COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,668: 11,911 31,586 8,121 1,037 987 6,503 5,171 607 13,662 2,904 5,510: 1,367 866
Old : 48,668: 11,911 31,586 8,121 1,037 987 6,503 5,171 607 13,662 2,904 5,510: 1,367 866
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 84: 434 -684 -295 109 -141 560 -60 -30 -1,122 244 693: -15 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 64.9 16.7 2.1 2.0 13.4 10.6 1.2 28.1 6.0 11.3: 2.8 1.8
Old : 100.0: 24.5 64.9 16.7 2.1 2.0 13.4 10.6 1.2 28.1 6.0 11.3: 2.8 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 : 47: 11 11 4 . 4 . 5 6 11 9 11:
Old : 47: 11 11 4 . 4 . 5 6 11 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 : 40.5 64.1 68.3 78.5 34.1 56.7 57.1 65.0
Old : 40.5 64.1 68.3 78.5 34.1 56.7 57.1 65.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 5,256: 364 2,520 243 1,319 24 940 316 120 2,667 0 469: 429 488
Old : 5,256: 364 2,520 243 1,319 24 940 316 120 2,667 0 469: 429 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 135: 45 55 0 0 -15 35 -60 45 15 -35 20: -10 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 47.9 4.6 25.1 0.5 17.9 6.0 2.3 50.7 0.0 8.9: 8.2 9.3
Old : 100.0: 6.9 47.9 4.6 25.1 0.5 17.9 6.0 2.3 50.7 0.0 8.9: 8.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: . 5 . . . . . . 12 0 6:
Old : 26: . 5 . . . . . . 12 0 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 57.8 68.1 81.2 44.6 57.3 62.7 74.7
Old : 45.2 57.8 68.1 81.2 44.6 57.3 62.7 74.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,810: 52,205 59,260 4,196 6,615 17,472 10,118 329 3,287 3,568 4,242 7,027: 937 577
Old : 98,810: 52,205 59,260 4,196 6,615 17,472 10,118 329 3,287 3,568 4,242 7,027: 937 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 746: 420 1,881 6 -846 1,358 -79 206 616 876 -74 -2,451: 0 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 60.0 4.2 6.7 17.7 10.2 0.3 3.3 3.6 4.3 7.1: 0.9 0.6
Old : 100.0: 52.8 60.0 4.2 6.7 17.7 10.2 0.3 3.3 3.6 4.3 7.1: 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 : 58: 31 31 . . 4 5 . 6 7 6 11:
Old : 58: 31 31 . . 4 5 . 6 7 6 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 : 40.0 39.4 63.0 60.1 23.8 21.0 34.9 33.0
Old : 40.0 39.4 63.0 60.1 23.8 21.0 34.9 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 35,951: 29,598 26,302 0 5,121 3,353 350 150 0 2,100 475 550: 0 0
Old : 35,951: 29,598 26,302 0 5,121 3,353 350 150 0 2,100 475 550: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 343: 848 -234 0 557 20 -50 -75 0 -250 300 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 73.2 0.0 14.2 9.3 1.0 0.4 0.0 5.8 1.3 1.5: 0.0 0.0
Old : 100.0: 82.3 73.2 0.0 14.2 9.3 1.0 0.4 0.0 5.8 1.3 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 17 0 . . . . 0 5 . .:
Old : 34: 20 17 0 . . . . 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 : 55.5 56.0 73.9 83.6 47.7 48.1 56.9 61.0
Old : 55.5 56.0 73.9 83.6 47.7 48.1 56.9 61.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,401: 21,921 14,429 0 6,792 705 0 0 0 350 1,050 425: 0 0
Old : 23,401: 21,921 14,429 0 6,792 705 0 0 0 350 1,050 425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,427: 2,357 1,817 0 115 70 0 0 0 0 425 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 61.7 0.0 29.0 3.0 0.0 0.0 0.0 1.5 4.5 1.8: 0.0 0.0
Old : 100.0: 93.7 61.7 0.0 29.0 3.0 0.0 0.0 0.0 1.5 4.5 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 : 27: 18 15 0 . . 0 0 0 . . .:
Old : 27: 18 15 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 57.8 90.9 84.7 73.2 49.6 78.6 73.9
Old : 79.1 57.8 90.9 84.7 73.2 49.6 78.6 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,268: 138,758 122,073 17,096 18,140 4,834 8,014 16,868 2,041 2,263 9,100 1,132: 130 80
Old : 174,268: 138,758 122,073 17,096 18,140 4,834 8,014 16,868 2,041 2,263 9,100 1,132: 130 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,157: 2,214 2,469 -515 -2,810 1,508 -455 2,005 -880 415 -15 20: -150 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 70.0 9.8 10.4 2.8 4.6 9.7 1.2 1.3 5.2 0.6: 0.1 0.0
Old : 100.0: 79.6 70.0 9.8 10.4 2.8 4.6 9.7 1.2 1.3 5.2 0.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 35 32 4 . . . 5 . 5 . .:
Old : 55: 35 32 4 . . . 5 . 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 : 41.1 54.7 58.7 74.6 38.5 45.7 52.3 62.5
Old : 41.1 54.7 58.7 74.6 38.5 45.7 52.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,416: 36,387 28,351 8,730 9,063 4,476 492 10,325 475 2,600 475 250: 5 0
Old : 53,416: 36,387 28,351 8,730 9,063 4,476 492 10,325 475 2,600 475 250: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,932: -2,370 -977 50 -1,313 33 -90 575 -675 625 -425 -150: -355 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 53.1 16.3 17.0 8.4 0.9 19.3 0.9 4.9 0.9 0.5: 0.0 0.0
Old : 100.0: 68.1 53.1 16.3 17.0 8.4 0.9 19.3 0.9 4.9 0.9 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 21 . . . . 4 . 7 . .:
Old : 38: 17 21 . . . . 4 . 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 : 74.6 60.4 88.9 83.8 68.8 48.2 73.5 70.5
Old : 74.6 60.4 88.9 83.8 68.8 48.2 73.5 70.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,686: 24,125 14,896 5,411 14,040 0 0 300 150 0 300 0: 0 0
Old : 29,686: 24,125 14,896 5,411 14,040 0 0 300 150 0 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,366: -1,040 -616 -156 -375 0 0 150 -150 0 0 0: -20 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 50.2 18.2 47.3 0.0 0.0 1.0 0.5 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 81.3 50.2 18.2 47.3 0.0 0.0 1.0 0.5 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 13 . . 0 0 . . 0 . 0:
