COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,296: 13,828 24,402 4,098 2,173 2,196 3,504 7,214 2,013 14,411 2,709 7,028: 1,218 561
Old : 48,296: 13,828 24,402 4,098 2,173 2,196 3,504 7,214 2,013 14,411 2,709 7,028: 1,218 561
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -5,821: -4,844 -1,595 -233 -785 -438 -398 -1,551 392 647 -658 -975: 28 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 50.5 8.5 4.5 4.5 7.3 14.9 4.2 29.8 5.6 14.6: 2.5 1.2
Old : 100.0: 28.6 50.5 8.5 4.5 4.5 7.3 14.9 4.2 29.8 5.6 14.6: 2.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 13 13 . . 4 . 5 5 11 10 11:
Old : 50: 13 13 . . 4 . 5 5 11 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 55.8 69.5 71.5 35.9 40.9 50.4 51.1
Old : 43.2 55.8 69.5 71.5 35.9 40.9 50.4 51.1
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 5,626: 547 2,868 401 1,500 0 835 362 165 2,974 6 394: 310 331
Old : 5,626: 547 2,868 401 1,500 0 835 362 165 2,974 6 394: 310 331
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,982: -589 -1,674 -263 -291 0 150 -81 -60 -1,130 6 120: -210 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 51.0 7.1 26.7 0.0 14.8 6.4 2.9 52.9 0.1 7.0: 5.5 5.9
Old : 100.0: 9.7 51.0 7.1 26.7 0.0 14.8 6.4 2.9 52.9 0.1 7.0: 5.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 4 6 . . 0 . . . 10 . 5:
Old : 26: 4 6 . . 0 . . . 10 . 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 : 55.2 60.9 72.6 81.8 55.2 60.6 67.5 76.0
Old : 55.2 60.9 72.6 81.8 55.2 60.6 67.5 76.0
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,957: 407 1,075 451 1 110 308 137 218 99 59 350: 14 7
Old : 1,957: 407 1,075 451 1 110 308 137 218 99 59 350: 14 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 126: 39 92 32 -2 14 15 8 21 34 25 -31: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 54.9 23.0 0.0 5.6 15.8 7.0 11.1 5.0 3.0 17.9: 0.7 0.3
Old : 100.0: 20.8 54.9 23.0 0.0 5.6 15.8 7.0 11.1 5.0 3.0 17.9: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 6 7 . . . . . 5 . . 4:
Old : 23: 6 7 . . . . . 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 : 62.6 56.5 85.8 79.8 40.9 40.0 46.1 44.3
Old : 62.6 56.5 85.8 79.8 40.9 40.0 46.1 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,040: 56,779 65,881 3,625 7,888 15,764 12,920 217 3,156 5,365 4,966 8,493: 938 675
Old : 107,040: 56,779 65,881 3,625 7,888 15,764 12,920 217 3,156 5,365 4,966 8,493: 938 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -115: -913 -902 94 -351 316 31 67 295 -160 250 276: -53 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 61.5 3.4 7.4 14.7 12.1 0.2 2.9 5.0 4.6 7.9: 0.9 0.6
Old : 100.0: 53.0 61.5 3.4 7.4 14.7 12.1 0.2 2.9 5.0 4.6 7.9: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 32 34 . . 4 6 . 7 5 7 9:
Old : 62: 32 34 . . 4 6 . 7 5 7 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 : 39.2 35.3 60.7 55.8 25.0 19.6 35.3 31.3
Old : 39.2 35.3 60.7 55.8 25.0 19.6 35.3 31.3
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,109: 28,656 27,810 1,454 4,475 1,924 550 225 0 1,900 75 575: 50 25
Old : 35,109: 28,656 27,810 1,454 4,475 1,924 550 225 0 1,900 75 575: 50 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 355: -195 -195 -120 230 120 175 0 0 200 50 125: 50 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 79.2 4.1 12.7 5.5 1.6 0.6 0.0 5.4 0.2 1.6: 0.1 0.1
Old : 100.0: 81.6 79.2 4.1 12.7 5.5 1.6 0.6 0.0 5.4 0.2 1.6: 0.1 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 : 35: 21 18 . . . . . 0 4 . .:
Old : 35: 21 18 . . . . . 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 : 53.5 55.4 73.3 80.6 42.6 49.1 52.4 59.1
Old : 53.5 55.4 73.3 80.6 42.6 49.1 52.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,561: 19,151 15,149 0 4,052 1,310 0 0 0 475 725 300: 325 25
Old : 21,561: 19,151 15,149 0 4,052 1,310 0 0 0 475 725 300: 325 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -64: -69 -269 0 100 -20 0 0 0 -100 250 -150: 275 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 70.3 0.0 18.8 6.1 0.0 0.0 0.0 2.2 3.4 1.4: 1.5 0.1
Old : 100.0: 88.8 70.3 0.0 18.8 6.1 0.0 0.0 0.0 2.2 3.4 1.4: 1.5 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: 19 17 0 . . 0 0 0 . . .:
Old : 27: 19 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 : 72.5 52.1 87.3 83.0 63.8 42.4 66.3 59.5
Old : 72.5 52.1 87.3 83.0 63.8 42.4 66.3 59.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 172,926: 136,684 118,100 17,646 17,833 5,873 6,420 15,373 3,321 2,265 11,756 660: 57 10
Old : 172,926: 136,684 118,100 17,646 17,833 5,873 6,420 15,373 3,321 2,265 11,756 660: 57 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -145: -54 -1,105 412 819 -139 -325 -35 60 -240 125 130: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 68.3 10.2 10.3 3.4 3.7 8.9 1.9 1.3 6.8 0.4: 0.0 0.0
Old : 100.0: 79.0 68.3 10.2 10.3 3.4 3.7 8.9 1.9 1.3 6.8 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 35 35 4 . . . 5 4 4 . .:
Old : 56: 35 35 4 . . . 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 : 38.0 45.6 56.9 69.9 33.9 38.8 49.0 57.5
Old : 38.0 45.6 56.9 69.9 33.9 38.8 49.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,188: 45,012 35,426 7,630 10,935 2,402 778 7,725 1,175 1,725 1,075 400: 65 50
Old : 59,188: 45,012 35,426 7,630 10,935 2,402 778 7,725 1,175 1,725 1,075 400: 65 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,283: 946 636 -25 275 -154 115 450 -50 500 -25 100: -150 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 59.9 12.9 18.5 4.1 1.3 13.1 2.0 2.9 1.8 0.7: 0.1 0.1
Old : 100.0: 76.1 59.9 12.9 18.5 4.1 1.3 13.1 2.0 2.9 1.8 0.7: 0.1 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 : 38: 17 20 . . . . . . 6 . .:
Old : 38: 17 20 . . . . . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 60.2 84.5 83.2 70.6 51.8 77.5 71.6
