COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,369: 14,182 25,457 4,174 2,155 2,214 3,636 6,374 2,466 14,165 2,902 7,264: 1,268 537
Old : 49,369: 14,182 25,457 4,174 2,155 2,214 3,636 6,374 2,466 14,165 2,902 7,264: 1,268 537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,073: 354 1,055 76 -18 18 132 -840 453 -246 193 236: 50 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 51.6 8.5 4.4 4.5 7.4 12.9 5.0 28.7 5.9 14.7: 2.6 1.1
Old : 100.0: 28.7 51.6 8.5 4.4 4.5 7.4 12.9 5.0 28.7 5.9 14.7: 2.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 13 13 . . 4 . 5 5 11 10 10:
Old : 50: 13 13 . . 4 . 5 5 11 10 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 56.2 68.9 71.4 35.7 39.4 50.2 49.3
Old : 43.1 56.2 68.9 71.4 35.7 39.4 50.2 49.3
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,721: 527 2,978 401 1,490 0 835 377 165 3,078 0 380: 335 331
Old : 5,721: 527 2,978 401 1,490 0 835 377 165 3,078 0 380: 335 331
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 95: -20 110 0 -10 0 0 15 0 104 -6 -14: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 52.1 7.0 26.0 0.0 14.6 6.6 2.9 53.8 0.0 6.6: 5.9 5.8
Old : 100.0: 9.2 52.1 7.0 26.0 0.0 14.6 6.6 2.9 53.8 0.0 6.6: 5.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 4 6 . . 0 . . . 11 0 5:
Old : 26: 4 6 . . 0 . . . 11 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 : 54.7 61.9 72.3 82.0 54.7 61.6 67.2 76.8
Old : 54.7 61.9 72.3 82.0 54.7 61.6 67.2 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,959: 405 1,073 456 1 104 297 136 223 105 60 355: 14 7
Old : 1,959: 405 1,073 456 1 104 297 136 223 105 60 355: 14 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 3: -2 -1 5 0 -6 -11 -2 5 7 1 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 54.8 23.3 0.1 5.3 15.2 6.9 11.4 5.4 3.1 18.1: 0.7 0.3
Old : 100.0: 20.7 54.8 23.3 0.1 5.3 15.2 6.9 11.4 5.4 3.1 18.1: 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 : 24: 7 7 . . . . . 5 . . 4:
Old : 24: 7 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 : 62.8 57.1 85.8 80.2 40.8 39.9 46.3 44.5
Old : 62.8 57.1 85.8 80.2 40.8 39.9 46.3 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,063: 53,581 61,767 3,692 7,393 14,881 11,299 106 2,958 4,886 4,553 7,775: 992 629
Old : 100,063: 53,581 61,767 3,692 7,393 14,881 11,299 106 2,958 4,886 4,553 7,775: 992 629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -6,977: -3,199 -4,114 66 -494 -883 -1,621 -111 -198 -479 -413 -718: 54 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 61.7 3.7 7.4 14.9 11.3 0.1 3.0 4.9 4.6 7.8: 1.0 0.6
Old : 100.0: 53.5 61.7 3.7 7.4 14.9 11.3 0.1 3.0 4.9 4.6 7.8: 1.0 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 : 58: 32 32 . . 4 6 . 7 7 5 9:
Old : 58: 32 32 . . 4 6 . 7 7 5 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 : 40.0 36.6 61.4 56.4 24.7 20.1 36.3 32.0
Old : 40.0 36.6 61.4 56.4 24.7 20.1 36.3 32.0
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 34,271: 27,408 26,902 459 3,965 2,554 625 225 25 2,675 75 525: 0 0
Old : 34,271: 27,408 26,902 459 3,965 2,554 625 225 25 2,675 75 525: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -838: -1,248 -908 -995 -510 630 75 0 25 775 0 -50: -50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 78.5 1.3 11.6 7.5 1.8 0.7 0.1 7.8 0.2 1.5: 0.0 0.0
Old : 100.0: 80.0 78.5 1.3 11.6 7.5 1.8 0.7 0.1 7.8 0.2 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 17 . . . . . . 4 . .:
Old : 34: 22 17 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 52.8 73.5 80.4 44.8 46.2 53.2 59.5
Old : 54.1 52.8 73.5 80.4 44.8 46.2 53.2 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 20,317: 18,557 13,195 0 4,662 1,135 0 0 0 325 1,025 300: 0 0
Old : 20,317: 18,557 13,195 0 4,662 1,135 0 0 0 325 1,025 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,243: -593 -1,953 0 610 -175 0 0 0 -150 300 0: -325 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 64.9 0.0 22.9 5.6 0.0 0.0 0.0 1.6 5.0 1.5: 0.0 0.0
Old : 100.0: 91.3 64.9 0.0 22.9 5.6 0.0 0.0 0.0 1.6 5.0 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 15 0 . . 0 0 0 . . .:
Old : 25: 17 15 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 50.4 89.7 81.4 66.7 42.0 68.9 64.3
Old : 76.2 50.4 89.7 81.4 66.7 42.0 68.9 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 168,124: 134,370 115,669 16,577 16,758 4,734 6,625 14,483 3,431 1,120 11,824 1,210: 57 15
Old : 168,124: 134,370 115,669 16,577 16,758 4,734 6,625 14,483 3,431 1,120 11,824 1,210: 57 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -4,802: -2,314 -2,431 -1,069 -1,075 -1,139 205 -890 110 -1,145 68 550: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 68.8 9.9 10.0 2.8 3.9 8.6 2.0 0.7 7.0 0.7: 0.0 0.0
Old : 100.0: 79.9 68.8 9.9 10.0 2.8 3.9 8.6 2.0 0.7 7.0 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 34 33 . . . . 5 4 . 4 .:
Old : 52: 34 33 . . . . 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 : 39.2 46.3 58.0 69.6 36.6 38.2 51.7 59.5
Old : 39.2 46.3 58.0 69.6 36.6 38.2 51.7 59.5
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 57,881: 43,526 33,321 8,430 11,056 2,328 861 9,475 725 1,825 800 175: 10 0
Old : 57,881: 43,526 33,321 8,430 11,056 2,328 861 9,475 725 1,825 800 175: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,307: -1,486 -2,105 800 122 -74 83 1,750 -450 100 -275 -225: -55 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 57.6 14.6 19.1 4.0 1.5 16.4 1.3 3.2 1.4 0.3: 0.0 0.0
Old : 100.0: 75.2 57.6 14.6 19.1 4.0 1.5 16.4 1.3 3.2 1.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 20 . . . . . . 6 . .:
Old : 37: 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 59.1 85.4 84.5 70.3 50.8 77.0 73.1
Old : 72.5 59.1 85.4 84.5 70.3 50.8 77.0 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 Megawatt Hours) :
: : Positions :