Old : 20: 10 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 : 88.0 88.2 98.7 95.7 85.4 82.6 88.5 86.8
Old : 88.0 88.2 98.7 95.7 85.4 82.6 88.5 86.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,181: 43,796 39,561 2,378 3,175 10,730 400 4,725 75 1,145 275 450: 207 190
Old : 59,181: 43,796 39,561 2,378 3,175 10,730 400 4,725 75 1,145 275 450: 207 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,185: -885 -2,145 -900 260 -380 0 0 0 -160 0 80: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 66.8 4.0 5.4 18.1 0.7 8.0 0.1 1.9 0.5 0.8: 0.3 0.3
Old : 100.0: 74.0 66.8 4.0 5.4 18.1 0.7 8.0 0.1 1.9 0.5 0.8: 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 : 39: 25 24 . . . . . . . . .:
Old : 39: 25 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 50.6 71.0 75.1 28.5 29.6 39.8 47.7
Old : 46.6 50.6 71.0 75.1 28.5 29.6 39.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,312: 59,432 43,041 1,880 16,093 5,363 0 2,385 0 1,070 1,185 235: 332 10
Old : 68,312: 59,432 43,041 1,880 16,093 5,363 0 2,385 0 1,070 1,185 235: 332 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,735: 1,995 320 0 940 -360 0 1,075 0 -60 -100 100: 60 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 63.0 2.8 23.6 7.9 0.0 3.5 0.0 1.6 1.7 0.3: 0.5 0.0
Old : 100.0: 87.0 63.0 2.8 23.6 7.9 0.0 3.5 0.0 1.6 1.7 0.3: 0.5 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 : 45: 27 24 . . 4 0 4 0 . 4 .:
Old : 45: 27 24 . . 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 : 40.7 55.1 62.6 76.5 36.0 46.6 50.3 60.9
Old : 40.7 55.1 62.6 76.5 36.0 46.6 50.3 60.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,524: 39,457 28,279 21,685 12,955 3,165 350 0 0 1,241 21,450 575: 51 100
Old : 66,524: 39,457 28,279 21,685 12,955 3,165 350 0 0 1,241 21,450 575: 51 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,040: 895 2,365 2,410 -440 -215 0 0 0 -180 1,200 130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 42.5 32.6 19.5 4.8 0.5 0.0 0.0 1.9 32.2 0.9: 0.1 0.2
Old : 100.0: 59.3 42.5 32.6 19.5 4.8 0.5 0.0 0.0 1.9 32.2 0.9: 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: 21 24 . . . . 0 0 . . .:
Old : 40: 21 24 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 67.5 65.6 85.0 44.0 62.6 63.4 79.3
Old : 45.2 67.5 65.6 85.0 44.0 62.6 63.4 79.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,237: 54,481 37,192 30,715 28,515 5,200 550 0 0 2,161 22,050 130: 0 150
Old : 93,237: 54,481 37,192 30,715 28,515 5,200 550 0 0 2,161 22,050 130: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,057: 992 2,662 2,410 -440 -440 200 0 0 -180 1,200 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 39.9 32.9 30.6 5.6 0.6 0.0 0.0 2.3 23.6 0.1: 0.0 0.2
Old : 100.0: 58.4 39.9 32.9 30.6 5.6 0.6 0.0 0.0 2.3 23.6 0.1: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 24 . . . . 0 0 4 . .:
Old : 44: 25 24 . . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 65.0 67.5 83.1 47.0 59.2 65.2 76.6
Old : 47.3 65.0 67.5 83.1 47.0 59.2 65.2 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,656: 21,591 27,601 5,695 0 3,965 0 0 0 400 0 0: 5 90
Old : 31,656: 21,591 27,601 5,695 0 3,965 0 0 0 400 0 0: 5 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,668: -1,318 -963 425 0 -675 0 0 0 -100 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 87.2 18.0 0.0 12.5 0.0 0.0 0.0 1.3 0.0 0.0: 0.0 0.3
Old : 100.0: 68.2 87.2 18.0 0.0 12.5 0.0 0.0 0.0 1.3 0.0 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 : 25: 17 17 . 0 . 0 0 0 . 0 0:
Old : 25: 17 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 : 54.0 72.6 78.3 86.3 42.7 61.0 62.5 68.6
Old : 54.0 72.6 78.3 86.3 42.7 61.0 62.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,590: 27,270 28,285 905 370 5,395 125 95 25 750 360 60: 60 0
Old : 34,590: 27,270 28,285 905 370 5,395 125 95 25 750 360 60: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,208: -698 -1,118 -90 -10 -80 -125 0 0 -275 -60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 81.8 2.6 1.1 15.6 0.4 0.3 0.1 2.2 1.0 0.2: 0.2 0.0
Old : 100.0: 78.8 81.8 2.6 1.1 15.6 0.4 0.3 0.1 2.2 1.0 0.2: 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 : 31: 18 17 4 . . . . . . . .:
Old : 31: 18 17 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 57.3 78.1 84.9 36.1 48.3 44.4 55.0
Old : 53.8 57.3 78.1 84.9 36.1 48.3 44.4 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,085: 8,485 8,935 200 900 150 0 0 0 1,250 100 0: 0 0
Old : 10,085: 8,485 8,935 200 900 150 0 0 0 1,250 100 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -900: -800 -550 -100 -350 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 88.6 2.0 8.9 1.5 0.0 0.0 0.0 12.4 1.0 0.0: 0.0 0.0
Old : 100.0: 84.1 88.6 2.0 8.9 1.5 0.0 0.0 0.0 12.4 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 0 0 . . 0:
Old : 21: 12 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 72.3 84.1 95.1 62.7 69.9 78.5 83.0
Old : 65.0 72.3 84.1 95.1 62.7 69.9 78.5 83.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,482: 13,193 12,997 0 6,270 820 1,660 0 0 4,700 210 1,900: 209 285
Old : 22,482: 13,193 12,997 0 6,270 820 1,660 0 0 4,700 210 1,900: 209 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -949: -1,244 -589 0 -350 0 -200 0 0 500 0 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 57.8 0.0 27.9 3.6 7.4 0.0 0.0 20.9 0.9 8.5: 0.9 1.3
Old : 100.0: 58.7 57.8 0.0 27.9 3.6 7.4 0.0 0.0 20.9 0.9 8.5: 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 : 32: 19 17 0 . . . 0 0 . . .:
Old : 32: 19 17 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 52.3 79.4 70.0 57.0 47.4 70.5 61.1
