COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 54,117: 18,672 25,997 4,331 2,958 2,634 3,902 8,765 1,621 13,764 3,367 8,003: 1,190 772
Old : 54,117: 18,672 25,997 4,331 2,958 2,634 3,902 8,765 1,621 13,764 3,367 8,003: 1,190 772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 820: 166 321 -35 60 -15 276 -25 -83 7 134 368: 136 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 48.0 8.0 5.5 4.9 7.2 16.2 3.0 25.4 6.2 14.8: 2.2 1.4
Old : 100.0: 34.5 48.0 8.0 5.5 4.9 7.2 16.2 3.0 25.4 6.2 14.8: 2.2 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 : 51: 14 13 . 4 4 . 5 5 10 11 12:
Old : 51: 14 13 . 4 4 . 5 5 10 11 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 54.4 66.3 69.1 33.0 37.2 48.2 46.2
Old : 40.5 54.4 66.3 69.1 33.0 37.2 48.2 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 7,608: 1,136 4,542 664 1,791 0 685 443 225 4,104 0 274: 520 333
Old : 7,608: 1,136 4,542 664 1,791 0 685 443 225 4,104 0 274: 520 333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 130: 0 25 0 95 0 15 0 0 95 0 25: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 59.7 8.7 23.5 0.0 9.0 5.8 3.0 53.9 0.0 3.6: 6.8 4.4
Old : 100.0: 14.9 59.7 8.7 23.5 0.0 9.0 5.8 3.0 53.9 0.0 3.6: 6.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 51.2 57.8 71.9 84.1 50.0 56.8 66.1 74.1
Old : 51.2 57.8 71.9 84.1 50.0 56.8 66.1 74.1
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 24, 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 : 1,830: 368 983 419 3 97 293 129 197 65 33 381: 11 7
Old : 1,830: 368 983 419 3 97 293 129 197 65 33 381: 11 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -22: -9 -14 -2 -1 0 -5 0 -1 0 -3 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 53.7 22.9 0.2 5.3 16.0 7.1 10.7 3.5 1.8 20.8: 0.6 0.4
Old : 100.0: 20.1 53.7 22.9 0.2 5.3 16.0 7.1 10.7 3.5 1.8 20.8: 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 : 25: 7 7 . . . . . 5 . 4 4:
Old : 25: 7 7 . . . . . 5 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 57.1 84.5 79.9 39.5 38.6 44.5 43.5
Old : 62.5 57.1 84.5 79.9 39.5 38.6 44.5 43.5
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 24, 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 : 107,155: 57,692 66,784 3,531 8,239 15,449 12,889 150 2,861 5,524 4,716 8,217: 991 739
Old : 107,155: 57,692 66,784 3,531 8,239 15,449 12,889 150 2,861 5,524 4,716 8,217: 991 739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -100: -247 -104 218 17 14 121 -4 -123 -105 82 18: 5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 62.3 3.3 7.7 14.4 12.0 0.1 2.7 5.2 4.4 7.7: 0.9 0.7
Old : 100.0: 53.8 62.3 3.3 7.7 14.4 12.0 0.1 2.7 5.2 4.4 7.7: 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: 32 35 . . 4 7 . 7 6 6 9:
Old : 62: 32 35 . . 4 7 . 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 : 39.0 35.3 60.0 55.3 24.9 19.8 34.5 31.4
Old : 39.0 35.3 60.0 55.3 24.9 19.8 34.5 31.4
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 24, 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 : 34,754: 28,851 28,005 1,575 4,245 1,803 375 225 0 1,700 25 450: 0 0
Old : 34,754: 28,851 28,005 1,575 4,245 1,803 375 225 0 1,700 25 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,538: 1,898 597 495 2,500 -560 25 0 0 655 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 80.6 4.5 12.2 5.2 1.1 0.6 0.0 4.9 0.1 1.3: 0.0 0.0
Old : 100.0: 83.0 80.6 4.5 12.2 5.2 1.1 0.6 0.0 4.9 0.1 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 : 53.8 56.2 74.3 81.6 43.1 49.8 53.3 59.3
Old : 53.8 56.2 74.3 81.6 43.1 49.8 53.3 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 21,625: 19,220 15,418 0 3,952 1,330 0 0 0 575 475 450: 50 0
Old : 21,625: 19,220 15,418 0 3,952 1,330 0 0 0 575 475 450: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,540: 1,475 1,150 -50 425 -285 0 0 0 400 300 -50: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 71.3 0.0 18.3 6.2 0.0 0.0 0.0 2.7 2.2 2.1: 0.2 0.0
Old : 100.0: 88.9 71.3 0.0 18.3 6.2 0.0 0.0 0.0 2.7 2.2 2.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 16 0 . . 0 0 0 . . .:
Old : 28: 19 16 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 54.8 86.4 85.4 64.1 45.2 67.1 61.1
Old : 71.6 54.8 86.4 85.4 64.1 45.2 67.1 61.1
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 24, 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 : 173,071: 136,738 119,205 17,234 17,014 6,012 6,745 15,408 3,261 2,505 11,631 530: 46 10
Old : 173,071: 136,738 119,205 17,234 17,014 6,012 6,745 15,408 3,261 2,505 11,631 530: 46 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,002: 1,740 2,920 120 -1,020 137 -925 205 -590 310 -855 210: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 68.9 10.0 9.8 3.5 3.9 8.9 1.9 1.4 6.7 0.3: 0.0 0.0
Old : 100.0: 79.0 68.9 10.0 9.8 3.5 3.9 8.9 1.9 1.4 6.7 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 34 36 . . . . 5 4 4 . .:
Old : 57: 34 36 . . . . 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 : 38.4 44.8 57.8 69.8 34.2 38.0 49.2 56.6
Old : 38.4 44.8 57.8 69.8 34.2 38.0 49.2 56.6
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 57,905: 44,066 34,790 7,655 10,659 2,556 663 7,275 1,225 1,225 1,100 300: 215 0
Old : 57,905: 44,066 34,790 7,655 10,659 2,556 663 7,275 1,225 1,225 1,100 300: 215 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,609: 1,053 1,090 -375 -890 467 -103 975 -109 425 25 50: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 60.1 13.2 18.4 4.4 1.1 12.6 2.1 2.1 1.9 0.5: 0.4 0.0
Old : 100.0: 76.1 60.1 13.2 18.4 4.4 1.1 12.6 2.1 2.1 1.9 0.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 20 . . . . . . 5 . .:
Old : 37: 17 20 . . . . . . 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 : 73.2 61.0 85.3 84.3 71.0 52.1 77.5 72.4
Old : 73.2 61.0 85.3 84.3 71.0 52.1 77.5 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 58,673: 45,894 41,829 2,334 3,225 8,864 400 3,475 225 110 100 725: 121 230
