COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 53,297: 18,506 25,676 4,366 2,898 2,649 3,626 8,790 1,704 13,757 3,233 7,635: 1,054 712
Old : 53,297: 18,506 25,676 4,366 2,898 2,649 3,626 8,790 1,704 13,757 3,233 7,635: 1,054 712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 33: 153 -1,102 -23 -259 244 -525 -80 226 -557 667 575: -60 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 48.2 8.2 5.4 5.0 6.8 16.5 3.2 25.8 6.1 14.3: 2.0 1.3
Old : 100.0: 34.7 48.2 8.2 5.4 5.0 6.8 16.5 3.2 25.8 6.1 14.3: 2.0 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 : 51: 15 13 . 4 4 . 5 5 11 10 13:
Old : 51: 15 13 . 4 4 . 5 5 11 10 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 : 40.2 54.2 65.5 69.2 33.1 37.4 48.1 46.6
Old : 40.2 54.2 65.5 69.2 33.1 37.4 48.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 7,478: 1,136 4,517 664 1,696 0 670 443 225 4,009 0 249: 525 348
Old : 7,478: 1,136 4,517 664 1,696 0 670 443 225 4,009 0 249: 525 348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 175: 33 103 15 80 0 0 0 0 148 -2 -26: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 60.4 8.9 22.7 0.0 9.0 5.9 3.0 53.6 0.0 3.3: 7.0 4.7
Old : 100.0: 15.2 60.4 8.9 22.7 0.0 9.0 5.9 3.0 53.6 0.0 3.3: 7.0 4.7
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 : 25: 5 7 . . 0 . . . 9 0 5:
Old : 25: 5 7 . . 0 . . . 9 0 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 57.2 71.4 84.1 49.6 56.4 65.5 73.8
Old : 50.8 57.2 71.4 84.1 49.6 56.4 65.5 73.8
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 17, 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 : 1,852: 377 996 421 4 96 298 130 198 65 36 384: 12 7
Old : 1,852: 377 996 421 4 96 298 130 198 65 36 384: 12 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 178: 40 116 52 -5 6 23 7 22 7 7 25: 3 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 53.8 22.8 0.2 5.2 16.1 7.0 10.7 3.5 2.0 20.7: 0.6 0.4
Old : 100.0: 20.4 53.8 22.8 0.2 5.2 16.1 7.0 10.7 3.5 2.0 20.7: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 7 7 . . . . . 5 4 5 4:
Old : 27: 7 7 . . . . . 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 : 61.9 57.1 84.4 79.7 39.5 38.5 44.2 43.2
Old : 61.9 57.1 84.4 79.7 39.5 38.5 44.2 43.2
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 17, 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 : 107,254: 57,940 66,887 3,313 8,221 15,435 12,768 155 2,984 5,629 4,634 8,199: 986 739
Old : 107,254: 57,940 66,887 3,313 8,221 15,435 12,768 155 2,984 5,629 4,634 8,199: 986 739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 704: 361 282 53 -42 193 15 6 150 60 242 -128: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 62.4 3.1 7.7 14.4 11.9 0.1 2.8 5.2 4.3 7.6: 0.9 0.7
Old : 100.0: 54.0 62.4 3.1 7.7 14.4 11.9 0.1 2.8 5.2 4.3 7.6: 0.9 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 : 62: 33 35 . . 4 6 . 7 6 6 9:
Old : 62: 33 35 . . 4 6 . 7 6 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 : 38.6 35.1 59.7 55.0 24.4 19.6 34.0 30.8
Old : 38.6 35.1 59.7 55.0 24.4 19.6 34.0 30.8
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 17, 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 : 32,216: 26,953 27,408 1,080 1,745 2,363 350 225 0 1,045 50 425: 0 0
Old : 32,216: 26,953 27,408 1,080 1,745 2,363 350 225 0 1,045 50 425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,072: 1,102 609 -418 0 238 0 75 0 0 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 85.1 3.4 5.4 7.3 1.1 0.7 0.0 3.2 0.2 1.3: 0.0 0.0
Old : 100.0: 83.7 85.1 3.4 5.4 7.3 1.1 0.7 0.0 3.2 0.2 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.2 53.9 72.7 81.3 38.3 48.1 48.0 56.5
Old : 51.2 53.9 72.7 81.3 38.3 48.1 48.0 56.5
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 17, 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 : 20,085: 17,745 14,268 50 3,527 1,615 0 0 0 175 175 500: 0 0
Old : 20,085: 17,745 14,268 50 3,527 1,615 0 0 0 175 175 500: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 464: 399 239 50 -40 40 0 0 0 -75 175 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 71.0 0.2 17.6 8.0 0.0 0.0 0.0 0.9 0.9 2.5: 0.0 0.0
Old : 100.0: 88.3 71.0 0.2 17.6 8.0 0.0 0.0 0.0 0.9 0.9 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 16 . . . 0 0 0 . . .:
Old : 29: 19 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 53.5 84.5 85.1 57.2 40.8 60.2 57.8
Old : 67.8 53.5 84.5 85.1 57.2 40.8 60.2 57.8
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 17, 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 : 172,069: 134,998 116,285 17,114 18,034 5,875 7,670 15,203 3,851 2,195 12,486 320: 46 15
Old : 172,069: 134,998 116,285 17,114 18,034 5,875 7,670 15,203 3,851 2,195 12,486 320: 46 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 4,573: 3,655 7,352 1,020 -1,332 -162 360 -265 0 -280 -1,000 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 67.6 9.9 10.5 3.4 4.5 8.8 2.2 1.3 7.3 0.2: 0.0 0.0
Old : 100.0: 78.5 67.6 9.9 10.5 3.4 4.5 8.8 2.2 1.3 7.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 35 35 . . . . 5 . 4 . .:
Old : 58: 35 35 . . . . 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 : 38.3 45.0 58.0 70.1 33.9 38.0 49.0 57.5
Old : 38.3 45.0 58.0 70.1 33.9 38.0 49.0 57.5
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 17, 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 : 56,296: 43,013 33,700 8,030 11,549 2,089 766 6,300 1,334 800 1,075 250: 15 0
Old : 56,296: 43,013 33,700 8,030 11,549 2,089 766 6,300 1,334 800 1,075 250: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -79: -1,018 -56 595 -162 -32 -70 0 70 300 25 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 59.9 14.3 20.5 3.7 1.4 11.2 2.4 1.4 1.9 0.4: 0.0 0.0
Old : 100.0: 76.4 59.9 14.3 20.5 3.7 1.4 11.2 2.4 1.4 1.9 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 19 . . . . . 4 5 4 .:
Old : 38: 17 19 . . . . . 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 : 75.2 66.2 85.9 85.6 73.2 58.7 78.6 74.3
Old : 75.2 66.2 85.9 85.6 73.2 58.7 78.6 74.3
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 17, 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 : 58,913: 45,764 42,414 2,784 3,075 8,884 200 3,475 225 415 100 520: 121 220
