COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 48,458: 13,820 25,130 4,174 2,199 2,160 4,001 7,214 1,457 14,506 2,800 7,036: 1,304 462
Old : 48,458: 13,820 25,130 4,174 2,199 2,160 4,001 7,214 1,457 14,506 2,800 7,036: 1,304 462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -911: -362 -327 0 44 -54 365 840 -1,009 341 -102 -228: 36 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 51.9 8.6 4.5 4.5 8.3 14.9 3.0 29.9 5.8 14.5: 2.7 1.0
Old : 100.0: 28.5 51.9 8.6 4.5 4.5 8.3 14.9 3.0 29.9 5.8 14.5: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.2 56.2 69.6 71.4 36.6 41.3 50.9 51.2
Old : 43.2 56.2 69.6 71.4 36.6 41.3 50.9 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,846: 567 3,093 401 1,510 0 775 377 165 3,223 0 355: 360 346
Old : 5,846: 567 3,093 401 1,510 0 775 377 165 3,223 0 355: 360 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 125: 40 115 0 20 0 -60 0 0 145 0 -25: 25 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 52.9 6.9 25.8 0.0 13.3 6.4 2.8 55.1 0.0 6.1: 6.2 5.9
Old : 100.0: 9.7 52.9 6.9 25.8 0.0 13.3 6.4 2.8 55.1 0.0 6.1: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 4 6 . . 0 . . . 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 : 52.8 62.9 70.9 82.3 52.8 62.6 66.5 77.7
Old : 52.8 62.9 70.9 82.3 52.8 62.6 66.5 77.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,877: 374 1,034 455 1 93 280 133 213 111 59 339: 12 7
Old : 1,877: 374 1,034 455 1 93 280 133 213 111 59 339: 12 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -82: -31 -40 -1 -1 -11 -17 -3 -10 6 -1 -16: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 55.1 24.3 0.0 5.0 14.9 7.1 11.3 5.9 3.1 18.1: 0.6 0.4
Old : 100.0: 19.9 55.1 24.3 0.0 5.0 14.9 7.1 11.3 5.9 3.1 18.1: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 6 7 . . . . . 5 . . 4:
Old : 23: 6 7 . . . . . 5 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 57.5 86.2 80.7 42.0 40.8 48.0 46.5
Old : 64.6 57.5 86.2 80.7 42.0 40.8 48.0 46.5
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,005: 53,959 62,384 3,704 7,050 15,241 11,248 126 2,976 4,825 4,535 8,063: 988 629
Old : 101,005: 53,959 62,384 3,704 7,050 15,241 11,248 126 2,976 4,825 4,535 8,063: 988 629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 942: 379 617 12 -343 360 -50 20 18 -61 -18 288: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 61.8 3.7 7.0 15.1 11.1 0.1 2.9 4.8 4.5 8.0: 1.0 0.6
Old : 100.0: 53.4 61.8 3.7 7.0 15.1 11.1 0.1 2.9 4.8 4.5 8.0: 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 5 . 7 7 5 9:
Old : 58: 32 32 . . 4 5 . 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 : 39.7 36.4 61.4 56.4 24.5 19.7 35.7 31.7
Old : 39.7 36.4 61.4 56.4 24.5 19.7 35.7 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 35,237: 28,509 27,355 11 4,265 2,867 525 225 0 2,925 125 400: 0 0
Old : 35,237: 28,509 27,355 11 4,265 2,867 525 225 0 2,925 125 400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 967: 1,102 454 -448 300 313 -100 0 -25 250 50 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 77.6 0.0 12.1 8.1 1.5 0.6 0.0 8.3 0.4 1.1: 0.0 0.0
Old : 100.0: 80.9 77.6 0.0 12.1 8.1 1.5 0.6 0.0 8.3 0.4 1.1: 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 : 34: 21 18 . . . . . 0 5 . .:
Old : 34: 21 18 . . . . . 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 : 53.0 53.7 73.5 80.4 44.1 47.1 53.0 58.7
Old : 53.0 53.7 73.5 80.4 44.1 47.1 53.0 58.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 21,432: 19,872 13,810 0 5,362 935 0 0 0 325 1,025 300: 0 0
Old : 21,432: 19,872 13,810 0 5,362 935 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: November 7, 2017 :
: 1,115: 1,315 615 0 700 -200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 64.4 0.0 25.0 4.4 0.0 0.0 0.0 1.5 4.8 1.4: 0.0 0.0
Old : 100.0: 92.7 64.4 0.0 25.0 4.4 0.0 0.0 0.0 1.5 4.8 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 16 0 . . 0 0 0 . . .:
Old : 25: 17 16 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 50.8 90.1 81.7 68.8 42.7 70.5 65.9
Old : 78.2 50.8 90.1 81.7 68.8 42.7 70.5 65.9
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 169,100: 136,537 116,382 15,583 17,988 4,162 7,135 14,523 3,041 1,580 11,969 1,005: 57 30
Old : 169,100: 136,537 116,382 15,583 17,988 4,162 7,135 14,523 3,041 1,580 11,969 1,005: 57 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 976: 2,167 713 -994 1,230 -572 510 40 -390 460 145 -205: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 68.8 9.2 10.6 2.5 4.2 8.6 1.8 0.9 7.1 0.6: 0.0 0.0
Old : 100.0: 80.7 68.8 9.2 10.6 2.5 4.2 8.6 1.8 0.9 7.1 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 33 . . . . 4 . . 4 .:
Old : 53: 34 33 . . . . 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 : 39.6 47.9 58.4 70.2 36.5 39.7 51.8 59.6
Old : 39.6 47.9 58.4 70.2 36.5 39.7 51.8 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,001: 43,879 33,499 8,530 11,322 1,956 877 9,300 700 1,850 1,025 200: 10 0
Old : 58,001: 43,879 33,499 8,530 11,322 1,956 877 9,300 700 1,850 1,025 200: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 120: 352 178 100 265 -373 16 -175 -25 25 225 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 57.8 14.7 19.5 3.4 1.5 16.0 1.2 3.2 1.8 0.3: 0.0 0.0
Old : 100.0: 75.7 57.8 14.7 19.5 3.4 1.5 16.0 1.2 3.2 1.8 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 : 72.1 56.5 85.5 83.1 69.5 49.1 76.9 71.4