All : 26,577: 21,085 16,642 4,817 9,015 375 0 150 300 0 75 0: 0 20
Old : 26,577: 21,085 16,642 4,817 9,015 375 0 150 300 0 75 0: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 62.6 18.1 33.9 1.4 0.0 0.6 1.1 0.0 0.3 0.0: 0.0 0.1
Old : 100.0: 79.3 62.6 18.1 33.9 1.4 0.0 0.6 1.1 0.0 0.3 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 13 . . . 0 . . 0 . 0:
Old : 20: 11 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 : 83.4 78.1 96.5 94.7 81.0 70.2 85.0 83.4
Old : 83.4 78.1 96.5 94.7 81.0 70.2 85.0 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 56,563: 42,851 40,066 2,516 3,170 8,952 400 3,550 150 1,175 100 360: 159 215
Old : 56,563: 42,851 40,066 2,516 3,170 8,952 400 3,550 150 1,175 100 360: 159 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,900: -2,713 -1,553 107 -55 88 0 75 -75 1,065 0 -365: -7 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 70.8 4.4 5.6 15.8 0.7 6.3 0.3 2.1 0.2 0.6: 0.3 0.4
Old : 100.0: 75.8 70.8 4.4 5.6 15.8 0.7 6.3 0.3 2.1 0.2 0.6: 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 25 . . . . . . . . .:
Old : 37: 24 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.5 70.5 72.6 28.5 29.5 41.4 46.8
Old : 46.3 49.5 70.5 72.6 28.5 29.5 41.4 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,550: 53,038 41,497 1,980 14,250 5,258 20 425 150 1,785 800 110: 209 60
Old : 62,550: 53,038 41,497 1,980 14,250 5,258 20 425 150 1,785 800 110: 209 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,971: -3,151 -2,251 -40 -322 162 -60 50 -50 845 100 -670: -7 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 66.3 3.2 22.8 8.4 0.0 0.7 0.2 2.9 1.3 0.2: 0.3 0.1
Old : 100.0: 84.8 66.3 3.2 22.8 8.4 0.0 0.7 0.2 2.9 1.3 0.2: 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 : 42: 26 22 . . 4 . . . . . .:
Old : 42: 26 22 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 57.9 62.2 80.0 34.5 49.8 47.9 56.7
Old : 39.5 57.9 62.2 80.0 34.5 49.8 47.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,445: 40,692 29,014 19,205 14,935 2,480 0 0 0 1,857 17,750 139: 72 127
Old : 64,445: 40,692 29,014 19,205 14,935 2,480 0 0 0 1,857 17,750 139: 72 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,914: 238 -1,222 -1,910 -765 0 -50 0 0 -171 100 0: -21 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 45.0 29.8 23.2 3.8 0.0 0.0 0.0 2.9 27.5 0.2: 0.1 0.2
Old : 100.0: 63.1 45.0 29.8 23.2 3.8 0.0 0.0 0.0 2.9 27.5 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 : 40: 23 23 . . . 0 0 0 . . .:
Old : 40: 23 23 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 67.8 64.6 84.5 41.7 61.2 61.6 76.9
Old : 44.0 67.8 64.6 84.5 41.7 61.2 61.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 86,470: 56,917 38,405 25,260 28,050 1,495 0 0 0 2,797 18,350 0: 1 170
Old : 86,470: 56,917 38,405 25,260 28,050 1,495 0 0 0 2,797 18,350 0: 1 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,421: 1,021 4 -2,130 -805 0 -50 0 0 -261 -600 0: -1 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 44.4 29.2 32.4 1.7 0.0 0.0 0.0 3.2 21.2 0.0: 0.0 0.2
Old : 100.0: 65.8 44.4 29.2 32.4 1.7 0.0 0.0 0.0 3.2 21.2 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 : 43: 26 22 . . . 0 0 0 . . 0:
Old : 43: 26 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 61.5 64.8 81.4 47.3 59.7 64.2 77.1
Old : 47.9 61.5 64.8 81.4 47.3 59.7 64.2 77.1
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,982: 23,710 29,917 5,505 0 4,565 0 0 0 600 0 0: 602 500
Old : 34,982: 23,710 29,917 5,505 0 4,565 0 0 0 600 0 0: 602 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,355: 1,025 -15 -1,210 0 960 0 0 0 0 0 0: 580 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 85.5 15.7 0.0 13.0 0.0 0.0 0.0 1.7 0.0 0.0: 1.7 1.4
Old : 100.0: 67.8 85.5 15.7 0.0 13.0 0.0 0.0 0.0 1.7 0.0 0.0: 1.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 18 . 0 . 0 0 0 . 0 0:
Old : 27: 19 18 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 69.8 72.0 82.9 37.1 57.1 53.1 61.1
Old : 49.9 69.8 72.0 82.9 37.1 57.1 53.1 61.1
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,663: 27,173 29,161 2,960 2,135 3,560 250 420 0 1,400 0 0: 320 387
Old : 35,663: 27,173 29,161 2,960 2,135 3,560 250 420 0 1,400 0 0: 320 387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,530: -1,615 -705 850 -300 -900 -125 0 0 0 0 0: 260 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 81.8 8.3 6.0 10.0 0.7 1.2 0.0 3.9 0.0 0.0: 0.9 1.1
Old : 100.0: 76.2 81.8 8.3 6.0 10.0 0.7 1.2 0.0 3.9 0.0 0.0: 0.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 4 . . . . 0 . 0 0:
Old : 30: 18 19 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 : 54.2 61.2 73.3 82.7 32.5 48.5 43.1 56.2
Old : 54.2 61.2 73.3 82.7 32.5 48.5 43.1 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 12,110: 10,160 9,485 400 1,875 150 0 0 0 1,350 0 0: 50 600
Old : 12,110: 10,160 9,485 400 1,875 150 0 0 0 1,350 0 0: 50 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 150: -50 -450 0 0 0 0 0 0 150 0 0: 50 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 78.3 3.3 15.5 1.2 0.0 0.0 0.0 11.1 0.0 0.0: 0.4 5.0
Old : 100.0: 83.9 78.3 3.3 15.5 1.2 0.0 0.0 0.0 11.1 0.0 0.0: 0.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . . . 0 0 0 4 0 0:
Old : 23: 15 11 . . . 0 0 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 68.1 81.0 90.0 60.9 64.8 75.3 79.6
Old : 62.8 68.1 81.0 90.0 60.9 64.8 75.3 79.6
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,957: 14,347 14,487 0 6,010 780 1,886 0 0 3,650 210 1,850: 1,444 620
Old : 23,957: 14,347 14,487 0 6,010 780 1,886 0 0 3,650 210 1,850: 1,444 620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,296: -971 119 0 702 0 166 0 0 750 0 150: 1,201 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 60.5 0.0 25.1 3.3 7.9 0.0 0.0 15.2 0.9 7.7: 6.0 2.6
Old : 100.0: 59.9 60.5 0.0 25.1 3.3 7.9 0.0 0.0 15.2 0.9 7.7: 6.0 2.6