Old : 58,913: 45,764 42,414 2,784 3,075 8,884 200 3,475 225 415 100 520: 121 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,655: 2,525 1,395 -880 630 -190 0 0 0 300 0 0: -100 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 72.0 4.7 5.2 15.1 0.3 5.9 0.4 0.7 0.2 0.9: 0.2 0.4
Old : 100.0: 77.7 72.0 4.7 5.2 15.1 0.3 5.9 0.4 0.7 0.2 0.9: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 24 . . . . . . . . .:
Old : 37: 25 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 : 47.9 51.2 72.7 73.9 28.5 32.9 42.4 47.5
Old : 47.9 51.2 72.7 73.9 28.5 32.9 42.4 47.5
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 17, 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 : 64,606: 55,025 43,406 2,020 13,827 5,245 127 675 153 1,090 400 730: 216 170
Old : 64,606: 55,025 43,406 2,020 13,827 5,245 127 675 153 1,090 400 730: 216 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -22: -112 247 15 -370 130 89 0 -29 -115 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 67.2 3.1 21.4 8.1 0.2 1.0 0.2 1.7 0.6 1.1: 0.3 0.3
Old : 100.0: 85.2 67.2 3.1 21.4 8.1 0.2 1.0 0.2 1.7 0.6 1.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 28 23 . . 4 . . . . . .:
Old : 43: 28 23 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 60.5 64.9 80.0 37.5 53.4 52.6 60.7
Old : 42.7 60.5 64.9 80.0 37.5 53.4 52.6 60.7
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,555: 40,884 28,381 19,765 15,990 2,275 50 0 0 1,333 17,550 185: 63 174
Old : 64,555: 40,884 28,381 19,765 15,990 2,275 50 0 0 1,333 17,550 185: 63 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,125: 625 900 510 90 -50 0 0 0 -145 0 185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 44.0 30.6 24.8 3.5 0.1 0.0 0.0 2.1 27.2 0.3: 0.1 0.3
Old : 100.0: 63.3 44.0 30.6 24.8 3.5 0.1 0.0 0.0 2.1 27.2 0.3: 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 : 40: 23 22 . . . . 0 0 . . .:
Old : 40: 23 22 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 68.5 65.3 82.7 42.3 64.6 60.6 77.9
Old : 43.8 68.5 65.3 82.7 42.3 64.6 60.6 77.9
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 85,736: 55,466 36,806 26,410 28,670 1,320 50 0 0 2,458 18,750 0: 32 190
Old : 85,736: 55,466 36,806 26,410 28,670 1,320 50 0 0 2,458 18,750 0: 32 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 515: 310 265 445 200 -50 0 0 0 -190 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 42.9 30.8 33.4 1.5 0.1 0.0 0.0 2.9 21.9 0.0: 0.0 0.2
Old : 100.0: 64.7 42.9 30.8 33.4 1.5 0.1 0.0 0.0 2.9 21.9 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 : 42: 25 23 . . . . 0 0 . . 0:
Old : 42: 25 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 : 45.5 63.8 64.0 81.8 45.0 62.1 62.2 79.0
Old : 45.5 63.8 64.0 81.8 45.0 62.1 62.2 79.0
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 17, 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 : 33,559: 22,609 30,014 7,045 0 3,455 0 0 0 300 0 0: 150 90
Old : 33,559: 22,609 30,014 7,045 0 3,455 0 0 0 300 0 0: 150 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -365: -315 -425 -50 0 0 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 89.4 21.0 0.0 10.3 0.0 0.0 0.0 0.9 0.0 0.0: 0.4 0.3
Old : 100.0: 67.4 89.4 21.0 0.0 10.3 0.0 0.0 0.0 0.9 0.0 0.0: 0.4 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 : 27: 19 18 . 0 . 0 0 0 . 0 0:
Old : 27: 19 18 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 67.9 73.1 82.7 37.7 55.7 54.6 60.9
Old : 49.2 67.9 73.1 82.7 37.7 55.7 54.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 36,335: 27,765 29,854 2,765 1,835 4,070 375 420 0 1,300 0 0: 60 156
Old : 36,335: 27,765 29,854 2,765 1,835 4,070 375 420 0 1,300 0 0: 60 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -1,270: -1,270 -1,220 50 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 82.2 7.6 5.1 11.2 1.0 1.2 0.0 3.6 0.0 0.0: 0.2 0.4
Old : 100.0: 76.4 82.2 7.6 5.1 11.2 1.0 1.2 0.0 3.6 0.0 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 17 4 . . . . 0 . 0 0:
Old : 30: 18 17 4 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 63.2 71.0 86.2 28.4 55.3 41.6 61.0
Old : 50.3 63.2 71.0 86.2 28.4 55.3 41.6 61.0
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 17, 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 : 11,960: 10,210 9,935 400 1,875 150 0 0 0 1,200 0 0: 0 0
Old : 11,960: 10,210 9,935 400 1,875 150 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: October 10, 2017 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 83.1 3.3 15.7 1.3 0.0 0.0 0.0 10.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.4 83.1 3.3 15.7 1.3 0.0 0.0 0.0 10.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.6 65.6 82.0 91.9 61.6 61.8 75.8 81.9
Old : 63.6 65.6 82.0 91.9 61.6 61.8 75.8 81.9
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 17, 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 : 20,525: 15,520 12,910 0 4,640 780 1,400 0 0 1,150 450 1,450: 225 295
Old : 20,525: 15,520 12,910 0 4,640 780 1,400 0 0 1,150 450 1,450: 225 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 709: -71 1,461 0 230 0 400 -1,032 0 0 -300 350: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 62.9 0.0 22.6 3.8 6.8 0.0 0.0 5.6 2.2 7.1: 1.1 1.4
Old : 100.0: 75.6 62.9 0.0 22.6 3.8 6.8 0.0 0.0 5.6 2.2 7.1: 1.1 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 : 36: 19 22 0 . . . 0 0 . . .:
Old : 36: 19 22 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 46.7 70.7 64.7 48.0 39.4 61.3 52.0
Old : 51.2 46.7 70.7 64.7 48.0 39.4 61.3 52.0
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 17, 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 : 9,815: 8,350 8,210 450 585 460 0 75 0 0 140 210: 345 135
Old : 9,815: 8,350 8,210 450 585 460 0 75 0 0 140 210: 345 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -75: 225 0 0 225 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 83.6 4.6 6.0 4.7 0.0 0.8 0.0 0.0 1.4 2.1: 3.5 1.4
Old : 100.0: 85.1 83.6 4.6 6.0 4.7 0.0 0.8 0.0 0.0 1.4 2.1: 3.5 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 : 20: 8 9 . . . 0 . 0 0 . .:
Old : 20: 8 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 : 75.7 71.1 90.8 92.5 75.6 68.3 83.3 80.0
Old : 75.7 71.1 90.8 92.5 75.6 68.3 83.3 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 40,866: 27,371 38,101 11,230 0 2,215 0 50 0 0 350 0: 50 150
Old : 40,866: 27,371 38,101 11,230 0 2,215 0 50 0 0 350 0: 50 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -537: -587 -497 100 0 -100 0 0 0 0 0 0: 50 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 93.2 27.5 0.0 5.4 0.0 0.1 0.0 0.0 0.9 0.0: 0.1 0.4
Old : 100.0: 67.0 93.2 27.5 0.0 5.4 0.0 0.1 0.0 0.0 0.9 0.0: 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 : 31: 23 21 . 0 . 0 . 0 0 . 0:
Old : 31: 23 21 . 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 : 45.3 59.3 72.9 74.8 37.7 50.6 55.0 57.0
Old : 45.3 59.3 72.9 74.8 37.7 50.6 55.0 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 52,011: 45,560 34,316 1,655 14,114 2,321 0 300 0 1,600 850 50: 825 60
Old : 52,011: 45,560 34,316 1,655 14,114 2,321 0 300 0 1,600 850 50: 825 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 907: 1,005 307 0 598 2 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 66.0 3.2 27.1 4.5 0.0 0.6 0.0 3.1 1.6 0.1: 1.6 0.1
Old : 100.0: 87.6 66.0 3.2 27.1 4.5 0.0 0.6 0.0 3.1 1.6 0.1: 1.6 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 : 33: 20 22 . . . 0 . 0 . . .:
Old : 33: 20 22 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 61.6 70.5 84.5 45.5 54.2 63.4 73.4
Old : 50.0 61.6 70.5 84.5 45.5 54.2 63.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 48,505: 37,985 36,690 7,945 10,615 620 300 0 0 1,125 0 335: 195 245
Old : 48,505: 37,985 36,690 7,945 10,615 620 300 0 0 1,125 0 335: 195 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 445: 175 395 250 0 0 0 0 0 20 0 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 75.6 16.4 21.9 1.3 0.6 0.0 0.0 2.3 0.0 0.7: 0.4 0.5
Old : 100.0: 78.3 75.6 16.4 21.9 1.3 0.6 0.0 0.0 2.3 0.0 0.7: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 11 . . . . 0 0 . 0 .:
Old : 29: 18 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 : 42.0 93.4 71.3 97.7 39.0 91.9 68.3 92.3
Old : 42.0 93.4 71.3 97.7 39.0 91.9 68.3 92.3
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 17, 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 : 56,391: 42,345 39,576 9,176 12,430 2,195 200 0 0 2,150 1,800 175: 150 215
Old : 56,391: 42,345 39,576 9,176 12,430 2,195 200 0 0 2,150 1,800 175: 150 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 575: 305 525 50 0 0 0 0 0 220 0 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 70.2 16.3 22.0 3.9 0.4 0.0 0.0 3.8 3.2 0.3: 0.3 0.4
Old : 100.0: 75.1 70.2 16.3 22.0 3.9 0.4 0.0 0.0 3.8 3.2 0.3: 0.3 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: 19 11 . . . . 0 0 . . .:
Old : 30: 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 91.1 67.1 97.8 38.1 88.9 64.9 92.0
Old : 40.3 91.1 67.1 97.8 38.1 88.9 64.9 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 17, 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 : 73,279: 68,730 64,141 2,043 7,197 1,441 0 0 0 706 0 218: 141 282
Old : 73,279: 68,730 64,141 2,043 7,197 1,441 0 0 0 706 0 218: 141 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,851: 1,754 2,166 1,305 880 -185 0 0 0 -23 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 87.5 2.8 9.8 2.0 0.0 0.0 0.0 1.0 0.0 0.3: 0.2 0.4
Old : 100.0: 93.8 87.5 2.8 9.8 2.0 0.0 0.0 0.0 1.0 0.0 0.3: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 27 . . . 0 0 0 . 0 .:
Old : 39: 24 27 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 59.4 73.5 81.8 47.2 53.5 70.8 72.0
Old : 47.5 59.4 73.5 81.8 47.2 53.5 70.8 72.0
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 17, 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 : 96,775: 81,129 81,933 4,321 8,534 2,881 3,420 644 18 3,155 966 1,520: 331 279
Old : 96,775: 81,129 81,933 4,321 8,534 2,881 3,420 644 18 3,155 966 1,520: 331 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 4,678: 2,678 3,435 1,600 1,042 110 20 0 0 325 126 -50: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 84.7 4.5 8.8 3.0 3.5 0.7 0.0 3.3 1.0 1.6: 0.3 0.3
Old : 100.0: 83.8 84.7 4.5 8.8 3.0 3.5 0.7 0.0 3.3 1.0 1.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 27 28 . . . . 4 . 4 5 .:
Old : 54: 27 28 . . . . 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 : 40.2 53.9 64.8 76.1 37.7 48.8 57.9 63.1
Old : 40.2 53.9 64.8 76.1 37.7 48.8 57.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 30,249: 22,599 30,060 7,181 0 189 0 0 0 250 0 0: 30 0
Old : 30,249: 22,599 30,060 7,181 0 189 0 0 0 250 0 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 99.4 23.7 0.0 0.6 0.0 0.0 0.0 0.8 0.0 0.0: 0.1 0.0
Old : 100.0: 74.7 99.4 23.7 0.0 0.6 0.0 0.0 0.0 0.8 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 12 . 0 . 0 0 0 . 0 0:
Old : 20: 11 12 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 81.9 98.5 97.1 82.7 76.3 85.5 84.2
Old : 84.3 81.9 98.5 97.1 82.7 76.3 85.5 84.2
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 17, 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 : 39,165: 31,220 26,109 1,745 3,915 4,125 0 4,630 120 1,445 0 50: 460 216
Old : 39,165: 31,220 26,109 1,745 3,915 4,125 0 4,630 120 1,445 0 50: 460 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 652: -55 115 0 550 0 0 0 0 514 0 -29: 222 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 66.7 4.5 10.0 10.5 0.0 11.8 0.3 3.7 0.0 0.1: 1.2 0.6
Old : 100.0: 79.7 66.7 4.5 10.0 10.5 0.0 11.8 0.3 3.7 0.0 0.1: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 15 . . . 0 . . . 0 .:
Old : 28: 20 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 : 51.6 72.9 71.9 92.6 51.2 65.5 65.3 77.2
Old : 51.6 72.9 71.9 92.6 51.2 65.5 65.3 77.2
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 17, 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 : 40,641: 24,650 31,241 7,116 2,385 3,400 1,550 50 1,800 1,370 1,450 250: 505 65
Old : 40,641: 24,650 31,241 7,116 2,385 3,400 1,550 50 1,800 1,370 1,450 250: 505 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -35: 45 -225 -60 50 0 0 0 0 -200 0 200: -20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 76.9 17.5 5.9 8.4 3.8 0.1 4.4 3.4 3.6 0.6: 1.2 0.2