Old : 58.6 52.3 79.4 70.0 57.0 47.4 70.5 61.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,289: 3,974 3,475 310 630 870 100 0 0 100 199 800: 135 315
Old : 6,289: 3,974 3,475 310 630 870 100 0 0 100 199 800: 135 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -705: -1,100 -95 310 -490 190 -100 0 0 0 -300 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 55.3 4.9 10.0 13.8 1.6 0.0 0.0 1.6 3.2 12.7: 2.1 5.0
Old : 100.0: 63.2 55.3 4.9 10.0 13.8 1.6 0.0 0.0 1.6 3.2 12.7: 2.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 . . . . 0 0 . . .:
Old : 20: 10 8 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 53.3 84.5 78.7 41.6 33.9 47.1 42.7
Old : 50.9 53.3 84.5 78.7 41.6 33.9 47.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,718: 27,238 36,638 9,870 0 2,610 0 50 0 0 300 0: 0 120
Old : 39,718: 27,238 36,638 9,870 0 2,610 0 50 0 0 300 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,505: -2,005 -1,865 240 0 -640 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 92.2 24.9 0.0 6.6 0.0 0.1 0.0 0.0 0.8 0.0: 0.0 0.3
Old : 100.0: 68.6 92.2 24.9 0.0 6.6 0.0 0.1 0.0 0.0 0.8 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 : 30: 23 22 . 0 . 0 . 0 0 . 0:
Old : 30: 23 22 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 59.4 75.3 77.4 39.6 51.9 62.9 63.5
Old : 48.0 59.4 75.3 77.4 39.6 51.9 62.9 63.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,136: 42,006 29,601 965 15,220 615 100 0 0 1,500 450 20: 930 230
Old : 46,136: 42,006 29,601 965 15,220 615 100 0 0 1,500 450 20: 930 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,930: -1,120 -1,470 -345 200 -380 0 0 0 -100 -280 20: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 64.2 2.1 33.0 1.3 0.2 0.0 0.0 3.3 1.0 0.0: 2.0 0.5
Old : 100.0: 91.0 64.2 2.1 33.0 1.3 0.2 0.0 0.0 3.3 1.0 0.0: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 . . . . 0 0 . . .:
Old : 34: 21 19 . . . . 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 : 55.0 62.8 72.2 84.6 50.9 58.6 62.9 74.2
Old : 55.0 62.8 72.2 84.6 50.9 58.6 62.9 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,640: 36,467 34,605 7,313 9,870 620 0 0 0 1,000 225 60: 180 260
Old : 45,640: 36,467 34,605 7,313 9,870 620 0 0 0 1,000 225 60: 180 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 650: 350 650 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 75.8 16.0 21.6 1.4 0.0 0.0 0.0 2.2 0.5 0.1: 0.4 0.6
Old : 100.0: 79.9 75.8 16.0 21.6 1.4 0.0 0.0 0.0 2.2 0.5 0.1: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 13 . . . 0 0 0 . . .:
Old : 27: 18 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 : 45.3 94.1 71.7 97.2 42.9 90.9 66.8 91.4
Old : 45.3 94.1 71.7 97.2 42.9 90.9 66.8 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,416: 40,587 37,196 8,234 11,245 2,075 0 0 0 1,380 1,700 140: 0 60
Old : 52,416: 40,587 37,196 8,234 11,245 2,075 0 0 0 1,380 1,700 140: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 970: 670 970 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 71.0 15.7 21.5 4.0 0.0 0.0 0.0 2.6 3.2 0.3: 0.0 0.1
Old : 100.0: 77.4 71.0 15.7 21.5 4.0 0.0 0.0 0.0 2.6 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 : 29: 19 12 . . . 0 0 0 . . .:
Old : 29: 19 12 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 89.0 68.6 97.3 41.6 87.1 64.5 90.0
Old : 43.8 89.0 68.6 97.3 41.6 87.1 64.5 90.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 82,540: 72,950 72,334 6,311 6,228 1,774 0 0 0 472 1,080 866: 167 258
Old : 82,540: 72,950 72,334 6,311 6,228 1,774 0 0 0 472 1,080 866: 167 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,498: -4,022 -1,572 1,910 -1,635 209 0 0 0 0 261 -37: -1,558 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 87.6 7.6 7.5 2.1 0.0 0.0 0.0 0.6 1.3 1.0: 0.2 0.3
Old : 100.0: 88.4 87.6 7.6 7.5 2.1 0.0 0.0 0.0 0.6 1.3 1.0: 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 : 36: 21 22 4 . . 0 0 0 . . .:
Old : 36: 21 22 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 : 47.8 55.9 70.9 79.7 46.2 50.3 66.9 71.8
Old : 47.8 55.9 70.9 79.7 46.2 50.3 66.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,139: 93,927 93,127 8,276 8,058 2,327 0 654 6 1,804 2,254 1,449: 350 264
Old : 108,139: 93,927 93,127 8,276 8,058 2,327 0 654 6 1,804 2,254 1,449: 350 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -5,699: -5,269 -4,656 2,160 -1,586 -51 -50 -89 -6 -1,182 799 133: -1,434 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 86.1 7.7 7.5 2.2 0.0 0.6 0.0 1.7 2.1 1.3: 0.3 0.2
Old : 100.0: 86.9 86.1 7.7 7.5 2.2 0.0 0.6 0.0 1.7 2.1 1.3: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 24 . . . 0 4 . . 4 .:
Old : 45: 24 24 . . . 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 47.9 68.9 76.5 42.9 45.2 64.4 70.3
Old : 44.8 47.9 68.9 76.5 42.9 45.2 64.4 70.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 32,349: 23,024 31,836 8,976 0 113 0 0 0 200 400 0: 36 0
Old : 32,349: 23,024 31,836 8,976 0 113 0 0 0 200 400 0: 36 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,488: -1,730 0 625 0 -38 0 0 0 0 125 0: -345 -1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 98.4 27.7 0.0 0.3 0.0 0.0 0.0 0.6 1.2 0.0: 0.1 0.0
Old : 100.0: 71.2 98.4 27.7 0.0 0.3 0.0 0.0 0.0 0.6 1.2 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 : 23: 11 12 . 0 . 0 0 0 . . 0:
Old : 23: 11 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.9 81.7 97.2 97.5 85.2 73.9 89.7 89.5
Old : 86.9 81.7 97.2 97.5 85.2 73.9 89.7 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,751: 25,895 24,963 2,245 3,545 3,660 600 2,100 250 1,762 0 53: 286 180