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 : 36: 17 22 0 . . . 0 0 4 . .:
Old : 36: 17 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 : 50.5 46.2 71.4 63.2 48.9 42.4 62.3 54.7
Old : 50.5 46.2 71.4 63.2 48.9 42.4 62.3 54.7
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,279: 30,229 39,232 9,635 0 3,595 0 50 0 100 350 0: 720 1,052
Old : 44,279: 30,229 39,232 9,635 0 3,595 0 50 0 100 350 0: 720 1,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 2,790: 2,420 928 -1,310 0 960 0 0 0 100 0 0: 620 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 88.6 21.8 0.0 8.1 0.0 0.1 0.0 0.2 0.8 0.0: 1.6 2.4
Old : 100.0: 68.3 88.6 21.8 0.0 8.1 0.0 0.1 0.0 0.2 0.8 0.0: 1.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 23 . 0 . 0 . 0 . . 0:
Old : 33: 22 23 . 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 : 44.4 57.1 68.4 74.7 33.5 49.1 53.3 57.7
Old : 44.4 57.1 68.4 74.7 33.5 49.1 53.3 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 51,480: 44,689 34,772 1,440 13,244 2,131 0 300 0 2,025 550 50: 1,145 433
Old : 51,480: 44,689 34,772 1,440 13,244 2,131 0 300 0 2,025 550 50: 1,145 433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -874: -799 -117 -215 -710 30 0 0 0 -150 -450 0: 260 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 67.5 2.8 25.7 4.1 0.0 0.6 0.0 3.9 1.1 0.1: 2.2 0.8
Old : 100.0: 86.8 67.5 2.8 25.7 4.1 0.0 0.6 0.0 3.9 1.1 0.1: 2.2 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 : 36: 22 20 . . . 0 . 0 . . .:
Old : 36: 22 20 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 57.6 68.2 81.3 45.8 50.6 58.2 65.3
Old : 50.8 57.6 68.2 81.3 45.8 50.6 58.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,454: 36,387 34,959 7,797 10,245 620 0 0 0 1,135 215 335: 180 80
Old : 46,454: 36,387 34,959 7,797 10,245 620 0 0 0 1,135 215 335: 180 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -3,551: -2,893 -3,181 -448 -370 0 -125 0 0 -80 215 0: -5 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 75.3 16.8 22.1 1.3 0.0 0.0 0.0 2.4 0.5 0.7: 0.4 0.2
Old : 100.0: 78.3 75.3 16.8 22.1 1.3 0.0 0.0 0.0 2.4 0.5 0.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 14 . . . 0 0 0 . . .:
Old : 29: 18 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 : 44.2 93.1 72.1 97.0 40.4 91.1 68.2 92.1
Old : 44.2 93.1 72.1 97.0 40.4 91.1 68.2 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,228: 40,327 37,243 8,756 11,940 2,095 0 0 0 1,875 1,715 175: 0 60
Old : 53,228: 40,327 37,243 8,756 11,940 2,095 0 0 0 1,875 1,715 175: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -4,133: -3,158 -3,353 -570 -790 0 -25 0 0 -365 215 0: -15 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 70.0 16.4 22.4 3.9 0.0 0.0 0.0 3.5 3.2 0.3: 0.0 0.1
Old : 100.0: 75.8 70.0 16.4 22.4 3.9 0.0 0.0 0.0 3.5 3.2 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 13 . . . 0 0 0 . . .:
Old : 30: 20 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 : 42.3 89.7 68.3 96.6 39.2 87.6 65.2 90.7
Old : 42.3 89.7 68.3 96.6 39.2 87.6 65.2 90.7
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,469: 76,227 71,366 3,380 7,008 1,820 0 0 0 0 1,198 823: 219 254
Old : 82,469: 76,227 71,366 3,380 7,008 1,820 0 0 0 0 1,198 823: 219 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,267: -327 116 902 71 109 0 0 0 -145 344 655: 73 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 86.5 4.1 8.5 2.2 0.0 0.0 0.0 0.0 1.5 1.0: 0.3 0.3
Old : 100.0: 92.4 86.5 4.1 8.5 2.2 0.0 0.0 0.0 0.0 1.5 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 : 37: 24 24 . . . 0 0 0 0 . .:
Old : 37: 24 24 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 55.8 73.5 80.4 47.6 50.9 68.0 69.1
Old : 48.2 55.8 73.5 80.4 47.6 50.9 68.0 69.1
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,593: 88,465 89,361 5,874 7,964 3,114 50 548 12 3,904 585 765: 409 244
Old : 102,593: 88,465 89,361 5,874 7,964 3,114 50 548 12 3,904 585 765: 409 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -627: -984 961 971 -39 37 -980 6 -6 564 -1,261 -290: 61 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 87.1 5.7 7.8 3.0 0.0 0.5 0.0 3.8 0.6 0.7: 0.4 0.2
Old : 100.0: 86.2 87.1 5.7 7.8 3.0 0.0 0.5 0.0 3.8 0.6 0.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 26 28 . . . . 4 . 5 . 4:
Old : 50: 26 28 . . . . 4 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 48.9 67.8 75.6 40.0 47.8 58.9 66.5
Old : 43.1 48.9 67.8 75.6 40.0 47.8 58.9 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 30,561: 22,256 30,410 8,126 0 51 0 0 0 100 100 0: 28 0
Old : 30,561: 22,256 30,410 8,126 0 51 0 0 0 100 100 0: 28 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,938: -1,843 -1,775 -5 0 -88 0 0 0 0 -75 0: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 99.5 26.6 0.0 0.2 0.0 0.0 0.0 0.3 0.3 0.0: 0.1 0.0
Old : 100.0: 72.8 99.5 26.6 0.0 0.2 0.0 0.0 0.0 0.3 0.3 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 : 86.8 79.9 97.8 97.9 85.3 71.0 87.1 86.1
Old : 86.8 79.9 97.8 97.9 85.3 71.0 87.1 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,369: 29,640 24,551 1,775 4,220 3,830 0 4,550 0 1,784 0 38: 302 180
Old : 37,369: 29,640 24,551 1,775 4,220 3,830 0 4,550 0 1,784 0 38: 302 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,554: -1,433 -1,056 30 -120 -130 0 -80 -120 3 0 -28: 124 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 65.7 4.7 11.3 10.2 0.0 12.2 0.0 4.8 0.0 0.1: 0.8 0.5
Old : 100.0: 79.3 65.7 4.7 11.3 10.2 0.0 12.2 0.0 4.8 0.0 0.1: 0.8 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 : 27: 19 15 . . . 0 . 0 . 0 .:
Old : 27: 19 15 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 73.6 71.9 93.3 49.4 66.5 65.0 77.2
Old : 50.1 73.6 71.9 93.3 49.4 66.5 65.0 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,507: 23,105 30,524 7,064 1,815 3,868 1,550 0 1,800 1,570 1,400 100: 450 0