Old : 100.0: 60.7 76.9 17.5 5.9 8.4 3.8 0.1 4.4 3.4 3.6 0.6: 1.2 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 : 31: 22 19 . . . . . . . . .:
Old : 31: 22 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 55.6 65.4 75.7 35.0 39.1 45.0 53.1
Old : 45.2 55.6 65.4 75.7 35.0 39.1 45.0 53.1
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 17, 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 : 43,877: 22,064 38,375 21,263 1,432 125 0 2,175 235 125 1,300 0: 65 235
Old : 43,877: 22,064 38,375 21,263 1,432 125 0 2,175 235 125 1,300 0: 65 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,508: 1,118 2,473 1,205 -125 85 0 75 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 87.5 48.5 3.3 0.3 0.0 5.0 0.5 0.3 3.0 0.0: 0.1 0.5
Old : 100.0: 50.3 87.5 48.5 3.3 0.3 0.0 5.0 0.5 0.3 3.0 0.0: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 15 5 . . 0 . . . . 0:
Old : 32: 18 15 5 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 72.6 84.3 85.1 65.9 66.9 80.9 78.6
Old : 66.0 72.6 84.3 85.1 65.9 66.9 80.9 78.6
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 17, 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 : 37,359: 16,892 33,235 19,200 633 446 0 2,885 25 500 0 0: 296 135
Old : 37,359: 16,892 33,235 19,200 633 446 0 2,885 25 500 0 0: 296 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,612: 332 2,672 2,030 -160 100 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 89.0 51.4 1.7 1.2 0.0 7.7 0.1 1.3 0.0 0.0: 0.8 0.4
Old : 100.0: 45.2 89.0 51.4 1.7 1.2 0.0 7.7 0.1 1.3 0.0 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 4 . . 0 . . . 0 0:
Old : 29: 15 12 4 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 76.2 86.8 90.1 69.9 73.6 84.8 84.2
Old : 70.4 76.2 86.8 90.1 69.9 73.6 84.8 84.2
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 17, 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 : 26,463: 20,190 22,197 1,709 0 2,203 75 1,715 0 1,754 50 163: 369 135
Old : 26,463: 20,190 22,197 1,709 0 2,203 75 1,715 0 1,754 50 163: 369 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -906: -1,068 -1,013 120 0 42 0 0 0 0 50 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 83.9 6.5 0.0 8.3 0.3 6.5 0.0 6.6 0.2 0.6: 1.4 0.5
Old : 100.0: 76.3 83.9 6.5 0.0 8.3 0.3 6.5 0.0 6.6 0.2 0.6: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 18 4 0 4 . . 0 5 . .:
Old : 37: 18 18 4 0 4 . . 0 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 : 47.4 57.9 67.6 78.1 41.9 56.9 57.5 72.5
Old : 47.4 57.9 67.6 78.1 41.9 56.9 57.5 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 22,525: 19,344 18,940 744 1,925 614 0 375 475 1,227 75 1: 120 120
Old : 22,525: 19,344 18,940 744 1,925 614 0 375 475 1,227 75 1: 120 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 477: 55 485 0 -460 402 0 0 0 0 50 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 84.1 3.3 8.5 2.7 0.0 1.7 2.1 5.4 0.3 0.0: 0.5 0.5
Old : 100.0: 85.9 84.1 3.3 8.5 2.7 0.0 1.7 2.1 5.4 0.3 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 13 19 . . . 0 . . . . .:
Old : 34: 13 19 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 63.5 82.7 82.3 67.3 63.4 79.5 78.3
Old : 68.5 63.5 82.7 82.3 67.3 63.4 79.5 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 52,632: 45,295 31,482 1,686 10,087 2,620 1,050 7,301 242 665 175 725: 349 0
Old : 52,632: 45,295 31,482 1,686 10,087 2,620 1,050 7,301 242 665 175 725: 349 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,308: 2,562 1,083 -155 1,455 -235 0 -46 1 90 25 25: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 59.8 3.2 19.2 5.0 2.0 13.9 0.5 1.3 0.3 1.4: 0.7 0.0
Old : 100.0: 86.1 59.8 3.2 19.2 5.0 2.0 13.9 0.5 1.3 0.3 1.4: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 22 . . 4 . . . 4 . .:
Old : 43: 27 22 . . 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 : 56.0 49.7 70.4 69.6 51.8 44.1 61.3 57.5
Old : 56.0 49.7 70.4 69.6 51.8 44.1 61.3 57.5
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 17, 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 : 37,443: 31,083 21,554 3,641 11,267 1,214 1,050 2,380 75 35 950 0: 345 3
Old : 37,443: 31,083 21,554 3,641 11,267 1,214 1,050 2,380 75 35 950 0: 345 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,828: 2,727 1,042 -985 600 86 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 57.6 9.7 30.1 3.2 2.8 6.4 0.2 0.1 2.5 0.0: 0.9 0.0
Old : 100.0: 83.0 57.6 9.7 30.1 3.2 2.8 6.4 0.2 0.1 2.5 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 16 . . . . . . . . 0:
Old : 37: 25 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 : 47.1 60.8 65.6 81.6 40.3 55.8 56.4 68.7
Old : 47.1 60.8 65.6 81.6 40.3 55.8 56.4 68.7
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 17, 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 : 22,592: 12,526 14,617 6,216 25 3,325 0 3,975 525 0 125 0: 0 0
Old : 22,592: 12,526 14,617 6,216 25 3,325 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: October 10, 2017 :
: 11: -164 411 575 25 -400 0 0 0 0 0 0: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 64.7 27.5 0.1 14.7 0.0 17.6 2.3 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 55.4 64.7 27.5 0.1 14.7 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:
Old : 24: 12 14 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 64.6 90.4 85.8 58.0 49.8 67.7 62.1
Old : 71.6 64.6 90.4 85.8 58.0 49.8 67.7 62.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,900: 7,980 16,315 6,960 0 565 360 0 0 560 0 0: 475 20
Old : 16,900: 7,980 16,315 6,960 0 565 360 0 0 560 0 0: 475 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 96.5 41.2 0.0 3.3 2.1 0.0 0.0 3.3 0.0 0.0: 2.8 0.1
Old : 100.0: 47.2 96.5 41.2 0.0 3.3 2.1 0.0 0.0 3.3 0.0 0.0: 2.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 . 0 . . 0 0 . 0 0:
Old : 24: 14 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 : 66.4 87.1 81.2 96.8 52.1 80.7 66.6 80.9
Old : 66.4 87.1 81.2 96.8 52.1 80.7 66.6 80.9
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,100: 8,390 16,545 7,340 0 535 360 0 0 195 0 0: 280 20