Old : 34,751: 25,895 24,963 2,245 3,545 3,660 600 2,100 250 1,762 0 53: 286 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -390: -390 -240 150 0 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 71.8 6.5 10.2 10.5 1.7 6.0 0.7 5.1 0.0 0.2: 0.8 0.5
Old : 100.0: 74.5 71.8 6.5 10.2 10.5 1.7 6.0 0.7 5.1 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 : 28: 19 17 . . . . . . . 0 .:
Old : 28: 19 17 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 71.2 71.4 89.3 47.6 59.5 60.5 71.9
Old : 52.5 71.2 71.4 89.3 47.6 59.5 60.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,052: 21,325 34,517 7,732 1,740 3,895 6,455 0 500 1,695 1,400 0: 450 0
Old : 42,052: 21,325 34,517 7,732 1,740 3,895 6,455 0 500 1,695 1,400 0: 450 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,545: -380 1,545 700 75 -75 1,280 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 82.1 18.4 4.1 9.3 15.4 0.0 1.2 4.0 3.3 0.0: 1.1 0.0
Old : 100.0: 50.7 82.1 18.4 4.1 9.3 15.4 0.0 1.2 4.0 3.3 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 : 29: 20 20 . . . . 0 . . . 0:
Old : 29: 20 20 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 60.0 70.9 77.2 43.6 41.6 55.2 57.8
Old : 51.1 60.0 70.9 77.2 43.6 41.6 55.2 57.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,700: 21,804 40,590 21,463 39 163 0 1,440 160 42 1,300 8: 60 0
Old : 43,700: 21,804 40,590 21,463 39 163 0 1,440 160 42 1,300 8: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 518: 380 1,350 50 -908 73 0 0 0 -8 0 8: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 92.9 49.1 0.1 0.4 0.0 3.3 0.4 0.1 3.0 0.0: 0.1 0.0
Old : 100.0: 49.9 92.9 49.1 0.1 0.4 0.0 3.3 0.4 0.1 3.0 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 : 29: 16 14 5 . . 0 . . . . .:
Old : 29: 16 14 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 81.4 85.4 92.5 67.5 75.1 81.9 85.7
Old : 67.5 81.4 85.4 92.5 67.5 75.1 81.9 85.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,416: 17,388 34,186 19,346 185 635 0 2,285 0 0 0 0: 47 125
Old : 37,416: 17,388 34,186 19,346 185 635 0 2,285 0 0 0 0: 47 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,020: 1,020 1,020 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 91.4 51.7 0.5 1.7 0.0 6.1 0.0 0.0 0.0 0.0: 0.1 0.3
Old : 100.0: 46.5 91.4 51.7 0.5 1.7 0.0 6.1 0.0 0.0 0.0 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 4 . . 0 . 0 0 0 0:
Old : 25: 14 11 4 . . 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 : 70.9 81.9 88.6 94.3 69.2 79.7 85.5 86.5
Old : 70.9 81.9 88.6 94.3 69.2 79.7 85.5 86.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,279: 21,614 24,991 2,484 0 1,462 75 1,690 0 2,041 0 41: 562 95
Old : 28,279: 21,614 24,991 2,484 0 1,462 75 1,690 0 2,041 0 41: 562 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,352: 155 1,545 1,260 0 -193 0 0 0 120 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 88.4 8.8 0.0 5.2 0.3 6.0 0.0 7.2 0.0 0.1: 2.0 0.3
Old : 100.0: 76.4 88.4 8.8 0.0 5.2 0.3 6.0 0.0 7.2 0.0 0.1: 2.0 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 : 33: 17 16 4 0 . . . 0 5 0 .:
Old : 33: 17 16 4 0 . . . 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 61.7 65.2 81.8 41.6 61.2 55.8 77.1
Old : 48.3 61.7 65.2 81.8 41.6 61.2 55.8 77.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,497: 18,798 19,633 691 905 954 0 595 320 1,454 0 0: 280 90
Old : 22,497: 18,798 19,633 691 905 954 0 595 320 1,454 0 0: 280 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 490: 180 540 267 -83 33 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 87.3 3.1 4.0 4.2 0.0 2.6 1.4 6.5 0.0 0.0: 1.2 0.4
Old : 100.0: 83.6 87.3 3.1 4.0 4.2 0.0 2.6 1.4 6.5 0.0 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 : 30: 12 15 . . . 0 . . . 0 0:
Old : 30: 12 15 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 68.3 81.9 86.7 62.0 68.3 76.1 84.8
Old : 64.3 68.3 81.9 86.7 62.0 68.3 76.1 84.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,569: 46,021 34,682 2,834 7,998 1,250 0 5,645 347 370 1,045 576: 170 25
Old : 51,569: 46,021 34,682 2,834 7,998 1,250 0 5,645 347 370 1,045 576: 170 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -62: 708 137 -835 70 3 0 -378 77 5 20 0: -19 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 67.3 5.5 15.5 2.4 0.0 10.9 0.7 0.7 2.0 1.1: 0.3 0.0
Old : 100.0: 89.2 67.3 5.5 15.5 2.4 0.0 10.9 0.7 0.7 2.0 1.1: 0.3 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 21 4 . 4 0 . . . . .:
Old : 38: 22 21 4 . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 47.8 77.2 69.5 55.6 45.3 66.3 63.2
Old : 60.3 47.8 77.2 69.5 55.6 45.3 66.3 63.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,008: 32,363 24,614 4,405 10,092 500 0 1,814 270 110 712 0: 360 6
Old : 38,008: 32,363 24,614 4,405 10,092 500 0 1,814 270 110 712 0: 360 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -113: -426 144 330 0 -32 0 -300 75 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 64.8 11.6 26.6 1.3 0.0 4.8 0.7 0.3 1.9 0.0: 0.9 0.0
Old : 100.0: 85.1 64.8 11.6 26.6 1.3 0.0 4.8 0.7 0.3 1.9 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 17 . . . 0 . . . . 0:
Old : 35: 22 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 : 56.7 59.9 74.0 84.9 54.7 58.8 69.4 77.6
Old : 56.7 59.9 74.0 84.9 54.7 58.8 69.4 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,058: 10,188 17,658 10,075 0 3,375 0 2,775 225 75 25 0: 120 0
Old : 24,058: 10,188 17,658 10,075 0 3,375 0 2,775 225 75 25 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -325: 8 -25 -153 0 -300 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 73.4 41.9 0.0 14.0 0.0 11.5 0.9 0.3 0.1 0.0: 0.5 0.0