Old : 58,673: 45,894 41,829 2,334 3,225 8,864 400 3,475 225 110 100 725: 121 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -240: 130 -585 -450 150 -20 200 0 0 -305 0 205: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 71.3 4.0 5.5 15.1 0.7 5.9 0.4 0.2 0.2 1.2: 0.2 0.4
Old : 100.0: 78.2 71.3 4.0 5.5 15.1 0.7 5.9 0.4 0.2 0.2 1.2: 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 : 38: 25 24 . . . . . . . . .:
Old : 38: 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 : 46.4 49.6 72.3 72.3 28.0 30.9 41.9 46.7
Old : 46.4 49.6 72.3 72.3 28.0 30.9 41.9 46.7
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 24, 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 : 65,546: 56,339 43,618 2,020 14,847 5,011 175 375 165 840 700 780: 216 50
Old : 65,546: 56,339 43,618 2,020 14,847 5,011 175 375 165 840 700 780: 216 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 940: 1,314 212 0 1,020 -234 48 -300 12 -250 300 50: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 66.5 3.1 22.7 7.6 0.3 0.6 0.3 1.3 1.1 1.2: 0.3 0.1
Old : 100.0: 86.0 66.5 3.1 22.7 7.6 0.3 0.6 0.3 1.3 1.1 1.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 23 . . 4 . . . . . .:
Old : 44: 29 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 : 42.5 56.7 64.6 77.9 35.4 48.6 49.4 57.7
Old : 42.5 56.7 64.6 77.9 35.4 48.6 49.4 57.7
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,960: 40,614 29,841 20,645 15,700 2,480 50 0 0 1,973 17,650 135: 63 154
Old : 65,960: 40,614 29,841 20,645 15,700 2,480 50 0 0 1,973 17,650 135: 63 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,405: -270 1,460 880 -290 205 0 0 0 640 100 -50: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 45.2 31.3 23.8 3.8 0.1 0.0 0.0 3.0 26.8 0.2: 0.1 0.2
Old : 100.0: 61.6 45.2 31.3 23.8 3.8 0.1 0.0 0.0 3.0 26.8 0.2: 0.1 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: 23 24 . . . . 0 0 . . .:
Old : 42: 23 24 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 67.0 64.6 82.2 42.7 62.9 60.6 76.4
Old : 43.6 67.0 64.6 82.2 42.7 62.9 60.6 76.4
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 24, 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 : 86,971: 55,356 37,856 27,040 28,530 1,495 50 0 0 2,998 18,900 0: 32 190
Old : 86,971: 55,356 37,856 27,040 28,530 1,495 50 0 0 2,998 18,900 0: 32 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,235: -110 1,050 630 -140 175 0 0 0 540 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 43.5 31.1 32.8 1.7 0.1 0.0 0.0 3.4 21.7 0.0: 0.0 0.2
Old : 100.0: 63.6 43.5 31.1 32.8 1.7 0.1 0.0 0.0 3.4 21.7 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 : 44: 25 25 . . . . 0 0 . . 0:
Old : 44: 25 25 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 63.2 64.4 81.2 45.2 61.4 63.1 78.7
Old : 46.3 63.2 64.4 81.2 45.2 61.4 63.1 78.7
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 24, 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 : 33,661: 23,014 29,991 6,745 0 3,580 0 0 0 300 0 0: 22 90
Old : 33,661: 23,014 29,991 6,745 0 3,580 0 0 0 300 0 0: 22 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 102: 405 -23 -300 0 125 0 0 0 0 0 0: -128 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 89.1 20.0 0.0 10.6 0.0 0.0 0.0 0.9 0.0 0.0: 0.1 0.3
Old : 100.0: 68.4 89.1 20.0 0.0 10.6 0.0 0.0 0.0 0.9 0.0 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.9 68.4 74.2 83.0 37.6 57.3 55.4 61.3
Old : 49.9 68.4 74.2 83.0 37.6 57.3 55.4 61.3
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 24, 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 : 36,500: 28,170 30,023 2,360 1,835 4,210 375 420 0 1,325 0 0: 60 12
Old : 36,500: 28,170 30,023 2,360 1,835 4,210 375 420 0 1,325 0 0: 60 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 165: 405 169 -405 0 140 0 0 0 25 0 0: 0 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 82.3 6.5 5.0 11.5 1.0 1.2 0.0 3.6 0.0 0.0: 0.2 0.0
Old : 100.0: 77.2 82.3 6.5 5.0 11.5 1.0 1.2 0.0 3.6 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 18 4 . . . . 0 . 0 0:
Old : 30: 18 18 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 : 50.2 63.1 72.4 86.2 28.1 53.1 41.9 58.3
Old : 50.2 63.1 72.4 86.2 28.1 53.1 41.9 58.3
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 24, 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 17, 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: 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 12 . . . 0 0 0 . 0 0:
Old : 22: 15 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 70.6 82.0 94.4 61.6 66.0 75.8 83.6
Old : 63.6 70.6 82.0 94.4 61.6 66.0 75.8 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 21,772: 15,299 13,545 0 5,248 780 1,700 0 0 2,200 350 1,550: 243 299
Old : 21,772: 15,299 13,545 0 5,248 780 1,700 0 0 2,200 350 1,550: 243 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,247: -221 635 0 608 0 300 0 0 1,050 -100 100: 18 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 62.2 0.0 24.1 3.6 7.8 0.0 0.0 10.1 1.6 7.1: 1.1 1.4
Old : 100.0: 70.3 62.2 0.0 24.1 3.6 7.8 0.0 0.0 10.1 1.6 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: 18 22 0 . . . 0 0 . . .:
Old : 36: 18 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 47.3 73.6 64.8 49.1 40.5 63.3 53.0
Old : 51.2 47.3 73.6 64.8 49.1 40.5 63.3 53.0
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 24, 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 17, 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: 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 24, 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 : 41,499: 27,934 38,364 10,930 0 2,585 0 50 0 0 350 0: 50 150
Old : 41,499: 27,934 38,364 10,930 0 2,585 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 17, 2017 :
: 633: 563 263 -300 0 370 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 92.4 26.3 0.0 6.2 0.0 0.1 0.0 0.0 0.8 0.0: 0.1 0.4