Old : 72.5 60.2 84.5 83.2 70.6 51.8 77.5 71.6
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,463: 45,564 41,619 2,409 3,225 8,864 400 3,475 225 110 100 725: 166 230
Old : 58,463: 45,564 41,619 2,409 3,225 8,864 400 3,475 225 110 100 725: 166 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -210: -330 -210 75 0 0 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 71.2 4.1 5.5 15.2 0.7 5.9 0.4 0.2 0.2 1.2: 0.3 0.4
Old : 100.0: 77.9 71.2 4.1 5.5 15.2 0.7 5.9 0.4 0.2 0.2 1.2: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 23 . . . . . . . . .:
Old : 37: 24 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 49.8 71.6 72.6 27.7 31.0 41.8 47.2
Old : 46.0 49.8 71.6 72.6 27.7 31.0 41.8 47.2
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,521: 56,189 43,748 2,020 14,572 5,096 80 375 200 940 700 780: 216 50
Old : 65,521: 56,189 43,748 2,020 14,572 5,096 80 375 200 940 700 780: 216 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -25: -150 130 0 -275 85 -95 0 35 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 66.8 3.1 22.2 7.8 0.1 0.6 0.3 1.4 1.1 1.2: 0.3 0.1
Old : 100.0: 85.8 66.8 3.1 22.2 7.8 0.1 0.6 0.3 1.4 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 : 45: 29 23 . . 4 . . . . . .:
Old : 45: 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 : 42.0 56.8 63.8 78.4 35.0 49.0 49.2 58.3
Old : 42.0 56.8 63.8 78.4 35.0 49.0 49.2 58.3
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,359: 40,454 30,236 21,115 15,700 2,480 50 0 0 2,028 17,650 139: 93 154
Old : 66,359: 40,454 30,236 21,115 15,700 2,480 50 0 0 2,028 17,650 139: 93 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 399: -160 395 470 0 0 0 0 0 55 0 4: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 45.6 31.8 23.7 3.7 0.1 0.0 0.0 3.1 26.6 0.2: 0.1 0.2
Old : 100.0: 61.0 45.6 31.8 23.7 3.7 0.1 0.0 0.0 3.1 26.6 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 : 44.0 66.7 64.5 82.2 43.2 62.7 61.0 76.4
Old : 44.0 66.7 64.5 82.2 43.2 62.7 61.0 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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,891: 55,896 38,401 27,390 28,855 1,495 50 0 0 3,058 18,950 0: 2 190
Old : 87,891: 55,896 38,401 27,390 28,855 1,495 50 0 0 3,058 18,950 0: 2 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 920: 540 545 350 325 0 0 0 0 60 50 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 43.7 31.2 32.8 1.7 0.1 0.0 0.0 3.5 21.6 0.0: 0.0 0.2
Old : 100.0: 63.6 43.7 31.2 32.8 1.7 0.1 0.0 0.0 3.5 21.6 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 : 45: 26 25 . . . . 0 0 . . 0:
Old : 45: 26 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 : 46.8 63.2 64.6 81.1 45.7 61.4 63.4 78.6
Old : 46.8 63.2 64.6 81.1 45.7 61.4 63.4 78.6
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,627: 22,685 29,932 6,715 0 3,605 0 0 0 600 0 0: 22 90
Old : 33,627: 22,685 29,932 6,715 0 3,605 0 0 0 600 0 0: 22 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -34: -329 -59 -30 0 25 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 89.0 20.0 0.0 10.7 0.0 0.0 0.0 1.8 0.0 0.0: 0.1 0.3
Old : 100.0: 67.5 89.0 20.0 0.0 10.7 0.0 0.0 0.0 1.8 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 : 49.2 67.7 73.5 82.4 37.7 57.4 55.2 61.6
Old : 49.2 67.7 73.5 82.4 37.7 57.4 55.2 61.6
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,193: 28,788 29,866 2,110 2,435 4,460 375 420 0 1,400 0 0: 60 12
Old : 37,193: 28,788 29,866 2,110 2,435 4,460 375 420 0 1,400 0 0: 60 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 693: 618 -157 -250 600 250 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 80.3 5.7 6.5 12.0 1.0 1.1 0.0 3.8 0.0 0.0: 0.2 0.0
Old : 100.0: 77.4 80.3 5.7 6.5 12.0 1.0 1.1 0.0 3.8 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 : 51.8 62.8 72.5 86.3 29.9 53.3 43.5 58.3
Old : 51.8 62.8 72.5 86.3 29.9 53.3 43.5 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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,661: 15,318 14,368 0 5,308 780 1,720 0 0 2,900 210 1,700: 243 295
Old : 22,661: 15,318 14,368 0 5,308 780 1,720 0 0 2,900 210 1,700: 243 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 889: 19 823 0 60 0 20 0 0 700 -140 150: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 63.4 0.0 23.4 3.4 7.6 0.0 0.0 12.8 0.9 7.5: 1.1 1.3
Old : 100.0: 67.6 63.4 0.0 23.4 3.4 7.6 0.0 0.0 12.8 0.9 7.5: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 22 0 . . . 0 0 4 . .:
Old : 36: 19 22 0 . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 46.7 73.2 64.5 48.3 39.9 61.8 51.7
Old : 50.3 46.7 73.2 64.5 48.3 39.9 61.8 51.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,790: 8,325 8,185 450 585 460 0 75 0 0 140 210: 345 135
Old : 9,790: 8,325 8,185 450 585 460 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 24, 2017 :
: -25: -25 -25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 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: 85.0 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 : 75.6 71.2 90.8 92.7 75.6 68.4 83.2 80.2
Old : 75.6 71.2 90.8 92.7 75.6 68.4 83.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,489: 27,809 38,304 10,945 0 2,635 0 50 0 0 350 0: 100 150
Old : 41,489: 27,809 38,304 10,945 0 2,635 0 50 0 0 350 0: 100 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -10: -125 -60 15 0 50 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 92.3 26.4 0.0 6.4 0.0 0.1 0.0 0.0 0.8 0.0: 0.2 0.4
Old : 100.0: 67.0 92.3 26.4 0.0 6.4 0.0 0.1 0.0 0.0 0.8 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 22 . 0 . 0 . 0 0 . 0:
Old : 32: 22 22 . 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 : 46.0 59.2 73.2 74.4 36.0 50.8 55.8 57.0