Old : 17,100: 8,390 16,545 7,340 0 535 360 0 0 195 0 0: 280 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 50: 155 50 -50 0 0 0 0 0 25 0 0: -80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 96.8 42.9 0.0 3.1 2.1 0.0 0.0 1.1 0.0 0.0: 1.6 0.1
Old : 100.0: 49.1 96.8 42.9 0.0 3.1 2.1 0.0 0.0 1.1 0.0 0.0: 1.6 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 : 27: 17 11 . 0 . . 0 0 . 0 0:
Old : 27: 17 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 : 67.2 86.1 81.4 96.1 53.1 79.7 67.1 80.9
Old : 67.2 86.1 81.4 96.1 53.1 79.7 67.1 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 776,166: 500,577 374,982 6,107 57,137 146,511 1,081 70,766 23,018 5,827 10,770 92,982: 63 0
Old : 776,166: 500,577 374,982 6,107 57,137 146,511 1,081 70,766 23,018 5,827 10,770 92,982: 63 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -71: -4,879 4,058 1 -16,101 5,724 575 -3,004 1,571 -1,763 8,980 -1,298: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 48.3 0.8 7.4 18.9 0.1 9.1 3.0 0.8 1.4 12.0: 0.0 0.0
Old : 100.0: 64.5 48.3 0.8 7.4 18.9 0.1 9.1 3.0 0.8 1.4 12.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 16 . . . . . . . . .:
Old : 28: 16 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 50.4 84.4 76.1 25.3 18.5 27.1 24.3
Old : 63.8 50.4 84.4 76.1 25.3 18.5 27.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 13,955: 6,885 12,615 5,425 310 690 0 200 0 680 0 0: 275 140
Old : 13,955: 6,885 12,615 5,425 310 690 0 200 0 680 0 0: 275 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 90.4 38.9 2.2 4.9 0.0 1.4 0.0 4.9 0.0 0.0: 2.0 1.0
Old : 100.0: 49.3 90.4 38.9 2.2 4.9 0.0 1.4 0.0 4.9 0.0 0.0: 2.0 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 : 20: 8 10 . . . 0 . 0 . 0 0:
Old : 20: 8 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 79.9 86.9 93.6 63.2 79.5 81.5 87.1
Old : 66.5 79.9 86.9 93.6 63.2 79.5 81.5 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,080: 9,160 13,215 5,650 2,210 315 0 200 0 680 0 0: 275 140
Old : 16,080: 9,160 13,215 5,650 2,210 315 0 200 0 680 0 0: 275 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 82.2 35.1 13.7 2.0 0.0 1.2 0.0 4.2 0.0 0.0: 1.7 0.9
Old : 100.0: 57.0 82.2 35.1 13.7 2.0 0.0 1.2 0.0 4.2 0.0 0.0: 1.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . . . 0 . 0 . 0 0:
Old : 20: 8 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 : 66.9 78.8 90.7 93.8 63.7 78.0 86.6 90.8
Old : 66.9 78.8 90.7 93.8 63.7 78.0 86.6 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 22,912: 8,763 15,317 11,880 6,440 925 1,040 50 0 150 100 0: 154 80
Old : 22,912: 8,763 15,317 11,880 6,440 925 1,040 50 0 150 100 0: 154 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 200: 50 200 150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 66.9 51.9 28.1 4.0 4.5 0.2 0.0 0.7 0.4 0.0: 0.7 0.3
Old : 100.0: 38.2 66.9 51.9 28.1 4.0 4.5 0.2 0.0 0.7 0.4 0.0: 0.7 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 : 29: 15 12 . . . . . 0 . . 0:
Old : 29: 15 12 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 76.4 87.0 92.7 62.9 61.8 71.5 73.0
Old : 73.4 76.4 87.0 92.7 62.9 61.8 71.5 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 21,612: 7,396 14,495 10,685 5,090 1,780 1,040 50 0 150 100 0: 561 97
Old : 21,612: 7,396 14,495 10,685 5,090 1,780 1,040 50 0 150 100 0: 561 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 200: 50 200 150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 67.1 49.4 23.6 8.2 4.8 0.2 0.0 0.7 0.5 0.0: 2.6 0.4
Old : 100.0: 34.2 67.1 49.4 23.6 8.2 4.8 0.2 0.0 0.7 0.5 0.0: 2.6 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 : 26: 14 10 . . . . . 0 . . 0:
Old : 26: 14 10 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 77.6 87.4 95.4 60.2 61.8 67.6 71.5
Old : 73.6 77.6 87.4 95.4 60.2 61.8 67.6 71.5
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 17, 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 : 9,640: 6,810 7,850 1,675 800 655 0 275 0 0 0 0: 500 60
Old : 9,640: 6,810 7,850 1,675 800 655 0 275 0 0 0 0: 500 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 0: 0 0 -120 0 0 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 81.4 17.4 8.3 6.8 0.0 2.9 0.0 0.0 0.0 0.0: 5.2 0.6
Old : 100.0: 70.6 81.4 17.4 8.3 6.8 0.0 2.9 0.0 0.0 0.0 0.0: 5.2 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 : 21: 10 11 . . . 0 . 0 0 0 0:
Old : 21: 10 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 : 56.7 63.5 86.3 85.9 50.4 58.1 75.3 77.0
Old : 56.7 63.5 86.3 85.9 50.4 58.1 75.3 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 22,657: 18,032 12,058 1,635 8,335 2,165 300 0 0 388 75 4: 133 20
Old : 22,657: 18,032 12,058 1,635 8,335 2,165 300 0 0 388 75 4: 133 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,235: 365 -195 500 1,060 370 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 53.2 7.2 36.8 9.6 1.3 0.0 0.0 1.7 0.3 0.0: 0.6 0.1
Old : 100.0: 79.6 53.2 7.2 36.8 9.6 1.3 0.0 0.0 1.7 0.3 0.0: 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 : 27: 12 15 . . . . 0 0 . . .:
Old : 27: 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 : 61.9 78.4 87.1 92.7 52.7 73.6 73.3 81.4
Old : 61.9 78.4 87.1 92.7 52.7 73.6 73.3 81.4
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 17, 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 : 23,235: 18,406 13,116 1,665 7,640 2,335 300 0 0 388 125 4: 137 15
Old : 23,235: 18,406 13,116 1,665 7,640 2,335 300 0 0 388 125 4: 137 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,560: 610 50 500 1,060 450 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 56.4 7.2 32.9 10.0 1.3 0.0 0.0 1.7 0.5 0.0: 0.6 0.1
Old : 100.0: 79.2 56.4 7.2 32.9 10.0 1.3 0.0 0.0 1.7 0.5 0.0: 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 : 28: 13 14 . . . . 0 0 . . .:
Old : 28: 13 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 : 62.9 75.4 85.7 92.2 48.5 68.7 68.1 76.6
Old : 62.9 75.4 85.7 92.2 48.5 68.7 68.1 76.6
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 17, 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 : 108,135: 97,449 75,876 4,065 19,517 4,796 700 4,010 30 370 3,185 680: 45 41