Old : 39,507: 23,105 30,524 7,064 1,815 3,868 1,550 0 1,800 1,570 1,400 100: 450 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,687: -1,710 -1,122 -52 -250 0 0 -50 0 -70 -50 -155: 300 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 77.3 17.9 4.6 9.8 3.9 0.0 4.6 4.0 3.5 0.3: 1.1 0.0
Old : 100.0: 58.5 77.3 17.9 4.6 9.8 3.9 0.0 4.6 4.0 3.5 0.3: 1.1 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 : 28: 21 19 . . . . 0 . . . .:
Old : 28: 21 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 : 46.5 57.7 66.2 77.5 35.4 39.6 47.0 53.3
Old : 46.5 57.7 66.2 77.5 35.4 39.6 47.0 53.3
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 42,420: 21,151 38,003 20,673 1,256 131 0 1,625 100 125 1,300 0: 240 5
Old : 42,420: 21,151 38,003 20,673 1,256 131 0 1,625 100 125 1,300 0: 240 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,009: -1,280 -1,689 -790 -176 6 0 -40 -110 0 0 0: 165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 89.6 48.7 3.0 0.3 0.0 3.8 0.2 0.3 3.1 0.0: 0.6 0.0
Old : 100.0: 49.9 89.6 48.7 3.0 0.3 0.0 3.8 0.2 0.3 3.1 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 5 . . 0 . . . . 0:
Old : 29: 16 16 5 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 75.9 85.7 88.9 66.1 69.0 82.0 81.5
Old : 66.4 75.9 85.7 88.9 66.1 69.0 82.0 81.5
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,180: 16,153 32,876 19,253 529 335 0 2,310 0 150 0 0: 289 130
Old : 36,180: 16,153 32,876 19,253 529 335 0 2,310 0 150 0 0: 289 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,530: -728 -1,189 -322 -113 -73 0 -125 -25 -350 0 0: -32 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 90.9 53.2 1.5 0.9 0.0 6.4 0.0 0.4 0.0 0.0: 0.8 0.4
Old : 100.0: 44.6 90.9 53.2 1.5 0.9 0.0 6.4 0.0 0.4 0.0 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 4 . . 0 . 0 . 0 0:
Old : 25: 14 11 4 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 79.3 87.4 93.4 69.2 76.4 85.5 85.7
Old : 70.1 79.3 87.4 93.4 69.2 76.4 85.5 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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,545: 21,490 22,748 1,209 0 2,375 75 1,970 0 1,940 225 87: 369 140
Old : 27,545: 21,490 22,748 1,209 0 2,375 75 1,970 0 1,940 225 87: 369 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,399: -1,051 -870 95 0 -433 0 -45 0 46 0 -41: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 82.6 4.4 0.0 8.6 0.3 7.2 0.0 7.0 0.8 0.3: 1.3 0.5
Old : 100.0: 78.0 82.6 4.4 0.0 8.6 0.3 7.2 0.0 7.0 0.8 0.3: 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 : 35: 17 18 4 0 4 . . 0 4 . .:
Old : 35: 17 18 4 0 4 . . 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 : 50.6 61.4 67.1 79.5 45.2 61.4 60.5 76.0
Old : 50.6 61.4 67.1 79.5 45.2 61.4 60.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,391: 20,241 19,350 584 1,918 838 0 690 320 1,303 175 0: 105 100
Old : 23,391: 20,241 19,350 584 1,918 838 0 690 320 1,303 175 0: 105 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -364: -23 50 -160 -257 -51 0 115 -115 1 -25 -1: -15 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 82.7 2.5 8.2 3.6 0.0 2.9 1.4 5.6 0.7 0.0: 0.4 0.4
Old : 100.0: 86.5 82.7 2.5 8.2 3.6 0.0 2.9 1.4 5.6 0.7 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 18 . . . 0 . . . . 0:
Old : 32: 14 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 : 66.5 61.4 82.9 82.6 65.5 61.4 78.9 78.5
Old : 66.5 61.4 82.9 82.6 65.5 61.4 78.9 78.5
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,686: 45,379 32,357 2,028 8,450 2,666 0 6,826 257 330 300 785: 241 45
Old : 51,686: 45,379 32,357 2,028 8,450 2,666 0 6,826 257 330 300 785: 241 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,790: -2,707 -1,322 772 -1,309 -382 -150 77 -34 -305 150 10: 6 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 62.6 3.9 16.3 5.2 0.0 13.2 0.5 0.6 0.6 1.5: 0.5 0.1
Old : 100.0: 87.8 62.6 3.9 16.3 5.2 0.0 13.2 0.5 0.6 0.6 1.5: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 19 4 . . 0 . . . . .:
Old : 39: 25 19 4 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 48.1 75.0 69.9 56.8 45.1 65.5 62.4
Old : 60.3 48.1 75.0 69.9 56.8 45.1 65.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,492: 30,935 22,111 4,382 10,894 540 0 2,125 245 50 575 0: 340 2
Old : 36,492: 30,935 22,111 4,382 10,894 540 0 2,125 245 50 575 0: 340 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,180: -814 -444 481 -373 -552 -150 645 -105 0 -325 -25: -15 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 60.6 12.0 29.9 1.5 0.0 5.8 0.7 0.1 1.6 0.0: 0.9 0.0
Old : 100.0: 84.8 60.6 12.0 29.9 1.5 0.0 5.8 0.7 0.1 1.6 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 16 . . . 0 . . . . 0:
Old : 35: 22 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 : 52.3 62.7 71.0 86.4 50.3 58.6 67.2 76.0
Old : 52.3 62.7 71.0 86.4 50.3 58.6 67.2 76.0
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,347: 11,561 14,997 6,111 0 3,300 0 2,650 350 25 50 0: 0 0
Old : 21,347: 11,561 14,997 6,111 0 3,300 0 2,650 350 25 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,070: -326 -970 -1,305 0 -75 0 -725 -175 0 -75 0: -189 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 70.3 28.6 0.0 15.5 0.0 12.4 1.6 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 54.2 70.3 28.6 0.0 15.5 0.0 12.4 1.6 0.1 0.2 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 : 23: 13 13 . 0 . 0 . . . . 0:
Old : 23: 13 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 : 75.3 64.8 92.6 87.3 60.3 53.0 67.7 65.2
Old : 75.3 64.8 92.6 87.3 60.3 53.0 67.7 65.2
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,825: 6,765 15,330 6,125 0 475 315 0 0 1,310 0 0: 835 20
Old : 15,825: 6,765 15,330 6,125 0 475 315 0 0 1,310 0 0: 835 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,100: -1,365 -1,000 -535 0 -90 -45 0 0 575 0 0: 360 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 96.9 38.7 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 5.3 0.1