Old : 46.0 59.2 73.2 74.4 36.0 50.8 55.8 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,354: 45,488 34,889 1,655 13,954 2,101 0 300 0 2,175 1,000 50: 885 60
Old : 52,354: 45,488 34,889 1,655 13,954 2,101 0 300 0 2,175 1,000 50: 885 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 197: 20 167 0 28 -148 0 0 0 325 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 66.6 3.2 26.7 4.0 0.0 0.6 0.0 4.2 1.9 0.1: 1.7 0.1
Old : 100.0: 86.9 66.6 3.2 26.7 4.0 0.0 0.6 0.0 4.2 1.9 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: 21 21 . . . 0 . 0 . . .:
Old : 35: 21 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 : 51.7 61.5 72.8 84.7 46.9 54.4 62.9 73.2
Old : 51.7 61.5 72.8 84.7 46.9 54.4 62.9 73.2
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,005: 39,280 38,140 8,245 10,615 620 125 0 0 1,215 0 335: 185 295
Old : 50,005: 39,280 38,140 8,245 10,615 620 125 0 0 1,215 0 335: 185 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 890: 975 890 0 0 0 -175 0 0 30 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 76.3 16.5 21.2 1.2 0.2 0.0 0.0 2.4 0.0 0.7: 0.4 0.6
Old : 100.0: 78.6 76.3 16.5 21.2 1.2 0.2 0.0 0.0 2.4 0.0 0.7: 0.4 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 : 30: 19 13 . . . . 0 0 . 0 .:
Old : 30: 19 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 : 43.0 93.0 71.5 97.5 39.8 90.9 67.6 91.4
Old : 43.0 93.0 71.5 97.5 39.8 90.9 67.6 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,361: 43,485 40,596 9,326 12,730 2,095 25 0 0 2,240 1,500 175: 15 265
Old : 57,361: 43,485 40,596 9,326 12,730 2,095 25 0 0 2,240 1,500 175: 15 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 790: 940 790 0 0 0 -175 0 0 30 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 70.8 16.3 22.2 3.7 0.0 0.0 0.0 3.9 2.6 0.3: 0.0 0.5
Old : 100.0: 75.8 70.8 16.3 22.2 3.7 0.0 0.0 0.0 3.9 2.6 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 : 31: 20 11 . . . . 0 0 . . .:
Old : 31: 20 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 90.8 67.3 97.3 38.5 88.7 64.6 91.5
Old : 41.2 90.8 67.3 97.3 38.5 88.7 64.6 91.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,202: 76,554 71,250 2,478 6,937 1,711 0 0 0 145 854 168: 146 282
Old : 81,202: 76,554 71,250 2,478 6,937 1,711 0 0 0 145 854 168: 146 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 3,734: 3,674 3,774 125 -560 280 0 0 0 -15 570 -330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 87.7 3.1 8.5 2.1 0.0 0.0 0.0 0.2 1.1 0.2: 0.2 0.3
Old : 100.0: 94.3 87.7 3.1 8.5 2.1 0.0 0.0 0.0 0.2 1.1 0.2: 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 : 39: 24 26 . . . 0 0 0 . . .:
Old : 39: 24 26 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 58.4 74.1 81.6 49.6 51.5 70.6 71.1
Old : 49.9 58.4 74.1 81.6 49.6 51.5 70.6 71.1
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,220: 89,449 88,400 4,903 8,003 3,077 1,030 542 18 3,340 1,846 1,055: 348 279
Old : 103,220: 89,449 88,400 4,903 8,003 3,077 1,030 542 18 3,340 1,846 1,055: 348 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 4,970: 5,140 4,740 77 -763 237 10 -102 0 -457 906 -48: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 85.6 4.8 7.8 3.0 1.0 0.5 0.0 3.2 1.8 1.0: 0.3 0.3
Old : 100.0: 86.7 85.6 4.8 7.8 3.0 1.0 0.5 0.0 3.2 1.8 1.0: 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 : 52: 26 28 . . . . 4 . 4 5 .:
Old : 52: 26 28 . . . . 4 . 4 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 51.2 67.3 74.5 40.2 46.8 59.2 63.2
Old : 42.5 51.2 67.3 74.5 40.2 46.8 59.2 63.2
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,499: 24,099 32,185 8,131 0 139 0 0 0 100 175 0: 30 0
Old : 32,499: 24,099 32,185 8,131 0 139 0 0 0 100 175 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 335: 385 385 50 0 -50 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 99.0 25.0 0.0 0.4 0.0 0.0 0.0 0.3 0.5 0.0: 0.1 0.0
Old : 100.0: 74.2 99.0 25.0 0.0 0.4 0.0 0.0 0.0 0.3 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 : 20: 11 12 . 0 . 0 0 0 . . 0:
Old : 20: 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 : 84.4 80.1 98.0 97.3 82.7 73.1 84.9 83.5
Old : 84.4 80.1 98.0 97.3 82.7 73.1 84.9 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,923: 31,073 25,607 1,745 4,340 3,960 0 4,630 120 1,781 0 66: 178 200
Old : 38,923: 31,073 25,607 1,745 4,340 3,960 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 24, 2017 :
: -275: -175 -275 0 100 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 65.8 4.5 11.2 10.2 0.0 11.9 0.3 4.6 0.0 0.2: 0.5 0.5
Old : 100.0: 79.8 65.8 4.5 11.2 10.2 0.0 11.9 0.3 4.6 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 : 51.1 72.4 71.5 92.1 50.7 65.2 64.8 76.7
Old : 51.1 72.4 71.5 92.1 50.7 65.2 64.8 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,194: 24,815 31,646 7,116 2,065 3,868 1,550 50 1,800 1,640 1,450 255: 150 60
Old : 41,194: 24,815 31,646 7,116 2,065 3,868 1,550 50 1,800 1,640 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 24, 2017 :
: 148: 190 100 -100 0 48 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 76.8 17.3 5.0 9.4 3.8 0.1 4.4 4.0 3.5 0.6: 0.4 0.1
Old : 100.0: 60.2 76.8 17.3 5.0 9.4 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 : 44.7 56.1 65.5 75.9 33.6 37.9 43.3 51.2
Old : 44.7 56.1 65.5 75.9 33.6 37.9 43.3 51.2
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,429: 22,431 39,692 21,463 1,432 125 0 1,665 210 125 1,300 0: 75 5
Old : 44,429: 22,431 39,692 21,463 1,432 125 0 1,665 210 125 1,300 0: 75 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 195: 220 1,090 0 0 0 0 -750 -25 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 89.3 48.3 3.2 0.3 0.0 3.7 0.5 0.3 2.9 0.0: 0.2 0.0
