COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,119: 13,433 24,982 4,356 2,207 2,153 4,241 7,074 1,252 14,492 2,974 6,878: 1,314 599
Old : 48,119: 13,433 24,982 4,356 2,207 2,153 4,241 7,074 1,252 14,492 2,974 6,878: 1,314 599
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -339: -387 -148 182 8 -7 240 -140 -205 -14 174 -158: 10 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 51.9 9.1 4.6 4.5 8.8 14.7 2.6 30.1 6.2 14.3: 2.7 1.2
Old : 100.0: 27.9 51.9 9.1 4.6 4.5 8.8 14.7 2.6 30.1 6.2 14.3: 2.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 12 12 . . 4 . 5 5 12 9 11:
Old : 49: 12 12 . . 4 . 5 5 12 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 55.9 69.4 71.3 36.5 40.9 50.9 50.8
Old : 42.8 55.9 69.4 71.3 36.5 40.9 50.9 50.8
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,089: 637 3,338 446 1,485 0 645 407 150 3,498 0 353: 360 356
Old : 6,089: 637 3,338 446 1,485 0 645 407 150 3,498 0 353: 360 356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 243: 70 245 45 -25 0 -130 30 -15 275 0 -2: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 54.8 7.3 24.4 0.0 10.6 6.7 2.5 57.4 0.0 5.8: 5.9 5.8
Old : 100.0: 10.5 54.8 7.3 24.4 0.0 10.6 6.7 2.5 57.4 0.0 5.8: 5.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 5 6 . . 0 . . . 10 0 4:
Old : 26: 5 6 . . 0 . . . 10 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 : 48.1 62.6 69.8 82.7 48.1 62.3 66.7 77.6
Old : 48.1 62.6 69.8 82.7 48.1 62.3 66.7 77.6
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,825: 347 1,011 462 0 85 260 130 210 128 60 322: 10 7
Old : 1,825: 347 1,011 462 0 85 260 130 210 128 60 322: 10 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -52: -27 -23 6 -1 -8 -19 -3 -2 17 1 -16: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 55.4 25.3 0.0 4.7 14.3 7.1 11.5 7.0 3.3 17.7: 0.6 0.4
Old : 100.0: 19.0 55.4 25.3 0.0 4.7 14.3 7.1 11.5 7.0 3.3 17.7: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 7 . . . . . 4 . 4 4:
Old : 21: 6 7 . . . . . 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 : 66.7 57.9 86.7 81.2 43.5 42.7 50.0 48.7
Old : 66.7 57.9 86.7 81.2 43.5 42.7 50.0 48.7
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,157: 54,631 62,639 3,564 6,887 16,953 11,395 140 2,932 4,237 4,537 9,487: 958 582
Old : 104,157: 54,631 62,639 3,564 6,887 16,953 11,395 140 2,932 4,237 4,537 9,487: 958 582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,152: 672 254 -140 -163 1,712 146 14 -44 -588 2 1,424: -30 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 60.1 3.4 6.6 16.3 10.9 0.1 2.8 4.1 4.4 9.1: 0.9 0.6
Old : 100.0: 52.5 60.1 3.4 6.6 16.3 10.9 0.1 2.8 4.1 4.4 9.1: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 31 32 . . 4 6 . 7 5 8 11:
Old : 59: 31 32 . . 4 6 . 7 5 8 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 36.7 61.7 56.5 23.7 18.5 34.1 30.3
Old : 39.1 36.7 61.7 56.5 23.7 18.5 34.1 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,484: 29,441 28,457 180 4,340 2,938 525 225 0 3,000 125 400: 0 0
Old : 36,484: 29,441 28,457 180 4,340 2,938 525 225 0 3,000 125 400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,247: 932 1,101 169 75 71 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 78.0 0.5 11.9 8.1 1.4 0.6 0.0 8.2 0.3 1.1: 0.0 0.0
Old : 100.0: 80.7 78.0 0.5 11.9 8.1 1.4 0.6 0.0 8.2 0.3 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 : 54.6 54.3 74.1 81.9 47.4 47.6 54.2 60.2
Old : 54.6 54.3 74.1 81.9 47.4 47.6 54.2 60.2
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,211: 20,376 14,064 0 5,812 1,010 0 0 0 425 925 400: 0 0
Old : 22,211: 20,376 14,064 0 5,812 1,010 0 0 0 425 925 400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 778: 503 253 0 450 75 0 0 0 100 -100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 63.3 0.0 26.2 4.5 0.0 0.0 0.0 1.9 4.2 1.8: 0.0 0.0
Old : 100.0: 91.7 63.3 0.0 26.2 4.5 0.0 0.0 0.0 1.9 4.2 1.8: 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: 16 17 0 . . 0 0 0 . . .:
Old : 25: 16 17 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 51.4 89.8 80.2 69.4 41.9 71.2 64.2
Old : 78.1 51.4 89.8 80.2 69.4 41.9 71.2 64.2
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,975: 140,686 123,194 17,964 19,272 2,646 6,970 15,533 3,016 2,126 9,860 1,454: 113 0
Old : 174,975: 140,686 123,194 17,964 19,272 2,646 6,970 15,533 3,016 2,126 9,860 1,454: 113 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 5,875: 4,149 6,812 2,381 1,284 -1,516 -165 1,010 -25 546 -2,109 449: 56 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 70.4 10.3 11.0 1.5 4.0 8.9 1.7 1.2 5.6 0.8: 0.1 0.0
Old : 100.0: 80.4 70.4 10.3 11.0 1.5 4.0 8.9 1.7 1.2 5.6 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 34 4 . . . 4 . 4 . .:
Old : 53: 34 34 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 : 40.5 50.8 57.4 71.9 37.7 42.7 50.5 60.4
