COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 53,214: 18,680 27,195 4,378 3,507 2,324 4,239 8,926 1,474 14,708 2,983 6,275: 1,136 530
Old : 53,214: 18,680 27,195 4,378 3,507 2,324 4,239 8,926 1,474 14,708 2,983 6,275: 1,136 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -5,052: -3,292 -720 -128 -531 -257 -1,041 -2,021 7 928 222 -1,403: 134 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 51.1 8.2 6.6 4.4 8.0 16.8 2.8 27.6 5.6 11.8: 2.1 1.0
Old : 100.0: 35.1 51.1 8.2 6.6 4.4 8.0 16.8 2.8 27.6 5.6 11.8: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 15 14 . 4 4 . 6 5 11 11 13:
Old : 53: 15 14 . 4 4 . 6 5 11 11 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 51.6 65.1 67.5 33.0 38.2 49.3 47.9
Old : 40.0 51.6 65.1 67.5 33.0 38.2 49.3 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 6,936: 1,151 4,092 579 1,596 0 700 438 225 3,526 2 275: 480 308
Old : 6,936: 1,151 4,092 579 1,596 0 700 438 225 3,526 2 275: 480 308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -1,574: -228 -1,163 -138 -116 0 -180 -266 -15 -1,144 -19 25: 106 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 59.0 8.3 23.0 0.0 10.1 6.3 3.2 50.8 0.0 4.0: 6.9 4.4
Old : 100.0: 16.6 59.0 8.3 23.0 0.0 10.1 6.3 3.2 50.8 0.0 4.0: 6.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 4 7 . . 0 . . . 9 . 4:
Old : 25: 4 7 . . 0 . . . 9 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 59.6 71.1 84.8 48.1 58.5 63.6 75.3
Old : 49.6 59.6 71.1 84.8 48.1 58.5 63.6 75.3
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, October 03, 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 : 1,590: 317 838 369 10 77 278 130 147 43 30 355: 3 4
Old : 1,590: 317 838 369 10 77 278 130 147 43 30 355: 3 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -99: -28 -76 -22 3 12 -17 -5 -18 -11 1 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 52.7 23.2 0.6 4.9 17.5 8.2 9.3 2.7 1.9 22.3: 0.2 0.2
Old : 100.0: 20.0 52.7 23.2 0.6 4.9 17.5 8.2 9.3 2.7 1.9 22.3: 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 : 27: 7 7 . . . . . 5 6 . 4:
Old : 27: 7 7 . . . . . 5 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 57.5 84.0 79.9 39.3 37.0 44.4 43.3
Old : 63.3 57.5 84.0 79.9 39.3 37.0 44.4 43.3
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, October 03, 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 : 111,979: 60,586 69,797 3,484 8,752 15,347 13,062 150 3,193 6,121 5,230 8,599: 1,587 912
Old : 111,979: 60,586 69,797 3,484 8,752 15,347 13,062 150 3,193 6,121 5,230 8,599: 1,587 912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,299: -338 -171 -16 75 238 251 -7 333 -188 390 103: 916 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 62.3 3.1 7.8 13.7 11.7 0.1 2.9 5.5 4.7 7.7: 1.4 0.8
Old : 100.0: 54.1 62.3 3.1 7.8 13.7 11.7 0.1 2.9 5.5 4.7 7.7: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 34 35 . . 4 6 . 6 5 6 9:
Old : 61: 34 35 . . 4 6 . 6 5 6 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 : 38.1 33.9 58.3 54.2 23.9 20.2 33.1 30.7
Old : 38.1 33.9 58.3 54.2 23.9 20.2 33.1 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 30,449: 24,986 26,211 1,555 1,520 2,268 350 150 0 1,040 50 250: 0 0
Old : 30,449: 24,986 26,211 1,555 1,520 2,268 350 150 0 1,040 50 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,246: -731 -1,924 -542 590 -563 -50 -25 0 -135 -100 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 86.1 5.1 5.0 7.4 1.1 0.5 0.0 3.4 0.2 0.8: 0.0 0.0
Old : 100.0: 82.1 86.1 5.1 5.0 7.4 1.1 0.5 0.0 3.4 0.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 16 . . . . . 0 4 . .:
Old : 34: 23 16 . . . . . 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 : 51.8 53.3 73.7 81.9 39.8 46.2 49.4 56.4
Old : 51.8 53.3 73.7 81.9 39.8 46.2 49.4 56.4
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, October 03, 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 : 19,908: 17,408 14,416 0 3,367 1,775 0 0 0 375 0 350: 0 0
Old : 19,908: 17,408 14,416 0 3,367 1,775 0 0 0 375 0 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -2,294: -1,709 -2,019 0 185 -260 0 0 0 -250 -125 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 72.4 0.0 16.9 8.9 0.0 0.0 0.0 1.9 0.0 1.8: 0.0 0.0
Old : 100.0: 87.4 72.4 0.0 16.9 8.9 0.0 0.0 0.0 1.9 0.0 1.8: 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 : 28: 19 16 0 . . 0 0 0 . 0 .:
Old : 28: 19 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 : 65.3 57.6 83.8 85.9 56.2 41.9 59.4 58.3
Old : 65.3 57.6 83.8 85.9 56.2 41.9 59.4 58.3
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, October 03, 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 : 176,665: 136,774 111,876 16,418 18,487 6,531 7,450 16,228 3,831 2,315 15,648 373: 2,973 3,691
Old : 176,665: 136,774 111,876 16,418 18,487 6,531 7,450 16,228 3,831 2,315 15,648 373: 2,973 3,691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,375: 1,049 -1,854 -460 1,470 -431 195 150 350 -285 -20 30: 2,927 3,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 63.3 9.3 10.5 3.7 4.2 9.2 2.2 1.3 8.9 0.2: 1.7 2.1
Old : 100.0: 77.4 63.3 9.3 10.5 3.7 4.2 9.2 2.2 1.3 8.9 0.2: 1.7 2.1
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 : 56: 35 34 . . . . 5 . . . .:
Old : 56: 35 34 . . . . 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 : 35.7 43.1 56.8 69.3 32.0 36.8 48.3 53.1
Old : 35.7 43.1 56.8 69.3 32.0 36.8 48.3 53.1
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, October 03, 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 : 57,846: 44,604 34,531 8,355 12,506 1,255 984 6,375 1,275 1,150 1,698 200: 22 5
Old : 57,846: 44,604 34,531 8,355 12,506 1,255 984 6,375 1,275 1,150 1,698 200: 22 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,983: 1,527 1,327 175 596 -216 221 0 75 325 325 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 59.7 14.4 21.6 2.2 1.7 11.0 2.2 2.0 2.9 0.3: 0.0 0.0
Old : 100.0: 77.1 59.7 14.4 21.6 2.2 1.7 11.0 2.2 2.0 2.9 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 18 21 . . . 4 . . 7 4 .:
Old : 43: 18 21 . . . 4 . . 7 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 : 73.9 67.2 85.8 85.3 71.7 61.0 78.1 75.8
Old : 73.9 67.2 85.8 85.3 71.7 61.0 78.1 75.8