Old : 100.0: 50.5 89.3 48.3 3.2 0.3 0.0 3.7 0.5 0.3 2.9 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 : 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 : 65.1 74.9 83.7 88.0 65.0 69.2 80.6 81.6
Old : 65.1 74.9 83.7 88.0 65.0 69.2 80.6 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 34,065 19,575 642 408 0 2,435 25 500 0 0: 321 135
Old : 37,710: 16,881 34,065 19,575 642 408 0 2,435 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 24, 2017 :
: 0: 0 741 0 9 0 0 -750 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 90.3 51.9 1.7 1.1 0.0 6.5 0.1 1.3 0.0 0.0: 0.9 0.4
Old : 100.0: 44.8 90.3 51.9 1.7 1.1 0.0 6.5 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 : 68.8 77.9 86.4 92.0 67.8 75.9 84.6 85.7
Old : 68.8 77.9 86.4 92.0 67.8 75.9 84.6 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,944: 22,541 23,618 1,114 0 2,808 75 2,015 0 1,894 225 128: 384 150
Old : 28,944: 22,541 23,618 1,114 0 2,808 75 2,015 0 1,894 225 128: 384 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,154: 2,029 1,334 -495 0 605 0 200 0 35 50 -35: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 81.6 3.8 0.0 9.7 0.3 7.0 0.0 6.5 0.8 0.4: 1.3 0.5
Old : 100.0: 77.9 81.6 3.8 0.0 9.7 0.3 7.0 0.0 6.5 0.8 0.4: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 18 4 0 4 . . 0 5 . .:
Old : 37: 18 18 4 0 4 . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 57.5 67.5 77.1 44.3 57.3 57.2 70.6
Old : 48.5 57.5 67.5 77.1 44.3 57.3 57.2 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,755: 20,264 19,300 744 2,175 889 0 575 435 1,302 200 1: 120 180
Old : 23,755: 20,264 19,300 744 2,175 889 0 575 435 1,302 200 1: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,120: 860 400 0 200 300 0 200 -40 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 81.2 3.1 9.2 3.7 0.0 2.4 1.8 5.5 0.8 0.0: 0.5 0.8
Old : 100.0: 85.3 81.2 3.1 9.2 3.7 0.0 2.4 1.8 5.5 0.8 0.0: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 14 19 . . . 0 . . . . .:
Old : 34: 14 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 : 67.3 60.5 83.6 81.3 66.2 60.4 79.4 77.5
Old : 67.3 60.5 83.6 81.3 66.2 60.4 79.4 77.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,476: 48,086 33,680 1,256 9,759 3,048 150 6,748 291 635 150 775: 235 25
Old : 54,476: 48,086 33,680 1,256 9,759 3,048 150 6,748 291 635 150 775: 235 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,700: 2,242 1,859 -110 -443 428 -900 -198 34 5 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 61.8 2.3 17.9 5.6 0.3 12.4 0.5 1.2 0.3 1.4: 0.4 0.0
Old : 100.0: 88.3 61.8 2.3 17.9 5.6 0.3 12.4 0.5 1.2 0.3 1.4: 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 . . . . 4 . .:
Old : 42: 25 21 . 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 : 58.8 48.3 73.0 68.8 55.4 43.7 64.5 60.1
Old : 58.8 48.3 73.0 68.8 55.4 43.7 64.5 60.1
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,672: 31,749 22,555 3,901 11,267 1,092 150 1,480 350 50 900 25: 355 3
Old : 37,672: 31,749 22,555 3,901 11,267 1,092 150 1,480 350 50 900 25: 355 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 561: 773 923 650 300 -212 -900 -675 225 15 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 59.9 10.4 29.9 2.9 0.4 3.9 0.9 0.1 2.4 0.1: 0.9 0.0
Old : 100.0: 84.3 59.9 10.4 29.9 2.9 0.4 3.9 0.9 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 : 38: 25 17 . . . . . . . . .:
Old : 38: 25 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 61.2 68.6 83.4 46.5 54.8 62.4 69.6
Old : 50.6 61.2 68.6 83.4 46.5 54.8 62.4 69.6
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,417: 11,887 15,967 7,416 0 3,375 0 3,375 525 25 125 0: 189 50
Old : 23,417: 11,887 15,967 7,416 0 3,375 0 3,375 525 25 125 0: 189 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 100: -364 400 300 0 0 0 -300 0 0 0 0: 164 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 68.2 31.7 0.0 14.4 0.0 14.4 2.2 0.1 0.5 0.0: 0.8 0.2
Old : 100.0: 50.8 68.2 31.7 0.0 14.4 0.0 14.4 2.2 0.1 0.5 0.0: 0.8 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 : 25: 14 14 . 0 . 0 . . . . 0:
Old : 25: 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 : 74.1 63.7 89.9 85.1 59.9 51.5 67.8 64.7
Old : 74.1 63.7 89.9 85.1 59.9 51.5 67.8 64.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,925: 8,130 16,330 6,660 0 565 360 0 0 735 0 0: 475 30
Old : 16,925: 8,130 16,330 6,660 0 565 360 0 0 735 0 0: 475 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 25: 0 25 -150 0 0 0 0 0 175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 96.5 39.4 0.0 3.3 2.1 0.0 0.0 4.3 0.0 0.0: 2.8 0.2
Old : 100.0: 48.0 96.5 39.4 0.0 3.3 2.1 0.0 0.0 4.3 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 : 24: 14 10 . 0 . . 0 0 . 0 0:
Old : 24: 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 : 64.5 87.8 80.1 97.5 50.3 79.2 65.6 79.5
Old : 64.5 87.8 80.1 97.5 50.3 79.2 65.6 79.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,125: 8,550 16,550 7,030 0 535 360 0 0 370 0 0: 280 40
Old : 17,125: 8,550 16,550 7,030 0 535 360 0 0 370 0 0: 280 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 25: 10 25 -160 0 0 0 0 0 175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 96.6 41.1 0.0 3.1 2.1 0.0 0.0 2.2 0.0 0.0: 1.6 0.2
Old : 100.0: 49.9 96.6 41.1 0.0 3.1 2.1 0.0 0.0 2.2 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 : 27: 17 10 . 0 . . 0 0 . 0 0:
Old : 27: 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 : 65.3 87.2 80.3 97.0 51.4 78.7 66.1 79.9
Old : 65.3 87.2 80.3 97.0 51.4 78.7 66.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 754,112: 495,839 350,012 6,110 97,173 123,231 9,225 76,832 17,155 12,803 0 89,687: 63 22