Old : 108,135: 97,449 75,876 4,065 19,517 4,796 700 4,010 30 370 3,185 680: 45 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -874: -1,280 702 0 -1,070 406 0 -912 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 70.2 3.8 18.0 4.4 0.6 3.7 0.0 0.3 2.9 0.6: 0.0 0.0
Old : 100.0: 90.1 70.2 3.8 18.0 4.4 0.6 3.7 0.0 0.3 2.9 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 28 28 . . 5 . 4 . . 4 .:
Old : 54: 28 28 . . 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 : 47.1 55.7 64.5 81.2 45.5 47.1 59.2 64.7
Old : 47.1 55.7 64.5 81.2 45.5 47.1 59.2 64.7
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 17, 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 : 121,492: 112,056 84,885 1,750 22,144 5,476 900 5,090 360 360 2,945 545: 45 47
Old : 121,492: 112,056 84,885 1,750 22,144 5,476 900 5,090 360 360 2,945 545: 45 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 26: -775 1,334 0 -1,200 836 0 -887 0 -25 -65 5: -15 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 69.9 1.4 18.2 4.5 0.7 4.2 0.3 0.3 2.4 0.4: 0.0 0.0
Old : 100.0: 92.2 69.9 1.4 18.2 4.5 0.7 4.2 0.3 0.3 2.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 29 . . 4 . 4 . . 4 .:
Old : 56: 33 29 . . 4 . 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 53.9 64.8 78.8 45.3 48.6 57.2 63.2
Old : 48.0 53.9 64.8 78.8 45.3 48.6 57.2 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 17, 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 : 224,876: 150,413 146,842 8,636 11,699 15,839 22,001 9,118 9,815 7,238 20,550 10,934: 0 80
Old : 224,876: 150,413 146,842 8,636 11,699 15,839 22,001 9,118 9,815 7,238 20,550 10,934: 0 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 9,764: 8,767 6,983 2,200 -18 152 -4,458 565 1,344 -57 -1,148 1,827: -10 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 65.3 3.8 5.2 7.0 9.8 4.1 4.4 3.2 9.1 4.9: 0.0 0.0
Old : 100.0: 66.9 65.3 3.8 5.2 7.0 9.8 4.1 4.4 3.2 9.1 4.9: 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 : 88: 38 40 4 . 5 6 10 7 9 12 13:
Old : 88: 38 40 4 . 5 6 10 7 9 12 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 33.0 56.0 51.1 31.2 27.4 46.5 40.7
Old : 36.1 33.0 56.0 51.1 31.2 27.4 46.5 40.7
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 17, 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 : 43,144: 31,721 33,694 7,100 7,435 1,600 1,885 275 115 400 0 0: 323 25
Old : 43,144: 31,721 33,694 7,100 7,435 1,600 1,885 275 115 400 0 0: 323 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 420: 565 -300 225 1,090 -370 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 78.1 16.5 17.2 3.7 4.4 0.6 0.3 0.9 0.0 0.0: 0.7 0.1
Old : 100.0: 73.5 78.1 16.5 17.2 3.7 4.4 0.6 0.3 0.9 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 12 . . . . . . . 0 0:
Old : 31: 20 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 92.1 76.1 97.7 58.7 86.5 74.5 90.0
Old : 59.5 92.1 76.1 97.7 58.7 86.5 74.5 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 39,889: 29,936 33,244 5,725 4,380 1,860 1,635 275 105 350 0 0: 278 25
Old : 39,889: 29,936 33,244 5,725 4,380 1,860 1,635 275 105 350 0 0: 278 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 300: 565 -300 225 1,090 -490 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 83.3 14.4 11.0 4.7 4.1 0.7 0.3 0.9 0.0 0.0: 0.7 0.1
Old : 100.0: 75.0 83.3 14.4 11.0 4.7 4.1 0.7 0.3 0.9 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 12 . . . . . . . 0 0:
Old : 31: 19 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 92.1 76.7 97.7 59.0 85.5 73.9 89.4
Old : 60.1 92.1 76.7 97.7 59.0 85.5 73.9 89.4
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 17, 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 : 196,413: 114,639 119,021 8,689 28,553 44,280 23,357 0 4,285 921 73 201: 41 0
Old : 196,413: 114,639 119,021 8,689 28,553 44,280 23,357 0 4,285 921 73 201: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -1,317: -844 -356 -849 -1,536 245 -114 0 231 -13 73 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 60.6 4.4 14.5 22.5 11.9 0.0 2.2 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 58.4 60.6 4.4 14.5 22.5 11.9 0.0 2.2 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 . . . .:
Old : 26: 16 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 : 54.8 70.8 87.0 90.3 27.9 35.7 37.1 37.8
Old : 54.8 70.8 87.0 90.3 27.9 35.7 37.1 37.8
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,099: 25,102 27,507 2,750 405 630 0 0 0 0 0 0: 3,617 3,557
Old : 32,099: 25,102 27,507 2,750 405 630 0 0 0 0 0 0: 3,617 3,557
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -120: -300 -300 0 0 0 0 0 0 0 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 85.7 8.6 1.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 11.3 11.1
Old : 100.0: 78.2 85.7 8.6 1.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 11.3 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 : 20: 13 14 . . . 0 0 0 0 0 0:
Old : 20: 13 14 . . . 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 : 81.4 57.4 85.9 77.2 68.1 48.4 70.6 66.3
Old : 81.4 57.4 85.9 77.2 68.1 48.4 70.6 66.3
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 17, 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 : 30,575: 23,410 26,030 2,950 405 480 0 0 0 0 0 0: 3,735 3,660
Old : 30,575: 23,410 26,030 2,950 405 480 0 0 0 0 0 0: 3,735 3,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -120: -195 -195 0 0 0 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 85.1 9.6 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 12.0
Old : 100.0: 76.6 85.1 9.6 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 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 : 20: 12 16 . . . 0 0 0 0 0 0:
Old : 20: 12 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 58.6 86.2 77.7 67.7 49.1 70.2 65.1
Old : 81.5 58.6 86.2 77.7 67.7 49.1 70.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 12,280: 10,975 4,240 0 1,225 200 0 5,410 0 0 100 0: 1,105 1,105
Old : 12,280: 10,975 4,240 0 1,225 200 0 5,410 0 0 100 0: 1,105 1,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 34.5 0.0 10.0 1.6 0.0 44.1 0.0 0.0 0.8 0.0: 9.0 9.0