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, October 03, 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 : 58,670: 44,589 42,579 2,572 1,620 9,706 200 3,400 300 65 25 645: 593 395
Old : 58,670: 44,589 42,579 2,572 1,620 9,706 200 3,400 300 65 25 645: 593 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,544: 1,229 2,549 255 -900 495 0 100 0 -85 0 285: 365 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 72.6 4.4 2.8 16.5 0.3 5.8 0.5 0.1 0.0 1.1: 1.0 0.7
Old : 100.0: 76.0 72.6 4.4 2.8 16.5 0.3 5.8 0.5 0.1 0.0 1.1: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 24 . . . . . . . . .:
Old : 39: 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 : 47.3 49.3 70.3 73.3 23.9 35.2 36.9 46.8
Old : 47.3 49.3 70.3 73.3 23.9 35.2 36.9 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 64,969: 54,512 44,688 2,005 12,138 5,454 25 625 245 1,605 400 430: 693 989
Old : 64,969: 54,512 44,688 2,005 12,138 5,454 25 625 245 1,605 400 430: 693 989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,816: 791 982 -55 -785 525 25 -40 35 -260 -50 260: 495 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 68.8 3.1 18.7 8.4 0.0 1.0 0.4 2.5 0.6 0.7: 1.1 1.5
Old : 100.0: 83.9 68.8 3.1 18.7 8.4 0.0 1.0 0.4 2.5 0.6 0.7: 1.1 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 : 41: 27 22 . . . . . . . . .:
Old : 41: 27 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 60.5 63.4 79.8 34.4 52.0 51.5 61.4
Old : 40.7 60.5 63.4 79.8 34.4 52.0 51.5 61.4
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, October 03, 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 : 65,536: 41,981 28,777 19,410 16,465 2,325 50 0 0 1,400 17,450 0: 370 519
Old : 65,536: 41,981 28,777 19,410 16,465 2,325 50 0 0 1,400 17,450 0: 370 519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 275: 100 -55 200 550 -630 50 0 0 330 50 0: 225 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 43.9 29.6 25.1 3.5 0.1 0.0 0.0 2.1 26.6 0.0: 0.6 0.8
Old : 100.0: 64.1 43.9 29.6 25.1 3.5 0.1 0.0 0.0 2.1 26.6 0.0: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 24 . . . . 0 0 . . 0:
Old : 41: 25 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 : 44.9 69.0 66.1 82.7 41.8 65.4 59.8 78.1
Old : 44.9 69.0 66.1 82.7 41.8 65.4 59.8 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 88,460: 57,870 38,193 26,250 23,495 1,370 50 0 0 2,350 24,750 0: 570 652
Old : 88,460: 57,870 38,193 26,250 23,495 1,370 50 0 0 2,350 24,750 0: 570 652
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 340: -699 235 110 -50 -415 50 0 0 830 200 0: 464 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 43.2 29.7 26.6 1.5 0.1 0.0 0.0 2.7 28.0 0.0: 0.6 0.7
Old : 100.0: 65.4 43.2 29.7 26.6 1.5 0.1 0.0 0.0 2.7 28.0 0.0: 0.6 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 : 40: 26 23 . . . . 0 0 . . 0:
Old : 40: 26 23 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 68.7 65.2 83.8 44.6 67.2 62.4 79.9
Old : 45.9 68.7 65.2 83.8 44.6 67.2 62.4 79.9
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, October 03, 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 : 34,991: 23,979 30,176 6,465 0 3,975 0 800 0 400 0 0: 172 40
Old : 34,991: 23,979 30,176 6,465 0 3,975 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 26, 2017 :
: 1,955: 455 2,855 2,400 0 -900 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 86.2 18.5 0.0 11.4 0.0 2.3 0.0 1.1 0.0 0.0: 0.5 0.1
Old : 100.0: 68.5 86.2 18.5 0.0 11.4 0.0 2.3 0.0 1.1 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 : 45.6 68.0 69.0 81.8 34.4 53.6 48.9 55.5
Old : 45.6 68.0 69.0 81.8 34.4 53.6 48.9 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 36,615: 29,045 30,297 1,510 1,455 4,200 500 420 0 1,225 0 75: 60 168
Old : 36,615: 29,045 30,297 1,510 1,455 4,200 500 420 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 26, 2017 :
: 530: -40 -1,200 -1,160 0 1,730 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 82.7 4.1 4.0 11.5 1.4 1.1 0.0 3.3 0.0 0.2: 0.2 0.5
Old : 100.0: 79.3 82.7 4.1 4.0 11.5 1.4 1.1 0.0 3.3 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 18 4 . . . . 0 . 0 .:
Old : 31: 18 18 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 : 46.7 63.0 68.1 84.1 27.3 51.0 38.8 55.2
Old : 46.7 63.0 68.1 84.1 27.3 51.0 38.8 55.2
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, October 03, 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 : 12,560: 10,810 10,385 400 2,025 150 0 0 0 1,200 0 0: 0 0
Old : 12,560: 10,810 10,385 400 2,025 150 0 0 0 1,200 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 115: -285 415 100 0 0 0 0 0 300 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 82.7 3.2 16.1 1.2 0.0 0.0 0.0 9.6 0.0 0.0: 0.0 0.0
Old : 100.0: 86.1 82.7 3.2 16.1 1.2 0.0 0.0 0.0 9.6 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: 15 13 . . . 0 0 0 . 0 0:
Old : 22: 15 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 66.4 83.3 91.5 63.9 62.9 77.4 83.2
Old : 65.8 66.4 83.3 91.5 63.9 62.9 77.4 83.2
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, October 03, 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 : 20,331: 16,146 12,264 0 3,960 830 1,200 1,032 0 1,050 1,050 900: 205 295
Old : 20,331: 16,146 12,264 0 3,960 830 1,200 1,032 0 1,050 1,050 900: 205 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 640: 540 40 0 0 0 0 0 0 -250 250 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 60.3 0.0 19.5 4.1 5.9 5.1 0.0 5.2 5.2 4.4: 1.0 1.5
Old : 100.0: 79.4 60.3 0.0 19.5 4.1 5.9 5.1 0.0 5.2 5.2 4.4: 1.0 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 : 37: 20 21 0 . . . . 0 . 4 .:
Old : 37: 20 21 0 . . . . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 41.5 71.5 61.0 48.3 31.7 62.9 46.4
Old : 51.3 41.5 71.5 61.0 48.3 31.7 62.9 46.4
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, October 03, 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 : 10,990: 8,945 8,765 450 810 760 0 50 25 0 120 280: 530 180
Old : 10,990: 8,945 8,765 450 810 760 0 50 25 0 120 280: 530 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: -145 0 0 -40 0 0 0 0 0 0 0: 145 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 79.8 4.1 7.4 6.9 0.0 0.5 0.2 0.0 1.1 2.5: 4.8 1.6