Old : 754,112: 495,839 350,012 6,110 97,173 123,231 9,225 76,832 17,155 12,803 0 89,687: 63 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -8,514: 4,195 -14,788 1 33,448 -19,274 4,447 5,741 -1,490 6,961 -8,796 -3,356: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 46.4 0.8 12.9 16.3 1.2 10.2 2.3 1.7 0.0 11.9: 0.0 0.0
Old : 100.0: 65.8 46.4 0.8 12.9 16.3 1.2 10.2 2.3 1.7 0.0 11.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . . . . . 0 .:
Old : 28: 16 17 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 51.6 84.3 76.5 29.6 26.5 32.3 32.1
Old : 64.3 51.6 84.3 76.5 29.6 26.5 32.3 32.1
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,485: 7,415 13,050 5,425 460 690 0 25 0 680 0 0: 275 260
Old : 14,485: 7,415 13,050 5,425 460 690 0 25 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 24, 2017 :
: 150: 150 325 0 0 0 0 -175 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 90.1 37.5 3.2 4.8 0.0 0.2 0.0 4.7 0.0 0.0: 1.9 1.8
Old : 100.0: 51.2 90.1 37.5 3.2 4.8 0.0 0.2 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 : 21: 8 10 . . . 0 . 0 . 0 0:
Old : 21: 8 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 79.0 87.4 93.2 64.9 77.7 82.5 86.8
Old : 67.8 79.0 87.4 93.2 64.9 77.7 82.5 86.8
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,520: 9,600 13,560 5,650 2,360 315 0 25 0 680 0 0: 275 260
Old : 16,520: 9,600 13,560 5,650 2,360 315 0 25 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 24, 2017 :
: 150: 150 325 0 0 0 0 -175 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 82.1 34.2 14.3 1.9 0.0 0.2 0.0 4.1 0.0 0.0: 1.7 1.6
Old : 100.0: 58.1 82.1 34.2 14.3 1.9 0.0 0.2 0.0 4.1 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 : 21: 8 12 . . . 0 . 0 . 0 0:
Old : 21: 8 12 . . . 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 : 67.8 78.5 91.0 94.0 65.4 77.7 87.8 91.0
Old : 67.8 78.5 91.0 94.0 65.4 77.7 87.8 91.0
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,873: 8,501 14,915 11,570 6,415 1,175 540 50 200 150 100 0: 737 18
Old : 22,873: 8,501 14,915 11,570 6,415 1,175 540 50 200 150 100 0: 737 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -625: 385 -1,150 -1,170 -25 350 -400 0 200 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 65.2 50.6 28.0 5.1 2.4 0.2 0.9 0.7 0.4 0.0: 3.2 0.1
Old : 100.0: 37.2 65.2 50.6 28.0 5.1 2.4 0.2 0.9 0.7 0.4 0.0: 3.2 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 : 29: 15 11 . . . . . . . . 0:
Old : 29: 15 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 71.4 84.6 91.0 61.2 56.0 67.0 71.5
Old : 72.5 71.4 84.6 91.0 61.2 56.0 67.0 71.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,072: 7,844 13,610 9,825 5,065 2,030 540 50 200 150 100 0: 483 17
Old : 21,072: 7,844 13,610 9,825 5,065 2,030 540 50 200 150 100 0: 483 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -640: 395 -1,150 -1,170 -25 335 -400 0 200 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 64.6 46.6 24.0 9.6 2.6 0.2 0.9 0.7 0.5 0.0: 2.3 0.1
Old : 100.0: 37.2 64.6 46.6 24.0 9.6 2.6 0.2 0.9 0.7 0.5 0.0: 2.3 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 : 27: 14 10 . . . . . . . . 0:
Old : 27: 14 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 73.2 85.8 93.3 57.1 56.2 63.8 69.3
Old : 71.7 73.2 85.8 93.3 57.1 56.2 63.8 69.3
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,790: 7,395 7,950 1,375 850 655 0 275 0 0 0 0: 365 60
Old : 9,790: 7,395 7,950 1,375 850 655 0 275 0 0 0 0: 365 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 150: 585 100 -300 50 0 0 0 0 0 0 0: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 81.2 14.0 8.7 6.7 0.0 2.8 0.0 0.0 0.0 0.0: 3.7 0.6
Old : 100.0: 75.5 81.2 14.0 8.7 6.7 0.0 2.8 0.0 0.0 0.0 0.0: 3.7 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 : 24: 11 13 . . . 0 . 0 0 0 0:
Old : 24: 11 13 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 62.6 86.0 84.6 50.7 57.2 75.6 75.8
Old : 56.9 62.6 86.0 84.6 50.7 57.2 75.6 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,930: 6,145 6,145 955 900 545 0 200 0 0 0 0: 285 140
Old : 7,930: 6,145 6,145 955 900 545 0 200 0 0 0 0: 285 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 77.5 12.0 11.3 6.9 0.0 2.5 0.0 0.0 0.0 0.0: 3.6 1.8
Old : 100.0: 77.5 77.5 12.0 11.3 6.9 0.0 2.5 0.0 0.0 0.0 0.0: 3.6 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: 11 10 . . . 0 . 0 0 0 0:
Old : 20: 11 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 64.3 87.3 88.2 52.4 59.0 77.0 75.7
Old : 57.1 64.3 87.3 88.2 52.4 59.0 77.0 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,182: 18,973 15,123 2,245 6,590 2,330 200 0 0 388 75 4: 42 60
Old : 24,182: 18,973 15,123 2,245 6,590 2,330 200 0 0 388 75 4: 42 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -140: 36 -25 0 -170 15 -100 0 0 0 0 0: -91 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 62.5 9.3 27.3 9.6 0.8 0.0 0.0 1.6 0.3 0.0: 0.2 0.2
Old : 100.0: 78.5 62.5 9.3 27.3 9.6 0.8 0.0 0.0 1.6 0.3 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . . 0 0 . . .:
Old : 28: 13 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 : 59.1 75.6 87.6 93.1 49.9 72.3 74.2 82.0
Old : 59.1 75.6 87.6 93.1 49.9 72.3 74.2 82.0
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,295: 19,826 15,281 2,295 7,265 2,545 200 0 0 388 125 4: 37 75
Old : 25,295: 19,826 15,281 2,295 7,265 2,545 200 0 0 388 125 4: 37 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -185: 15 -75 0 -170 0 -100 0 0 0 0 0: -100 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 60.4 9.1 28.7 10.1 0.8 0.0 0.0 1.5 0.5 0.0: 0.1 0.3
Old : 100.0: 78.4 60.4 9.1 28.7 10.1 0.8 0.0 0.0 1.5 0.5 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 . . . . 0 0 . . .:
Old : 29: 14 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 75.7 85.1 92.7 49.5 70.2 68.2 77.5