Old : 100.0: 42.7 96.9 38.7 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 5.3 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 : 22: 13 9 . 0 . . 0 0 . 0 0:
Old : 22: 13 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 88.4 80.9 98.4 50.1 80.2 65.9 80.7
Old : 64.4 88.4 80.9 98.4 50.1 80.2 65.9 80.7
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,945: 7,050 15,450 6,455 0 475 315 0 0 955 0 0: 695 20
Old : 15,945: 7,050 15,450 6,455 0 475 315 0 0 955 0 0: 695 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,180: -1,500 -1,100 -575 0 -60 -45 0 0 585 0 0: 415 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 96.9 40.5 0.0 3.0 2.0 0.0 0.0 6.0 0.0 0.0: 4.4 0.1
Old : 100.0: 44.2 96.9 40.5 0.0 3.0 2.0 0.0 0.0 6.0 0.0 0.0: 4.4 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 : 26: 16 10 . 0 . . 0 0 . 0 0:
Old : 26: 16 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 : 65.7 88.2 81.5 98.1 51.5 80.0 66.6 80.8
Old : 65.7 88.2 81.5 98.1 51.5 80.0 66.6 80.8
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 747,269: 481,874 368,006 6,111 49,674 147,813 5,095 63,211 19,283 8,481 20,711 78,571: 41 0
Old : 747,269: 481,874 368,006 6,111 49,674 147,813 5,095 63,211 19,283 8,481 20,711 78,571: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -6,843: -13,965 17,994 1 -47,498 24,582 -4,130 -13,622 2,129 -4,321 20,711 -11,116: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 49.2 0.8 6.6 19.8 0.7 8.5 2.6 1.1 2.8 10.5: 0.0 0.0
Old : 100.0: 64.5 49.2 0.8 6.6 19.8 0.7 8.5 2.6 1.1 2.8 10.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . . . . . . .:
Old : 28: 16 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 : 66.0 49.8 86.3 75.3 26.7 18.1 29.1 24.6
Old : 66.0 49.8 86.3 75.3 26.7 18.1 29.1 24.6
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,710: 7,495 12,310 4,890 705 445 0 0 0 820 0 0: 60 250
Old : 13,710: 7,495 12,310 4,890 705 445 0 0 0 820 0 0: 60 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -775: 80 -740 -535 245 -245 0 -25 0 140 0 0: -215 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 89.8 35.7 5.1 3.2 0.0 0.0 0.0 6.0 0.0 0.0: 0.4 1.8
Old : 100.0: 54.7 89.8 35.7 5.1 3.2 0.0 0.0 0.0 6.0 0.0 0.0: 0.4 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 0:
Old : 21: 8 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 : 68.9 78.4 88.4 93.5 66.3 76.5 84.5 89.1
Old : 68.9 78.4 88.4 93.5 66.3 76.5 84.5 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,800: 9,630 12,845 5,065 2,480 225 0 0 0 820 0 0: 60 250
Old : 15,800: 9,630 12,845 5,065 2,480 225 0 0 0 820 0 0: 60 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -720: 30 -715 -585 120 -90 0 -25 0 140 0 0: -215 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 81.3 32.1 15.7 1.4 0.0 0.0 0.0 5.2 0.0 0.0: 0.4 1.6
Old : 100.0: 60.9 81.3 32.1 15.7 1.4 0.0 0.0 0.0 5.2 0.0 0.0: 0.4 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 0:
Old : 21: 8 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 : 67.9 77.9 91.4 94.5 65.8 77.6 88.6 92.1
Old : 67.9 77.9 91.4 94.5 65.8 77.6 88.6 92.1
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,641: 7,742 15,640 12,980 5,990 710 235 50 200 50 50 0: 724 1
Old : 22,641: 7,742 15,640 12,980 5,990 710 235 50 200 50 50 0: 724 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -232: -759 725 1,410 -425 -465 -305 0 0 -100 -50 0: -13 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 69.1 57.3 26.5 3.1 1.0 0.2 0.9 0.2 0.2 0.0: 3.2 0.0
Old : 100.0: 34.2 69.1 57.3 26.5 3.1 1.0 0.2 0.9 0.2 0.2 0.0: 3.2 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 : 27: 13 11 . . . . . . . . 0:
Old : 27: 13 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 : 78.9 73.4 89.0 93.7 66.9 64.0 71.7 75.2
Old : 78.9 73.4 89.0 93.7 66.9 64.0 71.7 75.2
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,075: 7,625 13,625 9,995 4,665 1,485 235 50 200 50 50 0: 485 0
Old : 20,075: 7,625 13,625 9,995 4,665 1,485 235 50 200 50 50 0: 485 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -997: -219 15 170 -400 -545 -305 0 0 -100 -50 0: 2 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 67.9 49.8 23.2 7.4 1.2 0.2 1.0 0.2 0.2 0.0: 2.4 0.0
Old : 100.0: 38.0 67.9 49.8 23.2 7.4 1.2 0.2 1.0 0.2 0.2 0.0: 2.4 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 : 26: 13 10 . . . . . . . . 0:
Old : 26: 13 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 : 75.4 74.8 88.2 93.4 60.0 60.9 65.3 70.1
Old : 75.4 74.8 88.2 93.4 60.0 60.9 65.3 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,570: 6,490 6,835 1,025 840 715 0 50 0 0 0 0: 340 130
Old : 8,570: 6,490 6,835 1,025 840 715 0 50 0 0 0 0: 340 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,220: -905 -1,115 -350 -10 60 0 -225 0 0 0 0: -25 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 79.8 12.0 9.8 8.3 0.0 0.6 0.0 0.0 0.0 0.0: 4.0 1.5
Old : 100.0: 75.7 79.8 12.0 9.8 8.3 0.0 0.6 0.0 0.0 0.0 0.0: 4.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 11 . . . 0 . 0 0 0 0:
Old : 21: 10 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 64.8 86.0 86.8 48.8 59.6 74.5 75.9
Old : 56.8 64.8 86.0 86.8 48.8 59.6 74.5 75.9
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,214: 18,555 14,742 2,485 6,110 1,650 100 0 0 380 710 2: 42 0
Old : 23,214: 18,555 14,742 2,485 6,110 1,650 100 0 0 380 710 2: 42 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -968: -418 -381 240 -480 -680 -100 0 0 -8 635 -2: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 63.5 10.7 26.3 7.1 0.4 0.0 0.0 1.6 3.1 0.0: 0.2 0.0
Old : 100.0: 79.9 63.5 10.7 26.3 7.1 0.4 0.0 0.0 1.6 3.1 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: 13 15 . . . . 0 0 . . .:
Old : 30: 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 : 58.0 75.3 88.6 92.7 50.6 74.5 76.2 84.6
Old : 58.0 75.3 88.6 92.7 50.6 74.5 76.2 84.6
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,997: 19,208 14,580 2,515 6,910 1,755 100 0 0 380 735 2: 37 15
Old : 23,997: 19,208 14,580 2,515 6,910 1,755 100 0 0 380 735 2: 37 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,298: -618 -701 220 -355 -790 -100 0 0 -8 610 -2: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 60.8 10.5 28.8 7.3 0.4 0.0 0.0 1.6 3.1 0.0: 0.2 0.1
Old : 100.0: 80.0 60.8 10.5 28.8 7.3 0.4 0.0 0.0 1.6 3.1 0.0: 0.2 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 : 31: 15 16 . . . . 0 0 . . .:
Old : 31: 15 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 : 60.5 73.5 86.3 91.0 49.8 71.6 71.6 81.4
Old : 60.5 73.5 86.3 91.0 49.8 71.6 71.6 81.4
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,365: 95,744 75,974 3,760 19,319 6,031 700 2,350 65 340 3,025 555: 170 46
Old : 107,365: 95,744 75,974 3,760 19,319 6,031 700 2,350 65 340 3,025 555: 170 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -4,420: -4,345 -3,647 -305 -673 465 -50 -235 -15 -110 -250 -65: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 70.8 3.5 18.0 5.6 0.7 2.2 0.1 0.3 2.8 0.5: 0.2 0.0
Old : 100.0: 89.2 70.8 3.5 18.0 5.6 0.7 2.2 0.1 0.3 2.8 0.5: 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 : 52: 27 31 . . 5 . . . . 4 .:
Old : 52: 27 31 . . 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 : 45.6 56.1 64.3 82.7 43.3 48.6 57.4 66.9
Old : 45.6 56.1 64.3 82.7 43.3 48.6 57.4 66.9
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,926: 109,504 83,378 1,620 22,574 6,617 900 3,940 0 475 2,980 325: 485 112
Old : 119,926: 109,504 83,378 1,620 22,574 6,617 900 3,940 0 475 2,980 325: 485 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -7,394: -6,214 -6,392 -130 90 -425 -50 60 -360 -85 -215 -130: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 69.5 1.4 18.8 5.5 0.8 3.3 0.0 0.4 2.5 0.3: 0.4 0.1
Old : 100.0: 91.3 69.5 1.4 18.8 5.5 0.8 3.3 0.0 0.4 2.5 0.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 29 29 . . 4 . 4 0 . 5 4:
Old : 54: 29 29 . . 4 . 4 0 . 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 : 47.5 56.3 65.7 81.4 43.5 49.2 57.1 65.9
Old : 47.5 56.3 65.7 81.4 43.5 49.2 57.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 223,719: 152,834 151,928 8,315 14,429 15,153 23,162 6,641 8,781 4,791 16,177 10,324: 359 286
Old : 223,719: 152,834 151,928 8,315 14,429 15,153 23,162 6,641 8,781 4,791 16,177 10,324: 359 286
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -7,477: -3,656 1,617 -1,006 5,394 -583 2,870 -5,287 -3,095 -1,342 -4,869 -717: 52 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 67.9 3.7 6.4 6.8 10.4 3.0 3.9 2.1 7.2 4.6: 0.2 0.1
Old : 100.0: 68.3 67.9 3.7 6.4 6.8 10.4 3.0 3.9 2.1 7.2 4.6: 0.2 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 : 83: 36 40 5 . 4 6 8 9 6 13 13:
Old : 83: 36 40 5 . 4 6 8 9 6 13 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 37.7 57.4 55.9 32.2 33.4 49.1 45.7
Old : 35.8 37.7 57.4 55.9 32.2 33.4 49.1 45.7
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,054: 28,966 31,879 6,910 6,665 1,410 2,125 0 50 300 25 0: 293 25
Old : 40,054: 28,966 31,879 6,910 6,665 1,410 2,125 0 50 300 25 0: 293 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,420: -1,640 -1,760 -625 -595 -25 -10 -50 10 -100 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 79.6 17.3 16.6 3.5 5.3 0.0 0.1 0.7 0.1 0.0: 0.7 0.1
Old : 100.0: 72.3 79.6 17.3 16.6 3.5 5.3 0.0 0.1 0.7 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 : 31: 19 13 . . . . 0 . . . 0:
Old : 31: 19 13 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 91.3 76.1 97.8 59.3 84.4 74.1 88.0
Old : 59.5 91.3 76.1 97.8 59.3 84.4 74.1 88.0
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,824: 28,011 31,094 5,785 5,040 1,525 1,875 0 115 250 25 0: 263 25
Old : 37,824: 28,011 31,094 5,785 5,040 1,525 1,875 0 115 250 25 0: 263 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,970: -1,445 -1,830 -375 -65 -60 -10 -50 35 -100 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 82.2 15.3 13.3 4.0 5.0 0.0 0.3 0.7 0.1 0.0: 0.7 0.1
Old : 100.0: 74.1 82.2 15.3 13.3 4.0 5.0 0.0 0.3 0.7 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 13 . . . . 0 . . . 0:
Old : 32: 18 13 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 92.3 76.7 98.2 57.2 84.7 74.1 88.4
Old : 57.3 92.3 76.7 98.2 57.2 84.7 74.1 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,712: 108,505 116,505 11,424 26,125 41,146 21,860 0 4,637 945 97 174: 20 27
Old : 188,712: 108,505 116,505 11,424 26,125 41,146 21,860 0 4,637 945 97 174: 20 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -7,599: -6,780 -1,722 2,425 -4,068 -3,148 -1,367 0 1,268 21 52 2: -21 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 61.7 6.1 13.8 21.8 11.6 0.0 2.5 0.5 0.1 0.1: 0.0 0.0
Old : 100.0: 57.5 61.7 6.1 13.8 21.8 11.6 0.0 2.5 0.5 0.1 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: 15 16 . . . . 0 . . . .:
Old : 26: 15 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 71.7 86.7 91.3 27.6 35.8 36.8 37.7
Old : 54.5 71.7 86.7 91.3 27.6 35.8 36.8 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,525: 22,220 24,945 3,035 380 480 0 0 0 0 0 0: 3,790 3,720
Old : 29,525: 22,220 24,945 3,035 380 480 0 0 0 0 0 0: 3,790 3,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,940: -1,425 -1,880 -475 -25 0 0 0 0 0 0 0: -40 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 84.5 10.3 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 12.6
Old : 100.0: 75.3 84.5 10.3 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 17 . . . 0 0 0 0 0 0:
Old : 20: 12 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 57.2 86.1 76.3 67.3 47.3 68.5 63.4
Old : 82.2 57.2 86.1 76.3 67.3 47.3 68.5 63.4