Old : 100.0: 42.3 73.4 41.9 0.0 14.0 0.0 11.5 0.9 0.3 0.1 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 . 0 . 0 . . . . 0:
Old : 22: 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 : 80.8 66.9 95.5 89.6 68.5 66.0 74.2 73.8
Old : 80.8 66.9 95.5 89.6 68.5 66.0 74.2 73.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,910: 7,155 14,415 5,555 0 475 270 0 0 1,270 0 0: 185 20
Old : 14,910: 7,155 14,415 5,555 0 475 270 0 0 1,270 0 0: 185 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 0: 220 0 -100 0 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 96.7 37.3 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0: 1.2 0.1
Old : 100.0: 48.0 96.7 37.3 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . 0 . . 0 0 . 0 0:
Old : 25: 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 : 62.2 87.5 79.7 97.6 47.4 76.9 63.7 78.2
Old : 62.2 87.5 79.7 97.6 47.4 76.9 63.7 78.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,020: 7,290 14,525 5,815 0 475 420 0 0 890 0 0: 130 20
Old : 15,020: 7,290 14,525 5,815 0 475 420 0 0 890 0 0: 130 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 0: 220 0 -100 0 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 96.7 38.7 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0: 0.9 0.1
Old : 100.0: 48.5 96.7 38.7 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 10 . 0 . . 0 0 . 0 0:
Old : 26: 17 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 87.1 79.3 97.6 47.9 76.7 63.4 78.3
Old : 62.7 87.1 79.3 97.6 47.9 76.7 63.4 78.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 806,973: 571,653 381,359 6,118 99,922 129,493 1,313 85,683 25,670 1 13,737 71,108: 1,618 0
Old : 806,973: 571,653 381,359 6,118 99,922 129,493 1,313 85,683 25,670 1 13,737 71,108: 1,618 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 57,137: 61,138 13,857 1 8,694 4,870 507 26,054 -168 -4,596 9,389 -5,558: 944 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 47.3 0.8 12.4 16.0 0.2 10.6 3.2 0.0 1.7 8.8: 0.2 0.0
Old : 100.0: 70.8 47.3 0.8 12.4 16.0 0.2 10.6 3.2 0.0 1.7 8.8: 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 : 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 : 65.5 51.4 83.0 76.0 32.4 26.5 34.5 32.6
Old : 65.5 51.4 83.0 76.0 32.4 26.5 34.5 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,250: 9,775 13,520 4,475 1,030 220 0 0 0 720 0 0: 60 480
Old : 15,250: 9,775 13,520 4,475 1,030 220 0 0 0 720 0 0: 60 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 88.7 29.3 6.8 1.4 0.0 0.0 0.0 4.7 0.0 0.0: 0.4 3.1
Old : 100.0: 64.1 88.7 29.3 6.8 1.4 0.0 0.0 0.0 4.7 0.0 0.0: 0.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 7 11 . . . 0 0 0 . 0 0:
Old : 21: 7 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 : 74.3 74.8 91.2 90.8 73.2 74.4 89.3 89.2
Old : 74.3 74.8 91.2 90.8 73.2 74.4 89.3 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,440: 11,900 14,120 4,600 2,680 160 0 0 0 720 0 0: 60 480
Old : 17,440: 11,900 14,120 4,600 2,680 160 0 0 0 720 0 0: 60 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 81.0 26.4 15.4 0.9 0.0 0.0 0.0 4.1 0.0 0.0: 0.3 2.8
Old : 100.0: 68.2 81.0 26.4 15.4 0.9 0.0 0.0 0.0 4.1 0.0 0.0: 0.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 7 11 . . . 0 0 0 . 0 0:
Old : 21: 7 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 : 69.4 74.5 92.5 91.7 68.5 74.5 91.2 90.6
Old : 69.4 74.5 92.5 91.7 68.5 74.5 91.2 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,655: 5,640 4,875 5,310 6,330 440 0 0 0 0 0 0: 265 10
Old : 11,655: 5,640 4,875 5,310 6,330 440 0 0 0 0 0 0: 265 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 600: 250 600 350 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 41.8 45.6 54.3 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.1
Old : 100.0: 48.4 41.8 45.6 54.3 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . 0 0 0 0 0 0:
Old : 20: 11 10 . . . 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 : 75.8 82.8 90.6 96.2 72.4 76.2 82.8 84.6
Old : 75.8 82.8 90.6 96.2 72.4 76.2 82.8 84.6
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,345: 9,569 15,070 10,975 5,090 1,235 0 700 200 25 50 0: 341 0
Old : 22,345: 9,569 15,070 10,975 5,090 1,235 0 700 200 25 50 0: 341 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 40: 1,035 -350 -1,485 -100 490 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 67.4 49.1 22.8 5.5 0.0 3.1 0.9 0.1 0.2 0.0: 1.5 0.0
Old : 100.0: 42.8 67.4 49.1 22.8 5.5 0.0 3.1 0.9 0.1 0.2 0.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 11 . . . 0 . . . . 0:
Old : 28: 13 11 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 69.5 91.5 89.8 70.0 66.1 77.6 78.3
Old : 78.1 69.5 91.5 89.8 70.0 66.1 77.6 78.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,442: 8,040 12,700 8,275 3,840 2,150 0 500 200 25 50 0: 752 2
Old : 19,442: 8,040 12,700 8,275 3,840 2,150 0 500 200 25 50 0: 752 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 455: 860 175 -785 -100 380 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 65.3 42.6 19.8 11.1 0.0 2.6 1.0 0.1 0.3 0.0: 3.9 0.0
Old : 100.0: 41.4 65.3 42.6 19.8 11.1 0.0 2.6 1.0 0.1 0.3 0.0: 3.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 9 . . . 0 . . . . 0:
Old : 25: 11 9 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 71.2 89.4 91.5 60.8 62.7 68.4 72.0
Old : 75.1 71.2 89.4 91.5 60.8 62.7 68.4 72.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,795: 6,745 5,835 50 830 985 0 25 0 0 0 0: 15 120
Old : 7,795: 6,745 5,835 50 830 985 0 25 0 0 0 0: 15 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 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: 86.5 74.9 0.6 10.6 12.6 0.0 0.3 0.0 0.0 0.0 0.0: 0.2 1.5