Old : 100.0: 81.4 79.8 4.1 7.4 6.9 0.0 0.5 0.2 0.0 1.1 2.5: 4.8 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 : 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 69.2 88.8 90.4 69.7 64.6 76.8 76.2
Old : 72.4 69.2 88.8 90.4 69.7 64.6 76.8 76.2
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, October 03, 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 : 42,622: 28,687 38,522 9,985 0 2,950 400 50 600 0 400 0: 0 100
Old : 42,622: 28,687 38,522 9,985 0 2,950 400 50 600 0 400 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,650: 290 2,820 2,580 0 -1,220 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 90.4 23.4 0.0 6.9 0.9 0.1 1.4 0.0 0.9 0.0: 0.0 0.2
Old : 100.0: 67.3 90.4 23.4 0.0 6.9 0.9 0.1 1.4 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 : 33: 23 20 . 0 . . . . 0 . 0:
Old : 33: 23 20 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 58.2 69.6 75.1 32.1 48.8 49.8 54.8
Old : 42.7 58.2 69.6 75.1 32.1 48.8 49.8 54.8
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, October 03, 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 : 51,127: 44,750 34,017 1,875 13,068 2,422 0 300 0 1,700 1,200 50: 330 70
Old : 51,127: 44,750 34,017 1,875 13,068 2,422 0 300 0 1,700 1,200 50: 330 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,886: 3,490 1,756 165 1,809 321 0 0 0 -100 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 66.5 3.7 25.6 4.7 0.0 0.6 0.0 3.3 2.3 0.1: 0.6 0.1
Old : 100.0: 87.5 66.5 3.7 25.6 4.7 0.0 0.6 0.0 3.3 2.3 0.1: 0.6 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 : 37: 22 24 . . . 0 . 0 . . .:
Old : 37: 22 24 . . . 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 : 48.3 58.4 67.1 82.3 43.5 51.7 59.2 73.3
Old : 48.3 58.4 67.1 82.3 43.5 51.7 59.2 73.3
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, October 03, 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 : 52,122: 40,300 39,942 8,352 10,875 620 325 0 0 1,145 5 330: 1,050 350
Old : 52,122: 40,300 39,942 8,352 10,875 620 325 0 0 1,145 5 330: 1,050 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 15: -615 -185 -245 0 0 0 0 0 -105 5 30: 950 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 76.6 16.0 20.9 1.2 0.6 0.0 0.0 2.2 0.0 0.6: 2.0 0.7
Old : 100.0: 77.3 76.6 16.0 20.9 1.2 0.6 0.0 0.0 2.2 0.0 0.6: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 11 . . . . 0 0 . . .:
Old : 29: 19 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 : 40.3 93.6 68.8 98.0 37.5 91.9 65.6 92.4
Old : 40.3 93.6 68.8 98.0 37.5 91.9 65.6 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 59,348: 43,585 41,813 9,723 12,820 2,295 325 0 0 1,895 2,000 175: 1,350 245
Old : 59,348: 43,585 41,813 9,723 12,820 2,295 325 0 0 1,895 2,000 175: 1,350 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -15: -690 -135 -385 60 0 0 0 0 -135 0 0: 1,195 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 70.5 16.4 21.6 3.9 0.5 0.0 0.0 3.2 3.4 0.3: 2.3 0.4
Old : 100.0: 73.4 70.5 16.4 21.6 3.9 0.5 0.0 0.0 3.2 3.4 0.3: 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 : 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 : 38.5 91.3 65.2 97.7 36.0 89.0 62.7 92.0
Old : 38.5 91.3 65.2 97.7 36.0 89.0 62.7 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 73,745: 70,210 64,502 897 6,610 1,677 0 0 0 257 0 641: 63 315
Old : 73,745: 70,210 64,502 897 6,610 1,677 0 0 0 257 0 641: 63 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 704: 186 700 0 -35 96 0 0 0 102 -377 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 87.5 1.2 9.0 2.3 0.0 0.0 0.0 0.3 0.0 0.9: 0.1 0.4
Old : 100.0: 95.2 87.5 1.2 9.0 2.3 0.0 0.0 0.0 0.3 0.0 0.9: 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 . 0 .:
Old : 41: 26 25 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 59.7 75.2 82.8 49.8 53.4 73.7 74.0
Old : 49.9 59.7 75.2 82.8 49.8 53.4 73.7 74.0
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, October 03, 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 : 96,378: 82,646 81,020 2,731 7,467 3,009 3,440 663 74 2,191 1,720 2,146: 141 279
Old : 96,378: 82,646 81,020 2,731 7,467 3,009 3,440 663 74 2,191 1,720 2,146: 141 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,043: 445 668 170 572 -77 10 260 0 -5 -845 480: 20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 84.1 2.8 7.7 3.1 3.6 0.7 0.1 2.3 1.8 2.2: 0.1 0.3
Old : 100.0: 85.8 84.1 2.8 7.7 3.1 3.6 0.7 0.1 2.3 1.8 2.2: 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 : 57: 28 29 . . . . 5 . 4 5 4:
Old : 57: 28 29 . . . . 5 . 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 : 41.9 55.1 65.5 75.3 39.9 50.4 58.1 62.5
Old : 41.9 55.1 65.5 75.3 39.9 50.4 58.1 62.5
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, October 03, 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 : 31,762: 24,767 31,435 6,241 0 327 0 0 0 375 0 0: 52 0
Old : 31,762: 24,767 31,435 6,241 0 327 0 0 0 375 0 0: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -310: -260 -260 0 0 0 0 0 0 -50 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 99.0 19.6 0.0 1.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.2 0.0
Old : 100.0: 78.0 99.0 19.6 0.0 1.0 0.0 0.0 0.0 1.2 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 : 22: 12 11 . 0 . 0 0 0 . 0 0:
Old : 22: 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 : 80.5 83.9 97.1 96.9 78.5 77.5 82.1 82.1
Old : 80.5 83.9 97.1 96.9 78.5 77.5 82.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 40,931: 33,100 28,095 2,365 2,950 4,020 0 4,730 120 898 25 179: 249 812
Old : 40,931: 33,100 28,095 2,365 2,950 4,020 0 4,730 120 898 25 179: 249 812
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -300: 120 -847 -420 15 0 0 0 0 35 0 -35: 0 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 68.6 5.8 7.2 9.8 0.0 11.6 0.3 2.2 0.1 0.4: 0.6 2.0
Old : 100.0: 80.9 68.6 5.8 7.2 9.8 0.0 11.6 0.3 2.2 0.1 0.4: 0.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 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 : 53.2 71.8 73.1 89.2 52.8 62.7 64.9 76.4
Old : 53.2 71.8 73.1 89.2 52.8 62.7 64.9 76.4
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, October 03, 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 : 43,911: 27,380 33,801 7,118 2,155 3,808 1,550 150 1,800 1,670 1,400 50: 535 747