Old : 100.0: 67.3 92.4 26.3 0.0 6.2 0.0 0.1 0.0 0.0 0.8 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: 22 21 . 0 . 0 . 0 0 . 0:
Old : 31: 22 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 : 46.1 59.0 73.4 74.9 36.4 50.7 55.4 56.8
Old : 46.1 59.0 73.4 74.9 36.4 50.7 55.4 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 52,158: 45,468 34,723 1,655 13,925 2,250 0 300 0 1,850 850 50: 885 60
Old : 52,158: 45,468 34,723 1,655 13,925 2,250 0 300 0 1,850 850 50: 885 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 147: -92 407 0 -189 -71 0 0 0 250 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 66.6 3.2 26.7 4.3 0.0 0.6 0.0 3.5 1.6 0.1: 1.7 0.1
Old : 100.0: 87.2 66.6 3.2 26.7 4.3 0.0 0.6 0.0 3.5 1.6 0.1: 1.7 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 : 35: 22 21 . . . 0 . 0 . . .:
Old : 35: 22 21 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 61.3 72.4 84.5 46.1 53.8 61.8 72.8
Old : 51.1 61.3 72.4 84.5 46.1 53.8 61.8 72.8
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 24, 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 : 49,115: 38,305 37,250 8,245 10,615 620 300 0 0 1,185 0 335: 125 295
Old : 49,115: 38,305 37,250 8,245 10,615 620 300 0 0 1,185 0 335: 125 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 610: 320 560 300 0 0 0 0 0 60 0 0: -70 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 75.8 16.8 21.6 1.3 0.6 0.0 0.0 2.4 0.0 0.7: 0.3 0.6
Old : 100.0: 78.0 75.8 16.8 21.6 1.3 0.6 0.0 0.0 2.4 0.0 0.7: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 93.0 71.0 97.6 38.7 91.3 67.3 91.7
Old : 42.0 93.0 71.0 97.6 38.7 91.3 67.3 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 56,571: 42,545 39,806 9,326 12,730 2,095 200 0 0 2,210 1,500 175: 20 265
Old : 56,571: 42,545 39,806 9,326 12,730 2,095 200 0 0 2,210 1,500 175: 20 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 180: 200 230 150 300 -100 0 0 0 60 -300 0: -130 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 70.4 16.5 22.5 3.7 0.4 0.0 0.0 3.9 2.7 0.3: 0.0 0.5
Old : 100.0: 75.2 70.4 16.5 22.5 3.7 0.4 0.0 0.0 3.9 2.7 0.3: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 40.2 90.8 67.0 97.5 37.7 88.8 64.5 91.8
Old : 40.2 90.8 67.0 97.5 37.7 88.8 64.5 91.8
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 24, 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 : 77,468: 72,880 67,476 2,353 7,497 1,431 0 0 0 160 284 498: 146 282
Old : 77,468: 72,880 67,476 2,353 7,497 1,431 0 0 0 160 284 498: 146 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,189: 4,150 3,335 310 300 -10 0 0 0 -546 284 280: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 87.1 3.0 9.7 1.8 0.0 0.0 0.0 0.2 0.4 0.6: 0.2 0.4
Old : 100.0: 94.1 87.1 3.0 9.7 1.8 0.0 0.0 0.0 0.2 0.4 0.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 27 . . . 0 0 0 . . .:
Old : 39: 23 27 . . . 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 : 48.3 58.6 73.1 81.4 48.0 52.8 70.0 71.8
Old : 48.3 58.6 73.1 81.4 48.0 52.8 70.0 71.8
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 24, 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 : 98,250: 84,309 83,660 4,826 8,766 2,840 1,020 644 18 3,797 940 1,103: 337 279
Old : 98,250: 84,309 83,660 4,826 8,766 2,840 1,020 644 18 3,797 940 1,103: 337 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,475: 3,180 1,727 505 232 -41 -2,400 0 0 642 -26 -417: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 85.2 4.9 8.9 2.9 1.0 0.7 0.0 3.9 1.0 1.1: 0.3 0.3
Old : 100.0: 85.8 85.2 4.9 8.9 2.9 1.0 0.7 0.0 3.9 1.0 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 : 53: 26 28 . . . . 4 . 5 4 .:
Old : 53: 26 28 . . . . 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 : 42.3 53.0 67.3 75.3 39.8 48.2 59.2 64.3
Old : 42.3 53.0 67.3 75.3 39.8 48.2 59.2 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 32,164: 23,714 31,800 8,081 0 189 0 0 0 150 175 0: 30 0
Old : 32,164: 23,714 31,800 8,081 0 189 0 0 0 150 175 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,915: 1,115 1,740 900 0 0 0 0 0 -100 175 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 98.9 25.1 0.0 0.6 0.0 0.0 0.0 0.5 0.5 0.0: 0.1 0.0
Old : 100.0: 73.7 98.9 25.1 0.0 0.6 0.0 0.0 0.0 0.5 0.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . 0 . 0 0 0 . . 0:
Old : 21: 11 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 80.1 98.9 97.1 83.8 74.2 86.1 84.7
Old : 85.3 80.1 98.9 97.1 83.8 74.2 86.1 84.7
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 24, 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 : 39,198: 31,248 25,882 1,745 4,240 4,060 0 4,630 120 1,781 0 66: 178 200
Old : 39,198: 31,248 25,882 1,745 4,240 4,060 0 4,630 120 1,781 0 66: 178 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 33: 28 -227 0 325 -65 0 0 0 336 0 16: -282 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 66.0 4.5 10.8 10.4 0.0 11.8 0.3 4.5 0.0 0.2: 0.5 0.5
Old : 100.0: 79.7 66.0 4.5 10.8 10.4 0.0 11.8 0.3 4.5 0.0 0.2: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 16 . . . 0 . . . 0 .:
Old : 30: 20 16 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 72.9 71.5 92.3 50.9 65.5 65.1 76.9
Old : 51.3 72.9 71.5 92.3 50.9 65.5 65.1 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 41,046: 24,625 31,546 7,216 2,065 3,820 1,550 50 1,800 1,630 1,450 255: 150 60
Old : 41,046: 24,625 31,546 7,216 2,065 3,820 1,550 50 1,800 1,630 1,450 255: 150 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 405: -25 305 100 -320 420 0 0 0 260 0 5: -355 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 76.9 17.6 5.0 9.3 3.8 0.1 4.4 4.0 3.5 0.6: 0.4 0.1
Old : 100.0: 60.0 76.9 17.6 5.0 9.3 3.8 0.1 4.4 4.0 3.5 0.6: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 19 . . . . . . . . .:
Old : 32: 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 : 46.0 56.0 66.1 75.7 35.1 38.3 44.9 51.5
