17.7 3.0 0.0 0.5 0.0: 0.1 0.0
Old : 100.0: 57.0 61.9 23.0 0.0 16.9 0.0 17.7 3.0 0.0 0.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 14 . 0 . 0 . . 0 . 0:
Old : 23: 14 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 : 70.6 63.7 90.3 85.2 54.6 51.0 64.9 60.7
Old : 70.6 63.7 90.3 85.2 54.6 51.0 64.9 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 12,375: 9,694 6,200 1,155 4,550 1,525 0 0 0 0 100 0: 1 0
Old : 12,375: 9,694 6,200 1,155 4,550 1,525 0 0 0 0 100 0: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 50.1 9.3 36.8 12.3 0.0 0.0 0.0 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 78.3 50.1 9.3 36.8 12.3 0.0 0.0 0.0 0.0 0.8 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 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 80.6 95.3 94.7 72.3 66.1 76.1 74.3
Old : 81.3 80.6 95.3 94.7 72.3 66.1 76.1 74.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,690: 8,695 16,025 5,800 0 645 405 0 0 705 0 0: 440 20
Old : 16,690: 8,695 16,025 5,800 0 645 405 0 0 705 0 0: 440 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 5: 200 -50 -250 0 55 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 96.0 34.8 0.0 3.9 2.4 0.0 0.0 4.2 0.0 0.0: 2.6 0.1
Old : 100.0: 52.1 96.0 34.8 0.0 3.9 2.4 0.0 0.0 4.2 0.0 0.0: 2.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 . 0 . . 0 0 . 0 0:
Old : 24: 15 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 89.5 77.1 97.4 56.5 86.3 69.6 86.3
Old : 64.0 89.5 77.1 97.4 56.5 86.3 69.6 86.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,020: 9,420 16,315 6,075 0 630 305 0 55 235 0 0: 300 20
Old : 17,020: 9,420 16,315 6,075 0 630 305 0 55 235 0 0: 300 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -15: 200 -50 -250 0 35 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 95.9 35.7 0.0 3.7 1.8 0.0 0.3 1.4 0.0 0.0: 1.8 0.1
Old : 100.0: 55.3 95.9 35.7 0.0 3.7 1.8 0.0 0.3 1.4 0.0 0.0: 1.8 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 : 27: 17 10 . 0 . . 0 . . 0 0:
Old : 27: 17 10 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 87.8 78.2 96.4 56.5 82.8 69.3 83.6
Old : 63.7 87.8 78.2 96.4 56.5 82.8 69.3 83.6
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 734,203: 454,462 352,565 6,101 48,306 155,282 168 72,815 17,333 12,891 0 87,882: 83 20
Old : 734,203: 454,462 352,565 6,101 48,306 155,282 168 72,815 17,333 12,891 0 87,882: 83 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 11,825: 4,893 5,596 1 6,162 -6,273 168 -4,845 1,585 1,750 -37 9,702: 0 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 48.0 0.8 6.6 21.1 0.0 9.9 2.4 1.8 0.0 12.0: 0.0 0.0
Old : 100.0: 61.9 48.0 0.8 6.6 21.1 0.0 9.9 2.4 1.8 0.0 12.0: 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 : 27: 16 16 . . . . . . 5 0 4:
Old : 27: 16 16 . . . . . . 5 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 : 65.1 52.7 85.5 81.7 20.1 18.8 22.4 21.8
Old : 65.1 52.7 85.5 81.7 20.1 18.8 22.4 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,005: 6,385 4,530 2,535 4,420 1,055 0 0 0 25 0 0: 5 0
Old : 10,005: 6,385 4,530 2,535 4,420 1,055 0 0 0 25 0 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 145: 270 0 -195 0 145 0 0 0 0 0 0: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 45.3 25.3 44.2 10.5 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 63.8 45.3 25.3 44.2 10.5 0.0 0.0 0.0 0.2 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 : 22: 11 10 . . . 0 0 0 . 0 0:
Old : 22: 11 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 : 67.2 74.7 86.3 92.7 59.4 65.5 74.1 75.5