Old : 43,911: 27,380 33,801 7,118 2,155 3,808 1,550 150 1,800 1,670 1,400 50: 535 747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,849: 1,949 2,287 900 0 -60 0 0 0 0 0 0: 60 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 77.0 16.2 4.9 8.7 3.5 0.3 4.1 3.8 3.2 0.1: 1.2 1.7
Old : 100.0: 62.4 77.0 16.2 4.9 8.7 3.5 0.3 4.1 3.8 3.2 0.1: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 20 . . . . . . . . .:
Old : 32: 22 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 57.7 65.6 76.5 33.6 41.7 45.5 54.6
Old : 45.1 57.7 65.6 76.5 33.6 41.7 45.5 54.6
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, October 03, 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 : 42,053: 21,425 37,001 19,558 1,612 40 0 1,610 275 25 1,330 15: 715 170
Old : 42,053: 21,425 37,001 19,558 1,612 40 0 1,610 275 25 1,330 15: 715 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,258: 1,483 2,088 130 20 0 0 120 0 0 0 0: 645 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 88.0 46.5 3.8 0.1 0.0 3.8 0.7 0.1 3.2 0.0: 1.7 0.4
Old : 100.0: 50.9 88.0 46.5 3.8 0.1 0.0 3.8 0.7 0.1 3.2 0.0: 1.7 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 : 33: 17 15 5 . . 0 . . . . .:
Old : 33: 17 15 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 70.5 85.3 84.2 65.2 66.4 81.4 79.9
Old : 65.3 70.5 85.3 84.2 65.2 66.4 81.4 79.9
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, October 03, 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 : 35,402: 17,030 31,652 16,835 776 454 0 2,320 140 350 0 0: 593 60
Old : 35,402: 17,030 31,652 16,835 776 454 0 2,320 140 350 0 0: 593 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,282: 720 1,212 -155 -287 212 0 120 0 0 0 0: 505 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 89.4 47.6 2.2 1.3 0.0 6.6 0.4 1.0 0.0 0.0: 1.7 0.2
Old : 100.0: 48.1 89.4 47.6 2.2 1.3 0.0 6.6 0.4 1.0 0.0 0.0: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 12 . . . 0 . . . 0 0:
Old : 29: 14 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 : 72.4 74.9 87.9 88.7 71.9 73.1 84.7 83.7
Old : 72.4 74.9 87.9 88.7 71.9 73.1 84.7 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 28,430: 21,218 24,369 2,535 0 2,161 75 1,380 0 1,643 0 174: 624 346
Old : 28,430: 21,218 24,369 2,535 0 2,161 75 1,380 0 1,643 0 174: 624 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 875: 250 175 23 -182 -33 0 650 -10 415 0 -10: 240 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 85.7 8.9 0.0 7.6 0.3 4.9 0.0 5.8 0.0 0.6: 2.2 1.2
Old : 100.0: 74.6 85.7 8.9 0.0 7.6 0.3 4.9 0.0 5.8 0.0 0.6: 2.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 17 4 0 4 . . 0 5 0 .:
Old : 35: 18 17 4 0 4 . . 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 55.6 68.6 76.2 43.3 54.8 58.3 71.6
Old : 51.4 55.6 68.6 76.2 43.3 54.8 58.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 22,811: 18,542 18,043 904 2,525 310 0 85 585 1,136 25 1: 1,333 1,237
Old : 22,811: 18,542 18,043 904 2,525 310 0 85 585 1,136 25 1: 1,333 1,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 540: -595 -912 0 68 -83 -685 85 285 400 0 0: 1,218 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 79.1 4.0 11.1 1.4 0.0 0.4 2.6 5.0 0.1 0.0: 5.8 5.4
Old : 100.0: 81.3 79.1 4.0 11.1 1.4 0.0 0.4 2.6 5.0 0.1 0.0: 5.8 5.4
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: 13 17 . . . 0 . . . . .:
Old : 31: 13 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 60.1 79.2 79.0 66.6 60.0 76.8 76.9
Old : 66.9 60.1 79.2 79.0 66.6 60.0 76.8 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 53,773: 45,970 32,091 1,911 8,657 2,750 1,200 8,747 268 685 232 600: 389 428
Old : 53,773: 45,970 32,091 1,911 8,657 2,750 1,200 8,747 268 685 232 600: 389 428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,038: 2,917 2,313 -25 16 -45 0 -229 14 -385 125 425: 137 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 59.7 3.6 16.1 5.1 2.2 16.3 0.5 1.3 0.4 1.1: 0.7 0.8
Old : 100.0: 85.5 59.7 3.6 16.1 5.1 2.2 16.3 0.5 1.3 0.4 1.1: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 28 23 . 4 4 . . . 5 . .:
Old : 44: 28 23 . 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 : 53.0 49.9 68.7 68.2 48.4 43.4 57.7 55.0
Old : 53.0 49.9 68.7 68.2 48.4 43.4 57.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 37,875: 30,212 21,953 4,454 10,466 1,328 1,200 3,185 25 35 750 0: 621 168
Old : 37,875: 30,212 21,953 4,454 10,466 1,328 1,200 3,185 25 35 750 0: 621 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 1,758: 1,482 1,393 -290 -49 170 0 -345 25 5 400 0: 366 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 58.0 11.8 27.6 3.5 3.2 8.4 0.1 0.1 2.0 0.0: 1.6 0.4
Old : 100.0: 79.8 58.0 11.8 27.6 3.5 3.2 8.4 0.1 0.1 2.0 0.0: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 17 . . . . . . . . 0:
Old : 39: 26 17 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 58.1 65.6 79.1 35.5 53.0 51.7 64.7
Old : 44.8 58.1 65.6 79.1 35.5 53.0 51.7 64.7
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, October 03, 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 : 22,531: 12,865 14,231 5,466 0 3,675 0 3,975 525 0 125 0: 0 0
Old : 22,531: 12,865 14,231 5,466 0 3,675 0 3,975 525 0 125 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 70: 373 45 -154 0 0 0 125 -125 0 25 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 63.2 24.3 0.0 16.3 0.0 17.6 2.3 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 57.1 63.2 24.3 0.0 16.3 0.0 17.6 2.3 0.0 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . 0 . 0 . . 0 . 0:
Old : 24: 12 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 : 73.5 63.6 91.4 85.7 56.1 48.4 65.0 59.6
Old : 73.5 63.6 91.4 85.7 56.1 48.4 65.0 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 18,075: 8,875 17,245 7,045 0 680 405 0 0 585 0 0: 485 150
Old : 18,075: 8,875 17,245 7,045 0 680 405 0 0 585 0 0: 485 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 85: 230 -80 -105 0 35 0 0 0 -120 0 0: 45 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 95.4 39.0 0.0 3.8 2.2 0.0 0.0 3.2 0.0 0.0: 2.7 0.8