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,304: 15,150 22,980 10,960 200 1,325 0 350 0 0 2,500 0: 2,869 2,949
Old : 30,304: 15,150 22,980 10,960 200 1,325 0 350 0 0 2,500 0: 2,869 2,949
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,568: -687 -1,102 -610 -115 -60 0 -50 0 0 -50 0: -211 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 75.8 36.2 0.7 4.4 0.0 1.2 0.0 0.0 8.2 0.0: 9.5 9.7
Old : 100.0: 50.0 75.8 36.2 0.7 4.4 0.0 1.2 0.0 0.0 8.2 0.0: 9.5 9.7
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: 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 : 72.7 43.5 87.5 70.1 62.2 43.2 69.3 60.4
Old : 72.7 43.5 87.5 70.1 62.2 43.2 69.3 60.4
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,207: 14,581 22,021 11,060 650 1,385 0 350 0 0 2,500 0: 2,181 2,301
Old : 29,207: 14,581 22,021 11,060 650 1,385 0 350 0 0 2,500 0: 2,181 2,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,263: -543 -803 -530 -170 0 0 -50 0 0 -50 0: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 75.4 37.9 2.2 4.7 0.0 1.2 0.0 0.0 8.6 0.0: 7.5 7.9
Old : 100.0: 49.9 75.4 37.9 2.2 4.7 0.0 1.2 0.0 0.0 8.6 0.0: 7.5 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 : 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 : 77.8 44.4 90.5 70.9 67.0 44.0 71.3 58.9
Old : 77.8 44.4 90.5 70.9 67.0 44.0 71.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,730: 24,390 8,000 850 4,280 2,425 0 10,435 0 0 2,735 0: 3,065 2,855
Old : 30,730: 24,390 8,000 850 4,280 2,425 0 10,435 0 0 2,735 0: 3,065 2,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,775: -2,475 -710 -125 -1,550 0 0 -315 0 -100 -145 0: -75 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 26.0 2.8 13.9 7.9 0.0 34.0 0.0 0.0 8.9 0.0: 10.0 9.3
Old : 100.0: 79.4 26.0 2.8 13.9 7.9 0.0 34.0 0.0 0.0 8.9 0.0: 10.0 9.3
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 : 28: 18 11 . . . 0 . 0 0 . 0:
Old : 28: 18 11 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 72.0 72.1 84.2 50.9 63.9 64.0 75.6
Old : 56.5 72.0 72.1 84.2 50.9 63.9 64.0 75.6
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,120: 24,825 8,780 800 5,565 2,425 0 9,935 0 0 1,555 0: 3,070 2,860
Old : 31,120: 24,825 8,780 800 5,565 2,425 0 9,935 0 0 1,555 0: 3,070 2,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,760: -2,485 -775 -100 -1,595 0 0 -115 0 -100 -220 0: -75 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 28.2 2.6 17.9 7.8 0.0 31.9 0.0 0.0 5.0 0.0: 9.9 9.2
Old : 100.0: 79.8 28.2 2.6 17.9 7.8 0.0 31.9 0.0 0.0 5.0 0.0: 9.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 12 . . . 0 . 0 0 . 0:
Old : 27: 18 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 : 57.6 75.7 72.5 86.0 52.6 67.7 63.1 75.3
Old : 57.6 75.7 72.5 86.0 52.6 67.7 63.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,865: 15,630 31,565 17,590 1,425 545 675 0 325 100 970 75: 1,925 1,960
Old : 36,865: 15,630 31,565 17,590 1,425 545 675 0 325 100 970 75: 1,925 1,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,475: -660 -2,575 -2,345 -50 -50 -25 0 -25 -50 -440 0: 680 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 85.6 47.7 3.9 1.5 1.8 0.0 0.9 0.3 2.6 0.2: 5.2 5.3
Old : 100.0: 42.4 85.6 47.7 3.9 1.5 1.8 0.0 0.9 0.3 2.6 0.2: 5.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . . 0 . . . .:
Old : 25: 12 12 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 81.6 87.1 90.6 71.3 78.7 85.6 87.3
Old : 72.3 81.6 87.1 90.6 71.3 78.7 85.6 87.3
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,110: 13,935 29,650 16,820 875 495 675 0 325 100 1,020 75: 1,685 1,670
Old : 34,110: 13,935 29,650 16,820 875 495 675 0 325 100 1,020 75: 1,685 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,620: -650 -2,740 -2,570 -75 -25 -25 0 -25 -50 -490 0: 725 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 86.9 49.3 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2: 4.9 4.9
Old : 100.0: 40.9 86.9 49.3 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2: 4.9 4.9
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 12 . . . . 0 . . . .:
Old : 25: 12 12 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 80.9 87.0 90.8 70.3 77.7 84.7 86.8
Old : 71.3 80.9 87.0 90.8 70.3 77.7 84.7 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,210: 17,165 11,890 2,810 1,150 2,100 0 6,825 0 0 0 0: 2,135 2,245
Old : 24,210: 17,165 11,890 2,810 1,150 2,100 0 6,825 0 0 0 0: 2,135 2,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,400: -1,315 -1,630 -1,040 25 -25 0 -755 0 0 0 0: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 49.1 11.6 4.8 8.7 0.0 28.2 0.0 0.0 0.0 0.0: 8.8 9.3
Old : 100.0: 70.9 49.1 11.6 4.8 8.7 0.0 28.2 0.0 0.0 0.0 0.0: 8.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 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 : 71.4 71.1 81.8 87.5 61.8 63.7 70.3 72.2
Old : 71.4 71.1 81.8 87.5 61.8 63.7 70.3 72.2
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,295: 16,600 13,140 0 4,200 1,505 0 130 50 40 50 140: 3,960 3,080
Old : 22,295: 16,600 13,140 0 4,200 1,505 0 130 50 40 50 140: 3,960 3,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -370: -990 -495 0 -30 225 0 0 0 40 -200 -40: 395 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 58.9 0.0 18.8 6.8 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.8
Old : 100.0: 74.5 58.9 0.0 18.8 6.8 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 0 . . 0 . . . . .:
Old : 22: 11 9 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 64.1 77.1 82.1 58.2 57.4 66.2 69.5
Old : 64.1 64.1 77.1 82.1 58.2 57.4 66.2 69.5
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,990: 15,780 12,260 0 4,020 1,510 0 130 50 110 50 130: 3,410 2,840