Old : 67.2 74.7 86.3 92.7 59.4 65.5 74.1 75.5
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,065: 8,517 17,195 13,745 6,365 1,225 625 25 50 335 100 0: 568 105
Old : 25,065: 8,517 17,195 13,745 6,365 1,225 625 25 50 335 100 0: 568 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 545: 875 320 -525 -25 170 0 0 0 25 0 0: 0 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 68.6 54.8 25.4 4.9 2.5 0.1 0.2 1.3 0.4 0.0: 2.3 0.4
Old : 100.0: 34.0 68.6 54.8 25.4 4.9 2.5 0.1 0.2 1.3 0.4 0.0: 2.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 9 . . . . . . . . 0:
Old : 28: 16 9 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 81.8 86.2 96.4 65.7 73.3 74.2 80.0
Old : 73.0 81.8 86.2 96.4 65.7 73.3 74.2 80.0
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,460: 7,682 15,775 12,200 5,165 2,240 625 25 50 335 100 0: 328 105
Old : 23,460: 7,682 15,775 12,200 5,165 2,240 625 25 50 335 100 0: 328 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 475: 600 270 -325 -50 175 0 0 0 25 0 0: 0 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 67.2 52.0 22.0 9.5 2.7 0.1 0.2 1.4 0.4 0.0: 1.4 0.4
Old : 100.0: 32.7 67.2 52.0 22.0 9.5 2.7 0.1 0.2 1.4 0.4 0.0: 1.4 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 : 24: 14 7 . . . . . . . . 0:
Old : 24: 14 7 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 85.1 86.5 98.0 63.0 72.0 71.2 77.1
Old : 73.4 85.1 86.5 98.0 63.0 72.0 71.2 77.1
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,785: 8,055 8,895 1,835 810 695 0 325 0 0 0 0: 200 60
Old : 10,785: 8,055 8,895 1,835 810 695 0 325 0 0 0 0: 200 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 82.5 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0: 1.9 0.6
Old : 100.0: 74.7 82.5 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . 0 0 0 0:
Old : 23: 12 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4
Old : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,548: 18,144 13,434 1,000 6,620 2,365 450 0 0 435 100 29: 125 0
Old : 22,548: 18,144 13,434 1,000 6,620 2,365 450 0 0 435 100 29: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -227: -584 -379 -50 70 90 0 0 0 325 0 -8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 59.6 4.4 29.4 10.5 2.0 0.0 0.0 1.9 0.4 0.1: 0.6 0.0
Old : 100.0: 80.5 59.6 4.4 29.4 10.5 2.0 0.0 0.0 1.9 0.4 0.1: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 15 . . . . 0 0 . . .:
Old : 29: 12 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 : 63.2 73.2 87.5 89.3 54.0 68.2 70.1 75.1
Old : 63.2 73.2 87.5 89.3 54.0 68.2 70.1 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,687: 18,873 14,623 830 5,925 2,960 450 0 0 409 150 29: 136 0
Old : 23,687: 18,873 14,623 830 5,925 2,960 450 0 0 409 150 29: 136 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -221: -588 -383 -50 70 100 0 0 0 325 0 -8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 61.7 3.5 25.0 12.5 1.9 0.0 0.0 1.7 0.6 0.1: 0.6 0.0
Old : 100.0: 79.7 61.7 3.5 25.0 12.5 1.9 0.0 0.0 1.7 0.6 0.1: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 15 . . . . 0 0 . . .:
Old : 29: 12 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 : 59.0 73.0 87.5 89.5 50.2 61.7 63.5 68.3
Old : 59.0 73.0 87.5 89.5 50.2 61.7 63.5 68.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 111,549: 100,914 77,726 4,705 19,569 4,815 75 4,397 80 165 4,190 750: 45 22
Old : 111,549: 100,914 77,726 4,705 19,569 4,815 75 4,397 80 165 4,190 750: 45 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 970: 455 1,325 0 -1,760 615 0 0 0 -325 565 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 69.7 4.2 17.5 4.3 0.1 3.9 0.1 0.1 3.8 0.7: 0.0 0.0