Old : 100.0: 89.4 34.5 0.0 10.0 1.6 0.0 44.1 0.0 0.0 0.8 0.0: 9.0 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 0 . . 0 . 0 0 . 0:
Old : 20: 12 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 : 73.3 67.9 84.9 82.3 72.4 67.5 78.6 75.9
Old : 73.3 67.9 84.9 82.3 72.4 67.5 78.6 75.9
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 17, 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 : 31,842: 16,082 24,257 11,370 535 1,310 0 400 0 0 2,200 0: 3,080 3,140
Old : 31,842: 16,082 24,257 11,370 535 1,310 0 400 0 0 2,200 0: 3,080 3,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 5: 5 5 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 76.2 35.7 1.7 4.1 0.0 1.3 0.0 0.0 6.9 0.0: 9.7 9.9
Old : 100.0: 50.5 76.2 35.7 1.7 4.1 0.0 1.3 0.0 0.0 6.9 0.0: 9.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 17 . . . 0 . 0 0 . 0:
Old : 24: 12 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 : 74.3 43.8 87.4 70.5 64.8 42.1 71.6 60.9
Old : 74.3 43.8 87.4 70.5 64.8 42.1 71.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 30,340: 15,269 22,899 11,390 1,040 1,310 0 400 0 0 2,200 0: 2,371 2,491
Old : 30,340: 15,269 22,899 11,390 1,040 1,310 0 400 0 0 2,200 0: 2,371 2,491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 65: 90 -10 -100 0 0 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 75.5 37.5 3.4 4.3 0.0 1.3 0.0 0.0 7.3 0.0: 7.8 8.2
Old : 100.0: 50.3 75.5 37.5 3.4 4.3 0.0 1.3 0.0 0.0 7.3 0.0: 7.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 79.5 43.9 90.3 71.0 69.7 43.2 73.8 59.5
Old : 79.5 43.9 90.3 71.0 69.7 43.2 73.8 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 33,880: 27,370 9,215 925 6,375 925 0 10,130 0 100 2,905 0: 4,560 4,330
Old : 33,880: 27,370 9,215 925 6,375 925 0 10,130 0 100 2,905 0: 4,560 4,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 600: 280 300 0 -620 600 0 600 0 0 0 0: -280 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 27.2 2.7 18.8 2.7 0.0 29.9 0.0 0.3 8.6 0.0: 13.5 12.8
Old : 100.0: 80.8 27.2 2.7 18.8 2.7 0.0 29.9 0.0 0.3 8.6 0.0: 13.5 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 11 . . . 0 . 0 . . 0:
Old : 28: 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 : 53.8 66.7 68.8 80.1 50.9 64.0 64.4 76.9
Old : 53.8 66.7 68.8 80.1 50.9 64.0 64.4 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 34,220: 27,740 9,985 850 7,705 925 0 9,430 0 100 1,800 0: 4,605 4,375
Old : 34,220: 27,740 9,985 850 7,705 925 0 9,430 0 100 1,800 0: 4,605 4,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 600: 300 300 0 -600 600 0 600 0 0 0 0: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 29.2 2.5 22.5 2.7 0.0 27.6 0.0 0.3 5.3 0.0: 13.5 12.8
Old : 100.0: 81.1 29.2 2.5 22.5 2.7 0.0 27.6 0.0 0.3 5.3 0.0: 13.5 12.8
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 : 27: 16 12 . . . 0 . 0 . . 0:
Old : 27: 16 12 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 70.5 68.6 82.7 53.7 67.8 65.4 76.6
Old : 55.1 70.5 68.6 82.7 53.7 67.8 65.4 76.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,940: 16,290 33,590 19,085 1,275 595 800 0 350 150 1,410 75: 1,595 1,645
Old : 38,940: 16,290 33,590 19,085 1,275 595 800 0 350 150 1,410 75: 1,595 1,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 100: 0 200 200 0 0 0 0 0 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 86.3 49.0 3.3 1.5 2.1 0.0 0.9 0.4 3.6 0.2: 4.1 4.2
Old : 100.0: 41.8 86.3 49.0 3.3 1.5 2.1 0.0 0.9 0.4 3.6 0.2: 4.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . . 0 . . . .:
Old : 25: 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 82.8 87.6 90.6 72.4 80.2 86.3 87.5
Old : 73.3 82.8 87.6 90.6 72.4 80.2 86.3 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 36,335: 14,785 31,890 18,390 750 520 800 0 350 150 1,510 75: 1,265 1,240
Old : 36,335: 14,785 31,890 18,390 750 520 800 0 350 150 1,510 75: 1,265 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 100: 0 200 200 0 0 0 0 0 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 87.8 50.6 2.1 1.4 2.2 0.0 1.0 0.4 4.2 0.2: 3.5 3.4
Old : 100.0: 40.7 87.8 50.6 2.1 1.4 2.2 0.0 1.0 0.4 4.2 0.2: 3.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . . 0 . . . .:
Old : 25: 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 : 72.1 84.0 88.1 91.5 71.2 80.0 85.1 86.8
Old : 72.1 84.0 88.1 91.5 71.2 80.0 85.1 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,880: 17,810 15,140 5,540 525 1,185 0 7,580 0 0 0 0: 1,345 1,450
Old : 25,880: 17,810 15,140 5,540 525 1,185 0 7,580 0 0 0 0: 1,345 1,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,555: 1,680 1,200 -300 0 130 0 0 0 0 0 0: 45 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 58.5 21.4 2.0 4.6 0.0 29.3 0.0 0.0 0.0 0.0: 5.2 5.6
Old : 100.0: 68.8 58.5 21.4 2.0 4.6 0.0 29.3 0.0 0.0 0.0 0.0: 5.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 9 . . . 0 . 0 0 0 0:
Old : 22: 14 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 78.0 86.6 90.8 70.5 74.5 79.7 81.3
Old : 75.6 78.0 86.6 90.8 70.5 74.5 79.7 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 22,055: 17,060 12,615 0 4,680 1,180 0 130 50 0 250 180: 3,585 2,970
Old : 22,055: 17,060 12,615 0 4,680 1,180 0 130 50 0 250 180: 3,585 2,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 190: 270 0 0 180 20 0 0 0 0 50 0: -100 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 57.2 0.0 21.2 5.4 0.0 0.6 0.2 0.0 1.1 0.8: 16.3 13.5
Old : 100.0: 77.4 57.2 0.0 21.2 5.4 0.0 0.6 0.2 0.0 1.1 0.8: 16.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 7 0 . . 0 . . 0 . .:
Old : 20: 11 7 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 65.5 79.4 83.7 58.9 60.2 67.4 70.0
Old : 66.4 65.5 79.4 83.7 58.9 60.2 67.4 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 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 : 21,590: 16,635 12,490 0 4,380 1,110 0 130 50 0 170 240: 3,555 3,020
Old : 21,590: 16,635 12,490 0 4,380 1,110 0 130 50 0 170 240: 3,555 3,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 210: 270 0 0 180 20 0 0 0 0 50 0: -80 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 57.9 0.0 20.3 5.1 0.0 0.6 0.2 0.0 0.8 1.1: 16.5 14.0