Old : 20,990: 15,780 12,260 0 4,020 1,510 0 130 50 110 50 130: 3,410 2,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -690: -1,135 -750 0 -160 400 0 0 0 110 -120 -110: 45 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 58.4 0.0 19.2 7.2 0.0 0.6 0.2 0.5 0.2 0.6: 16.2 13.5
Old : 100.0: 75.2 58.4 0.0 19.2 7.2 0.0 0.6 0.2 0.5 0.2 0.6: 16.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 0 . . 0 . . . . .:
Old : 22: 11 10 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 67.5 77.8 82.0 59.4 60.3 65.9 68.4
Old : 66.0 67.5 77.8 82.0 59.4 60.3 65.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,605: 23,380 12,030 0 21,555 75 10,150 750 0 975 200 0: 1,025 995
Old : 35,605: 23,380 12,030 0 21,555 75 10,150 750 0 975 200 0: 1,025 995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -2,340: -1,070 -1,410 0 -705 -50 -1,170 125 -125 150 -100 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 33.8 0.0 60.5 0.2 28.5 2.1 0.0 2.7 0.6 0.0: 2.9 2.8
Old : 100.0: 65.7 33.8 0.0 60.5 0.2 28.5 2.1 0.0 2.7 0.6 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 . . 0:
Old : 29: 20 10 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 84.1 81.0 94.0 68.5 78.4 79.4 85.4
Old : 68.5 84.1 81.0 94.0 68.5 78.4 79.4 85.4
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,735: 19,585 12,725 0 15,330 75 8,315 650 75 975 200 0: 1,710 1,680
Old : 30,735: 19,585 12,725 0 15,330 75 8,315 650 75 975 200 0: 1,710 1,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,090: -670 -1,010 0 85 50 -430 75 -75 150 -100 0: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 41.4 0.0 49.9 0.2 27.1 2.1 0.2 3.2 0.7 0.0: 5.6 5.5
Old : 100.0: 63.7 41.4 0.0 49.9 0.2 27.1 2.1 0.2 3.2 0.7 0.0: 5.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.5 79.4 77.6 90.1 63.7 71.6 75.1 80.5
Old : 64.5 79.4 77.6 90.1 63.7 71.6 75.1 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,175: 49,095 86,150 26,555 0 1,110 8,325 125 1,330 2,445 100 575: 7,740 7,785
Old : 97,175: 49,095 86,150 26,555 0 1,110 8,325 125 1,330 2,445 100 575: 7,740 7,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -5,285: -4,420 -4,245 690 0 -425 335 -25 -95 -1,025 -150 0: -345 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 88.7 27.3 0.0 1.1 8.6 0.1 1.4 2.5 0.1 0.6: 8.0 8.0
Old : 100.0: 50.5 88.7 27.3 0.0 1.1 8.6 0.1 1.4 2.5 0.1 0.6: 8.0 8.0
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 : 41: 21 25 . 0 . . . . . . .:
Old : 41: 21 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 : 65.9 60.0 77.9 74.8 59.6 58.7 69.0 70.3
Old : 65.9 60.0 77.9 74.8 59.6 58.7 69.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,885: 47,305 76,465 19,745 0 1,290 8,465 150 1,015 1,245 100 545: 6,275 6,320
Old : 85,885: 47,305 76,465 19,745 0 1,290 8,465 150 1,015 1,245 100 545: 6,275 6,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -5,005: -4,015 -3,810 1,425 0 -245 -230 0 0 -1,140 -150 0: -800 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 89.0 23.0 0.0 1.5 9.9 0.2 1.2 1.4 0.1 0.6: 7.3 7.4
Old : 100.0: 55.1 89.0 23.0 0.0 1.5 9.9 0.2 1.2 1.4 0.1 0.6: 7.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 25 . 0 . . . . . . .:
Old : 39: 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 : 69.1 57.7 83.7 73.3 63.9 56.9 76.3 71.6
Old : 69.1 57.7 83.7 73.3 63.9 56.9 76.3 71.6
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,755: 13,285 6,955 200 6,730 235 0 750 0 800 0 0: 2,235 2,085
Old : 16,755: 13,285 6,955 200 6,730 235 0 750 0 800 0 0: 2,235 2,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,610: -1,155 -1,200 0 -340 0 -50 0 0 -350 0 0: -55 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 41.5 1.2 40.2 1.4 0.0 4.5 0.0 4.8 0.0 0.0: 13.3 12.4
Old : 100.0: 79.3 41.5 1.2 40.2 1.4 0.0 4.5 0.0 4.8 0.0 0.0: 13.3 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 . . . 0 . 0 . 0 0:
Old : 24: 15 13 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 57.2 67.2 74.5 39.5 54.0 57.2 67.0
Old : 49.2 57.2 67.2 74.5 39.5 54.0 57.2 67.0
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,260: 12,760 8,920 200 6,355 950 0 0 0 2,125 0 0: 1,225 1,035
Old : 17,260: 12,760 8,920 200 6,355 950 0 0 0 2,125 0 0: 1,225 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,050: -955 -640 0 -670 250 0 0 0 -350 0 0: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 51.7 1.2 36.8 5.5 0.0 0.0 0.0 12.3 0.0 0.0: 7.1 6.0
Old : 100.0: 73.9 51.7 1.2 36.8 5.5 0.0 0.0 0.0 12.3 0.0 0.0: 7.1 6.0
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 : 59.8 70.7 73.6 89.5 41.9 52.7 53.2 63.7
Old : 59.8 70.7 73.6 89.5 41.9 52.7 53.2 63.7
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,280: 36,215 31,595 765 2,005 4,110 0 2,900 550 0 600 0: 6,640 6,520
Old : 48,280: 36,215 31,595 765 2,005 4,110 0 2,900 550 0 600 0: 6,640 6,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,705: -1,015 -1,030 -15 100 -100 0 50 -50 0 -150 0: -525 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 65.4 1.6 4.2 8.5 0.0 6.0 1.1 0.0 1.2 0.0: 13.8 13.5
Old : 100.0: 75.0 65.4 1.6 4.2 8.5 0.0 6.0 1.1 0.0 1.2 0.0: 13.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 17 . . . 0 . . 0 . 0:
Old : 30: 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 : 58.3 46.1 77.9 63.1 57.1 38.5 62.8 53.0
Old : 58.3 46.1 77.9 63.1 57.1 38.5 62.8 53.0
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,525: 20,500 17,730 450 2,765 3,455 300 275 225 0 600 0: 5,595 5,475
Old : 30,525: 20,500 17,730 450 2,765 3,455 300 275 225 0 600 0: 5,595 5,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,410: -1,315 -1,545 145 550 -295 0 -175 0 0 0 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 58.1 1.5 9.1 11.3 1.0 0.9 0.7 0.0 2.0 0.0: 18.3 17.9
Old : 100.0: 67.2 58.1 1.5 9.1 11.3 1.0 0.9 0.7 0.0 2.0 0.0: 18.3 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 47.8 33.6 68.3 53.0 31.1 22.8 37.7 34.8
Old : 47.8 33.6 68.3 53.0 31.1 22.8 37.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2017