Old : 100.0: 90.5 69.7 4.2 17.5 4.3 0.1 3.9 0.1 0.1 3.8 0.7: 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 : 55: 31 26 . . 5 . 4 . . 5 .:
Old : 55: 31 26 . . 5 . 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 : 50.1 58.3 66.9 82.6 50.1 51.6 65.3 71.9
Old : 50.1 58.3 66.9 82.6 50.1 51.6 65.3 71.9
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 122,456: 114,255 87,532 2,700 21,464 4,176 300 4,622 65 380 4,035 535: 45 27
Old : 122,456: 114,255 87,532 2,700 21,464 4,176 300 4,622 65 380 4,035 535: 45 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,025: 600 1,290 -25 -1,605 590 0 0 0 -325 565 185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 71.5 2.2 17.5 3.4 0.2 3.8 0.1 0.3 3.3 0.4: 0.0 0.0
Old : 100.0: 93.3 71.5 2.2 17.5 3.4 0.2 3.8 0.1 0.3 3.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 35 31 . . 4 . 4 . 5 5 .:
Old : 60: 35 31 . . 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 : 50.7 55.1 66.2 80.6 50.6 48.7 63.9 71.9
Old : 50.7 55.1 66.2 80.6 50.6 48.7 63.9 71.9
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 218,493: 146,207 137,504 6,988 16,899 13,374 26,791 8,293 8,047 8,034 25,278 8,974: 78 125
Old : 218,493: 146,207 137,504 6,988 16,899 13,374 26,791 8,293 8,047 8,034 25,278 8,974: 78 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -3,395: -6,116 -3,688 1,329 -43 -377 -1,252 278 673 1,336 -1,191 1,064: -53 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 62.9 3.2 7.7 6.1 12.3 3.8 3.7 3.7 11.6 4.1: 0.0 0.1
Old : 100.0: 66.9 62.9 3.2 7.7 6.1 12.3 3.8 3.7 3.7 11.6 4.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 44 41 4 . 4 5 8 4 11 11 15:
Old : 88: 44 41 4 . 4 5 8 4 11 11 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 : 31.6 33.6 48.7 51.0 27.4 25.7 41.6 37.2
Old : 31.6 33.6 48.7 51.0 27.4 25.7 41.6 37.2
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,809: 34,891 35,884 5,540 6,975 2,490 1,355 300 115 1,090 0 0: 328 45
Old : 45,809: 34,891 35,884 5,540 6,975 2,490 1,355 300 115 1,090 0 0: 328 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 150: 180 -790 100 1,230 -310 0 0 0 180 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 78.3 12.1 15.2 5.4 3.0 0.7 0.3 2.4 0.0 0.0: 0.7 0.1
Old : 100.0: 76.2 78.3 12.1 15.2 5.4 3.0 0.7 0.3 2.4 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 10 . . . . . . . 0 0:
Old : 30: 19 10 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 92.5 78.5 98.0 61.0 85.5 75.3 88.5
Old : 61.6 92.5 78.5 98.0 61.0 85.5 75.3 88.5
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,199: 32,331 35,329 4,565 3,525 2,895 1,080 275 130 915 0 0: 283 45
Old : 42,199: 32,331 35,329 4,565 3,525 2,895 1,080 275 130 915 0 0: 283 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 365: 395 -540 100 1,195 -310 0 0 0 180 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 83.7 10.8 8.4 6.9 2.6 0.7 0.3 2.2 0.0 0.0: 0.7 0.1
Old : 100.0: 76.6 83.7 10.8 8.4 6.9 2.6 0.7 0.3 2.2 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 10 . . . . . . . 0 0:
Old : 31: 18 10 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 92.8 79.3 98.0 61.6 84.3 75.0 88.0
Old : 62.3 92.8 79.3 98.0 61.6 84.3 75.0 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 207,125: 123,812 124,357 8,564 31,604 46,135 22,571 0 4,852 951 0 177: 63 0