Old : 40.5 50.8 57.4 71.9 37.7 42.7 50.5 60.4
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,007: 42,527 33,615 8,405 10,079 2,788 902 9,425 825 2,350 1,075 200: 10 0
Old : 58,007: 42,527 33,615 8,405 10,079 2,788 902 9,425 825 2,350 1,075 200: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 6: -1,352 116 -125 -1,242 832 25 125 125 500 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 57.9 14.5 17.4 4.8 1.6 16.2 1.4 4.1 1.9 0.3: 0.0 0.0
Old : 100.0: 73.3 57.9 14.5 17.4 4.8 1.6 16.2 1.4 4.1 1.9 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 : 38: 15 21 . . . . . . 7 . .:
Old : 38: 15 21 . . . . . . 7 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 55.0 83.9 81.7 65.6 45.4 73.4 69.7
Old : 68.8 55.0 83.9 81.7 65.6 45.4 73.4 69.7
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,706: 21,809 15,641 5,192 11,040 405 0 150 300 0 150 0: 0 20
Old : 27,706: 21,809 15,641 5,192 11,040 405 0 150 300 0 150 0: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -345: -50 -2,250 -325 1,800 30 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 56.5 18.7 39.8 1.5 0.0 0.5 1.1 0.0 0.5 0.0: 0.0 0.1
Old : 100.0: 78.7 56.5 18.7 39.8 1.5 0.0 0.5 1.1 0.0 0.5 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 13 . . . 0 . . 0 . 0:
Old : 20: 11 13 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 86.9 95.7 95.8 77.2 79.8 85.9 84.4
Old : 79.6 86.9 95.7 95.8 77.2 79.8 85.9 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,433: 45,156 42,646 2,941 3,225 9,952 400 3,600 150 1,285 275 390: 159 195
Old : 60,433: 45,156 42,646 2,941 3,225 9,952 400 3,600 150 1,285 275 390: 159 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,210: 1,020 2,110 250 -1,145 1,000 0 50 0 -90 175 30: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 70.6 4.9 5.3 16.5 0.7 6.0 0.2 2.1 0.5 0.6: 0.3 0.3
Old : 100.0: 74.7 70.6 4.9 5.3 16.5 0.7 6.0 0.2 2.1 0.5 0.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 25 . . . . . . . . .:
Old : 38: 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 : 47.3 49.7 71.9 71.2 28.2 28.1 41.1 44.5
Old : 47.3 49.7 71.9 71.2 28.2 28.1 41.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 65,644: 56,543 43,722 1,920 14,795 5,137 0 315 105 1,390 1,050 270: 279 250
Old : 65,644: 56,543 43,722 1,920 14,795 5,137 0 315 105 1,390 1,050 270: 279 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,339: 1,650 1,705 -75 -770 84 -110 40 -15 -295 75 30: 70 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 66.6 2.9 22.5 7.8 0.0 0.5 0.2 2.1 1.6 0.4: 0.4 0.4
Old : 100.0: 86.1 66.6 2.9 22.5 7.8 0.0 0.5 0.2 2.1 1.6 0.4: 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 : 41: 26 22 . . 4 0 . . . . .:
Old : 41: 26 22 . . 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 : 39.6 56.4 61.8 77.6 35.4 48.5 47.8 56.9
Old : 39.6 56.4 61.8 77.6 35.4 48.5 47.8 56.9
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,990: 40,337 28,254 20,050 13,635 3,380 0 0 0 1,807 20,250 344: 72 127
Old : 65,990: 40,337 28,254 20,050 13,635 3,380 0 0 0 1,807 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 14, 2017 :
: 380: -410 -720 590 1,100 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 42.8 30.4 20.7 5.1 0.0 0.0 0.0 2.7 30.7 0.5: 0.1 0.2
Old : 100.0: 61.1 42.8 30.4 20.7 5.1 0.0 0.0 0.0 2.7 30.7 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 : 42.8 66.6 63.1 83.8 40.6 61.3 60.3 76.2
Old : 42.8 66.6 63.1 83.8 40.6 61.3 60.3 76.2
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,145: 56,822 37,965 27,575 28,185 4,975 0 0 0 2,772 20,850 0: 1 170
Old : 92,145: 56,822 37,965 27,575 28,185 4,975 0 0 0 2,772 20,850 0: 1 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,465: -150 -400 2,060 4,635 1,330 0 0 0 225 0 0: 0 -2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 41.2 29.9 30.6 5.4 0.0 0.0 0.0 3.0 22.6 0.0: 0.0 0.2
Old : 100.0: 61.7 41.2 29.9 30.6 5.4 0.0 0.0 0.0 3.0 22.6 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 23 . . . 0 0 0 4 . 0:
Old : 44: 26 23 . . . 0 0 0 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 : 46.6 64.4 64.9 81.4 46.2 58.8 62.2 74.7
Old : 46.6 64.4 64.9 81.4 46.2 58.8 62.2 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,279: 21,729 27,944 5,830 0 4,215 0 0 0 500 0 0: 5 120
Old : 32,279: 21,729 27,944 5,830 0 4,215 0 0 0 500 0 0: 5 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,028: -1,008 -1,203 -200 0 175 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 86.6 18.1 0.0 13.1 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4
Old : 100.0: 67.3 86.6 18.1 0.0 13.1 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 : 25: 18 17 . 0 . 0 0 0 . 0 0:
Old : 25: 18 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 : 54.1 71.0 77.2 84.0 41.2 59.0 59.3 64.9