Old : 60.3 75.7 85.1 92.7 49.5 70.2 68.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,785: 100,089 79,621 4,065 19,992 5,566 750 2,585 80 450 3,275 620: 165 46
Old : 111,785: 100,089 79,621 4,065 19,992 5,566 750 2,585 80 450 3,275 620: 165 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 530: 145 450 0 -270 340 0 -50 0 80 90 -35: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 71.2 3.6 17.9 5.0 0.7 2.3 0.1 0.4 2.9 0.6: 0.1 0.0
Old : 100.0: 89.5 71.2 3.6 17.9 5.0 0.7 2.3 0.1 0.4 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 : 55: 29 32 . . 5 . . . . 4 .:
Old : 55: 29 32 . . 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 : 45.4 54.8 63.6 80.5 43.0 46.4 56.7 64.9
Old : 45.4 54.8 63.6 80.5 43.0 46.4 56.7 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,320: 115,718 89,770 1,750 22,484 7,042 950 3,880 360 560 3,195 455: 485 134
Old : 127,320: 115,718 89,770 1,750 22,484 7,042 950 3,880 360 560 3,195 455: 485 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 840: 1,035 360 0 295 -200 50 240 -90 0 190 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 70.5 1.4 17.7 5.5 0.7 3.0 0.3 0.4 2.5 0.4: 0.4 0.1
Old : 100.0: 90.9 70.5 1.4 17.7 5.5 0.7 3.0 0.3 0.4 2.5 0.4: 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 : 57: 33 30 . . 4 . 4 . . 5 4:
Old : 57: 33 30 . . 4 . 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 : 46.3 53.4 63.8 78.5 42.2 47.8 54.9 63.2
Old : 46.3 53.4 63.8 78.5 42.2 47.8 54.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 231,196: 156,491 150,311 9,321 9,034 15,736 20,292 11,929 11,876 6,132 21,045 11,041: 307 223
Old : 231,196: 156,491 150,311 9,321 9,034 15,736 20,292 11,929 11,876 6,132 21,045 11,041: 307 223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,487: 3,035 4,460 84 -3,171 -743 -360 761 457 -380 362 -821: 215 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 65.0 4.0 3.9 6.8 8.8 5.2 5.1 2.7 9.1 4.8: 0.1 0.1
Old : 100.0: 67.7 65.0 4.0 3.9 6.8 8.8 5.2 5.1 2.7 9.1 4.8: 0.1 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 : 87: 38 41 5 . 5 5 11 9 7 14 14:
Old : 87: 38 41 5 . 5 5 11 9 7 14 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 : 35.2 32.2 55.6 48.4 30.8 25.4 47.1 37.7
Old : 35.2 32.2 55.6 48.4 30.8 25.4 47.1 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,474: 30,606 33,639 7,535 7,260 1,435 2,135 50 40 400 25 0: 323 25
Old : 42,474: 30,606 33,639 7,535 7,260 1,435 2,135 50 40 400 25 0: 323 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,305: -1,325 345 -300 -1,545 70 325 -125 -75 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 79.2 17.7 17.1 3.4 5.0 0.1 0.1 0.9 0.1 0.0: 0.8 0.1
Old : 100.0: 72.1 79.2 17.7 17.1 3.4 5.0 0.1 0.1 0.9 0.1 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 14 . . . . . . . . 0:
Old : 32: 20 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 91.7 75.9 97.7 58.2 85.8 74.7 89.0
Old : 58.4 91.7 75.9 97.7 58.2 85.8 74.7 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,794: 29,456 32,924 6,160 5,105 1,585 1,885 50 80 350 25 0: 278 25
Old : 39,794: 29,456 32,924 6,160 5,105 1,585 1,885 50 80 350 25 0: 278 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -945: -990 80 -300 -945 95 325 -125 -75 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 82.7 15.5 12.8 4.0 4.7 0.1 0.2 0.9 0.1 0.0: 0.7 0.1
Old : 100.0: 74.0 82.7 15.5 12.8 4.0 4.7 0.1 0.2 0.9 0.1 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 : 32: 18 14 . . . . . . . . 0:
Old : 32: 18 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 92.4 76.6 97.6 55.9 85.8 74.4 89.3
Old : 56.2 92.4 76.6 97.6 55.9 85.8 74.4 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 196,311: 115,285 118,227 8,999 30,193 44,294 23,227 0 3,369 923 45 172: 41 11
Old : 196,311: 115,285 118,227 8,999 30,193 44,294 23,227 0 3,369 923 45 172: 41 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -312: 378 -808 234 1,433 -17 -1 0 -876 4 -22 -34: 0 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 60.2 4.6 15.4 22.6 11.8 0.0 1.7 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 58.7 60.2 4.6 15.4 22.6 11.8 0.0 1.7 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 : 55.0 71.2 86.8 90.5 28.7 36.6 38.0 38.7
Old : 55.0 71.2 86.8 90.5 28.7 36.6 38.0 38.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,949: 25,392 28,357 3,310 405 595 0 0 0 0 0 0: 3,652 3,592
Old : 32,949: 25,392 28,357 3,310 405 595 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 24, 2017 :
: 380: 140 380 240 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 86.1 10.0 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 10.9
Old : 100.0: 77.1 86.1 10.0 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 14 . . . 0 0 0 0 0 0:
Old : 20: 12 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 : 81.9 57.7 86.3 77.1 68.6 49.1 71.1 66.9
Old : 81.9 57.7 86.3 77.1 68.6 49.1 71.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,465: 23,645 26,825 3,510 405 480 0 0 0 0 0 0: 3,830 3,755
Old : 31,465: 23,645 26,825 3,510 405 480 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 24, 2017 :
: 420: 180 420 240 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 85.3 11.2 1.3 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 11.9
Old : 100.0: 75.1 85.3 11.2 1.3 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 82.1 58.9 86.6 77.7 68.2 49.6 70.7 65.7
Old : 82.1 58.9 86.6 77.7 68.2 49.6 70.7 65.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,345: 10,975 4,240 0 1,150 200 0 5,485 0 0 100 0: 1,170 1,170
Old : 12,345: 10,975 4,240 0 1,150 200 0 5,485 0 0 100 0: 1,170 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 65: 0 0 0 -75 0 0 75 0 0 0 0: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 34.3 0.0 9.3 1.6 0.0 44.4 0.0 0.0 0.8 0.0: 9.5 9.5