Old : 207,125: 123,812 124,357 8,564 31,604 46,135 22,571 0 4,852 951 0 177: 63 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -4,382: -3,379 -1,810 -369 -1,888 -625 81 0 -41 -31 0 -18: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 60.0 4.1 15.3 22.3 10.9 0.0 2.3 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 59.8 60.0 4.1 15.3 22.3 10.9 0.0 2.3 0.5 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 . . . . 0 . . 0 .:
Old : 27: 17 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 : 54.2 71.2 87.0 90.0 28.1 35.7 36.8 38.4
Old : 54.2 71.2 87.0 90.0 28.1 35.7 36.8 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,997: 26,587 29,562 3,425 430 770 0 0 0 0 0 0: 3,215 3,235
Old : 33,997: 26,587 29,562 3,425 430 770 0 0 0 0 0 0: 3,215 3,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 170: 295 175 0 0 0 0 0 0 0 0 0: -125 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 87.0 10.1 1.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.5 9.5
Old : 100.0: 78.2 87.0 10.1 1.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.5 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 : 22: 16 15 . . . 0 0 0 0 0 0:
Old : 22: 16 15 . . . 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 : 81.6 59.0 86.9 79.2 67.8 49.5 71.7 67.9
Old : 81.6 59.0 86.9 79.2 67.8 49.5 71.7 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,055: 24,605 27,375 3,580 430 615 0 0 0 0 0 0: 3,255 3,635
Old : 32,055: 24,605 27,375 3,580 430 615 0 0 0 0 0 0: 3,255 3,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 110: 230 110 0 0 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 85.4 11.2 1.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 10.2 11.3
Old : 100.0: 76.8 85.4 11.2 1.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 10.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 16 . . . 0 0 0 0 0 0:
Old : 21: 13 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 60.3 88.1 80.3 68.4 50.3 71.9 67.3
Old : 82.9 60.3 88.1 80.3 68.4 50.3 71.9 67.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,719: 19,286 22,721 8,080 2,510 960 0 450 0 0 1,650 0: 3,393 3,428
Old : 31,719: 19,286 22,721 8,080 2,510 960 0 450 0 0 1,650 0: 3,393 3,428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 855: 670 375 300 0 0 0 0 0 0 600 0: -115 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 71.6 25.5 7.9 3.0 0.0 1.4 0.0 0.0 5.2 0.0: 10.7 10.8
Old : 100.0: 60.8 71.6 25.5 7.9 3.0 0.0 1.4 0.0 0.0 5.2 0.0: 10.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 15 . . . 0 . 0 0 . 0:
Old : 24: 11 15 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 46.2 86.5 71.2 71.7 43.2 78.7 64.9
Old : 74.1 46.2 86.5 71.2 71.7 43.2 78.7 64.9
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,010: 18,439 21,274 8,060 3,010 960 0 450 0 0 1,650 0: 2,551 2,666
Old : 30,010: 18,439 21,274 8,060 3,010 960 0 450 0 0 1,650 0: 2,551 2,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 360: 295 0 300 0 0 0 0 0 0 600 0: -235 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 70.9 26.9 10.0 3.2 0.0 1.5 0.0 0.0 5.5 0.0: 8.5 8.9
Old : 100.0: 61.4 70.9 26.9 10.0 3.2 0.0 1.5 0.0 0.0 5.5 0.0: 8.5 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 : 24: 10 16 . . . 0 . 0 0 . 0:
Old : 24: 10 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 49.2 89.8 72.0 77.0 46.0 80.6 64.8
Old : 79.6 49.2 89.8 72.0 77.0 46.0 80.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,305: 31,910 10,140 1,075 10,225 70 0 9,920 0 200 3,150 0: 4,050 3,800