Old : 100.0: 86.5 74.9 0.6 10.6 12.6 0.0 0.3 0.0 0.0 0.0 0.0: 0.2 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 : 46.5 61.6 77.7 89.2 41.2 53.8 68.0 65.9
Old : 46.5 61.6 77.7 89.2 41.2 53.8 68.0 65.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,840: 6,155 4,865 0 1,185 670 0 0 0 0 0 0: 15 120
Old : 6,840: 6,155 4,865 0 1,185 670 0 0 0 0 0 0: 15 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 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: 90.0 71.1 0.0 17.3 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 1.8
Old : 100.0: 90.0 71.1 0.0 17.3 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 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: 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 : 46.9 61.7 80.9 91.3 46.9 54.8 74.4 69.1
Old : 46.9 61.7 80.9 91.3 46.9 54.8 74.4 69.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,608: 19,038 17,703 3,005 2,015 2,865 100 0 0 457 2,965 0: 143 60
Old : 25,608: 19,038 17,703 3,005 2,015 2,865 100 0 0 457 2,965 0: 143 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 471: 437 571 -100 -200 100 0 0 0 100 0 0: -66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 69.1 11.7 7.9 11.2 0.4 0.0 0.0 1.8 11.6 0.0: 0.6 0.2
Old : 100.0: 74.3 69.1 11.7 7.9 11.2 0.4 0.0 0.0 1.8 11.6 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 15 . . . . 0 0 . . 0:
Old : 29: 14 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 78.0 87.7 94.7 48.8 72.6 76.3 83.8
Old : 56.6 78.0 87.7 94.7 48.8 72.6 76.3 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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,333: 19,625 17,159 3,005 3,107 3,008 100 0 0 457 2,965 0: 138 94
Old : 26,333: 19,625 17,159 3,005 3,107 3,008 100 0 0 457 2,965 0: 138 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 771: 744 550 -100 100 100 0 0 0 100 0 0: -73 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 65.2 11.4 11.8 11.4 0.4 0.0 0.0 1.7 11.3 0.0: 0.5 0.4
Old : 100.0: 74.5 65.2 11.4 11.8 11.4 0.4 0.0 0.0 1.7 11.3 0.0: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 16 . . . . 0 0 . . 0:
Old : 29: 14 16 . . . . 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 : 55.8 79.3 86.4 93.9 48.5 72.9 73.7 82.2
Old : 55.8 79.3 86.4 93.9 48.5 72.9 73.7 82.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 111,081: 98,089 75,451 3,430 24,158 5,217 150 3,065 0 3,190 2,375 715: 290 100
Old : 111,081: 98,089 75,451 3,430 24,158 5,217 150 3,065 0 3,190 2,375 715: 290 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 3,889: 4,184 333 0 3,305 105 -500 0 0 0 25 100: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 67.9 3.1 21.7 4.7 0.1 2.8 0.0 2.9 2.1 0.6: 0.3 0.1
Old : 100.0: 88.3 67.9 3.1 21.7 4.7 0.1 2.8 0.0 2.9 2.1 0.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 27 26 . . 4 . 4 0 . 4 .:
Old : 53: 27 26 . . 4 . 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 : 43.7 57.9 61.1 81.7 41.1 48.1 53.8 65.5
Old : 43.7 57.9 61.1 81.7 41.1 48.1 53.8 65.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,804: 113,072 81,283 1,465 27,851 4,717 150 6,990 365 3,310 2,065 435: 290 98
Old : 123,804: 113,072 81,283 1,465 27,851 4,717 150 6,990 365 3,310 2,065 435: 290 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 1,985: 2,119 -2,997 0 2,605 361 -600 1,900 0 -25 -25 125: 5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 65.7 1.2 22.5 3.8 0.1 5.6 0.3 2.7 1.7 0.4: 0.2 0.1
Old : 100.0: 91.3 65.7 1.2 22.5 3.8 0.1 5.6 0.3 2.7 1.7 0.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 32 27 . . 4 . 4 . 4 . 4:
Old : 54: 32 27 . . 4 . 4 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 58.8 62.6 81.2 40.4 51.5 54.9 69.0
Old : 44.7 58.8 62.6 81.2 40.4 51.5 54.9 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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 246,161: 153,597 174,813 9,611 0 31,349 21,203 8,387 7,230 5,158 9,903 13,923: 4,091 556
Old : 246,161: 153,597 174,813 9,611 0 31,349 21,203 8,387 7,230 5,158 9,903 13,923: 4,091 556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 9,481: 646 8,514 2,439 -6,436 6,509 4,230 740 -2,555 -2,473 2,101 691: -5 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 71.0 3.9 0.0 12.7 8.6 3.4 2.9 2.1 4.0 5.7: 1.7 0.2
Old : 100.0: 62.4 71.0 3.9 0.0 12.7 8.6 3.4 2.9 2.1 4.0 5.7: 1.7 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 : 80: 37 41 6 0 4 7 5 . 8 10 15:
Old : 80: 37 41 6 0 4 7 5 . 8 10 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 : 36.1 41.2 53.6 55.6 28.8 30.4 39.4 40.0
Old : 36.1 41.2 53.6 55.6 28.8 30.4 39.4 40.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,549: 28,771 34,289 5,535 2,600 2,445 2,285 0 90 100 50 50: 273 25
Old : 39,549: 28,771 34,289 5,535 2,600 2,445 2,285 0 90 100 50 50: 273 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,250: 1,495 4,825 -50 -3,490 865 0 0 0 -100 0 50: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 86.7 14.0 6.6 6.2 5.8 0.0 0.2 0.3 0.1 0.1: 0.7 0.1
Old : 100.0: 72.7 86.7 14.0 6.6 6.2 5.8 0.0 0.2 0.3 0.1 0.1: 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: 19 12 . . . . 0 . . . .:
Old : 32: 19 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 : 58.3 90.5 76.8 98.1 58.0 81.5 70.8 84.7
Old : 58.3 90.5 76.8 98.1 58.0 81.5 70.8 84.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,049: 27,856 33,749 4,685 1,420 2,705 2,385 0 50 100 100 0: 268 25
Old : 38,049: 27,856 33,749 4,685 1,420 2,705 2,385 0 50 100 100 0: 268 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,380: 1,485 4,825 -50 -3,490 995 0 0 0 -50 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 88.7 12.3 3.7 7.1 6.3 0.0 0.1 0.3 0.3 0.0: 0.7 0.1