Old : 54.1 71.0 77.2 84.0 41.2 59.0 59.3 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,818: 28,188 28,168 1,095 2,030 4,200 250 0 0 1,025 300 0: 60 120
Old : 34,818: 28,188 28,168 1,095 2,030 4,200 250 0 0 1,025 300 0: 60 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -775: -510 -1,060 -250 -25 10 0 0 0 -25 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 80.9 3.1 5.8 12.1 0.7 0.0 0.0 2.9 0.9 0.0: 0.2 0.3
Old : 100.0: 81.0 80.9 3.1 5.8 12.1 0.7 0.0 0.0 2.9 0.9 0.0: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 19 4 . . . 0 0 . . 0:
Old : 31: 19 19 4 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 60.8 76.1 85.0 33.6 49.7 43.2 55.3
Old : 55.3 60.8 76.1 85.0 33.6 49.7 43.2 55.3
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,577: 14,147 13,332 0 5,970 820 1,796 0 0 3,550 110 2,050: 214 295
Old : 22,577: 14,147 13,332 0 5,970 820 1,796 0 0 3,550 110 2,050: 214 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 145: 135 -105 0 150 0 10 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 59.1 0.0 26.4 3.6 8.0 0.0 0.0 15.7 0.5 9.1: 0.9 1.3
Old : 100.0: 62.7 59.1 0.0 26.4 3.6 8.0 0.0 0.0 15.7 0.5 9.1: 0.9 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: 17 19 0 . . . 0 0 . . .:
Old : 31: 17 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 : 54.9 50.2 76.4 68.5 52.9 45.4 66.7 56.6
Old : 54.9 50.2 76.4 68.5 52.9 45.4 66.7 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,994: 5,074 3,570 0 1,220 680 200 0 0 100 399 800: 140 325
Old : 6,994: 5,074 3,570 0 1,220 680 200 0 0 100 399 800: 140 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4: 2.0 4.6
Old : 100.0: 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4: 2.0 4.6
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: 11 8 0 . . . 0 0 . . .:
Old : 20: 11 8 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2
Old : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,739: 28,494 38,349 10,225 0 2,920 0 50 0 100 300 0: 0 120
Old : 41,739: 28,494 38,349 10,225 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 14, 2017 :
: -1,282: -1,092 -1,282 -190 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 91.9 24.5 0.0 7.0 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 0.3
Old : 100.0: 68.3 91.9 24.5 0.0 7.0 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 : 46.6 58.0 72.8 75.6 36.9 50.3 59.6 60.4
Old : 46.6 58.0 72.8 75.6 36.9 50.3 59.6 60.4
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,509: 43,304 31,804 1,310 14,835 1,010 0 0 0 1,950 610 0: 935 250
Old : 48,509: 43,304 31,804 1,310 14,835 1,010 0 0 0 1,950 610 0: 935 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 38: 143 -272 0 20 -100 0 0 0 0 360 0: -5 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 65.6 2.7 30.6 2.1 0.0 0.0 0.0 4.0 1.3 0.0: 1.9 0.5
Old : 100.0: 89.3 65.6 2.7 30.6 2.1 0.0 0.0 0.0 4.0 1.3 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 : 35: 21 19 . . . 0 0 0 . 4 0:
Old : 35: 21 19 . . . 0 0 0 . 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 : 53.2 62.5 71.9 85.3 49.4 57.5 61.1 72.3
Old : 53.2 62.5 71.9 85.3 49.4 57.5 61.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,934: 36,567 35,439 8,097 10,245 620 0 0 0 1,135 215 335: 180 80
Old : 46,934: 36,567 35,439 8,097 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 14, 2017 :
: 480: 230 480 250 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 75.5 17.3 21.8 1.3 0.0 0.0 0.0 2.4 0.5 0.7: 0.4 0.2
Old : 100.0: 77.9 75.5 17.3 21.8 1.3 0.0 0.0 0.0 2.4 0.5 0.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 14 . . . 0 0 0 . . .:
Old : 29: 18 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 93.2 72.1 97.0 40.1 90.7 67.6 91.7
Old : 44.3 93.2 72.1 97.0 40.1 90.7 67.6 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,638: 40,412 37,653 9,081 11,940 2,095 0 0 0 1,875 1,715 175: 0 60
Old : 53,638: 40,412 37,653 9,081 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 14, 2017 :
: 460: 185 460 275 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 70.2 16.9 22.3 3.9 0.0 0.0 0.0 3.5 3.2 0.3: 0.0 0.1
Old : 100.0: 75.3 70.2 16.9 22.3 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 14 . . . 0 0 0 . . .:
Old : 30: 20 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 : 42.5 89.3 68.1 96.7 39.0 87.2 64.5 90.4
Old : 42.5 89.3 68.1 96.7 39.0 87.2 64.5 90.4
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,469: 80,214 73,129 2,490 8,365 1,475 0 0 0 330 1,515 731: 229 254
Old : 85,469: 80,214 73,129 2,490 8,365 1,475 0 0 0 330 1,515 731: 229 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 902: 960 520 -300 458 20 0 0 0 220 -98 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 85.6 2.9 9.8 1.7 0.0 0.0 0.0 0.4 1.8 0.9: 0.3 0.3