Old : 100.0: 88.9 34.3 0.0 9.3 1.6 0.0 44.4 0.0 0.0 0.8 0.0: 9.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.9 67.5 84.5 81.9 72.0 67.1 78.2 75.5
Old : 72.9 67.5 84.5 81.9 72.0 67.1 78.2 75.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24,082 11,570 315 1,385 0 400 0 0 2,550 0: 3,080 3,140
Old : 31,872: 15,837 24,082 11,570 315 1,385 0 400 0 0 2,550 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 24, 2017 :
: 0: 0 -350 0 0 0 0 0 0 0 350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 75.6 36.3 1.0 4.3 0.0 1.3 0.0 0.0 8.0 0.0: 9.7 9.9
Old : 100.0: 49.7 75.6 36.3 1.0 4.3 0.0 1.3 0.0 0.0 8.0 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 43.3 87.4 69.9 64.1 43.1 70.8 60.9
Old : 74.1 43.3 87.4 69.9 64.1 43.1 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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,470: 15,124 22,824 11,590 820 1,385 0 400 0 0 2,550 0: 2,371 2,491
Old : 30,470: 15,124 22,824 11,590 820 1,385 0 400 0 0 2,550 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 24, 2017 :
: 100: 100 -250 0 0 0 0 0 0 0 350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 74.9 38.0 2.7 4.5 0.0 1.3 0.0 0.0 8.4 0.0: 7.8 8.2
Old : 100.0: 49.6 74.9 38.0 2.7 4.5 0.0 1.3 0.0 0.0 8.4 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 : 79.0 44.3 90.3 70.5 68.6 44.1 72.7 58.7
Old : 79.0 44.3 90.3 70.5 68.6 44.1 72.7 58.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,505: 26,865 8,710 975 5,830 2,425 0 10,750 0 100 2,880 0: 3,140 2,910
Old : 33,505: 26,865 8,710 975 5,830 2,425 0 10,750 0 100 2,880 0: 3,140 2,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -350: 150 -300 0 755 0 0 -280 0 0 -25 0: -500 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 26.0 2.9 17.4 7.2 0.0 32.1 0.0 0.3 8.6 0.0: 9.4 8.7
Old : 100.0: 80.2 26.0 2.9 17.4 7.2 0.0 32.1 0.0 0.3 8.6 0.0: 9.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 56.8 71.6 71.9 84.3 51.5 64.3 64.8 76.4
Old : 56.8 71.6 71.9 84.3 51.5 64.3 64.8 76.4
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,880: 27,310 9,555 900 7,160 2,425 0 10,050 0 100 1,775 0: 3,145 2,915
Old : 33,880: 27,310 9,555 900 7,160 2,425 0 10,050 0 100 1,775 0: 3,145 2,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -315: 225 -225 0 755 0 0 -280 0 0 -25 0: -540 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 28.2 2.7 21.1 7.2 0.0 29.7 0.0 0.3 5.2 0.0: 9.3 8.6
Old : 100.0: 80.6 28.2 2.7 21.1 7.2 0.0 29.7 0.0 0.3 5.2 0.0: 9.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 12 . . . 0 . 0 . . 0:
Old : 28: 18 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 : 57.7 75.4 71.7 86.4 53.4 68.1 64.3 76.0
Old : 57.7 75.4 71.7 86.4 53.4 68.1 64.3 76.0
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,340: 16,290 34,140 19,935 1,475 595 700 0 350 150 1,410 75: 1,245 1,295
Old : 39,340: 16,290 34,140 19,935 1,475 595 700 0 350 150 1,410 75: 1,245 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 200: 0 350 650 200 0 -100 0 0 0 0 0: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 86.8 50.7 3.7 1.5 1.8 0.0 0.9 0.4 3.6 0.2: 3.2 3.3
Old : 100.0: 41.4 86.8 50.7 3.7 1.5 1.8 0.0 0.9 0.4 3.6 0.2: 3.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 13 . . . . 0 . . . .:
Old : 26: 12 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 82.3 88.9 91.5 73.8 79.4 87.6 88.3
Old : 74.7 82.3 88.9 91.5 73.8 79.4 87.6 88.3
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,730: 14,585 32,390 19,390 950 520 700 0 350 150 1,510 75: 960 935
Old : 36,730: 14,585 32,390 19,390 950 520 700 0 350 150 1,510 75: 960 935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 200: 0 350 650 200 0 -100 0 0 0 0 0: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 88.2 52.8 2.6 1.4 1.9 0.0 1.0 0.4 4.1 0.2: 2.6 2.5
Old : 100.0: 39.7 88.2 52.8 2.6 1.4 1.9 0.0 1.0 0.4 4.1 0.2: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 13 . . . . 0 . . . .:
Old : 26: 12 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 82.8 89.3 92.3 73.2 79.3 86.9 88.2
Old : 74.1 82.8 89.3 92.3 73.2 79.3 86.9 88.2
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,610: 18,480 13,520 3,850 1,125 2,125 0 7,580 0 0 0 0: 2,155 2,260
Old : 26,610: 18,480 13,520 3,850 1,125 2,125 0 7,580 0 0 0 0: 2,155 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 520: 520 -1,680 -1,600 600 970 0 0 0 0 0 0: 630 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 50.8 14.5 4.2 8.0 0.0 28.5 0.0 0.0 0.0 0.0: 8.1 8.5
Old : 100.0: 69.4 50.8 14.5 4.2 8.0 0.0 28.5 0.0 0.0 0.0 0.0: 8.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 9 . . . 0 . 0 0 0 0:
Old : 22: 15 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 73.0 82.3 88.0 63.2 65.8 72.1 73.7
Old : 71.7 73.0 82.3 88.0 63.2 65.8 72.1 73.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,665: 17,590 13,635 0 4,230 1,280 0 130 50 0 250 180: 3,565 2,910
Old : 22,665: 17,590 13,635 0 4,230 1,280 0 130 50 0 250 180: 3,565 2,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 180: -20 105 0 -125 0 0 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 60.2 0.0 18.7 5.6 0.0 0.6 0.2 0.0 1.1 0.8: 15.7 12.8
Old : 100.0: 77.6 60.2 0.0 18.7 5.6 0.0 0.6 0.2 0.0 1.1 0.8: 15.7 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 0 . . 0 . . 0 . .:
Old : 22: 11 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 : 67.0 65.2 80.0 82.4 61.2 59.5 69.4 71.0
Old : 67.0 65.2 80.0 82.4 61.2 59.5 69.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,680: 16,915 13,010 0 4,180 1,110 0 130 50 0 170 240: 3,365 2,790
Old : 21,680: 16,915 13,010 0 4,180 1,110 0 130 50 0 170 240: 3,365 2,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 180: -20 105 0 -125 0 0 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 60.0 0.0 19.3 5.1 0.0 0.6 0.2 0.0 0.8 1.1: 15.5 12.9