Old : 46.0 56.0 66.1 75.7 35.1 38.3 44.9 51.5
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 24, 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 : 44,234: 22,211 38,602 21,463 1,432 125 0 2,415 235 125 1,300 0: 75 125
Old : 44,234: 22,211 38,602 21,463 1,432 125 0 2,415 235 125 1,300 0: 75 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 357: 147 227 200 0 0 0 240 0 0 0 0: 10 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 87.3 48.5 3.2 0.3 0.0 5.5 0.5 0.3 2.9 0.0: 0.2 0.3
Old : 100.0: 50.2 87.3 48.5 3.2 0.3 0.0 5.5 0.5 0.3 2.9 0.0: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 72.5 84.7 85.4 66.0 66.8 81.3 79.0
Old : 66.0 72.5 84.7 85.4 66.0 66.8 81.3 79.0
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 24, 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 : 37,710: 16,881 33,324 19,575 633 408 0 3,185 25 500 0 0: 321 135
Old : 37,710: 16,881 33,324 19,575 633 408 0 3,185 25 500 0 0: 321 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 351: -11 89 375 0 -38 0 300 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 88.4 51.9 1.7 1.1 0.0 8.4 0.1 1.3 0.0 0.0: 0.9 0.4
Old : 100.0: 44.8 88.4 51.9 1.7 1.1 0.0 8.4 0.1 1.3 0.0 0.0: 0.9 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 : 69.6 75.8 87.2 90.3 68.6 73.5 85.4 84.4
Old : 69.6 75.8 87.2 90.3 68.6 73.5 85.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 26,790: 20,512 22,284 1,609 0 2,203 75 1,815 0 1,859 175 163: 369 150
Old : 26,790: 20,512 22,284 1,609 0 2,203 75 1,815 0 1,859 175 163: 369 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 327: 322 87 -100 0 0 0 100 0 105 125 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 83.2 6.0 0.0 8.2 0.3 6.8 0.0 6.9 0.7 0.6: 1.4 0.6
Old : 100.0: 76.6 83.2 6.0 0.0 8.2 0.3 6.8 0.0 6.9 0.7 0.6: 1.4 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 : 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 : 46.9 57.6 66.4 78.0 41.1 56.6 56.1 71.0
Old : 46.9 57.6 66.4 78.0 41.1 56.6 56.1 71.0
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 24, 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 : 22,635: 19,404 18,900 744 1,975 589 0 375 475 1,302 200 1: 120 120
Old : 22,635: 19,404 18,900 744 1,975 589 0 375 475 1,302 200 1: 120 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 110: 60 -40 0 50 -25 0 0 0 75 125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 83.5 3.3 8.7 2.6 0.0 1.7 2.1 5.8 0.9 0.0: 0.5 0.5
Old : 100.0: 85.7 83.5 3.3 8.7 2.6 0.0 1.7 2.1 5.8 0.9 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 : 68.3 62.9 83.5 81.9 67.1 62.9 80.5 77.9
Old : 68.3 62.9 83.5 81.9 67.1 62.9 80.5 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 52,776: 45,844 31,821 1,366 10,202 2,620 1,050 6,947 257 630 150 775: 235 5
Old : 52,776: 45,844 31,821 1,366 10,202 2,620 1,050 6,947 257 630 150 775: 235 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 144: 549 339 -320 115 0 0 -354 15 -35 -25 50: -114 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 60.3 2.6 19.3 5.0 2.0 13.2 0.5 1.2 0.3 1.5: 0.4 0.0
Old : 100.0: 86.9 60.3 2.6 19.3 5.0 2.0 13.2 0.5 1.2 0.3 1.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 21 . 4 . . . . 5 . .:
Old : 42: 25 21 . 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 : 56.2 49.8 70.2 69.7 53.0 44.9 62.3 59.6
Old : 56.2 49.8 70.2 69.7 53.0 44.9 62.3 59.6
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 24, 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 : 37,111: 30,976 21,632 3,251 10,967 1,304 1,050 2,155 125 35 900 25: 345 3
Old : 37,111: 30,976 21,632 3,251 10,967 1,304 1,050 2,155 125 35 900 25: 345 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -332: -107 78 -390 -300 90 0 -225 50 0 -50 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 58.3 8.8 29.6 3.5 2.8 5.8 0.3 0.1 2.4 0.1: 0.9 0.0
Old : 100.0: 83.5 58.3 8.8 29.6 3.5 2.8 5.8 0.3 0.1 2.4 0.1: 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 . . . . . . . . .:
Old : 37: 25 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 : 47.5 61.2 65.7 81.5 41.5 55.8 57.0 68.2
Old : 47.5 61.2 65.7 81.5 41.5 55.8 57.0 68.2
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 24, 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 : 23,317: 12,251 15,567 7,116 0 3,375 0 3,675 525 25 125 0: 25 50
Old : 23,317: 12,251 15,567 7,116 0 3,375 0 3,675 525 25 125 0: 25 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 725: -275 950 900 -25 50 0 -300 0 25 0 0: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 66.8 30.5 0.0 14.5 0.0 15.8 2.3 0.1 0.5 0.0: 0.1 0.2
Old : 100.0: 52.5 66.8 30.5 0.0 14.5 0.0 15.8 2.3 0.1 0.5 0.0: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . 0 . 0 . . . . 0:
Old : 26: 14 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 : 73.1 63.4 89.9 85.2 60.3 49.9 68.0 62.9
Old : 73.1 63.4 89.9 85.2 60.3 49.9 68.0 62.9
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 24, 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: 8,130 16,305 6,810 0 565 360 0 0 560 0 0: 475 30
Old : 16,900: 8,130 16,305 6,810 0 565 360 0 0 560 0 0: 475 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 0: 150 -10 -150 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 96.5 40.3 0.0 3.3 2.1 0.0 0.0 3.3 0.0 0.0: 2.8 0.2
Old : 100.0: 48.1 96.5 40.3 0.0 3.3 2.1 0.0 0.0 3.3 0.0 0.0: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . 0 . . 0 0 . 0 0:
Old : 23: 14 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 88.0 81.2 97.6 51.2 79.3 66.6 79.6
Old : 65.5 88.0 81.2 97.6 51.2 79.3 66.6 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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: 8,540 16,525 7,190 0 535 360 0 0 195 0 0: 280 40
Old : 17,100: 8,540 16,525 7,190 0 535 360 0 0 195 0 0: 280 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 0: 150 -20 -150 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 96.6 42.0 0.0 3.1 2.1 0.0 0.0 1.1 0.0 0.0: 1.6 0.2