Old : 72.1 56.5 85.5 83.1 69.5 49.1 76.9 71.4
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,051: 21,859 17,891 5,517 9,240 375 0 150 300 0 75 0: 0 20
Old : 28,051: 21,859 17,891 5,517 9,240 375 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: November 7, 2017 :
: 1,474: 774 1,249 700 225 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 63.8 19.7 32.9 1.3 0.0 0.5 1.1 0.0 0.3 0.0: 0.0 0.1
Old : 100.0: 77.9 63.8 19.7 32.9 1.3 0.0 0.5 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 14 . . . 0 . . 0 . 0:
Old : 20: 11 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 : 81.9 78.9 95.8 94.6 79.5 71.9 83.3 81.5
Old : 81.9 78.9 95.8 94.6 79.5 71.9 83.3 81.5
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 58,223: 44,136 40,536 2,691 4,370 8,952 400 3,550 150 1,375 100 360: 159 205
Old : 58,223: 44,136 40,536 2,691 4,370 8,952 400 3,550 150 1,375 100 360: 159 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,660: 1,285 470 175 1,200 0 0 0 0 200 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 69.6 4.6 7.5 15.4 0.7 6.1 0.3 2.4 0.2 0.6: 0.3 0.4
Old : 100.0: 75.8 69.6 4.6 7.5 15.4 0.7 6.1 0.3 2.4 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: 25 25 . . . . . . . . .:
Old : 37: 25 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 : 47.4 51.3 71.6 73.6 31.0 30.3 43.0 48.1
Old : 47.4 51.3 71.6 73.6 31.0 30.3 43.0 48.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 64,305: 54,893 42,017 1,995 15,565 5,053 110 275 120 1,685 975 240: 209 60
Old : 64,305: 54,893 42,017 1,995 15,565 5,053 110 275 120 1,685 975 240: 209 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,755: 1,855 520 15 1,315 -205 90 -150 -30 -100 175 130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 65.3 3.1 24.2 7.9 0.2 0.4 0.2 2.6 1.5 0.4: 0.3 0.1
Old : 100.0: 85.4 65.3 3.1 24.2 7.9 0.2 0.4 0.2 2.6 1.5 0.4: 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: 27 22 . . 4 . . . . . .:
Old : 42: 27 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 : 39.6 59.1 62.0 80.7 35.7 51.3 48.2 58.4
Old : 39.6 59.1 62.0 80.7 35.7 51.3 48.2 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,610: 40,747 28,974 19,460 12,535 3,380 0 0 0 1,607 20,250 344: 72 127
Old : 65,610: 40,747 28,974 19,460 12,535 3,380 0 0 0 1,607 20,250 344: 72 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,165: 55 -40 255 -2,400 900 0 0 0 -250 2,500 205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 44.2 29.7 19.1 5.2 0.0 0.0 0.0 2.4 30.9 0.5: 0.1 0.2
Old : 100.0: 62.1 44.2 29.7 19.1 5.2 0.0 0.0 0.0 2.4 30.9 0.5: 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 : 43.5 68.1 63.8 84.6 41.2 60.3 61.0 76.1
Old : 43.5 68.1 63.8 84.6 41.2 60.3 61.0 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 88,680: 56,972 38,365 25,515 23,550 3,645 0 0 0 2,547 20,850 0: 1 2,270
Old : 88,680: 56,972 38,365 25,515 23,550 3,645 0 0 0 2,547 20,850 0: 1 2,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,210: 55 -40 255 -4,500 2,150 0 0 0 -250 2,500 0: 0 2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 43.3 28.8 26.6 4.1 0.0 0.0 0.0 2.9 23.5 0.0: 0.0 2.6
Old : 100.0: 64.2 43.3 28.8 26.6 4.1 0.0 0.0 0.0 2.9 23.5 0.0: 0.0 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 : 43: 26 23 . . . 0 0 0 . . 0:
Old : 43: 26 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 : 46.9 60.1 64.2 79.4 46.3 55.9 62.9 73.1
Old : 46.9 60.1 64.2 79.4 46.3 55.9 62.9 73.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,307: 22,737 29,147 6,030 0 4,040 0 0 0 500 0 0: 0 120
Old : 33,307: 22,737 29,147 6,030 0 4,040 0 0 0 500 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,675: -973 -770 525 0 -525 0 0 0 -100 0 0: -602 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 87.5 18.1 0.0 12.1 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4
Old : 100.0: 68.3 87.5 18.1 0.0 12.1 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 18 . 0 . 0 0 0 . 0 0:
Old : 26: 18 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 : 52.6 71.4 75.9 84.4 40.0 58.2 58.2 65.1
Old : 52.6 71.4 75.9 84.4 40.0 58.2 58.2 65.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,593: 28,698 29,228 1,345 2,055 4,190 250 0 0 1,050 0 0: 60 120
Old : 35,593: 28,698 29,228 1,345 2,055 4,190 250 0 0 1,050 0 0: 60 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -70: 1,525 67 -1,615 -80 630 0 -420 0 -350 0 0: -260 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 82.1 3.8 5.8 11.8 0.7 0.0 0.0 3.0 0.0 0.0: 0.2 0.3
Old : 100.0: 80.6 82.1 3.8 5.8 11.8 0.7 0.0 0.0 3.0 0.0 0.0: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 19 4 . . . 0 0 . 0 0:
Old : 30: 19 19 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 : 54.9 61.1 76.4 85.3 33.4 49.7 44.9 57.3
Old : 54.9 61.1 76.4 85.3 33.4 49.7 44.9 57.3
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 22,432: 14,012 13,437 0 5,820 820 1,786 0 0 3,650 110 1,950: 214 295
Old : 22,432: 14,012 13,437 0 5,820 820 1,786 0 0 3,650 110 1,950: 214 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,525: -335 -1,050 0 -190 40 -100 0 0 0 -100 100: -1,230 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 59.9 0.0 25.9 3.7 8.0 0.0 0.0 16.3 0.5 8.7: 1.0 1.3
Old : 100.0: 62.5 59.9 0.0 25.9 3.7 8.0 0.0 0.0 16.3 0.5 8.7: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 19 0 . . . 0 0 . . .:
Old : 31: 16 19 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 49.2 76.4 68.0 53.2 45.0 67.6 57.4
Old : 55.2 49.2 76.4 68.0 53.2 45.0 67.6 57.4
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,021: 29,586 39,631 10,415 0 2,920 0 50 0 100 300 0: 0 120
Old : 43,021: 29,586 39,631 10,415 0 2,920 0 50 0 100 300 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,258: -643 399 780 0 -675 0 0 0 0 -50 0: -720 -932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 92.1 24.2 0.0 6.8 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 0.3
Old : 100.0: 68.8 92.1 24.2 0.0 6.8 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 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 : 31: 22 22 . 0 . 0 . 0 . . 0:
Old : 31: 22 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 : 46.2 58.5 71.9 76.9 36.9 52.1 58.9 61.4
Old : 46.2 58.5 71.9 76.9 36.9 52.1 58.9 61.4
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,471: 43,161 32,076 1,310 14,815 1,110 0 0 0 1,950 250 0: 940 220
Old : 48,471: 43,161 32,076 1,310 14,815 1,110 0 0 0 1,950 250 0: 940 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -3,009: -1,528 -2,696 -130 1,571 -1,021 0 -300 0 -75 -300 -50: -205 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 66.2 2.7 30.6 2.3 0.0 0.0 0.0 4.0 0.5 0.0: 1.9 0.5
Old : 100.0: 89.0 66.2 2.7 30.6 2.3 0.0 0.0 0.0 4.0 0.5 0.0: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 . . . 0 0 0 . . 0:
Old : 34: 21 19 . . . 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 : 53.3 63.2 72.0 85.5 49.1 58.0 61.1 71.9
Old : 53.3 63.2 72.0 85.5 49.1 58.0 61.1 71.9
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 36,337 34,959 7,847 10,245 620 0 0 0 1,135 215 335: 180 80
Old : 46,454: 36,337 34,959 7,847 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: November 7, 2017 :
: 0: -50 0 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 75.3 16.9 22.1 1.3 0.0 0.0 0.0 2.4 0.5 0.7: 0.4 0.2
Old : 100.0: 78.2 75.3 16.9 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 : 43.8 93.2 71.8 97.0 40.1 91.2 67.8 92.2
Old : 43.8 93.2 71.8 97.0 40.1 91.2 67.8 92.2
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,178: 40,227 37,193 8,806 11,940 2,095 0 0 0 1,875 1,715 175: 0 60
Old : 53,178: 40,227 37,193 8,806 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: November 7, 2017 :
: -50: -100 -50 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 69.9 16.6 22.5 3.9 0.0 0.0 0.0 3.5 3.2 0.3: 0.0 0.1
Old : 100.0: 75.6 69.9 16.6 22.5 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 : 42.0 89.8 67.9 96.7 38.9 87.6 64.8 90.8
Old : 42.0 89.8 67.9 96.7 38.9 87.6 64.8 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,567: 79,254 72,609 2,790 7,907 1,455 0 0 0 110 1,613 729: 229 254
Old : 84,567: 79,254 72,609 2,790 7,907 1,455 0 0 0 110 1,613 729: 229 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,098: 3,027 1,243 -590 899 -365 0 0 0 110 415 -94: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 85.9 3.3 9.3 1.7 0.0 0.0 0.0 0.1 1.9 0.9: 0.3 0.3
Old : 100.0: 93.7 85.9 3.3 9.3 1.7 0.0 0.0 0.0 0.1 1.9 0.9: 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 : 38: 24 24 . . . 0 0 0 . . .:
Old : 38: 24 24 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 54.9 75.5 79.6 49.4 49.8 69.7 69.0
Old : 50.0 54.9 75.5 79.6 49.4 49.8 69.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,243: 94,008 92,271 4,979 8,090 3,010 50 638 12 2,500 708 1,255: 429 259
Old : 106,243: 94,008 92,271 4,979 8,090 3,010 50 638 12 2,500 708 1,255: 429 259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 3,650: 5,543 2,910 -895 126 -104 0 90 0 -1,404 123 490: 20 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 86.8 4.7 7.6 2.8 0.0 0.6 0.0 2.4 0.7 1.2: 0.4 0.2
Old : 100.0: 88.5 86.8 4.7 7.6 2.8 0.0 0.6 0.0 2.4 0.7 1.2: 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 : 49: 25 27 . . . . 4 . 4 4 4:
Old : 49: 25 27 . . . . 4 . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 47.6 69.7 75.5 43.3 46.7 61.4 67.0
Old : 46.0 47.6 69.7 75.5 43.3 46.7 61.4 67.0
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,174: 24,487 32,986 8,451 0 38 0 0 0 150 150 0: 48 0
Old : 33,174: 24,487 32,986 8,451 0 38 0 0 0 150 150 0: 48 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,613: 2,231 2,576 325 0 -13 0 0 0 50 50 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 99.4 25.5 0.0 0.1 0.0 0.0 0.0 0.5 0.5 0.0: 0.1 0.0
Old : 100.0: 73.8 99.4 25.5 0.0 0.1 0.0 0.0 0.0 0.5 0.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 12 . 0 . 0 0 0 . . 0:
Old : 20: 10 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 79.7 97.7 98.4 85.4 71.9 87.3 86.8
Old : 86.8 79.7 97.7 98.4 85.4 71.9 87.3 86.8
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,104: 29,375 24,286 1,775 4,170 3,830 0 4,550 0 1,734 0 88: 302 180
Old : 37,104: 29,375 24,286 1,775 4,170 3,830 0 4,550 0 1,734 0 88: 302 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -265: -265 -265 0 -50 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 65.5 4.8 11.2 10.3 0.0 12.3 0.0 4.7 0.0 0.2: 0.8 0.5
Old : 100.0: 79.2 65.5 4.8 11.2 10.3 0.0 12.3 0.0 4.7 0.0 0.2: 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 : 50.2 74.2 71.5 93.5 49.1 67.0 65.1 77.8
Old : 50.2 74.2 71.5 93.5 49.1 67.0 65.1 77.8
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,587: 23,185 30,604 7,064 1,765 3,868 1,550 0 1,800 1,520 1,400 150: 450 0