Old : 100.0: 73.2 88.7 12.3 3.7 7.1 6.3 0.0 0.1 0.3 0.3 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: 17 12 . . . . 0 . . . 0:
Old : 31: 17 12 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 91.3 77.7 98.5 55.3 81.1 70.1 84.4
Old : 55.4 91.3 77.7 98.5 55.3 81.1 70.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 188,839: 110,403 112,977 18,567 30,113 36,785 20,923 0 2,160 0 6,804 0: 0 0
Old : 188,839: 110,403 112,977 18,567 30,113 36,785 20,923 0 2,160 0 6,804 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 12,556: 10,109 2,452 828 2,684 1,381 189 0 49 0 5,990 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 59.8 9.8 15.9 19.5 11.1 0.0 1.1 0.0 3.6 0.0: 0.0 0.0
Old : 100.0: 58.5 59.8 9.8 15.9 19.5 11.1 0.0 1.1 0.0 3.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 12 . . . . 0 . 0 . 0:
Old : 23: 16 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 72.9 84.1 90.8 31.7 42.5 41.7 44.3
Old : 54.6 72.9 84.1 90.8 31.7 42.5 41.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,049: 22,112 24,227 2,650 355 300 0 0 0 0 0 0: 3,987 4,167
Old : 29,049: 22,112 24,227 2,650 355 300 0 0 0 0 0 0: 3,987 4,167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,285: -1,645 -2,130 -510 -25 -120 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 83.4 9.1 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.7 14.3
Old : 100.0: 76.1 83.4 9.1 1.2 1.0 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: 12 15 . . . 0 0 0 0 0 0:
Old : 20: 12 15 . . . 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 : 81.1 52.8 85.0 73.6 67.9 43.0 68.6 62.4
Old : 81.1 52.8 85.0 73.6 67.9 43.0 68.6 62.4
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,955: 20,605 23,050 2,975 355 300 0 0 0 0 0 0: 4,075 4,250
Old : 27,955: 20,605 23,050 2,975 355 300 0 0 0 0 0 0: 4,075 4,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,180: -1,565 -2,025 -480 -25 -120 0 0 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 82.5 10.6 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 14.6 15.2
Old : 100.0: 73.7 82.5 10.6 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 14.6 15.2
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 : 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 : 81.2 54.7 84.5 74.0 67.1 44.2 67.6 61.2
Old : 81.2 54.7 84.5 74.0 67.1 44.2 67.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,955: 3,095 9,565 6,795 0 950 0 375 0 50 0 0: 1,065 1,065
Old : 11,955: 3,095 9,565 6,795 0 950 0 375 0 50 0 0: 1,065 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,035: -155 -805 -670 0 0 0 0 0 0 0 0: -210 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 80.0 56.8 0.0 7.9 0.0 3.1 0.0 0.4 0.0 0.0: 8.9 8.9
Old : 100.0: 25.9 80.0 56.8 0.0 7.9 0.0 3.1 0.0 0.4 0.0 0.0: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 14 . 0 . 0 . 0 . 0 0:
Old : 20: 9 14 . 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 : 78.6 50.3 89.9 71.9 68.5 45.9 70.3 64.4
Old : 78.6 50.3 89.9 71.9 68.5 45.9 70.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,785: 13,243 21,698 11,730 385 1,155 0 300 0 0 2,400 0: 2,657 2,847
Old : 28,785: 13,243 21,698 11,730 385 1,155 0 300 0 0 2,400 0: 2,657 2,847
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,949: -942 -1,432 -670 -55 -120 0 -50 0 0 -100 0: -217 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 75.4 40.8 1.3 4.0 0.0 1.0 0.0 0.0 8.3 0.0: 9.2 9.9
Old : 100.0: 46.0 75.4 40.8 1.3 4.0 0.0 1.0 0.0 0.0 8.3 0.0: 9.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 17 . . . 0 . 0 0 . 0:
Old : 25: 12 17 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 43.5 87.7 71.1 64.1 42.7 71.6 62.2
Old : 75.1 43.5 87.7 71.1 64.1 42.7 71.6 62.2
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,915: 12,714 21,034 12,130 900 1,155 0 300 0 0 2,400 0: 1,916 2,126
Old : 27,915: 12,714 21,034 12,130 900 1,155 0 300 0 0 2,400 0: 1,916 2,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,757: -937 -1,172 -430 -50 -120 0 -50 0 0 -100 0: -270 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 75.4 43.5 3.2 4.1 0.0 1.1 0.0 0.0 8.6 0.0: 6.9 7.6
Old : 100.0: 45.5 75.4 43.5 3.2 4.1 0.0 1.1 0.0 0.0 8.6 0.0: 6.9 7.6
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 : 25: 10 17 . . . 0 . 0 0 . 0:
Old : 25: 10 17 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 44.3 91.3 72.3 69.8 43.6 74.3 60.9
Old : 81.1 44.3 91.3 72.3 69.8 43.6 74.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,615: 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0: 2,570 2,380
Old : 27,615: 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0: 2,570 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,070: -2,870 -665 -125 -1,465 0 0 -750 0 0 -135 0: -75 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 28.1 3.0 13.6 8.8 0.0 34.0 0.0 0.0 6.9 0.0: 9.3 8.6
Old : 100.0: 78.9 28.1 3.0 13.6 8.8 0.0 34.0 0.0 0.0 6.9 0.0: 9.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . . . 0 . 0 0 . 0:
Old : 28: 17 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 : 57.8 74.2 74.5 84.9 52.9 65.4 65.1 74.4
Old : 57.8 74.2 74.5 84.9 52.9 65.4 65.1 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,120: 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0: 2,540 2,350
Old : 28,120: 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0: 2,540 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,060: -2,885 -740 -100 -1,510 0 0 -550 0 0 -195 0: -75 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 29.6 2.8 16.6 8.6 0.0 32.3 0.0 0.0 4.5 0.0: 9.0 8.4