Old : 100.0: 93.9 85.6 2.9 9.8 1.7 0.0 0.0 0.0 0.4 1.8 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 : 49.3 55.7 74.5 78.7 48.8 50.9 68.2 69.0
Old : 49.3 55.7 74.5 78.7 48.8 50.9 68.2 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,293: 97,186 93,253 4,676 9,165 2,535 50 623 12 2,710 1,751 710: 414 244
Old : 108,293: 97,186 93,253 4,676 9,165 2,535 50 623 12 2,710 1,751 710: 414 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,050: 3,178 982 -303 1,075 -475 0 -15 0 210 1,043 -545: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 86.1 4.3 8.5 2.3 0.0 0.6 0.0 2.5 1.6 0.7: 0.4 0.2
Old : 100.0: 89.7 86.1 4.3 8.5 2.3 0.0 0.6 0.0 2.5 1.6 0.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 25 28 . . . . . . 4 4 .:
Old : 49: 25 28 . . . . . . 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 : 46.1 47.5 68.8 77.0 44.1 46.6 61.1 69.3
Old : 46.1 47.5 68.8 77.0 44.1 46.6 61.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,537: 24,537 33,286 8,726 0 51 0 0 0 175 200 0: 48 0
Old : 33,537: 24,537 33,286 8,726 0 51 0 0 0 175 200 0: 48 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 363: 50 300 275 0 13 0 0 0 25 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 99.3 26.0 0.0 0.2 0.0 0.0 0.0 0.5 0.6 0.0: 0.1 0.0
Old : 100.0: 73.2 99.3 26.0 0.0 0.2 0.0 0.0 0.0 0.5 0.6 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 13 . 0 . 0 0 0 . . 0:
Old : 21: 10 13 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 80.7 97.7 97.6 84.4 72.8 86.3 86.2
Old : 85.9 80.7 97.7 97.6 84.4 72.8 86.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 36,874: 28,475 26,206 1,775 3,770 4,230 0 2,150 250 1,754 0 88: 302 180
Old : 36,874: 28,475 26,206 1,775 3,770 4,230 0 2,150 250 1,754 0 88: 302 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -230: -900 1,920 0 -400 400 0 -2,400 250 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 71.1 4.8 10.2 11.5 0.0 5.8 0.7 4.8 0.0 0.2: 0.8 0.5
Old : 100.0: 77.2 71.1 4.8 10.2 11.5 0.0 5.8 0.7 4.8 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 17 . . . 0 . . . 0 .:
Old : 27: 19 17 . . . 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 : 48.9 73.3 69.0 91.8 45.5 62.6 59.1 72.7
Old : 48.9 73.3 69.0 91.8 45.5 62.6 59.1 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,747: 23,990 34,789 7,034 1,790 4,168 4,900 0 500 1,595 1,400 100: 460 0
Old : 42,747: 23,990 34,789 7,034 1,790 4,168 4,900 0 500 1,595 1,400 100: 460 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,160: 805 4,185 -30 25 300 3,350 0 -1,300 75 0 -50: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 81.4 16.5 4.2 9.8 11.5 0.0 1.2 3.7 3.3 0.2: 1.1 0.0
Old : 100.0: 56.1 81.4 16.5 4.2 9.8 11.5 0.0 1.2 3.7 3.3 0.2: 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 : 29: 21 20 . . . . 0 . . . .:
Old : 29: 21 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 62.5 68.8 79.5 41.2 44.1 52.4 58.2
Old : 48.9 62.5 68.8 79.5 41.2 44.1 52.4 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,725: 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0: 70 5
Old : 44,725: 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0: 70 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 350: 270 350 10 0 0 0 -60 60 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0: 0.2 0.0
Old : 100.0: 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 5 . . 0 . . . . 0:
Old : 30: 17 15 5 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1
Old : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,630: 16,483 34,326 20,593 529 335 0 2,310 0 150 0 0: 69 130
Old : 37,630: 16,483 34,326 20,593 529 335 0 2,310 0 150 0 0: 69 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 255: 15 265 240 0 0 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 0.0 0.0: 0.2 0.3
Old : 100.0: 43.8 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 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 : 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 : 71.1 80.3 87.8 94.2 70.2 77.9 86.1 86.7
Old : 71.1 80.3 87.8 94.2 70.2 77.9 86.1 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,454: 22,429 23,752 1,214 0 2,375 75 1,970 0 1,640 225 87: 634 45
Old : 28,454: 22,429 23,752 1,214 0 2,375 75 1,970 0 1,640 225 87: 634 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,160: 970 1,135 -75 0 0 0 0 0 0 0 0: 265 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 83.5 4.3 0.0 8.3 0.3 6.9 0.0 5.8 0.8 0.3: 2.2 0.2
Old : 100.0: 78.8 83.5 4.3 0.0 8.3 0.3 6.9 0.0 5.8 0.8 0.3: 2.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 18 4 0 4 . . 0 4 . .:
Old : 35: 17 18 4 0 4 . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 60.7 68.3 80.2 46.1 60.7 62.4 77.4
Old : 50.9 60.7 68.3 80.2 46.1 60.7 62.4 77.4
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,309: 20,806 20,285 584 1,728 1,011 0 690 320 1,303 175 0: 285 100