Old : 37,305: 31,910 10,140 1,075 10,225 70 0 9,920 0 200 3,150 0: 4,050 3,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -50: 50 -300 0 250 0 -100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 27.2 2.9 27.4 0.2 0.0 26.6 0.0 0.5 8.4 0.0: 10.9 10.2
Old : 100.0: 85.5 27.2 2.9 27.4 0.2 0.0 26.6 0.0 0.5 8.4 0.0: 10.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 11 . . . 0 . 0 . . 0:
Old : 29: 16 11 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 68.6 74.3 83.2 57.3 68.4 69.4 81.5
Old : 61.3 68.6 74.3 83.2 57.3 68.4 69.4 81.5
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,785: 32,450 10,810 950 11,825 70 0 9,220 0 200 1,995 0: 4,115 3,865
Old : 37,785: 32,450 10,810 950 11,825 70 0 9,220 0 200 1,995 0: 4,115 3,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -75: 100 -250 0 250 0 -100 0 0 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 28.6 2.5 31.3 0.2 0.0 24.4 0.0 0.5 5.3 0.0: 10.9 10.2
Old : 100.0: 85.9 28.6 2.5 31.3 0.2 0.0 24.4 0.0 0.5 5.3 0.0: 10.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 12 . . . 0 . 0 . . 0:
Old : 28: 16 12 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 72.7 74.4 85.0 59.4 72.5 70.4 81.4
Old : 62.5 72.7 74.4 85.0 59.4 72.5 70.4 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,525: 16,870 36,610 21,595 1,125 635 725 0 475 150 1,625 75: 1,000 980
Old : 41,525: 16,870 36,610 21,595 1,125 635 725 0 475 150 1,625 75: 1,000 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 75: 0 180 0 0 0 0 0 0 0 -180 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 88.2 52.0 2.7 1.5 1.7 0.0 1.1 0.4 3.9 0.2: 2.4 2.4
Old : 100.0: 40.6 88.2 52.0 2.7 1.5 1.7 0.0 1.1 0.4 3.9 0.2: 2.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . . . . 0 . . . .:
Old : 26: 12 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 85.6 88.8 93.8 75.4 83.5 88.3 90.5
Old : 75.8 85.6 88.8 93.8 75.4 83.5 88.3 90.5
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,985: 15,245 35,015 21,225 625 490 725 0 475 150 1,725 75: 600 580
Old : 38,985: 15,245 35,015 21,225 625 490 725 0 475 150 1,725 75: 600 580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 110: 60 180 -60 0 0 0 0 0 0 -180 75: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 89.8 54.4 1.6 1.3 1.9 0.0 1.2 0.4 4.4 0.2: 1.5 1.5
Old : 100.0: 39.1 89.8 54.4 1.6 1.3 1.9 0.0 1.2 0.4 4.4 0.2: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 12 . . . . 0 . . . .:
Old : 26: 12 12 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 86.8 89.5 94.5 74.6 82.9 87.4 89.8
Old : 75.1 86.8 89.5 94.5 74.6 82.9 87.4 89.8
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,840: 17,560 16,185 7,330 475 1,080 0 8,310 0 0 0 0: 870 790
Old : 26,840: 17,560 16,185 7,330 475 1,080 0 8,310 0 0 0 0: 870 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 60.3 27.3 1.8 4.0 0.0 31.0 0.0 0.0 0.0 0.0: 3.2 2.9
Old : 100.0: 65.4 60.3 27.3 1.8 4.0 0.0 31.0 0.0 0.0 0.0 0.0: 3.2 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 : 23: 13 10 . . . 0 . 0 0 0 0:
Old : 23: 13 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 80.3 87.9 91.2 71.9 78.4 81.9 84.8
Old : 76.0 80.3 87.9 91.2 71.9 78.4 81.9 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,270: 15,395 15,630 8,180 550 980 0 7,475 0 0 0 0: 715 635
Old : 25,270: 15,395 15,630 8,180 550 980 0 7,475 0 0 0 0: 715 635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 61.9 32.4 2.2 3.9 0.0 29.6 0.0 0.0 0.0 0.0: 2.8 2.5
Old : 100.0: 60.9 61.9 32.4 2.2 3.9 0.0 29.6 0.0 0.0 0.0 0.0: 2.8 2.5
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 : 20: 14 9 . . . 0 . 0 0 0 0:
Old : 20: 14 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 83.9 88.4 94.6 73.9 81.1 83.6 87.0
Old : 77.7 83.9 88.4 94.6 73.9 81.1 83.6 87.0
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,735: 17,560 10,500 0 7,210 0 0 130 50 0 315 205: 2,920 2,325
Old : 20,735: 17,560 10,500 0 7,210 0 0 130 50 0 315 205: 2,920 2,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 235: 35 185 0 -150 0 0 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 50.6 0.0 34.8 0.0 0.0 0.6 0.2 0.0 1.5 1.0: 14.1 11.2
Old : 100.0: 84.7 50.6 0.0 34.8 0.0 0.0 0.6 0.2 0.0 1.5 1.0: 14.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 0 . 0 0 . . 0 . .:
Old : 21: 12 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 : 71.7 66.1 82.4 85.6 64.2 66.1 74.1 77.0
Old : 71.7 66.1 82.4 85.6 64.2 66.1 74.1 77.0
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,155: 17,235 10,290 0 7,225 0 0 130 50 50 150 265: 2,555 2,045
Old : 20,155: 17,235 10,290 0 7,225 0 0 130 50 50 150 265: 2,555 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 155: -25 125 0 -150 0 0 0 0 0 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 51.1 0.0 35.8 0.0 0.0 0.6 0.2 0.2 0.7 1.3: 12.7 10.1
Old : 100.0: 85.5 51.1 0.0 35.8 0.0 0.0 0.6 0.2 0.2 0.7 1.3: 12.7 10.1
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 9 0 . 0 0 . . . . .:
Old : 23: 13 9 0 . 0 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 68.8 82.9 86.6 67.7 68.8 75.8 79.3
Old : 73.9 68.8 82.9 86.6 67.7 68.8 75.8 79.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,540: 26,295 14,125 0 21,005 0 9,560 575 275 250 425 0: 1,160 1,135
Old : 37,540: 26,295 14,125 0 21,005 0 9,560 575 275 250 425 0: 1,160 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,005: 500 -630 0 1,830 0 650 -50 50 0 0 0: -195 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 37.6 0.0 56.0 0.0 25.5 1.5 0.7 0.7 1.1 0.0: 3.1 3.0
Old : 100.0: 70.0 37.6 0.0 56.0 0.0 25.5 1.5 0.7 0.7 1.1 0.0: 3.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 8 0 . 0 . . . . . 0:
Old : 28: 18 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 : 70.7 83.2 85.6 92.5 68.5 81.4 83.4 88.6
Old : 70.7 83.2 85.6 92.5 68.5 81.4 83.4 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,385: 21,640 13,940 0 13,510 0 6,445 575 250 250 335 0: 1,800 1,775
Old : 30,385: 21,640 13,940 0 13,510 0 6,445 575 250 250 335 0: 1,800 1,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,305: 755 -375 0 1,880 0 650 -100 75 0 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 45.9 0.0 44.5 0.0 21.2 1.9 0.8 0.8 1.1 0.0: 5.9 5.8
Old : 100.0: 71.2 45.9 0.0 44.5 0.0 21.2 1.9 0.8 0.8 1.1 0.0: 5.9 5.8
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 : 28: 18 9 0 . 0 . . . . . 0:
Old : 28: 18 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 : 65.7 74.9 81.2 88.1 61.2 70.8 73.1 78.5
Old : 65.7 74.9 81.2 88.1 61.2 70.8 73.1 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 103,495: 50,965 91,110 26,520 0 1,880 9,540 125 665 4,620 350 125: 9,180 9,240
Old : 103,495: 50,965 91,110 26,520 0 1,880 9,540 125 665 4,620 350 125: 9,180 9,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 1,095: 330 1,135 1,700 0 0 -800 -100 0 -180 0 105: -60 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 88.0 25.6 0.0 1.8 9.2 0.1 0.6 4.5 0.3 0.1: 8.9 8.9
Old : 100.0: 49.2 88.0 25.6 0.0 1.8 9.2 0.1 0.6 4.5 0.3 0.1: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 19 23 . 0 . . . . . . .:
Old : 42: 19 23 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 61.1 74.9 73.8 58.3 59.2 68.5 69.8