Old : 100.0: 77.0 57.9 0.0 20.3 5.1 0.0 0.6 0.2 0.0 0.8 1.1: 16.5 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 : 21: 12 8 0 . . 0 . . 0 . .:
Old : 21: 12 8 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 66.0 78.5 82.9 60.6 60.9 67.6 70.4
Old : 67.2 66.0 78.5 82.9 60.6 60.9 67.6 70.4
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 17, 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 : 36,040: 23,710 13,535 0 20,445 0 10,645 725 125 625 300 0: 935 910
Old : 36,040: 23,710 13,535 0 20,445 0 10,645 725 125 625 300 0: 935 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 25: 0 -150 0 175 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 37.6 0.0 56.7 0.0 29.5 2.0 0.3 1.7 0.8 0.0: 2.6 2.5
Old : 100.0: 65.8 37.6 0.0 56.7 0.0 29.5 2.0 0.3 1.7 0.8 0.0: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.0 83.0 85.3 93.6 71.0 81.0 81.8 88.2
Old : 71.0 83.0 85.3 93.6 71.0 81.0 81.8 88.2
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 17, 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 : 29,935: 19,645 13,550 0 13,615 0 7,845 675 150 625 300 0: 1,670 1,645
Old : 29,935: 19,645 13,550 0 13,615 0 7,845 675 150 625 300 0: 1,670 1,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 25: 0 -150 0 175 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 45.3 0.0 45.5 0.0 26.2 2.3 0.5 2.1 1.0 0.0: 5.6 5.5
Old : 100.0: 65.6 45.3 0.0 45.5 0.0 26.2 2.3 0.5 2.1 1.0 0.0: 5.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.2 76.1 80.4 88.9 65.2 70.0 76.7 80.6
Old : 66.2 76.1 80.4 88.9 65.2 70.0 76.7 80.6
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 17, 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 : 101,590: 53,645 88,435 23,595 0 1,560 8,045 150 1,325 3,595 250 475: 9,350 9,395
Old : 101,590: 53,645 88,435 23,595 0 1,560 8,045 150 1,325 3,595 250 475: 9,350 9,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -50: -605 35 -165 0 0 575 0 0 230 0 -105: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 87.1 23.2 0.0 1.5 7.9 0.1 1.3 3.5 0.2 0.5: 9.2 9.2
Old : 100.0: 52.8 87.1 23.2 0.0 1.5 7.9 0.1 1.3 3.5 0.2 0.5: 9.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 23 . 0 . . . . . . .:
Old : 43: 22 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 : 63.3 60.4 76.0 73.5 58.2 59.3 68.3 70.9
Old : 63.3 60.4 76.0 73.5 58.2 59.3 68.3 70.9
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 17, 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 : 91,320: 51,895 79,110 16,135 0 1,410 8,975 150 840 2,510 250 445: 9,110 9,115
Old : 91,320: 51,895 79,110 16,135 0 1,410 8,975 150 840 2,510 250 445: 9,110 9,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -300: -920 -220 -145 0 0 575 0 0 230 0 -105: 65 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 86.6 17.7 0.0 1.5 9.8 0.2 0.9 2.7 0.3 0.5: 10.0 10.0
Old : 100.0: 56.8 86.6 17.7 0.0 1.5 9.8 0.2 0.9 2.7 0.3 0.5: 10.0 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 : 39: 19 23 . 0 . . . . . . .:
Old : 39: 19 23 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 57.7 79.4 72.5 61.3 57.0 75.3 71.2
Old : 64.6 57.7 79.4 72.5 61.3 57.0 75.3 71.2
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,155: 13,950 8,165 0 6,370 610 50 750 0 1,150 0 0: 2,395 2,260
Old : 18,155: 13,950 8,165 0 6,370 610 50 750 0 1,150 0 0: 2,395 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 345: 345 345 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 45.0 0.0 35.1 3.4 0.3 4.1 0.0 6.3 0.0 0.0: 13.2 12.4
Old : 100.0: 76.8 45.0 0.0 35.1 3.4 0.3 4.1 0.0 6.3 0.0 0.0: 13.2 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 0 . . . . 0 . 0 0:
Old : 24: 15 13 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 56.7 67.3 74.2 37.3 50.5 55.2 63.0
Old : 47.4 56.7 67.3 74.2 37.3 50.5 55.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, October 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,260: 13,915 10,060 0 6,525 750 0 0 0 2,475 0 0: 1,120 925
Old : 18,260: 13,915 10,060 0 6,525 750 0 0 0 2,475 0 0: 1,120 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 50: 0 100 0 -100 55 0 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 55.1 0.0 35.7 4.1 0.0 0.0 0.0 13.6 0.0 0.0: 6.1 5.1
Old : 100.0: 76.2 55.1 0.0 35.7 4.1 0.0 0.0 0.0 13.6 0.0 0.0: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 0 . . 0 0 0 . 0 0:
Old : 21: 15 12 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 69.3 77.2 89.5 44.0 51.5 56.8 63.0
Old : 63.3 69.3 77.2 89.5 44.0 51.5 56.8 63.0
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 17, 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 : 49,775: 37,195 32,390 780 2,105 4,160 0 2,850 600 0 750 0: 7,040 6,920
Old : 49,775: 37,195 32,390 780 2,105 4,160 0 2,850 600 0 750 0: 7,040 6,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 65: 75 75 0 0 0 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 65.1 1.6 4.2 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.1 13.9
Old : 100.0: 74.7 65.1 1.6 4.2 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.1 13.9
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 : 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 : 57.7 45.6 77.1 63.0 56.8 37.9 62.0 52.2
Old : 57.7 45.6 77.1 63.0 56.8 37.9 62.0 52.2
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 17, 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 : 31,790: 21,775 19,235 305 2,140 3,825 300 525 225 0 600 0: 5,360 5,240
Old : 31,790: 21,775 19,235 305 2,140 3,825 300 525 225 0 600 0: 5,360 5,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -35: -425 -425 0 0 0 0 0 0 0 0 0: 390 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 60.5 1.0 6.7 12.0 0.9 1.7 0.7 0.0 1.9 0.0: 16.9 16.5
Old : 100.0: 68.5 60.5 1.0 6.7 12.0 0.9 1.7 0.7 0.0 1.9 0.0: 16.9 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . . . . . . 0 . 0:
Old : 29: 17 18 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 34.7 68.5 54.1 28.6 21.3 35.5 33.1
Old : 47.1 34.7 68.5 54.1 28.6 21.3 35.5 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017