Old : 39,587: 23,185 30,604 7,064 1,765 3,868 1,550 0 1,800 1,520 1,400 150: 450 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 80: 80 80 0 -50 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 77.3 17.8 4.5 9.8 3.9 0.0 4.5 3.8 3.5 0.4: 1.1 0.0
Old : 100.0: 58.6 77.3 17.8 4.5 9.8 3.9 0.0 4.5 3.8 3.5 0.4: 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 : 46.6 58.1 66.6 77.9 35.7 38.9 47.2 53.7
Old : 46.6 58.1 66.6 77.9 35.7 38.9 47.2 53.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 44,375: 21,936 39,998 21,998 1,216 131 0 1,625 100 150 1,300 0: 60 5
Old : 44,375: 21,936 39,998 21,998 1,216 131 0 1,625 100 150 1,300 0: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,955: 785 1,995 1,325 -40 0 0 0 0 25 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 90.1 49.6 2.7 0.3 0.0 3.7 0.2 0.3 2.9 0.0: 0.1 0.0
Old : 100.0: 49.4 90.1 49.6 2.7 0.3 0.0 3.7 0.2 0.3 2.9 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 : 31: 18 15 5 . . 0 . . . . 0:
Old : 31: 18 15 5 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 77.5 85.0 89.9 66.2 71.1 81.5 83.0
Old : 66.5 77.5 85.0 89.9 66.2 71.1 81.5 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,375: 16,468 34,061 20,353 529 335 0 2,310 0 150 0 0: 69 140
Old : 37,375: 16,468 34,061 20,353 529 335 0 2,310 0 150 0 0: 69 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,195: 315 1,185 1,100 0 0 0 0 0 0 0 0: -220 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 91.1 54.5 1.4 0.9 0.0 6.2 0.0 0.4 0.0 0.0: 0.2 0.4
Old : 100.0: 44.1 91.1 54.5 1.4 0.9 0.0 6.2 0.0 0.4 0.0 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 4 . . 0 . 0 . 0 0:
Old : 26: 15 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 : 71.0 80.0 87.8 93.6 70.1 77.1 85.9 86.2
Old : 71.0 80.0 87.8 93.6 70.1 77.1 85.9 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,294: 21,459 22,617 1,289 0 2,375 75 1,970 0 1,640 225 87: 369 20
Old : 27,294: 21,459 22,617 1,289 0 2,375 75 1,970 0 1,640 225 87: 369 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -251: -31 -131 80 0 0 0 0 0 -300 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 82.9 4.7 0.0 8.7 0.3 7.2 0.0 6.0 0.8 0.3: 1.4 0.1
Old : 100.0: 78.6 82.9 4.7 0.0 8.7 0.3 7.2 0.0 6.0 0.8 0.3: 1.4 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 : 36: 17 18 5 0 4 . . 0 4 . .:
Old : 36: 17 18 5 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 : 50.9 62.0 67.4 80.2 45.5 62.0 60.7 76.7
Old : 50.9 62.0 67.4 80.2 45.5 62.0 60.7 76.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,534: 20,316 19,500 584 1,843 906 0 690 320 1,303 175 0: 105 100
Old : 23,534: 20,316 19,500 584 1,843 906 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: November 7, 2017 :
: 143: 75 150 0 -75 68 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 82.9 2.5 7.8 3.8 0.0 2.9 1.4 5.5 0.7 0.0: 0.4 0.4
Old : 100.0: 86.3 82.9 2.5 7.8 3.8 0.0 2.9 1.4 5.5 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 : 66.7 61.5 82.9 82.3 65.6 61.5 78.7 78.1
Old : 66.7 61.5 82.9 82.3 65.6 61.5 78.7 78.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 53,779: 47,407 33,854 1,672 8,776 3,079 0 6,805 270 340 155 775: 236 65
Old : 53,779: 47,407 33,854 1,672 8,776 3,079 0 6,805 270 340 155 775: 236 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,093: 2,028 1,496 -356 326 413 0 -21 13 10 -145 -10: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 63.0 3.1 16.3 5.7 0.0 12.7 0.5 0.6 0.3 1.4: 0.4 0.1
Old : 100.0: 88.2 63.0 3.1 16.3 5.7 0.0 12.7 0.5 0.6 0.3 1.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 20 4 . 4 0 . . . . .:
Old : 38: 24 20 4 . 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 : 60.4 48.3 75.9 67.2 55.5 44.5 65.3 60.9
Old : 60.4 48.3 75.9 67.2 55.5 44.5 65.3 60.9
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,344: 32,034 22,309 3,587 10,690 1,018 0 2,485 245 50 585 0: 410 12
Old : 37,344: 32,034 22,309 3,587 10,690 1,018 0 2,485 245 50 585 0: 410 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 852: 1,099 198 -795 -204 478 0 360 0 0 10 0: 70 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 59.7 9.6 28.6 2.7 0.0 6.7 0.7 0.1 1.6 0.0: 1.1 0.0
Old : 100.0: 85.8 59.7 9.6 28.6 2.7 0.0 6.7 0.7 0.1 1.6 0.0: 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 : 35: 23 16 . . . 0 . . . . 0:
Old : 35: 23 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 : 50.2 59.3 68.5 83.3 46.6 57.0 63.4 72.7
Old : 50.2 59.3 68.5 83.3 46.6 57.0 63.4 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,547: 11,311 15,047 6,411 0 3,450 0 2,650 350 25 50 0: 0 0
Old : 21,547: 11,311 15,047 6,411 0 3,450 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: November 7, 2017 :
: 200: -250 50 300 0 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 69.8 29.8 0.0 16.0 0.0 12.3 1.6 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 52.5 69.8 29.8 0.0 16.0 0.0 12.3 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 : 76.7 65.0 91.7 87.4 62.5 53.6 67.8 65.7
Old : 76.7 65.0 91.7 87.4 62.5 53.6 67.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0: 420 20
Old : 15,825: 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0: 420 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 0: 510 0 -95 0 0 0 0 0 0 0 0: -415 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 2.7 0.1