Old : 62.0 61.1 74.9 73.8 58.3 59.2 68.5 69.8
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 92,295: 49,460 81,640 18,705 10 1,845 10,685 50 665 3,260 350 105: 7,570 7,630
Old : 92,295: 49,460 81,640 18,705 10 1,845 10,685 50 665 3,260 350 105: 7,570 7,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 620: 40 755 1,560 0 0 -750 -100 0 -180 0 105: -155 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 88.5 20.3 0.0 2.0 11.6 0.1 0.7 3.5 0.4 0.1: 8.2 8.3
Old : 100.0: 53.6 88.5 20.3 0.0 2.0 11.6 0.1 0.7 3.5 0.4 0.1: 8.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 23 . . . . . . . . .:
Old : 39: 18 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 58.7 80.2 72.2 62.2 57.5 75.9 70.3
Old : 64.4 58.7 80.2 72.2 62.2 57.5 75.9 70.3
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,615: 14,925 8,295 0 6,500 775 50 750 0 450 0 0: 2,415 2,295
Old : 18,615: 14,925 8,295 0 6,500 775 50 750 0 450 0 0: 2,415 2,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -15: -15 -195 0 180 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 44.6 0.0 34.9 4.2 0.3 4.0 0.0 2.4 0.0 0.0: 13.0 12.3
Old : 100.0: 80.2 44.6 0.0 34.9 4.2 0.3 4.0 0.0 2.4 0.0 0.0: 13.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 0 . . . . 0 . 0 0:
Old : 25: 15 13 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.6 67.7 77.0 36.2 51.2 54.3 62.9
Old : 47.9 59.6 67.7 77.0 36.2 51.2 54.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,575: 14,360 10,200 0 6,535 825 0 0 0 2,175 0 0: 1,215 1,015
Old : 18,575: 14,360 10,200 0 6,535 825 0 0 0 2,175 0 0: 1,215 1,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -195: 45 -75 0 120 -120 0 0 0 0 0 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 54.9 0.0 35.2 4.4 0.0 0.0 0.0 11.7 0.0 0.0: 6.5 5.5
Old : 100.0: 77.3 54.9 0.0 35.2 4.4 0.0 0.0 0.0 11.7 0.0 0.0: 6.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 13 0 . . 0 0 0 . 0 0:
Old : 22: 15 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 : 60.0 71.5 75.8 89.7 37.8 50.0 52.9 60.5
Old : 60.0 71.5 75.8 89.7 37.8 50.0 52.9 60.5
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, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,320: 37,440 33,420 815 2,205 4,195 0 2,750 600 0 0 0: 7,270 7,150
Old : 50,320: 37,440 33,420 815 2,205 4,195 0 2,750 600 0 0 0: 7,270 7,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -295: -175 45 0 -120 0 0 -100 0 0 0 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 66.4 1.6 4.4 8.3 0.0 5.5 1.2 0.0 0.0 0.0: 14.4 14.2
Old : 100.0: 74.4 66.4 1.6 4.4 8.3 0.0 5.5 1.2 0.0 0.0 0.0: 14.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 . . . 0 . . 0 0 0:
Old : 27: 16 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 : 57.7 45.8 77.2 64.0 56.9 38.5 61.6 52.7
Old : 57.7 45.8 77.2 64.0 56.9 38.5 61.6 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,575: 23,200 20,015 160 2,465 3,670 0 1,000 150 0 0 0: 5,395 5,275
Old : 32,575: 23,200 20,015 160 2,465 3,670 0 1,000 150 0 0 0: 5,395 5,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -345: -600 -480 0 -120 50 0 0 0 0 0 0: 205 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 61.4 0.5 7.6 11.3 0.0 3.1 0.5 0.0 0.0 0.0: 16.6 16.2
Old : 100.0: 71.2 61.4 0.5 7.6 11.3 0.0 3.1 0.5 0.0 0.0 0.0: 16.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 19 . . . 0 . . 0 0 0:
Old : 29: 18 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 : 47.0 36.0 69.7 55.6 29.7 22.8 37.2 34.6
Old : 47.0 36.0 69.7 55.6 29.7 22.8 37.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017