Old : 100.0: 49.1 95.4 39.0 0.0 3.8 2.2 0.0 0.0 3.2 0.0 0.0: 2.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 11 . 0 . . 0 0 . 0 0:
Old : 25: 15 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 : 64.9 86.1 79.2 95.7 51.0 78.9 64.9 79.2
Old : 64.9 86.1 79.2 95.7 51.0 78.9 64.9 79.2
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, October 03, 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 : 18,495: 9,560 17,535 7,330 0 655 305 0 55 235 0 0: 355 250
Old : 18,495: 9,560 17,535 7,330 0 655 305 0 55 235 0 0: 355 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 185: 200 -80 -105 0 35 0 0 0 0 0 0: 55 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 94.8 39.6 0.0 3.5 1.6 0.0 0.3 1.3 0.0 0.0: 1.9 1.4
Old : 100.0: 51.7 94.8 39.6 0.0 3.5 1.6 0.0 0.3 1.3 0.0 0.0: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 11 . 0 . . 0 . . 0 0:
Old : 27: 17 11 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 84.2 78.9 94.0 50.7 75.5 63.9 76.5
Old : 64.3 84.2 78.9 94.0 50.7 75.5 63.9 76.5
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, October 03, 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 : 754,067: 487,847 346,368 6,104 84,142 135,909 1,047 75,083 20,318 10,551 0 92,208: 83 40
Old : 754,067: 487,847 346,368 6,104 84,142 135,909 1,047 75,083 20,318 10,551 0 92,208: 83 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 26,298: 13,511 16,168 1 -6,585 6,539 859 2,724 3,130 -2,045 0 4,302: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 45.9 0.8 11.2 18.0 0.1 10.0 2.7 1.4 0.0 12.2: 0.0 0.0
Old : 100.0: 64.7 45.9 0.8 11.2 18.0 0.1 10.0 2.7 1.4 0.0 12.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 16 . . . . . . 4 0 .:
Old : 27: 16 16 . . . . . . 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 : 62.7 53.1 83.3 78.8 25.4 23.1 27.5 27.4
Old : 62.7 53.1 83.3 78.8 25.4 23.1 27.5 27.4
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, October 03, 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: 6,190 4,505 2,535 4,420 1,055 0 0 0 25 0 0: 200 25
Old : 10,005: 6,190 4,505 2,535 4,420 1,055 0 0 0 25 0 0: 200 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: -195 -25 0 0 0 0 0 0 0 0 0: 195 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 45.0 25.3 44.2 10.5 0.0 0.0 0.0 0.2 0.0 0.0: 2.0 0.2
Old : 100.0: 61.9 45.0 25.3 44.2 10.5 0.0 0.0 0.0 0.2 0.0 0.0: 2.0 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 : 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 : 65.8 74.7 84.8 92.7 57.9 65.5 72.6 75.7
Old : 65.8 74.7 84.8 92.7 57.9 65.5 72.6 75.7
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, October 03, 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 : 24,485: 9,209 16,737 12,820 6,490 945 1,065 25 50 150 125 0: 246 113
Old : 24,485: 9,209 16,737 12,820 6,490 945 1,065 25 50 150 125 0: 246 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 770: -205 962 1,375 400 -625 335 0 0 -210 0 0: 100 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 68.4 52.4 26.5 3.9 4.3 0.1 0.2 0.6 0.5 0.0: 1.0 0.5
Old : 100.0: 37.6 68.4 52.4 26.5 3.9 4.3 0.1 0.2 0.6 0.5 0.0: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 12 . . . . . . . . 0:
Old : 31: 17 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 : 72.9 75.5 85.7 92.4 62.7 62.2 71.1 73.1
Old : 72.9 75.5 85.7 92.4 62.7 62.2 71.1 73.1
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, October 03, 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 : 22,760: 7,787 15,360 11,275 5,290 1,780 1,065 25 50 150 125 0: 653 130
Old : 22,760: 7,787 15,360 11,275 5,290 1,780 1,065 25 50 150 125 0: 653 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 665: -155 1,005 1,375 400 -765 335 0 0 -210 0 0: 85 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 67.5 49.5 23.2 7.8 4.7 0.1 0.2 0.7 0.5 0.0: 2.9 0.6
Old : 100.0: 34.2 67.5 49.5 23.2 7.8 4.7 0.1 0.2 0.7 0.5 0.0: 2.9 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 : 27: 15 10 . . . . . . . . 0:
Old : 27: 15 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 78.0 86.2 94.8 59.7 62.6 67.0 71.3
Old : 73.1 78.0 86.2 94.8 59.7 62.6 67.0 71.3
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, October 03, 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: 7,540 8,820 1,835 810 695 0 325 0 0 0 0: 715 135
Old : 10,785: 7,540 8,820 1,835 810 695 0 325 0 0 0 0: 715 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: -515 -75 0 0 0 0 0 0 0 0 0: 515 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 81.8 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0: 6.6 1.3
Old : 100.0: 69.9 81.8 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0: 6.6 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 : 22: 11 11 . . . 0 . 0 0 0 0:
Old : 22: 11 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 62.3 83.8 85.6 51.6 58.0 73.9 76.7
Old : 57.3 62.3 83.8 85.6 51.6 58.0 73.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 22,503: 18,307 12,904 1,510 7,740 1,570 475 0 0 363 100 29: 249 160
Old : 22,503: 18,307 12,904 1,510 7,740 1,570 475 0 0 363 100 29: 249 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -270: -32 -680 585 1,150 -900 25 0 0 -72 0 0: 124 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 57.3 6.7 34.4 7.0 2.1 0.0 0.0 1.6 0.4 0.1: 1.1 0.7
Old : 100.0: 81.4 57.3 6.7 34.4 7.0 2.1 0.0 0.0 1.6 0.4 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 : 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 : 62.4 75.6 87.2 89.5 55.3 72.9 73.7 80.8
Old : 62.4 75.6 87.2 89.5 55.3 72.9 73.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 23,407: 18,787 13,863 1,340 7,045 2,165 450 0 0 363 150 29: 273 155
Old : 23,407: 18,787 13,863 1,340 7,045 2,165 450 0 0 363 150 29: 273 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -505: -281 -910 585 1,150 -900 0 0 0 -46 0 0: 137 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 59.2 5.7 30.1 9.2 1.9 0.0 0.0 1.6 0.6 0.1: 1.2 0.7
Old : 100.0: 80.3 59.2 5.7 30.1 9.2 1.9 0.0 0.0 1.6 0.6 0.1: 1.2 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 : 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 : 63.7 76.6 87.1 90.7 51.8 66.9 67.5 74.5
Old : 63.7 76.6 87.1 90.7 51.8 66.9 67.5 74.5