Old : 100.0: 49.9 96.6 42.0 0.0 3.1 2.1 0.0 0.0 1.1 0.0 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 10 . 0 . . 0 0 . 0 0:
Old : 26: 17 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 : 66.3 87.3 81.4 97.2 52.4 78.8 67.1 80.0
Old : 66.3 87.3 81.4 97.2 52.4 78.8 67.1 80.0
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 24, 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 : 762,626: 491,643 364,800 6,108 63,725 142,505 4,778 71,091 18,644 5,842 8,796 93,043: 63 22
Old : 762,626: 491,643 364,800 6,108 63,725 142,505 4,778 71,091 18,644 5,842 8,796 93,043: 63 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -13,540: -8,934 -10,182 1 6,588 -4,006 3,697 325 -4,374 15 -1,974 61: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 47.8 0.8 8.4 18.7 0.6 9.3 2.4 0.8 1.2 12.2: 0.0 0.0
Old : 100.0: 64.5 47.8 0.8 8.4 18.7 0.6 9.3 2.4 0.8 1.2 12.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 16 . . . . . . . . .:
Old : 27: 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 : 64.0 50.6 84.7 76.0 26.3 19.9 28.6 25.9
Old : 64.0 50.6 84.7 76.0 26.3 19.9 28.6 25.9
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 24, 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 : 14,335: 7,265 12,725 5,425 460 690 0 200 0 680 0 0: 275 260
Old : 14,335: 7,265 12,725 5,425 460 690 0 200 0 680 0 0: 275 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 380: 380 110 0 150 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 88.8 37.8 3.2 4.8 0.0 1.4 0.0 4.7 0.0 0.0: 1.9 1.8
Old : 100.0: 50.7 88.8 37.8 3.2 4.8 0.0 1.4 0.0 4.7 0.0 0.0: 1.9 1.8
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 : 20: 8 9 . . . 0 . 0 . 0 0:
Old : 20: 8 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 78.8 87.3 93.2 64.5 77.4 82.3 86.9
Old : 67.4 78.8 87.3 93.2 64.5 77.4 82.3 86.9
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 24, 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 : 16,370: 9,450 13,235 5,650 2,360 315 0 200 0 680 0 0: 275 260
Old : 16,370: 9,450 13,235 5,650 2,360 315 0 200 0 680 0 0: 275 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 290: 290 20 0 150 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 80.8 34.5 14.4 1.9 0.0 1.2 0.0 4.2 0.0 0.0: 1.7 1.6
Old : 100.0: 57.7 80.8 34.5 14.4 1.9 0.0 1.2 0.0 4.2 0.0 0.0: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.5 78.3 90.9 94.0 65.1 77.5 87.7 91.1
Old : 67.5 78.3 90.9 94.0 65.1 77.5 87.7 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 9,105: 5,880 4,160 2,125 3,990 955 0 0 0 0 0 0: 145 0
Old : 9,105: 5,880 4,160 2,125 3,990 955 0 0 0 0 0 0: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 45.7 23.3 43.8 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.0
Old : 100.0: 64.6 45.7 23.3 43.8 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 0 0 0 0 0:
Old : 20: 11 9 . . . 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 : 66.4 77.1 87.1 94.7 59.3 65.3 74.2 75.8
Old : 66.4 77.1 87.1 94.7 59.3 65.3 74.2 75.8
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 24, 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 : 23,498: 8,116 16,065 12,740 6,440 825 940 50 0 150 100 0: 727 18
Old : 23,498: 8,116 16,065 12,740 6,440 825 940 50 0 150 100 0: 727 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 586: -647 748 860 0 -100 -100 0 0 0 0 0: 573 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 68.4 54.2 27.4 3.5 4.0 0.2 0.0 0.6 0.4 0.0: 3.1 0.1
Old : 100.0: 34.5 68.4 54.2 27.4 3.5 4.0 0.2 0.0 0.6 0.4 0.0: 3.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 10 . . . . . 0 . . 0:
Old : 29: 15 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 : 74.9 74.9 86.6 93.8 64.7 61.2 71.5 75.3
Old : 74.9 74.9 86.6 93.8 64.7 61.2 71.5 75.3
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 24, 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 : 21,712: 7,449 14,760 10,995 5,090 1,695 940 50 0 150 100 0: 483 17
Old : 21,712: 7,449 14,760 10,995 5,090 1,695 940 50 0 150 100 0: 483 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 100: 53 265 310 0 -85 -100 0 0 0 0 0: -78 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 68.0 50.6 23.4 7.8 4.3 0.2 0.0 0.7 0.5 0.0: 2.2 0.1
Old : 100.0: 34.3 68.0 50.6 23.4 7.8 4.3 0.2 0.0 0.7 0.5 0.0: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 9 . . . . . 0 . . 0:
Old : 27: 14 9 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 76.9 87.6 96.0 61.0 61.8 68.3 73.3
Old : 74.3 76.9 87.6 96.0 61.0 61.8 68.3 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 17, 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: 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 : 22: 10 12 . . . 0 . 0 0 0 0:
Old : 22: 10 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,322: 18,937 15,148 2,245 6,760 2,315 300 0 0 388 75 4: 133 20
Old : 24,322: 18,937 15,148 2,245 6,760 2,315 300 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 17, 2017 :
: 1,665: 905 3,090 610 -1,575 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 62.3 9.2 27.8 9.5 1.2 0.0 0.0 1.6 0.3 0.0: 0.5 0.1
Old : 100.0: 77.9 62.3 9.2 27.8 9.5 1.2 0.0 0.0 1.6 0.3 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 59.5 75.6 87.6 93.3 50.4 72.7 74.3 82.4
Old : 59.5 75.6 87.6 93.3 50.4 72.7 74.3 82.4
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,480: 19,811 15,356 2,295 7,435 2,545 300 0 0 388 125 4: 137 15
Old : 25,480: 19,811 15,356 2,295 7,435 2,545 300 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 17, 2017 :
: 2,245: 1,405 2,240 630 -205 210 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 60.3 9.0 29.2 10.0 1.2 0.0 0.0 1.5 0.5 0.0: 0.5 0.1
Old : 100.0: 77.8 60.3 9.0 29.2 10.0 1.2 0.0 0.0 1.5 0.5 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.3 75.8 84.9 93.0 49.8 70.7 68.2 77.9