Old : 100.0: 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 2.7 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 : 23: 14 9 . 0 . . 0 0 . 0 0:
Old : 23: 14 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2
Old : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,480 15,450 6,310 0 475 465 0 0 955 0 0: 260 20
Old : 15,945: 7,480 15,450 6,310 0 475 465 0 0 955 0 0: 260 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 0: 430 0 -145 0 0 150 0 0 0 0 0: -435 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 96.9 39.6 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0: 1.6 0.1
Old : 100.0: 46.9 96.9 39.6 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . . 0 0 . 0 0:
Old : 27: 17 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 88.2 80.3 98.1 49.9 80.0 65.4 80.3
Old : 64.2 88.2 80.3 98.1 49.9 80.0 65.4 80.3
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 736,341: 500,296 366,664 6,112 66,430 131,340 226 65,560 13,849 7,356 15,843 76,655: 506 0
Old : 736,341: 500,296 366,664 6,112 66,430 131,340 226 65,560 13,849 7,356 15,843 76,655: 506 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -10,929: 18,423 -1,342 1 16,755 -16,473 -4,869 2,349 -5,434 -1,126 -4,868 -1,916: 465 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 49.8 0.8 9.0 17.8 0.0 8.9 1.9 1.0 2.2 10.4: 0.1 0.0
Old : 100.0: 67.9 49.8 0.8 9.0 17.8 0.0 8.9 1.9 1.0 2.2 10.4: 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 : 27: 16 17 . . . . . . . . .:
Old : 27: 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 : 68.0 49.3 86.9 75.2 30.1 21.5 32.1 27.8
Old : 68.0 49.3 86.9 75.2 30.1 21.5 32.1 27.8
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,760: 7,595 12,360 4,890 755 395 0 0 0 820 0 0: 60 250
Old : 13,760: 7,595 12,360 4,890 755 395 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: November 7, 2017 :
: 50: 100 50 0 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 89.8 35.5 5.5 2.9 0.0 0.0 0.0 6.0 0.0 0.0: 0.4 1.8
Old : 100.0: 55.2 89.8 35.5 5.5 2.9 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 : 69.4 78.2 88.8 93.2 66.8 76.6 84.9 89.2
Old : 69.4 78.2 88.8 93.2 66.8 76.6 84.9 89.2
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,900: 9,730 12,895 5,065 2,530 225 0 0 0 820 0 0: 60 250
Old : 15,900: 9,730 12,895 5,065 2,530 225 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: November 7, 2017 :
: 100: 100 50 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 81.1 31.9 15.9 1.4 0.0 0.0 0.0 5.2 0.0 0.0: 0.4 1.6
Old : 100.0: 61.2 81.1 31.9 15.9 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 : 67.5 77.7 91.4 94.2 65.4 77.5 88.7 91.8
Old : 67.5 77.7 91.4 94.2 65.4 77.5 88.7 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,760: 8,434 16,460 13,980 5,890 710 110 325 325 50 50 0: 151 0
Old : 23,760: 8,434 16,460 13,980 5,890 710 110 325 325 50 50 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,119: 692 820 1,000 -100 0 -125 275 125 0 0 0: -573 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 69.3 58.8 24.8 3.0 0.5 1.4 1.4 0.2 0.2 0.0: 0.6 0.0
Old : 100.0: 35.5 69.3 58.8 24.8 3.0 0.5 1.4 1.4 0.2 0.2 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: 15 12 . . . . . . . . 0:
Old : 29: 15 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 : 78.8 71.6 89.9 92.4 68.3 62.7 74.2 75.1
Old : 78.8 71.6 89.9 92.4 68.3 62.7 74.2 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,527: 7,686 13,775 10,295 4,565 1,485 110 325 325 50 50 0: 576 2
Old : 20,527: 7,686 13,775 10,295 4,565 1,485 110 325 325 50 50 0: 576 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 452: 61 150 300 -100 0 -125 275 125 0 0 0: 91 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 67.1 50.2 22.2 7.2 0.5 1.6 1.6 0.2 0.2 0.0: 2.8 0.0
Old : 100.0: 37.4 67.1 50.2 22.2 7.2 0.5 1.6 1.6 0.2 0.2 0.0: 2.8 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 : 75.2 73.0 87.5 91.9 60.1 59.6 65.5 69.2
Old : 75.2 73.0 87.5 91.9 60.1 59.6 65.5 69.2
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,925: 7,670 6,905 225 840 1,000 0 50 0 0 0 0: 30 130
Old : 8,925: 7,670 6,905 225 840 1,000 0 50 0 0 0 0: 30 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 355: 1,180 70 -800 0 285 0 0 0 0 0 0: -310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.5
Old : 100.0: 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 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 : 22: 12 11 . . . 0 . 0 0 0 0:
Old : 22: 12 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 : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2
Old : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,485: 6,660 5,500 0 1,060 795 0 0 0 0 0 0: 30 130
Old : 7,485: 6,660 5,500 0 1,060 795 0 0 0 0 0 0: 30 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 73.5 0.0 14.2 10.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 1.7
Old : 100.0: 89.0 73.5 0.0 14.2 10.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 0 . . 0 0 0 0 0 0:
Old : 20: 12 9 0 . . 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 : 47.4 61.3 80.0 91.8 47.4 54.5 73.2 68.7
Old : 47.4 61.3 80.0 91.8 47.4 54.5 73.2 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,524: 18,890 14,752 2,480 4,635 1,625 100 0 0 380 2,510 2: 47 0