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, October 03, 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 : 115,019: 102,849 77,684 4,365 21,182 4,770 675 5,442 80 420 3,220 680: 1,180 1,961
Old : 115,019: 102,849 77,684 4,365 21,182 4,770 675 5,442 80 420 3,220 680: 1,180 1,961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 87: -1,268 -1,156 -35 -60 -505 600 940 0 230 -995 -70: 1,135 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 67.5 3.8 18.4 4.1 0.6 4.7 0.1 0.4 2.8 0.6: 1.0 1.7
Old : 100.0: 89.4 67.5 3.8 18.4 4.1 0.6 4.7 0.1 0.4 2.8 0.6: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 32 26 . . 5 . 5 . . 4 .:
Old : 56: 32 26 . . 5 . 5 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 56.0 63.3 80.4 44.6 47.8 59.9 65.0
Old : 45.3 56.0 63.3 80.4 44.6 47.8 59.9 65.0
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, October 03, 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 : 128,168: 118,113 86,728 2,355 23,829 4,515 900 6,072 360 528 3,160 547: 850 2,957
Old : 128,168: 118,113 86,728 2,355 23,829 4,515 900 6,072 360 528 3,160 547: 850 2,957
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -635: -2,180 -4,665 5 865 50 600 1,090 0 80 -900 5: 805 2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 67.7 1.8 18.6 3.5 0.7 4.7 0.3 0.4 2.5 0.4: 0.7 2.3
Old : 100.0: 92.2 67.7 1.8 18.6 3.5 0.7 4.7 0.3 0.4 2.5 0.4: 0.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 30 . . 4 . 5 . 5 4 4:
Old : 61: 35 30 . . 4 . 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 : 46.2 54.2 63.1 77.7 44.6 48.0 57.0 63.2
Old : 46.2 54.2 63.1 77.7 44.6 48.0 57.0 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 228,282: 147,528 141,887 7,082 14,088 16,081 27,817 8,982 9,039 7,295 25,225 10,114: 3,327 2,867
Old : 228,282: 147,528 141,887 7,082 14,088 16,081 27,817 8,982 9,039 7,295 25,225 10,114: 3,327 2,867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -849: -2,489 -4,995 -784 1,949 -815 -26 125 454 -409 -283 -25: 3,245 2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 62.2 3.1 6.2 7.0 12.2 3.9 4.0 3.2 11.0 4.4: 1.5 1.3
Old : 100.0: 64.6 62.2 3.1 6.2 7.0 12.2 3.9 4.0 3.2 11.0 4.4: 1.5 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 : 86: 40 42 4 . 6 7 8 5 7 12 14:
Old : 86: 40 42 4 . 6 7 8 5 7 12 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.8 53.3 47.4 29.9 22.6 45.1 32.3
Old : 34.8 30.8 53.3 47.4 29.9 22.6 45.1 32.3
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, October 03, 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 : 44,599: 32,296 34,374 6,640 6,395 1,970 1,910 300 115 535 0 0: 1,133 1,445
Old : 44,599: 32,296 34,374 6,640 6,395 1,970 1,910 300 115 535 0 0: 1,133 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 445: -860 -1,605 500 650 0 555 0 0 -555 0 0: 805 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 77.1 14.9 14.3 4.4 4.3 0.7 0.3 1.2 0.0 0.0: 2.5 3.2
Old : 100.0: 72.4 77.1 14.9 14.3 4.4 4.3 0.7 0.3 1.2 0.0 0.0: 2.5 3.2
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 : 31: 20 13 . . . . . . . 0 0:
Old : 31: 20 13 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 88.8 74.7 94.3 57.4 82.6 72.2 85.5
Old : 58.2 88.8 74.7 94.3 57.4 82.6 72.2 85.5
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, October 03, 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 : 40,914: 30,421 33,929 5,065 2,745 2,375 1,610 275 130 385 0 0: 928 1,460
Old : 40,914: 30,421 33,929 5,065 2,745 2,375 1,610 275 130 385 0 0: 928 1,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 120: -340 -1,660 -100 450 -85 530 0 0 -530 0 0: 645 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 82.9 12.4 6.7 5.8 3.9 0.7 0.3 0.9 0.0 0.0: 2.3 3.6
Old : 100.0: 74.4 82.9 12.4 6.7 5.8 3.9 0.7 0.3 0.9 0.0 0.0: 2.3 3.6
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: 19 14 . . . . . . . 0 0:
Old : 31: 19 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 88.4 75.7 93.7 57.6 80.7 71.6 84.3
Old : 58.9 88.4 75.7 93.7 57.6 80.7 71.6 84.3
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, October 03, 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 : 199,055: 116,348 119,581 10,209 31,371 43,992 23,410 0 3,943 943 0 168: 41 0
Old : 199,055: 116,348 119,581 10,209 31,371 43,992 23,410 0 3,943 943 0 168: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -4,105: -6,580 -744 5,515 590 -3,257 927 0 -703 7 0 9: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 60.1 5.1 15.8 22.1 11.8 0.0 2.0 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 58.5 60.1 5.1 15.8 22.1 11.8 0.0 2.0 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 : 26: 16 16 . . . . 0 . . 0 .:
Old : 26: 16 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 : 55.3 71.4 87.2 90.4 29.1 37.1 38.5 39.2
Old : 55.3 71.4 87.2 90.4 29.1 37.1 38.5 39.2
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, October 03, 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 : 34,829: 27,227 30,297 3,640 430 630 0 0 0 0 0 0: 3,332 3,472
Old : 34,829: 27,227 30,297 3,640 430 630 0 0 0 0 0 0: 3,332 3,472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 710: 625 685 180 0 -140 0 0 0 0 0 0: 45 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 87.0 10.5 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 10.0
Old : 100.0: 78.2 87.0 10.5 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 15 . . . 0 0 0 0 0 0:
Old : 22: 15 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 : 81.8 59.2 87.0 78.7 68.7 50.0 72.6 68.4
Old : 81.8 59.2 87.0 78.7 68.7 50.0 72.6 68.4
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, October 03, 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 : 33,150: 25,335 28,580 3,795 430 480 0 0 0 0 0 0: 3,540 3,660
Old : 33,150: 25,335 28,580 3,795 430 480 0 0 0 0 0 0: 3,540 3,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 870: 720 1,160 180 0 -135 0 0 0 0 0 0: 105 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 86.2 11.4 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 11.0
Old : 100.0: 76.4 86.2 11.4 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 11.0
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: 14 17 . . . 0 0 0 0 0 0:
Old : 22: 14 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 60.0 87.5 79.1 68.9 50.4 72.3 67.1
Old : 82.5 60.0 87.5 79.1 68.9 50.4 72.3 67.1
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, October 03, 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 : 33,614: 16,916 25,511 12,040 710 1,310 0 450 0 0 2,250 0: 3,348 3,383
Old : 33,614: 16,916 25,511 12,040 710 1,310 0 450 0 0 2,250 0: 3,348 3,383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 530: -1,030 530 2,160 0 -600 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 75.9 35.8 2.1 3.9 0.0 1.3 0.0 0.0 6.7 0.0: 10.0 10.1
Old : 100.0: 50.3 75.9 35.8 2.1 3.9 0.0 1.3 0.0 0.0 6.7 0.0: 10.0 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 : 24: 11 16 . . . 0 . 0 0 . 0:
Old : 24: 11 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 : 74.7 43.1 87.4 69.3 65.7 41.6 72.3 60.3
Old : 74.7 43.1 87.4 69.3 65.7 41.6 72.3 60.3
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, October 03, 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 : 31,905: 16,034 24,029 12,020 1,210 1,310 0 450 0 0 2,250 0: 2,541 2,656
Old : 31,905: 16,034 24,029 12,020 1,210 1,310 0 450 0 0 2,250 0: 2,541 2,656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 530: -1,030 530 2,160 0 -600 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 75.3 37.7 3.8 4.1 0.0 1.4 0.0 0.0 7.1 0.0: 8.0 8.3
Old : 100.0: 50.3 75.3 37.7 3.8 4.1 0.0 1.4 0.0 0.0 7.1 0.0: 8.0 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 : 24: 10 17 . . . 0 . 0 0 . 0:
Old : 24: 10 17 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 43.4 90.4 70.0 70.4 42.6 73.8 58.9
Old : 79.7 43.4 90.4 70.0 70.4 42.6 73.8 58.9
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, October 03, 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 : 36,290: 29,665 9,770 1,075 8,125 500 0 10,145 0 200 3,150 0: 4,850 4,600
Old : 36,290: 29,665 9,770 1,075 8,125 500 0 10,145 0 200 3,150 0: 4,850 4,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -95: -95 -20 0 0 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 26.9 3.0 22.4 1.4 0.0 28.0 0.0 0.6 8.7 0.0: 13.4 12.7
Old : 100.0: 81.7 26.9 3.0 22.4 1.4 0.0 28.0 0.0 0.6 8.7 0.0: 13.4 12.7
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 : 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 : 55.2 66.6 69.8 80.7 52.9 65.3 65.9 78.7
Old : 55.2 66.6 69.8 80.7 52.9 65.3 65.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 36,915: 30,350 10,585 950 9,725 500 0 9,445 0 200 1,995 0: 4,915 4,665
Old : 36,915: 30,350 10,585 950 9,725 500 0 9,445 0 200 1,995 0: 4,915 4,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 0: 0 75 0 0 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 28.7 2.6 26.3 1.4 0.0 25.6 0.0 0.5 5.4 0.0: 13.3 12.6
Old : 100.0: 82.2 28.7 2.6 26.3 1.4 0.0 25.6 0.0 0.5 5.4 0.0: 13.3 12.6
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: 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 : 56.6 70.6 69.7 83.4 54.8 69.2 66.7 78.3
Old : 56.6 70.6 69.7 83.4 54.8 69.2 66.7 78.3
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, October 03, 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 : 41,775: 16,855 35,710 20,870 1,185 775 825 0 375 150 1,825 75: 1,850 1,830
Old : 41,775: 16,855 35,710 20,870 1,185 775 825 0 375 150 1,825 75: 1,850 1,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 320: 300 75 -140 60 140 0 0 0 0 25 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 85.5 50.0 2.8 1.9 2.0 0.0 0.9 0.4 4.4 0.2: 4.4 4.4
Old : 100.0: 40.3 85.5 50.0 2.8 1.9 2.0 0.0 0.9 0.4 4.4 0.2: 4.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . . . . 0 . . . .:
Old : 27: 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 : 73.3 82.7 87.0 90.7 72.5 80.4 86.0 87.4
Old : 73.3 82.7 87.0 90.7 72.5 80.4 86.0 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 39,135: 15,230 34,015 20,390 675 640 825 0 375 150 1,925 75: 1,450 1,430
Old : 39,135: 15,230 34,015 20,390 675 640 825 0 375 150 1,925 75: 1,450 1,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 320: 300 75 -150 50 150 0 0 0 0 25 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 86.9 52.1 1.7 1.6 2.1 0.0 1.0 0.4 4.9 0.2: 3.7 3.7
Old : 100.0: 38.9 86.9 52.1 1.7 1.6 2.1 0.0 1.0 0.4 4.9 0.2: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 13 . . . . 0 . . . .:
Old : 27: 12 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 83.9 87.6 91.5 71.8 80.1 85.2 87.0
Old : 72.7 83.9 87.6 91.5 71.8 80.1 85.2 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 26,765: 17,585 15,610 6,730 475 1,130 0 8,310 0 0 0 0: 1,320 1,240
Old : 26,765: 17,585 15,610 6,730 475 1,130 0 8,310 0 0 0 0: 1,320 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -75: 25 -575 -600 0 50 0 0 0 0 0 0: 450 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 58.3 25.1 1.8 4.2 0.0 31.0 0.0 0.0 0.0 0.0: 4.9 4.6
Old : 100.0: 65.7 58.3 25.1 1.8 4.2 0.0 31.0 0.0 0.0 0.0 0.0: 4.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . . . 0 . 0 0 0 0:
Old : 23: 14 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 : 74.1 80.5 86.1 91.1 69.9 78.2 79.8 82.9
Old : 74.1 80.5 86.1 91.1 69.9 78.2 79.8 82.9
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, October 03, 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 : 23,400: 17,865 13,300 0 4,690 1,160 0 130 50 0 415 205: 4,120 3,450
Old : 23,400: 17,865 13,300 0 4,690 1,160 0 130 50 0 415 205: 4,120 3,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,410: 100 2,725 0 -2,575 1,160 0 0 0 0 25 0: 1,150 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 56.8 0.0 20.0 5.0 0.0 0.6 0.2 0.0 1.8 0.9: 17.6 14.7
Old : 100.0: 76.3 56.8 0.0 20.0 5.0 0.0 0.6 0.2 0.0 1.8 0.9: 17.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 0 . . 0 . . 0 . .:
Old : 21: 12 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 : 64.9 64.7 77.8 82.5 58.2 59.7 66.9 69.8
Old : 64.9 64.7 77.8 82.5 58.2 59.7 66.9 69.8
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, October 03, 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 : 22,840: 17,600 13,150 0 4,705 1,090 0 130 50 50 250 265: 3,785 3,200