Old : 60.3 75.8 84.9 93.0 49.8 70.7 68.2 77.9
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 111,255: 99,944 79,171 4,065 20,262 5,226 750 2,635 80 370 3,185 655: 165 41
Old : 111,255: 99,944 79,171 4,065 20,262 5,226 750 2,635 80 370 3,185 655: 165 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,120: 2,495 3,295 0 745 430 50 -1,375 50 0 0 -25: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 71.2 3.7 18.2 4.7 0.7 2.4 0.1 0.3 2.9 0.6: 0.1 0.0
Old : 100.0: 89.8 71.2 3.7 18.2 4.7 0.7 2.4 0.1 0.3 2.9 0.6: 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 : 53: 28 29 . . 5 . . . . 4 .:
Old : 53: 28 29 . . 5 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 54.9 63.1 80.2 42.7 46.3 56.4 64.2
Old : 45.5 54.9 63.1 80.2 42.7 46.3 56.4 64.2
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 24, 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 : 126,480: 114,683 89,410 1,750 22,189 7,242 900 3,640 450 560 3,005 410: 485 134
Old : 126,480: 114,683 89,410 1,750 22,189 7,242 900 3,640 450 560 3,005 410: 485 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,988: 2,627 4,525 0 45 1,766 0 -1,450 90 200 60 -135: 440 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 70.7 1.4 17.5 5.7 0.7 2.9 0.4 0.4 2.4 0.3: 0.4 0.1
Old : 100.0: 90.7 70.7 1.4 17.5 5.7 0.7 2.9 0.4 0.4 2.4 0.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 32 29 . . 4 . 4 . . 4 .:
Old : 55: 32 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 : 46.5 53.4 64.2 78.7 43.0 47.6 54.9 62.8
Old : 46.5 53.4 64.2 78.7 43.0 47.6 54.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 229,709: 153,456 145,851 9,237 12,206 16,480 20,652 11,167 11,419 6,512 20,683 11,861: 92 42
Old : 229,709: 153,456 145,851 9,237 12,206 16,480 20,652 11,167 11,419 6,512 20,683 11,861: 92 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,832: 3,043 -991 601 507 641 -1,349 2,049 1,604 -726 133 927: 92 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 63.5 4.0 5.3 7.2 9.0 4.9 5.0 2.8 9.0 5.2: 0.0 0.0
Old : 100.0: 66.8 63.5 4.0 5.3 7.2 9.0 4.9 5.0 2.8 9.0 5.2: 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 : 88: 38 41 5 . 5 7 9 8 8 13 14:
Old : 88: 38 41 5 . 5 7 9 8 8 13 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 33.0 56.1 49.9 32.0 27.0 47.4 39.5
Old : 36.4 33.0 56.1 49.9 32.0 27.0 47.4 39.5
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 24, 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 : 43,779: 31,931 33,294 7,835 8,805 1,365 1,810 175 115 400 0 0: 323 25
Old : 43,779: 31,931 33,294 7,835 8,805 1,365 1,810 175 115 400 0 0: 323 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 635: 210 -400 735 1,370 -235 -75 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 76.1 17.9 20.1 3.1 4.1 0.4 0.3 0.9 0.0 0.0: 0.7 0.1
Old : 100.0: 72.9 76.1 17.9 20.1 3.1 4.1 0.4 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 : 58.8 92.8 76.9 98.1 58.2 87.1 75.9 90.3
Old : 58.8 92.8 76.9 98.1 58.2 87.1 75.9 90.3
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 24, 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 : 40,739: 30,446 32,844 6,460 6,050 1,490 1,560 175 155 350 0 0: 278 25
Old : 40,739: 30,446 32,844 6,460 6,050 1,490 1,560 175 155 350 0 0: 278 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 850: 510 -400 735 1,670 -370 -75 -100 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 80.6 15.9 14.9 3.7 3.8 0.4 0.4 0.9 0.0 0.0: 0.7 0.1
Old : 100.0: 74.7 80.6 15.9 14.9 3.7 3.8 0.4 0.4 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 : 30: 18 12 . . . . . . . 0 0:
Old : 30: 18 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 92.8 77.6 98.0 57.7 86.5 75.7 90.0
Old : 58.5 92.8 77.6 98.0 57.7 86.5 75.7 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 196,623: 114,907 119,035 8,766 28,759 44,311 23,228 0 4,245 919 67 206: 41 0
Old : 196,623: 114,907 119,035 8,766 28,759 44,311 23,228 0 4,245 919 67 206: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 209: 267 14 76 207 31 -128 0 -40 -2 -6 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 60.5 4.5 14.6 22.5 11.8 0.0 2.2 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 58.4 60.5 4.5 14.6 22.5 11.8 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 : 54.7 70.8 86.7 90.2 27.8 35.8 37.0 37.7
Old : 54.7 70.8 86.7 90.2 27.8 35.8 37.0 37.7
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 24, 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 : 32,569: 25,252 27,977 3,070 405 595 0 0 0 0 0 0: 3,652 3,592
Old : 32,569: 25,252 27,977 3,070 405 595 0 0 0 0 0 0: 3,652 3,592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 470: 150 470 320 0 -35 0 0 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 85.9 9.4 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.2 11.0
Old : 100.0: 77.5 85.9 9.4 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.6 57.2 86.0 77.0 68.5 48.4 71.0 66.7
Old : 81.6 57.2 86.0 77.0 68.5 48.4 71.0 66.7
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 24, 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 : 31,045: 23,465 26,405 3,270 405 480 0 0 0 0 0 0: 3,830 3,755
Old : 31,045: 23,465 26,405 3,270 405 480 0 0 0 0 0 0: 3,830 3,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 470: 55 375 320 0 0 0 0 0 0 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 85.1 10.5 1.3 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.3 12.1
Old : 100.0: 75.6 85.1 10.5 1.3 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.3 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 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 : 81.8 58.3 86.4 77.4 68.2 49.0 70.7 65.6
Old : 81.8 58.3 86.4 77.4 68.2 49.0 70.7 65.6