Old : 23,524: 18,890 14,752 2,480 4,635 1,625 100 0 0 380 2,510 2: 47 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 310: 335 10 -5 -1,475 -25 0 0 0 0 1,800 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 62.7 10.5 19.7 6.9 0.4 0.0 0.0 1.6 10.7 0.0: 0.2 0.0
Old : 100.0: 80.3 62.7 10.5 19.7 6.9 0.4 0.0 0.0 1.6 10.7 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 : 57.2 72.2 88.9 92.5 50.3 71.4 77.1 84.6
Old : 57.2 72.2 88.9 92.5 50.3 71.4 77.1 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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,227: 19,473 14,510 2,505 5,440 1,725 100 0 0 380 2,535 2: 42 15
Old : 24,227: 19,473 14,510 2,505 5,440 1,725 100 0 0 380 2,535 2: 42 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 230: 265 -70 -10 -1,470 -30 0 0 0 0 1,800 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 59.9 10.3 22.5 7.1 0.4 0.0 0.0 1.6 10.5 0.0: 0.2 0.1
Old : 100.0: 80.4 59.9 10.3 22.5 7.1 0.4 0.0 0.0 1.6 10.5 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 : 60.3 70.8 86.9 91.2 50.7 69.5 72.8 81.7
Old : 60.3 70.8 86.9 91.2 50.7 69.5 72.8 81.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 108,246: 95,900 76,374 3,760 21,115 4,991 700 2,420 65 2,250 2,825 410: 170 46
Old : 108,246: 95,900 76,374 3,760 21,115 4,991 700 2,420 65 2,250 2,825 410: 170 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 881: 156 400 0 1,796 -1,040 0 70 0 1,910 -200 -145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 70.6 3.5 19.5 4.6 0.6 2.2 0.1 2.1 2.6 0.4: 0.2 0.0
Old : 100.0: 88.6 70.6 3.5 19.5 4.6 0.6 2.2 0.1 2.1 2.6 0.4: 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: 29 30 . . 5 . . . . . .:
Old : 52: 29 30 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 56.6 63.7 83.1 44.5 50.2 58.0 68.6
Old : 46.4 56.6 63.7 83.1 44.5 50.2 58.0 68.6
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 121,129: 111,158 83,776 1,620 25,320 4,721 900 4,310 0 2,385 2,780 180: 165 42
Old : 121,129: 111,158 83,776 1,620 25,320 4,721 900 4,310 0 2,385 2,780 180: 165 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,203: 1,654 398 0 2,746 -1,896 0 370 0 1,910 -200 -145: -320 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 69.2 1.3 20.9 3.9 0.7 3.6 0.0 2.0 2.3 0.1: 0.1 0.0
Old : 100.0: 91.8 69.2 1.3 20.9 3.9 0.7 3.6 0.0 2.0 2.3 0.1: 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 : 56: 33 28 . . 4 . 4 0 . 4 4:
Old : 56: 33 28 . . 4 . 4 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 56.8 64.6 81.7 44.1 51.4 56.9 68.2
Old : 48.0 56.8 64.6 81.7 44.1 51.4 56.9 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 226,421: 152,480 154,392 6,567 11,740 17,187 24,057 6,594 9,407 4,963 15,575 10,613: 1,147 914
Old : 226,421: 152,480 154,392 6,567 11,740 17,187 24,057 6,594 9,407 4,963 15,575 10,613: 1,147 914
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,702: -355 2,464 -1,748 -2,689 2,034 895 -48 626 173 -602 290: 788 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 68.2 2.9 5.2 7.6 10.6 2.9 4.2 2.2 6.9 4.7: 0.5 0.4
Old : 100.0: 67.3 68.2 2.9 5.2 7.6 10.6 2.9 4.2 2.2 6.9 4.7: 0.5 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 : 85: 36 41 4 . 4 8 6 9 7 13 15:
Old : 85: 36 41 4 . 4 8 6 9 7 13 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 37.9 56.6 55.4 31.9 31.1 48.2 43.2
Old : 35.9 37.9 56.6 55.4 31.9 31.1 48.2 43.2
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,844: 29,436 31,879 6,910 7,605 1,260 2,595 0 50 300 25 0: 293 25
Old : 40,844: 29,436 31,879 6,910 7,605 1,260 2,595 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: November 7, 2017 :
: 790: 470 0 0 940 -150 470 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 78.1 16.9 18.6 3.1 6.4 0.0 0.1 0.7 0.1 0.0: 0.7 0.1
Old : 100.0: 72.1 78.1 16.9 18.6 3.1 6.4 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 : 58.3 91.5 75.7 97.9 58.2 85.1 74.2 88.8
Old : 58.3 91.5 75.7 97.9 58.2 85.1 74.2 88.8
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,584: 28,481 31,094 5,785 5,980 1,345 2,345 0 115 250 25 0: 263 25
Old : 38,584: 28,481 31,094 5,785 5,980 1,345 2,345 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: November 7, 2017 :
: 760: 470 0 0 940 -180 470 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 80.6 15.0 15.5 3.5 6.1 0.0 0.3 0.6 0.1 0.0: 0.7 0.1
Old : 100.0: 73.8 80.6 15.0 15.5 3.5 6.1 0.0 0.3 0.6 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 : 56.2 92.5 76.3 98.2 56.1 85.4 74.2 89.3
Old : 56.2 92.5 76.3 98.2 56.1 85.4 74.2 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,060: 106,973 114,647 11,923 26,797 40,724 21,683 0 3,648 925 69 163: 20 12
Old : 186,060: 106,973 114,647 11,923 26,797 40,724 21,683 0 3,648 925 69 163: 20 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -2,652: -1,531 -1,859 499 672 -423 -177 0 -988 -20 -28 -11: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 61.6 6.4 14.4 21.9 11.7 0.0 2.0 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 57.5 61.6 6.4 14.4 21.9 11.7 0.0 2.0 0.5 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 54.9 72.0 86.6 91.3 28.3 36.8 37.8 38.7
Old : 54.9 72.0 86.6 91.3 28.3 36.8 37.8 38.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,544: 15,210 23,130 11,140 200 1,325 0 350 0 0 2,500 0: 2,869 3,039
Old : 30,544: 15,210 23,130 11,140 200 1,325 0 350 0 0 2,500 0: 2,869 3,039
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 240: 60 150 180 0 0 0 0 0 0 0 0: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 75.7 36.5 0.7 4.3 0.0 1.1 0.0 0.0 8.2 0.0: 9.4 9.9