Old : 22,840: 17,600 13,150 0 4,705 1,090 0 130 50 50 250 265: 3,785 3,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,430: 160 2,785 0 -2,575 1,090 0 0 0 0 25 0: 1,180 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 57.6 0.0 20.6 4.8 0.0 0.6 0.2 0.2 1.1 1.2: 16.6 14.0
Old : 100.0: 77.1 57.6 0.0 20.6 4.8 0.0 0.6 0.2 0.2 1.1 1.2: 16.6 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . 0 . . . . .:
Old : 23: 13 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 : 66.8 66.7 78.0 82.9 61.0 61.9 68.2 71.6
Old : 66.8 66.7 78.0 82.9 61.0 61.9 68.2 71.6
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, October 03, 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 : 37,575: 25,230 14,590 0 20,580 0 10,365 575 275 550 425 0: 1,155 1,130
Old : 37,575: 25,230 14,590 0 20,580 0 10,365 575 275 550 425 0: 1,155 1,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 180: -565 515 0 -330 0 550 0 0 200 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 38.8 0.0 54.8 0.0 27.6 1.5 0.7 1.5 1.1 0.0: 3.1 3.0
Old : 100.0: 67.1 38.8 0.0 54.8 0.0 27.6 1.5 0.7 1.5 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: 19 9 0 . 0 . . . . . 0:
Old : 28: 19 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 : 69.4 82.1 84.3 92.5 68.7 80.1 80.7 87.1
Old : 69.4 82.1 84.3 92.5 68.7 80.1 80.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 30,365: 20,680 14,530 0 12,940 0 7,125 575 250 550 335 0: 1,760 1,735
Old : 30,365: 20,680 14,530 0 12,940 0 7,125 575 250 550 335 0: 1,760 1,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 250: -410 690 0 -400 0 500 0 0 200 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 47.9 0.0 42.6 0.0 23.5 1.9 0.8 1.8 1.1 0.0: 5.8 5.7
Old : 100.0: 68.1 47.9 0.0 42.6 0.0 23.5 1.9 0.8 1.8 1.1 0.0: 5.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 64.3 74.6 79.9 88.1 63.0 68.8 74.9 78.2
Old : 64.3 74.6 79.9 88.1 63.0 68.8 74.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 108,305: 57,010 92,390 22,615 0 1,905 8,960 225 1,125 4,440 350 480: 11,770 11,830
Old : 108,305: 57,010 92,390 22,615 0 1,905 8,960 225 1,125 4,440 350 480: 11,770 11,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,745: 3,645 750 -2,120 0 -50 -525 100 350 -150 0 200: 1,395 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 85.3 20.9 0.0 1.8 8.3 0.2 1.0 4.1 0.3 0.4: 10.9 10.9
Old : 100.0: 52.6 85.3 20.9 0.0 1.8 8.3 0.2 1.0 4.1 0.3 0.4: 10.9 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 23 . 0 . . . . . . .:
Old : 43: 21 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 : 60.6 58.3 73.1 71.3 55.6 56.9 66.4 68.6
Old : 60.6 58.3 73.1 71.3 55.6 56.9 66.4 68.6
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, October 03, 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 : 96,790: 54,890 82,425 14,785 0 1,815 10,230 150 840 3,080 350 450: 10,700 10,760
Old : 96,790: 54,890 82,425 14,785 0 1,815 10,230 150 840 3,080 350 450: 10,700 10,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 2,505: 3,205 315 -2,165 0 -40 -475 100 175 -150 0 200: 1,755 1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 85.2 15.3 0.0 1.9 10.6 0.2 0.9 3.2 0.4 0.5: 11.1 11.1
Old : 100.0: 56.7 85.2 15.3 0.0 1.9 10.6 0.2 0.9 3.2 0.4 0.5: 11.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 23 . 0 . . . . . . .:
Old : 39: 18 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 : 62.4 55.8 77.8 70.4 59.0 55.2 73.9 69.2
Old : 62.4 55.8 77.8 70.4 59.0 55.2 73.9 69.2
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, October 03, 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 : 19,100: 14,835 8,595 0 6,860 610 50 750 0 1,200 0 0: 2,405 2,285
Old : 19,100: 14,835 8,595 0 6,860 610 50 750 0 1,200 0 0: 2,405 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 300: 0 300 0 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 45.0 0.0 35.9 3.2 0.3 3.9 0.0 6.3 0.0 0.0: 12.6 12.0
Old : 100.0: 77.7 45.0 0.0 35.9 3.2 0.3 3.9 0.0 6.3 0.0 0.0: 12.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 45.9 59.1 67.5 76.2 34.5 50.9 53.4 63.2
Old : 45.9 59.1 67.5 76.2 34.5 50.9 53.4 63.2
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, October 03, 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 : 19,460: 14,870 10,850 0 6,895 750 0 0 0 2,675 0 0: 1,165 965
Old : 19,460: 14,870 10,850 0 6,895 750 0 0 0 2,675 0 0: 1,165 965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 650: 525 650 0 0 0 0 0 0 125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 55.8 0.0 35.4 3.9 0.0 0.0 0.0 13.7 0.0 0.0: 6.0 5.0
Old : 100.0: 76.4 55.8 0.0 35.4 3.9 0.0 0.0 0.0 13.7 0.0 0.0: 6.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.2 70.2 77.2 89.9 41.0 50.6 55.4 61.4
Old : 62.2 70.2 77.2 89.9 41.0 50.6 55.4 61.4
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, October 03, 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 : 51,110: 37,990 33,495 890 1,905 4,360 0 2,850 600 0 750 0: 7,270 7,150
Old : 51,110: 37,990 33,495 890 1,905 4,360 0 2,850 600 0 750 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 26, 2017 :
: 300: 300 0 0 0 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 65.5 1.7 3.7 8.5 0.0 5.6 1.2 0.0 1.5 0.0: 14.2 14.0
Old : 100.0: 74.3 65.5 1.7 3.7 8.5 0.0 5.6 1.2 0.0 1.5 0.0: 14.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 . . . 0 . . 0 . 0:
Old : 29: 16 17 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 44.9 76.8 62.8 56.3 37.7 61.1 51.3
Old : 57.1 44.9 76.8 62.8 56.3 37.7 61.1 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, October 03, 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 : 33,300: 23,500 20,315 160 2,165 3,970 300 1,000 150 0 600 0: 5,220 5,100
Old : 33,300: 23,500 20,315 160 2,165 3,970 300 1,000 150 0 600 0: 5,220 5,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 425: 300 300 0 0 0 300 0 0 0 300 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 61.0 0.5 6.5 11.9 0.9 3.0 0.5 0.0 1.8 0.0: 15.7 15.3
Old : 100.0: 70.6 61.0 0.5 6.5 11.9 0.9 3.0 0.5 0.0 1.8 0.0: 15.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 19 . . . . . . 0 . 0:
Old : 31: 18 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 : 46.0 36.1 69.1 55.3 29.0 21.4 35.5 32.9
Old : 46.0 36.1 69.1 55.3 29.0 21.4 35.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017