Old : 24,309: 20,806 20,285 584 1,728 1,011 0 690 320 1,303 175 0: 285 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 775: 490 785 0 -115 105 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 83.4 2.4 7.1 4.2 0.0 2.8 1.3 5.4 0.7 0.0: 1.2 0.4
Old : 100.0: 85.6 83.4 2.4 7.1 4.2 0.0 2.8 1.3 5.4 0.7 0.0: 1.2 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 : 33: 14 18 . . . 0 . . . . 0:
Old : 33: 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 : 65.1 62.2 80.6 84.3 64.2 60.7 77.0 81.2
Old : 65.1 62.2 80.6 84.3 64.2 60.7 77.0 81.2
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 54,333: 47,739 35,564 2,466 8,476 2,467 0 6,205 315 345 505 775: 226 25
Old : 54,333: 47,739 35,564 2,466 8,476 2,467 0 6,205 315 345 505 775: 226 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 554: 332 1,711 794 -300 -612 0 -600 45 5 350 0: -10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 65.5 4.5 15.6 4.5 0.0 11.4 0.6 0.6 0.9 1.4: 0.4 0.0
Old : 100.0: 87.9 65.5 4.5 15.6 4.5 0.0 11.4 0.6 0.6 0.9 1.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 20 5 . 4 0 . . . . .:
Old : 38: 22 20 5 . 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 : 60.9 46.5 76.0 68.2 57.2 44.6 65.6 61.6
Old : 60.9 46.5 76.0 68.2 57.2 44.6 65.6 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,907: 33,670 24,135 3,292 10,690 1,155 0 2,035 295 85 585 0: 410 12
Old : 38,907: 33,670 24,135 3,292 10,690 1,155 0 2,035 295 85 585 0: 410 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,563: 1,636 1,826 -295 0 137 0 -450 50 35 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 62.0 8.5 27.5 3.0 0.0 5.2 0.8 0.2 1.5 0.0: 1.1 0.0
Old : 100.0: 86.5 62.0 8.5 27.5 3.0 0.0 5.2 0.8 0.2 1.5 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: 22 15 . . . 0 . . . . 0:
Old : 35: 22 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 : 53.9 59.0 71.3 84.0 50.2 58.2 65.9 75.5
Old : 53.9 59.0 71.3 84.0 50.2 58.2 65.9 75.5
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,808: 11,097 15,308 6,711 0 3,450 0 2,650 350 200 50 0: 0 0
Old : 21,808: 11,097 15,308 6,711 0 3,450 0 2,650 350 200 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 261: -214 261 300 0 0 0 0 0 175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 70.2 30.8 0.0 15.8 0.0 12.2 1.6 0.9 0.2 0.0: 0.0 0.0
Old : 100.0: 50.9 70.2 30.8 0.0 15.8 0.0 12.2 1.6 0.9 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 : 24: 12 13 . 0 . 0 . . . . 0:
Old : 24: 12 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 : 77.0 64.8 91.5 87.8 63.0 55.3 68.4 67.0
Old : 77.0 64.8 91.5 87.8 63.0 55.3 68.4 67.0
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 745,637: 511,507 365,090 6,113 83,762 121,243 455 55,118 25,210 7,723 22,172 72,797: 589 245
Old : 745,637: 511,507 365,090 6,113 83,762 121,243 455 55,118 25,210 7,723 22,172 72,797: 589 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 9,296: 11,211 -1,574 1 17,333 -10,098 230 -10,442 11,361 367 6,329 -3,858: 82 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 49.0 0.8 11.2 16.3 0.1 7.4 3.4 1.0 3.0 9.8: 0.1 0.0
Old : 100.0: 68.6 49.0 0.8 11.2 16.3 0.1 7.4 3.4 1.0 3.0 9.8: 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 : 67.9 49.3 86.7 74.9 32.2 22.0 34.3 29.7
Old : 67.9 49.3 86.7 74.9 32.2 22.0 34.3 29.7
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,160: 7,995 12,510 4,890 1,005 395 0 0 0 820 0 0: 60 250
Old : 14,160: 7,995 12,510 4,890 1,005 395 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 14, 2017 :
: 400: 400 150 0 250 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 88.3 34.5 7.1 2.8 0.0 0.0 0.0 5.8 0.0 0.0: 0.4 1.8
Old : 100.0: 56.5 88.3 34.5 7.1 2.8 0.0 0.0 0.0 5.8 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 : 70.2 78.8 89.2 93.4 67.7 77.3 85.3 89.5
Old : 70.2 78.8 89.2 93.4 67.7 77.3 85.3 89.5
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,300: 10,130 13,045 5,065 2,780 225 0 0 0 820 0 0: 60 250
Old : 16,300: 10,130 13,045 5,065 2,780 225 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 14, 2017 :
: 400: 400 150 0 250 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 80.0 31.1 17.1 1.4 0.0 0.0 0.0 5.0 0.0 0.0: 0.4 1.5
Old : 100.0: 62.1 80.0 31.1 17.1 1.4 0.0 0.0 0.0 5.0 0.0 0.0: 0.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 67.3 78.3 91.6 94.3 65.3 78.0 89.0 92.0
Old : 67.3 78.3 91.6 94.3 65.3 78.0 89.0 92.0
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,915: 8,409 17,060 14,030 5,265 840 110 375 325 50 50 0: 151 0
Old : 23,915: 8,409 17,060 14,030 5,265 840 110 375 325 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 14, 2017 :
: 155: -25 600 50 -625 130 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 71.3 58.7 22.0 3.5 0.5 1.6 1.4 0.2 0.2 0.0: 0.6 0.0