Old : 100.0: 49.8 75.7 36.5 0.7 4.3 0.0 1.1 0.0 0.0 8.2 0.0: 9.4 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 18 . . . 0 . 0 0 . 0:
Old : 26: 12 18 . . . 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 43.2 87.4 70.0 62.3 42.8 69.5 60.4
Old : 72.7 43.2 87.4 70.0 62.3 42.8 69.5 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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,422: 14,616 22,146 11,240 650 1,385 0 350 0 0 2,500 0: 2,181 2,391
Old : 29,422: 14,616 22,146 11,240 650 1,385 0 350 0 0 2,500 0: 2,181 2,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 215: 35 125 180 0 0 0 0 0 0 0 0: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 75.3 38.2 2.2 4.7 0.0 1.2 0.0 0.0 8.5 0.0: 7.4 8.1
Old : 100.0: 49.7 75.3 38.2 2.2 4.7 0.0 1.2 0.0 0.0 8.5 0.0: 7.4 8.1
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: 10 18 . . . 0 . 0 0 . 0:
Old : 26: 10 18 . . . 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 44.1 90.5 70.8 67.1 43.7 71.6 58.6
Old : 77.8 44.1 90.5 70.8 67.1 43.7 71.6 58.6
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,485: 24,115 8,225 1,150 4,980 2,425 0 10,135 0 0 2,135 0: 2,795 2,585
Old : 30,485: 24,115 8,225 1,150 4,980 2,425 0 10,135 0 0 2,135 0: 2,795 2,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -245: -275 225 300 700 0 0 -300 0 0 -600 0: -270 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 27.0 3.8 16.3 8.0 0.0 33.2 0.0 0.0 7.0 0.0: 9.2 8.5
Old : 100.0: 79.1 27.0 3.8 16.3 8.0 0.0 33.2 0.0 0.0 7.0 0.0: 9.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.0 73.4 74.5 84.5 52.8 65.3 66.0 75.1
Old : 58.0 73.4 74.5 84.5 52.8 65.3 66.0 75.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,880: 24,590 8,770 1,100 5,940 2,425 0 9,635 0 0 1,555 0: 2,765 2,555
Old : 30,880: 24,590 8,770 1,100 5,940 2,425 0 9,635 0 0 1,555 0: 2,765 2,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -240: -235 -10 300 375 0 0 -300 0 0 0 0: -305 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 28.4 3.6 19.2 7.9 0.0 31.2 0.0 0.0 5.0 0.0: 9.0 8.3
Old : 100.0: 79.6 28.4 3.6 19.2 7.9 0.0 31.2 0.0 0.0 5.0 0.0: 9.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.4 76.0 74.9 86.9 55.1 68.0 66.7 75.6
Old : 59.4 76.0 74.9 86.9 55.1 68.0 66.7 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,015: 15,630 31,465 17,490 1,425 545 675 0 325 100 970 75: 2,175 2,210
Old : 37,015: 15,630 31,465 17,490 1,425 545 675 0 325 100 970 75: 2,175 2,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 150: 0 -100 -100 0 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 85.0 47.3 3.8 1.5 1.8 0.0 0.9 0.3 2.6 0.2: 5.9 6.0
Old : 100.0: 42.2 85.0 47.3 3.8 1.5 1.8 0.0 0.9 0.3 2.6 0.2: 5.9 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 : 26: 13 12 . . . . 0 . . . .:
Old : 26: 13 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 : 71.7 81.0 86.2 90.0 70.8 78.1 84.7 86.7
Old : 71.7 81.0 86.2 90.0 70.8 78.1 84.7 86.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,060: 13,935 29,350 16,520 875 495 675 0 325 100 1,020 75: 1,935 1,920
Old : 34,060: 13,935 29,350 16,520 875 495 675 0 325 100 1,020 75: 1,935 1,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -50: 0 -300 -300 0 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 86.2 48.5 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2: 5.7 5.6
Old : 100.0: 40.9 86.2 48.5 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2: 5.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . . 0 . . . .:
Old : 26: 13 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 : 70.5 80.2 86.0 90.1 69.5 77.0 83.7 86.1
Old : 70.5 80.2 86.0 90.1 69.5 77.0 83.7 86.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,565: 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0: 2,355 2,465
Old : 24,565: 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0: 2,355 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 355: 495 -325 -1,720 -900 1,360 0 0 0 0 0 0: 220 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0: 9.6 10.0
Old : 100.0: 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0: 9.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . 0 . 0 0 0 0:
Old : 23: 15 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 : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6
Old : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,215: 16,620 13,230 0 4,260 1,505 0 130 50 40 50 140: 3,860 2,850
Old : 22,215: 16,620 13,230 0 4,260 1,505 0 130 50 40 50 140: 3,860 2,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -80: 20 90 0 60 0 0 0 0 0 0 0: -100 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 59.6 0.0 19.2 6.8 0.0 0.6 0.2 0.2 0.2 0.6: 17.4 12.8
Old : 100.0: 74.8 59.6 0.0 19.2 6.8 0.0 0.6 0.2 0.2 0.2 0.6: 17.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 0 . . 0 . . . . .:
Old : 21: 10 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 : 64.4 64.6 77.5 82.6 58.2 57.9 65.8 69.7
Old : 64.4 64.6 77.5 82.6 58.2 57.9 65.8 69.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,820: 15,830 12,260 0 4,080 1,405 0 130 50 110 50 130: 3,295 2,715
Old : 20,820: 15,830 12,260 0 4,080 1,405 0 130 50 110 50 130: 3,295 2,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -170: 50 0 0 60 -105 0 0 0 0 0 0: -115 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 58.9 0.0 19.6 6.7 0.0 0.6 0.2 0.5 0.2 0.6: 15.8 13.0