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 24, 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 17, 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 24, 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 : 31,872: 15,837 24,432 11,570 315 1,385 0 400 0 0 2,200 0: 3,080 3,140
Old : 31,872: 15,837 24,432 11,570 315 1,385 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 17, 2017 :
: 30: -245 175 200 -220 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 76.7 36.3 1.0 4.3 0.0 1.3 0.0 0.0 6.9 0.0: 9.7 9.9
Old : 100.0: 49.7 76.7 36.3 1.0 4.3 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 : 25: 12 17 . . . 0 . 0 0 . 0:
Old : 25: 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 : 74.1 43.8 87.4 69.9 64.1 42.0 70.8 60.9
Old : 74.1 43.8 87.4 69.9 64.1 42.0 70.8 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 24, 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 : 30,370: 15,024 23,074 11,590 820 1,385 0 400 0 0 2,200 0: 2,371 2,491
Old : 30,370: 15,024 23,074 11,590 820 1,385 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 17, 2017 :
: 30: -245 175 200 -220 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 76.0 38.2 2.7 4.6 0.0 1.3 0.0 0.0 7.2 0.0: 7.8 8.2
Old : 100.0: 49.5 76.0 38.2 2.7 4.6 0.0 1.3 0.0 0.0 7.2 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 : 25: 10 17 . . . 0 . 0 0 . 0:
Old : 25: 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 : 79.3 44.4 90.3 70.4 68.9 43.1 73.0 58.9
Old : 79.3 44.4 90.3 70.4 68.9 43.1 73.0 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 33,855: 26,715 9,010 975 5,075 2,425 0 11,030 0 100 2,905 0: 3,640 3,410
Old : 33,855: 26,715 9,010 975 5,075 2,425 0 11,030 0 100 2,905 0: 3,640 3,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -25: -655 -205 50 -1,300 1,500 0 900 0 0 0 0: -920 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 26.6 2.9 15.0 7.2 0.0 32.6 0.0 0.3 8.6 0.0: 10.8 10.1
Old : 100.0: 78.9 26.6 2.9 15.0 7.2 0.0 32.6 0.0 0.3 8.6 0.0: 10.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.2 69.1 71.2 83.0 50.9 62.0 64.1 74.8
Old : 56.2 69.1 71.2 83.0 50.9 62.0 64.1 74.8
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 24, 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 : 34,195: 27,085 9,780 900 6,405 2,425 0 10,330 0 100 1,800 0: 3,685 3,455
Old : 34,195: 27,085 9,780 900 6,405 2,425 0 10,330 0 100 1,800 0: 3,685 3,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -25: -655 -205 50 -1,300 1,500 0 900 0 0 0 0: -920 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 28.6 2.6 18.7 7.1 0.0 30.2 0.0 0.3 5.3 0.0: 10.8 10.1
Old : 100.0: 79.2 28.6 2.6 18.7 7.1 0.0 30.2 0.0 0.3 5.3 0.0: 10.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.2 72.9 70.9 84.7 52.9 65.8 63.7 74.6
Old : 57.2 72.9 70.9 84.7 52.9 65.8 63.7 74.6
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,140: 16,290 33,790 19,285 1,275 595 800 0 350 150 1,410 75: 1,595 1,645
Old : 39,140: 16,290 33,790 19,285 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 17, 2017 :
: 200: 0 200 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 86.3 49.3 3.3 1.5 2.0 0.0 0.9 0.4 3.6 0.2: 4.1 4.2
Old : 100.0: 41.6 86.3 49.3 3.3 1.5 2.0 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 : 73.4 82.9 87.7 90.7 72.5 80.3 86.4 87.5
Old : 73.4 82.9 87.7 90.7 72.5 80.3 86.4 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 24, 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 : 36,530: 14,585 32,040 18,740 750 520 800 0 350 150 1,510 75: 1,310 1,285
Old : 36,530: 14,585 32,040 18,740 750 520 800 0 350 150 1,510 75: 1,310 1,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 195: -200 150 350 0 0 0 0 0 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 87.7 51.3 2.1 1.4 2.2 0.0 1.0 0.4 4.1 0.2: 3.6 3.5
Old : 100.0: 39.9 87.7 51.3 2.1 1.4 2.2 0.0 1.0 0.4 4.1 0.2: 3.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 72.7 84.0 88.0 91.4 71.8 80.4 85.6 87.3
Old : 72.7 84.0 88.0 91.4 71.8 80.4 85.6 87.3
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,090: 17,960 15,200 5,450 525 1,155 0 7,580 0 0 0 0: 1,525 1,630
Old : 26,090: 17,960 15,200 5,450 525 1,155 0 7,580 0 0 0 0: 1,525 1,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 210: 150 60 -90 0 -30 0 0 0 0 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 58.3 20.9 2.0 4.4 0.0 29.1 0.0 0.0 0.0 0.0: 5.8 6.2
Old : 100.0: 68.8 58.3 20.9 2.0 4.4 0.0 29.1 0.0 0.0 0.0 0.0: 5.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 75.1 77.8 86.0 90.1 70.2 74.1 79.2 80.9
Old : 75.1 77.8 86.0 90.1 70.2 74.1 79.2 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, October 24, 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 : 22,485: 17,610 13,530 0 4,355 1,280 0 130 50 0 250 180: 3,365 2,710
Old : 22,485: 17,610 13,530 0 4,355 1,280 0 130 50 0 250 180: 3,365 2,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 430: 550 915 0 -325 100 0 0 0 0 0 0: -220 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 60.2 0.0 19.4 5.7 0.0 0.6 0.2 0.0 1.1 0.8: 15.0 12.1
Old : 100.0: 78.3 60.2 0.0 19.4 5.7 0.0 0.6 0.2 0.0 1.1 0.8: 15.0 12.1
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: 11 8 0 . . 0 . . 0 . .:
Old : 21: 11 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 : 67.6 66.3 80.8 83.6 61.8 60.6 70.1 72.1
Old : 67.6 66.3 80.8 83.6 61.8 60.6 70.1 72.1
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 24, 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 : 21,500: 16,935 12,905 0 4,305 1,110 0 130 50 0 170 240: 3,165 2,590
Old : 21,500: 16,935 12,905 0 4,305 1,110 0 130 50 0 170 240: 3,165 2,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -90: 300 415 0 -75 0 0 0 0 0 0 0: -390 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 60.0 0.0 20.0 5.2 0.0 0.6 0.2 0.0 0.8 1.1: 14.7 12.0
Old : 100.0: 78.8 60.0 0.0 20.0 5.2 0.0 0.6 0.2 0.0 0.8 1.1: 14.7 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 : 22: 12 9 0 . . 0 . . 0 . .:
Old : 22: 12 9 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 68.4 80.2 83.9 62.3 63.2 69.3 71.9
Old : 68.9 68.4 80.2 83.9 62.3 63.2 69.3 71.9
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 24, 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 : 36,865: 24,035 13,610 0 21,195 0 10,995 725 125 775 300 0: 935 910
Old : 36,865: 24,035 13,610 0 21,195 0 10,995 725 125 775 300 0: 935 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 825: 325 75 0 750 0 350 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 36.9 0.0 57.5 0.0 29.8 2.0 0.3 2.1 0.8 0.0: 2.5 2.5
Old : 100.0: 65.2 36.9 0.0 57.5 0.0 29.8 2.0 0.3 2.1 0.8 0.0: 2.5 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 : 29: 20 10 0 . 0 . . . . . 0:
Old : 29: 20 10 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 83.1 84.5 93.5 70.5 80.8 81.1 87.9
Old : 70.5 83.1 84.5 93.5 70.5 80.8 81.1 87.9
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 24, 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 : 31,030: 19,940 13,595 0 14,665 0 8,495 675 150 775 300 0: 1,670 1,645
Old : 31,030: 19,940 13,595 0 14,665 0 8,495 675 150 775 300 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 17, 2017 :
: 1,095: 295 45 0 1,050 0 650 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 43.8 0.0 47.3 0.0 27.4 2.2 0.5 2.5 1.0 0.0: 5.4 5.3
Old : 100.0: 64.3 43.8 0.0 47.3 0.0 27.4 2.2 0.5 2.5 1.0 0.0: 5.4 5.3
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: 19 10 0 . 0 . . . . . 0:
Old : 29: 19 10 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 76.7 79.7 89.0 65.2 70.4 76.3 80.6
Old : 66.0 76.7 79.7 89.0 65.2 70.4 76.3 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 24, 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 : 101,200: 53,965 88,080 22,420 0 1,560 8,595 150 1,325 3,545 250 525: 9,265 9,310
Old : 101,200: 53,965 88,080 22,420 0 1,560 8,595 150 1,325 3,545 250 525: 9,265 9,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -390: 320 -355 -1,175 0 0 550 0 0 -50 0 50: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 87.0 22.2 0.0 1.5 8.5 0.1 1.3 3.5 0.2 0.5: 9.2 9.2
Old : 100.0: 53.3 87.0 22.2 0.0 1.5 8.5 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 : 62.7 59.9 74.8 73.1 57.4 58.7 67.2 70.3
Old : 62.7 59.9 74.8 73.1 57.4 58.7 67.2 70.3
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 24, 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 : 90,410: 51,815 78,415 15,360 0 1,560 9,225 150 1,015 2,460 250 495: 8,480 8,525
Old : 90,410: 51,815 78,415 15,360 0 1,560 9,225 150 1,015 2,460 250 495: 8,480 8,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -910: -80 -695 -775 0 150 250 0 175 -50 0 50: -630 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 86.7 17.0 0.0 1.7 10.2 0.2 1.1 2.7 0.3 0.5: 9.4 9.4
Old : 100.0: 57.3 86.7 17.0 0.0 1.7 10.2 0.2 1.1 2.7 0.3 0.5: 9.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 23 . 0 . . . . . . .:
Old : 40: 20 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 : 65.2 57.3 79.7 72.2 61.6 56.6 75.2 71.0
Old : 65.2 57.3 79.7 72.2 61.6 56.6 75.2 71.0
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,615: 14,110 8,325 200 6,570 410 50 750 0 1,150 0 0: 2,695 2,560
Old : 18,615: 14,110 8,325 200 6,570 410 50 750 0 1,150 0 0: 2,695 2,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 460: 160 160 200 200 -200 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 44.7 1.1 35.3 2.2 0.3 4.0 0.0 6.2 0.0 0.0: 14.5 13.8
Old : 100.0: 75.8 44.7 1.1 35.3 2.2 0.3 4.0 0.0 6.2 0.0 0.0: 14.5 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 . . . . . 0 . 0 0:
Old : 25: 15 13 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 56.2 65.9 73.2 35.8 50.2 53.2 62.5
Old : 46.5 56.2 65.9 73.2 35.8 50.2 53.2 62.5
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 24, 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 : 18,310: 13,715 10,060 200 6,525 750 0 0 0 2,475 0 0: 1,170 975
Old : 18,310: 13,715 10,060 200 6,525 750 0 0 0 2,475 0 0: 1,170 975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 50: -200 0 200 0 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 54.9 1.1 35.6 4.1 0.0 0.0 0.0 13.5 0.0 0.0: 6.4 5.3
Old : 100.0: 74.9 54.9 1.1 35.6 4.1 0.0 0.0 0.0 13.5 0.0 0.0: 6.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 12 . . . 0 0 0 . 0 0:
Old : 22: 15 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 69.1 75.9 89.3 42.8 51.4 55.6 62.9
Old : 62.0 69.1 75.9 89.3 42.8 51.4 55.6 62.9
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 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,035: 37,330 32,725 780 1,905 4,210 0 2,850 600 0 750 0: 7,115 6,995
Old : 50,035: 37,330 32,725 780 1,905 4,210 0 2,850 600 0 750 0: 7,115 6,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 260: 135 335 0 -200 50 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 65.4 1.6 3.8 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.2 14.0
Old : 100.0: 74.6 65.4 1.6 3.8 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 . . . 0 . . 0 . 0:
Old : 29: 16 17 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 45.0 77.1 62.4 56.8 37.6 61.9 51.8
Old : 57.7 45.0 77.1 62.4 56.8 37.6 61.9 51.8
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 24, 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 : 31,960: 21,815 19,275 305 2,140 3,825 300 525 225 0 600 0: 5,490 5,370
Old : 31,960: 21,815 19,275 305 2,140 3,825 300 525 225 0 600 0: 5,490 5,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 170: 40 40 0 0 0 0 0 0 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 60.3 1.0 6.7 12.0 0.9 1.6 0.7 0.0 1.9 0.0: 17.2 16.8
Old : 100.0: 68.3 60.3 1.0 6.7 12.0 0.9 1.6 0.7 0.0 1.9 0.0: 17.2 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 47.0 34.1 68.2 53.9 29.1 21.8 36.0 33.6
Old : 47.0 34.1 68.2 53.9 29.1 21.8 36.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017