Old : 100.0: 35.2 71.3 58.7 22.0 3.5 0.5 1.6 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 : 78.5 68.1 90.1 92.4 68.1 62.3 74.0 75.3
Old : 78.5 68.1 90.1 92.4 68.1 62.3 74.0 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,862: 7,636 14,350 10,345 3,940 1,820 110 375 325 50 50 0: 576 2
Old : 20,862: 7,636 14,350 10,345 3,940 1,820 110 375 325 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 14, 2017 :
: 335: -50 575 50 -625 335 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 68.8 49.6 18.9 8.7 0.5 1.8 1.6 0.2 0.2 0.0: 2.8 0.0
Old : 100.0: 36.6 68.8 49.6 18.9 8.7 0.5 1.8 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 : 75.8 71.9 87.9 92.0 59.4 59.3 64.5 68.9
Old : 75.8 71.9 87.9 92.0 59.4 59.3 64.5 68.9
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,520: 6,660 5,535 0 1,025 830 0 0 0 0 0 0: 30 130
Old : 7,520: 6,660 5,535 0 1,025 830 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 14, 2017 :
: 35: 0 35 0 -35 35 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 73.6 0.0 13.6 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 1.7
Old : 100.0: 88.6 73.6 0.0 13.6 11.0 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 : 21: 12 10 0 . . 0 0 0 0 0 0:
Old : 21: 12 10 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 : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1
Old : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,884: 19,985 17,647 3,080 2,955 2,290 100 0 0 380 2,990 2: 47 0
Old : 25,884: 19,985 17,647 3,080 2,955 2,290 100 0 0 380 2,990 2: 47 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,360: 1,095 2,895 600 -1,680 665 0 0 0 0 480 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 68.2 11.9 11.4 8.8 0.4 0.0 0.0 1.5 11.6 0.0: 0.2 0.0
Old : 100.0: 77.2 68.2 11.9 11.4 8.8 0.4 0.0 0.0 1.5 11.6 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 : 56.6 75.1 87.3 93.6 49.3 71.8 77.0 83.8
Old : 56.6 75.1 87.3 93.6 49.3 71.8 77.0 83.8
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,600: 20,568 17,405 3,105 3,742 2,408 100 0 0 380 3,015 2: 37 28
Old : 26,600: 20,568 17,405 3,105 3,742 2,408 100 0 0 380 3,015 2: 37 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,373: 1,095 2,895 600 -1,698 683 0 0 0 0 480 0: -5 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 65.4 11.7 14.1 9.1 0.4 0.0 0.0 1.4 11.3 0.0: 0.1 0.1
Old : 100.0: 77.3 65.4 11.7 14.1 9.1 0.4 0.0 0.0 1.4 11.3 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.2 73.8 85.5 92.3 50.7 70.0 73.1 81.1
Old : 57.2 73.8 85.5 92.3 50.7 70.0 73.1 81.1
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,945: 97,805 77,661 3,760 22,463 5,055 600 2,420 65 2,780 2,585 650: 230 46
Old : 110,945: 97,805 77,661 3,760 22,463 5,055 600 2,420 65 2,780 2,585 650: 230 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 2,699: 1,905 1,287 0 1,348 64 -100 0 0 530 -240 240: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 70.0 3.4 20.2 4.6 0.5 2.2 0.1 2.5 2.3 0.6: 0.2 0.0
Old : 100.0: 88.2 70.0 3.4 20.2 4.6 0.5 2.2 0.1 2.5 2.3 0.6: 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 : 44.9 58.4 63.1 82.9 42.9 51.1 56.7 68.2
Old : 44.9 58.4 63.1 82.9 42.9 51.1 56.7 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,193: 114,271 86,771 1,620 26,558 4,777 900 4,260 65 2,920 2,305 415: 225 42
Old : 125,193: 114,271 86,771 1,620 26,558 4,777 900 4,260 65 2,920 2,305 415: 225 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 4,064: 3,113 2,995 0 1,238 56 0 -50 65 535 -475 235: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 69.3 1.3 21.2 3.8 0.7 3.4 0.1 2.3 1.8 0.3: 0.2 0.0
Old : 100.0: 91.3 69.3 1.3 21.2 3.8 0.7 3.4 0.1 2.3 1.8 0.3: 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 : 56: 33 27 . . 4 . 4 . . . 4:
Old : 56: 33 27 . . 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 : 46.8 58.7 63.9 81.7 43.0 53.2 56.4 69.0
Old : 46.8 58.7 63.9 81.7 43.0 53.2 56.4 69.0
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 245,135: 163,680 167,384 7,398 13,908 21,336 18,673 7,378 11,379 5,428 9,794 13,022: 4,218 933
Old : 245,135: 163,680 167,384 7,398 13,908 21,336 18,673 7,378 11,379 5,428 9,794 13,022: 4,218 933
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 18,714: 11,200 12,993 831 2,169 4,150 -5,384 784 1,972 465 -5,781 2,409: 3,071 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 68.3 3.0 5.7 8.7 7.6 3.0 4.6 2.2 4.0 5.3: 1.7 0.4
Old : 100.0: 66.8 68.3 3.0 5.7 8.7 7.6 3.0 4.6 2.2 4.0 5.3: 1.7 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 : 84: 36 42 6 . 4 5 8 9 7 12 15:
Old : 84: 36 42 6 . 4 5 8 9 7 12 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 : 36.2 42.1 54.5 58.6 31.8 34.1 45.4 43.6
Old : 36.2 42.1 54.5 58.6 31.8 34.1 45.4 43.6
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,129: 29,456 31,104 6,285 7,625 1,210 2,495 0 90 300 75 0: 293 25