Old : 100.0: 76.0 58.9 0.0 19.6 6.7 0.0 0.6 0.2 0.5 0.2 0.6: 15.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 0 . . 0 . . . . .:
Old : 21: 10 10 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 67.9 78.2 82.5 60.2 61.1 66.4 69.3
Old : 66.8 67.9 78.2 82.5 60.2 61.1 66.4 69.3
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,110: 23,150 11,600 0 22,530 35 10,925 750 0 975 200 0: 1,025 995
Old : 36,110: 23,150 11,600 0 22,530 35 10,925 750 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: November 7, 2017 :
: 505: -230 -430 0 975 -40 775 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 32.1 0.0 62.4 0.1 30.3 2.1 0.0 2.7 0.6 0.0: 2.8 2.8
Old : 100.0: 64.1 32.1 0.0 62.4 0.1 30.3 2.1 0.0 2.7 0.6 0.0: 2.8 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 : 28: 19 9 0 . . . . 0 . . 0:
Old : 28: 19 9 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 85.6 82.2 95.2 69.7 79.7 81.1 86.5
Old : 69.7 85.6 82.2 95.2 69.7 79.7 81.1 86.5
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,980: 19,355 12,495 0 15,855 25 8,840 650 75 975 200 0: 1,710 1,680
Old : 30,980: 19,355 12,495 0 15,855 25 8,840 650 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: November 7, 2017 :
: 245: -230 -230 0 525 -50 525 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 40.3 0.0 51.2 0.1 28.5 2.1 0.2 3.1 0.6 0.0: 5.5 5.4
Old : 100.0: 62.5 40.3 0.0 51.2 0.1 28.5 2.1 0.2 3.1 0.6 0.0: 5.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 9 0 . . . . . . . 0:
Old : 29: 20 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 : 65.7 80.6 79.2 91.4 64.9 72.6 77.3 81.6
Old : 65.7 80.6 79.2 91.4 64.9 72.6 77.3 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,585: 49,640 86,835 28,610 0 1,310 7,250 125 1,680 1,845 100 575: 7,675 7,960
Old : 98,585: 49,640 86,835 28,610 0 1,310 7,250 125 1,680 1,845 100 575: 7,675 7,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,410: 545 685 2,055 0 200 -1,075 0 350 -600 0 0: -65 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 88.1 29.0 0.0 1.3 7.4 0.1 1.7 1.9 0.1 0.6: 7.8 8.1
Old : 100.0: 50.4 88.1 29.0 0.0 1.3 7.4 0.1 1.7 1.9 0.1 0.6: 7.8 8.1
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 : 41: 20 26 . 0 . . . . . . .:
Old : 41: 20 26 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 60.6 78.3 75.5 61.1 59.0 69.4 70.7
Old : 67.7 60.6 78.3 75.5 61.1 59.0 69.4 70.7
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,945: 46,980 77,635 22,065 0 1,440 7,640 150 1,190 1,245 100 545: 5,840 5,885
Old : 86,945: 46,980 77,635 22,065 0 1,440 7,640 150 1,190 1,245 100 545: 5,840 5,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,060: -325 1,170 2,320 0 150 -825 0 175 0 0 0: -435 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 89.3 25.4 0.0 1.7 8.8 0.2 1.4 1.4 0.1 0.6: 6.7 6.8
Old : 100.0: 54.0 89.3 25.4 0.0 1.7 8.8 0.2 1.4 1.4 0.1 0.6: 6.7 6.8
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 : 39: 19 25 . 0 . . . . . . .:
Old : 39: 19 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 : 71.4 58.9 84.6 75.1 66.1 57.8 78.0 73.0
Old : 71.4 58.9 84.6 75.1 66.1 57.8 78.0 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,805: 13,335 7,005 200 6,730 235 0 750 0 800 0 0: 2,235 2,085
Old : 16,805: 13,335 7,005 200 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: November 7, 2017 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 41.7 1.2 40.0 1.4 0.0 4.5 0.0 4.8 0.0 0.0: 13.3 12.4
Old : 100.0: 79.4 41.7 1.2 40.0 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 : 25: 16 13 . . . 0 . 0 . 0 0:
Old : 25: 16 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 : 49.1 57.3 67.0 74.6 39.4 54.2 57.0 67.1
Old : 49.1 57.3 67.0 74.6 39.4 54.2 57.0 67.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 23: 16 12 . . . 0 0 0 . 0 0:
Old : 23: 16 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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,105: 36,315 31,695 765 2,005 4,110 0 2,900 550 0 600 0: 6,365 6,245
Old : 48,105: 36,315 31,695 765 2,005 4,110 0 2,900 550 0 600 0: 6,365 6,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -175: 100 100 0 0 0 0 0 0 0 0 0: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 65.9 1.6 4.2 8.5 0.0 6.0 1.1 0.0 1.2 0.0: 13.2 13.0
Old : 100.0: 75.5 65.9 1.6 4.2 8.5 0.0 6.0 1.1 0.0 1.2 0.0: 13.2 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . 0 . . 0 . 0:
Old : 31: 18 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 : 58.6 46.3 78.4 63.3 57.4 38.7 63.3 53.3
Old : 58.6 46.3 78.4 63.3 57.4 38.7 63.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,225: 20,570 17,800 450 2,765 3,455 300 275 225 0 600 0: 5,225 5,105
Old : 30,225: 20,570 17,800 450 2,765 3,455 300 275 225 0 600 0: 5,225 5,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -300: 70 70 0 0 0 0 0 0 0 0 0: -370 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 58.9 1.5 9.1 11.4 1.0 0.9 0.7 0.0 2.0 0.0: 17.3 16.9
Old : 100.0: 68.1 58.9 1.5 9.1 11.4 1.0 0.9 0.7 0.0 2.0 0.0: 17.3 16.9
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 : 30: 18 18 . . . . . . 0 . 0:
Old : 30: 18 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 : 48.6 33.9 69.3 53.8 31.8 23.0 38.4 35.6
Old : 48.6 33.9 69.3 53.8 31.8 23.0 38.4 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2017