Old : 100.0: 78.0 60.0 0.0 19.3 5.1 0.0 0.6 0.2 0.0 0.8 1.1: 15.5 12.9
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 : 22: 12 10 0 . . 0 . . 0 . .:
Old : 22: 12 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 : 68.2 67.3 79.4 82.7 61.7 62.1 68.6 70.7
Old : 68.2 67.3 79.4 82.7 61.7 62.1 68.6 70.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,945: 24,450 13,440 0 22,260 125 11,320 625 125 825 300 0: 1,100 1,070
Old : 37,945: 24,450 13,440 0 22,260 125 11,320 625 125 825 300 0: 1,100 1,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,080: 415 -170 0 1,065 125 325 -100 0 50 0 0: 165 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 35.4 0.0 58.7 0.3 29.8 1.6 0.3 2.2 0.8 0.0: 2.9 2.8
Old : 100.0: 64.4 35.4 0.0 58.7 0.3 29.8 1.6 0.3 2.2 0.8 0.0: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 10 0 . . . . . . . 0:
Old : 29: 20 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 : 69.0 83.4 81.2 93.4 69.0 79.3 79.3 85.2
Old : 69.0 83.4 81.2 93.4 69.0 79.3 79.3 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,825: 20,255 13,735 0 15,245 25 8,745 575 150 825 300 0: 1,825 1,795
Old : 31,825: 20,255 13,735 0 15,245 25 8,745 575 150 825 300 0: 1,825 1,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 795: 315 140 0 580 25 250 -100 0 50 0 0: 155 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 43.2 0.0 47.9 0.1 27.5 1.8 0.5 2.6 0.9 0.0: 5.7 5.6
Old : 100.0: 63.6 43.2 0.0 47.9 0.1 27.5 1.8 0.5 2.6 0.9 0.0: 5.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 10 0 . . . . . . . 0:
Old : 29: 19 10 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 78.2 77.5 89.0 63.9 70.4 74.9 79.2
Old : 64.7 78.2 77.5 89.0 63.9 70.4 74.9 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,460: 53,515 90,395 25,865 0 1,535 7,990 150 1,425 3,470 250 575: 8,085 8,130
Old : 102,460: 53,515 90,395 25,865 0 1,535 7,990 150 1,425 3,470 250 575: 8,085 8,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,260: -450 2,315 3,445 0 -25 -605 0 100 -75 0 50: -1,180 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 88.2 25.2 0.0 1.5 7.8 0.1 1.4 3.4 0.2 0.6: 7.9 7.9
Old : 100.0: 52.2 88.2 25.2 0.0 1.5 7.8 0.1 1.4 3.4 0.2 0.6: 7.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 25 . 0 . . . . . . .:
Old : 43: 22 25 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 59.3 76.2 73.8 57.4 57.9 66.4 69.4
Old : 64.2 59.3 76.2 73.8 57.4 57.9 66.4 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,890: 51,320 80,275 18,320 0 1,535 8,695 150 1,015 2,385 250 545: 7,075 7,120
Old : 90,890: 51,320 80,275 18,320 0 1,535 8,695 150 1,015 2,385 250 545: 7,075 7,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 480: -495 1,860 2,960 0 -25 -530 0 0 -75 0 50: -1,405 -1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 88.3 20.2 0.0 1.7 9.6 0.2 1.1 2.6 0.3 0.6: 7.8 7.8
Old : 100.0: 56.5 88.3 20.2 0.0 1.7 9.6 0.2 1.1 2.6 0.3 0.6: 7.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 25 . 0 . . . . . . .:
Old : 40: 20 25 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 56.9 81.1 72.1 61.6 56.2 74.5 70.5
Old : 66.8 56.9 81.1 72.1 61.6 56.2 74.5 70.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,365: 14,440 8,155 200 7,070 235 50 750 0 1,150 0 0: 2,290 2,155
Old : 18,365: 14,440 8,155 200 7,070 235 50 750 0 1,150 0 0: 2,290 2,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -250: 330 -170 0 500 -175 0 0 0 0 0 0: -405 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 44.4 1.1 38.5 1.3 0.3 4.1 0.0 6.3 0.0 0.0: 12.5 11.7
Old : 100.0: 78.6 44.4 1.1 38.5 1.3 0.3 4.1 0.0 6.3 0.0 0.0: 12.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 49.3 57.6 68.9 74.9 38.5 52.5 56.1 65.0
Old : 49.3 57.6 68.9 74.9 38.5 52.5 56.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 9,560 200 7,025 700 0 0 0 2,475 0 0: 1,220 1,025
Old : 18,310: 13,715 9,560 200 7,025 700 0 0 0 2,475 0 0: 1,220 1,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 0: 0 -500 0 500 -50 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 52.2 1.1 38.4 3.8 0.0 0.0 0.0 13.5 0.0 0.0: 6.7 5.6
Old : 100.0: 74.9 52.2 1.1 38.4 3.8 0.0 0.0 0.0 13.5 0.0 0.0: 6.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 69.4 75.9 89.0 42.8 51.6 55.6 62.9
Old : 62.0 69.4 75.9 89.0 42.8 51.6 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 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,985: 37,230 32,625 780 1,905 4,210 0 2,850 600 0 750 0: 7,165 7,045
Old : 49,985: 37,230 32,625 780 1,905 4,210 0 2,850 600 0 750 0: 7,165 7,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -50: -100 -100 0 0 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 65.3 1.6 3.8 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.3 14.1
Old : 100.0: 74.5 65.3 1.6 3.8 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.3 14.1
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: 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 : 57.5 45.1 77.0 62.2 56.4 37.7 61.7 51.7
Old : 57.5 45.1 77.0 62.2 56.4 37.7 61.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,935: 21,815 19,275 305 2,215 3,750 300 450 225 0 600 0: 5,540 5,420
Old : 31,935: 21,815 19,275 305 2,215 3,750 300 450 225 0 600 0: 5,540 5,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -25: 0 0 0 75 -75 0 -75 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 60.4 1.0 6.9 11.7 0.9 1.4 0.7 0.0 1.9 0.0: 17.3 17.0
Old : 100.0: 68.3 60.4 1.0 6.9 11.7 0.9 1.4 0.7 0.0 1.9 0.0: 17.3 17.0
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: 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 33.8 68.0 53.9 29.1 22.1 36.0 33.9
Old : 47.0 33.8 68.0 53.9 29.1 22.1 36.0 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017