Old : 40,129: 29,456 31,104 6,285 7,625 1,210 2,495 0 90 300 75 0: 293 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -715: 20 -775 -625 20 -50 -100 0 40 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 77.5 15.7 19.0 3.0 6.2 0.0 0.2 0.7 0.2 0.0: 0.7 0.1
Old : 100.0: 73.4 77.5 15.7 19.0 3.0 6.2 0.0 0.2 0.7 0.2 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 : 57.4 91.1 75.0 97.6 57.3 84.6 73.5 88.4
Old : 57.4 91.1 75.0 97.6 57.3 84.6 73.5 88.4
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,934: 28,406 30,344 5,160 6,030 1,345 2,395 0 115 250 75 0: 263 25
Old : 37,934: 28,406 30,344 5,160 6,030 1,345 2,395 0 115 250 75 0: 263 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -650: -75 -750 -625 50 0 50 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 80.0 13.6 15.9 3.5 6.3 0.0 0.3 0.7 0.2 0.0: 0.7 0.1
Old : 100.0: 74.9 80.0 13.6 15.9 3.5 6.3 0.0 0.3 0.7 0.2 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 : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0
Old : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 183,435: 105,557 113,998 12,409 26,056 40,458 21,472 0 2,481 683 85 356: 20 1
Old : 183,435: 105,557 113,998 12,409 26,056 40,458 21,472 0 2,481 683 85 356: 20 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -2,624: -1,416 -648 486 -741 -266 -211 0 -1,167 -242 16 192: 0 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 62.1 6.8 14.2 22.1 11.7 0.0 1.4 0.4 0.0 0.2: 0.0 0.0
Old : 100.0: 57.5 62.1 6.8 14.2 22.1 11.7 0.0 1.4 0.4 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.0 72.1 86.4 91.7 28.6 37.0 38.2 39.2
Old : 55.0 72.1 86.4 91.7 28.6 37.0 38.2 39.2
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,875: 21,910 24,815 3,455 380 420 0 0 0 0 0 0: 4,090 4,260
Old : 29,875: 21,910 24,815 3,455 380 420 0 0 0 0 0 0: 4,090 4,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 350: -310 -130 420 0 -60 0 0 0 0 0 0: 300 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 83.1 11.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 13.7 14.3
Old : 100.0: 73.3 83.1 11.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 13.7 14.3
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 : 20: 11 17 . . . 0 0 0 0 0 0:
Old : 20: 11 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 : 81.4 56.3 85.3 74.9 67.8 46.5 68.9 63.0
Old : 81.4 56.3 85.3 74.9 67.8 46.5 68.9 63.0
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,734: 15,210 23,130 11,380 440 1,275 0 350 0 0 2,500 0: 2,869 3,039
Old : 30,734: 15,210 23,130 11,380 440 1,275 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 14, 2017 :
: 190: 0 0 240 240 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 75.3 37.0 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0: 9.3 9.9
Old : 100.0: 49.5 75.3 37.0 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0: 9.3 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 : 73.2 42.9 87.5 70.2 62.9 42.5 70.0 60.1
Old : 73.2 42.9 87.5 70.2 62.9 42.5 70.0 60.1
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,612: 14,616 22,146 11,540 950 1,275 0 350 0 0 2,500 0: 2,181 2,391
Old : 29,612: 14,616 22,146 11,540 950 1,275 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 14, 2017 :
: 190: 0 0 300 300 -110 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 74.8 39.0 3.2 4.3 0.0 1.2 0.0 0.0 8.4 0.0: 7.4 8.1
Old : 100.0: 49.4 74.8 39.0 3.2 4.3 0.0 1.2 0.0 0.0 8.4 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 : 78.3 43.8 90.6 71.0 67.7 43.4 72.2 58.2
Old : 78.3 43.8 90.6 71.0 67.7 43.4 72.2 58.2
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,365: 17,470 13,180 0 5,160 1,505 0 130 50 40 50 140: 4,160 3,150
Old : 23,365: 17,470 13,180 0 5,160 1,505 0 130 50 40 50 140: 4,160 3,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,150: 850 -50 0 900 0 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 56.4 0.0 22.1 6.4 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.5
Old : 100.0: 74.8 56.4 0.0 22.1 6.4 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 0 . . 0 . . . . .:
Old : 21: 11 10 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 65.1 75.4 82.2 56.6 56.3 63.8 67.6
Old : 62.6 65.1 75.4 82.2 56.6 56.3 63.8 67.6
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,970: 16,680 12,210 0 4,980 1,580 0 130 50 110 50 130: 3,420 2,840
Old : 21,970: 16,680 12,210 0 4,980 1,580 0 130 50 110 50 130: 3,420 2,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,150: 850 -50 0 900 175 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 55.6 0.0 22.7 7.2 0.0 0.6 0.2 0.5 0.2 0.6: 15.6 12.9
Old : 100.0: 75.9 55.6 0.0 22.7 7.2 0.0 0.6 0.2 0.5 0.2 0.6: 15.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 0 . . 0 . . . . .:
Old : 21: 11 10 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 69.0 77.3 82.8 58.4 59.3 64.3 67.0
Old : 64.7 69.0 77.3 82.8 58.4 59.3 64.3 67.0
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,735: 23,475 11,550 0 23,205 35 11,075 750 0 1,125 200 0: 1,025 995
Old : 36,735: 23,475 11,550 0 23,205 35 11,075 750 0 1,125 200 0: 1,025 995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 625: 325 -50 0 675 0 150 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 31.4 0.0 63.2 0.1 30.1 2.0 0.0 3.1 0.5 0.0: 2.8 2.7
Old : 100.0: 63.9 31.4 0.0 63.2 0.1 30.1 2.0 0.0 3.1 0.5 0.0: 2.8 2.7
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 : 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 : 69.8 85.9 82.3 95.3 69.7 80.1 81.3 86.8
Old : 69.8 85.9 82.3 95.3 69.7 80.1 81.3 86.8
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,430: 19,355 12,495 0 16,005 325 8,840 650 75 1,125 200 0: 1,710 1,680
Old : 31,430: 19,355 12,495 0 16,005 325 8,840 650 75 1,125 200 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 14, 2017 :
: 450: 0 0 0 150 300 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 39.8 0.0 50.9 1.0 28.1 2.1 0.2 3.6 0.6 0.0: 5.4 5.3
Old : 100.0: 61.6 39.8 0.0 50.9 1.0 28.1 2.1 0.2 3.6 0.6 0.0: 5.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 64.7 80.9 78.6 91.5 64.0 73.0 76.7 80.9
Old : 64.7 80.9 78.6 91.5 64.0 73.0 76.7 80.9
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,970: 49,800 88,560 30,325 0 890 7,100 125 1,680 1,845 100 575: 7,755 8,040
Old : 99,970: 49,800 88,560 30,325 0 890 7,100 125 1,680 1,845 100 575: 7,755 8,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,385: 160 1,725 1,715 0 -420 -150 0 0 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 88.6 30.3 0.0 0.9 7.1 0.1 1.7 1.8 0.1 0.6: 7.8 8.0
Old : 100.0: 49.8 88.6 30.3 0.0 0.9 7.1 0.1 1.7 1.8 0.1 0.6: 7.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 26 . 0 . . . . . . .:
Old : 41: 21 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 : 67.5 60.9 78.3 76.2 60.4 59.3 68.9 70.8
Old : 67.5 60.9 78.3 76.2 60.4 59.3 68.9 70.8
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,510: 47,190 78,495 22,715 0 1,140 7,640 150 1,190 1,245 100 545: 5,845 5,890
Old : 87,510: 47,190 78,495 22,715 0 1,140 7,640 150 1,190 1,245 100 545: 5,845 5,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 565: 210 860 650 0 -300 0 0 0 0 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 89.7 26.0 0.0 1.3 8.7 0.2 1.4 1.4 0.1 0.6: 6.7 6.7
Old : 100.0: 53.9 89.7 26.0 0.0 1.3 8.7 0.2 1.4 1.4 0.1 0.6: 6.7 6.7
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 : 39: 20 25 . 0 . . . . . . .:
Old : 39: 20 25 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 58.8 84.5 75.6 65.2 57.8 77.1 72.9
Old : 71.2 58.8 84.5 75.6 65.2 57.8 77.1 72.9
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,010: 13,460 8,870 200 6,905 950 0 200 0 2,125 0 0: 1,275 1,085
Old : 18,010: 13,460 8,870 200 6,905 950 0 200 0 2,125 0 0: 1,275 1,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 750: 700 -50 0 550 0 0 200 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 49.3 1.1 38.3 5.3 0.0 1.1 0.0 11.8 0.0 0.0: 7.1 6.0
Old : 100.0: 74.7 49.3 1.1 38.3 5.3 0.0 1.1 0.0 11.8 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 : 24: 16 12 . . . 0 . 0 . 0 0:
Old : 24: 16 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 : 61.2 70.5 74.4 88.6 44.0 53.3 54.9 64.6
Old : 61.2 70.5 74.4 88.6 44.0 53.3 54.9 64.6
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,605: 36,315 31,995 165 2,005 4,710 0 2,900 550 0 600 0: 7,865 6,845
Old : 49,605: 36,315 31,995 165 2,005 4,710 0 2,900 550 0 600 0: 7,865 6,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,500: 0 300 -600 0 600 0 0 0 0 0 0: 1,500 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0: 15.9 13.8
Old : 100.0: 73.2 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0: 15.9 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 18 . . . 0 . . 0 . 0:
Old : 31: 18 18 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 44.9 76.0 62.6 55.7 37.5 60.6 51.6
Old : 56.8 44.9 76.0 62.6 55.7 37.5 60.6 51.6
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 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,575: 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0: 5,275 5,155
Old : 30,575: 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0: 5,275 5,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 350: -100 650 600 50 -300 0 -200 100 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 0.0 2.0 0.0: 17.3 16.9
Old : 100.0: 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 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 : 47.7 35.2 69.2 54.5 30.9 23.1 38.0 35.5
Old : 47.7 35.2 69.2 54.5 30.9 23.1 38.0 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017