Old : 100.0: 79.5 29.6 2.8 16.6 8.6 0.0 32.3 0.0 0.0 4.5 0.0: 9.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 12 . . . 0 . 0 0 . 0:
Old : 27: 17 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 : 59.7 76.4 75.4 86.5 54.9 67.8 66.2 74.8
Old : 59.7 76.4 75.4 86.5 54.9 67.8 66.2 74.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,975: 15,705 27,150 13,295 1,875 460 550 0 350 50 605 75: 4,490 4,460
Old : 34,975: 15,705 27,150 13,295 1,875 460 550 0 350 50 605 75: 4,490 4,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,900: -460 -4,225 -3,910 100 -85 -125 0 25 -50 -365 0: 1,705 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 77.6 38.0 5.4 1.3 1.6 0.0 1.0 0.1 1.7 0.2: 12.8 12.8
Old : 100.0: 44.9 77.6 38.0 5.4 1.3 1.6 0.0 1.0 0.1 1.7 0.2: 12.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . . . . 0 . . . .:
Old : 26: 12 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 75.2 79.8 83.7 61.2 69.9 75.7 77.8
Old : 62.2 75.2 79.8 83.7 61.2 69.9 75.7 77.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,990: 13,795 25,420 12,700 1,300 420 800 0 200 50 655 75: 3,950 3,920
Old : 31,990: 13,795 25,420 12,700 1,300 420 800 0 200 50 655 75: 3,950 3,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,785: -525 -3,690 -3,535 75 -75 125 0 -125 -50 -365 0: 1,400 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 79.5 39.7 4.1 1.3 2.5 0.0 0.6 0.2 2.0 0.2: 12.3 12.3
Old : 100.0: 43.1 79.5 39.7 4.1 1.3 2.5 0.0 0.6 0.2 2.0 0.2: 12.3 12.3
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: 12 11 . . . . 0 . . . .:
Old : 27: 12 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 73.8 79.4 83.9 60.6 71.0 75.6 78.3
Old : 61.7 73.8 79.4 83.9 60.6 71.0 75.6 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,165: 16,345 9,935 50 275 3,435 0 6,070 0 0 0 0: 2,335 2,450
Old : 22,165: 16,345 9,935 50 275 3,435 0 6,070 0 0 0 0: 2,335 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,400: -1,315 -1,630 -1,040 25 -25 0 -755 0 0 0 0: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 44.8 0.2 1.2 15.5 0.0 27.4 0.0 0.0 0.0 0.0: 10.5 11.1
Old : 100.0: 73.7 44.8 0.2 1.2 15.5 0.0 27.4 0.0 0.0 0.0 0.0: 10.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 9 . . . 0 . 0 0 0 0:
Old : 22: 15 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 72.5 79.7 86.3 54.1 55.4 61.1 62.1
Old : 68.8 72.5 79.7 86.3 54.1 55.4 61.1 62.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,240: 16,440 11,760 0 5,375 1,655 0 430 50 130 25 50: 3,915 2,895
Old : 22,240: 16,440 11,760 0 5,375 1,655 0 430 50 130 25 50: 3,915 2,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,745: -1,285 -900 0 -390 0 0 225 0 130 -35 -130: -460 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 52.9 0.0 24.2 7.4 0.0 1.9 0.2 0.6 0.1 0.2: 17.6 13.0
Old : 100.0: 73.9 52.9 0.0 24.2 7.4 0.0 1.9 0.2 0.6 0.1 0.2: 17.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 0 . . 0 . . . . .:
Old : 21: 13 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 : 62.0 69.0 75.7 83.0 58.4 59.1 65.5 69.9
Old : 62.0 69.0 75.7 83.0 58.4 59.1 65.5 69.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,955: 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40: 3,300 2,700
Old : 20,955: 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40: 3,300 2,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,520: -1,185 -745 0 -445 0 0 225 0 130 -25 -130: -335 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 51.7 0.0 24.5 8.3 0.0 2.1 0.2 0.9 0.1 0.2: 15.7 12.9
Old : 100.0: 74.7 51.7 0.0 24.5 8.3 0.0 2.1 0.2 0.9 0.1 0.2: 15.7 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: 13 9 0 . . 0 . . . . .:
Old : 21: 13 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 : 63.8 73.5 77.3 84.2 60.7 62.7 66.5 69.7
Old : 63.8 73.5 77.3 84.2 60.7 62.7 66.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,030: 23,940 11,595 0 23,400 0 10,405 725 0 1,450 100 0: 1,235 1,210
Old : 37,030: 23,940 11,595 0 23,400 0 10,405 725 0 1,450 100 0: 1,235 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -645: -135 470 0 -1,180 -25 -695 -25 0 0 -100 0: 210 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 31.3 0.0 63.2 0.0 28.1 2.0 0.0 3.9 0.3 0.0: 3.3 3.3
Old : 100.0: 64.7 31.3 0.0 63.2 0.0 28.1 2.0 0.0 3.9 0.3 0.0: 3.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 8 0 . 0 . . 0 . . 0:
Old : 30: 20 8 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 : 70.4 87.1 82.7 95.0 70.4 82.2 82.6 88.9
Old : 70.4 87.1 82.7 95.0 70.4 82.2 82.6 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,020: 19,825 13,255 0 15,805 300 8,685 725 0 1,350 100 0: 1,860 1,835
Old : 32,020: 19,825 13,255 0 15,805 300 8,685 725 0 1,350 100 0: 1,860 1,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -110: -5 935 0 -1,075 -25 -155 75 -75 0 -100 0: 150 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 41.4 0.0 49.4 0.9 27.1 2.3 0.0 4.2 0.3 0.0: 5.8 5.7
Old : 100.0: 61.9 41.4 0.0 49.4 0.9 27.1 2.3 0.0 4.2 0.3 0.0: 5.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 8 0 . . . . 0 . . 0:
Old : 29: 20 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 : 65.6 82.0 79.0 91.6 64.8 76.6 78.3 84.0
Old : 65.6 82.0 79.0 91.6 64.8 76.6 78.3 84.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,755: 46,725 88,180 34,295 0 270 6,650 100 1,680 965 310 615: 6,555 6,600
Old : 97,755: 46,725 88,180 34,295 0 270 6,650 100 1,680 965 310 615: 6,555 6,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,125: -1,360 -1,765 785 0 -275 -475 0 0 -605 110 -160: -1,035 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 90.2 35.1 0.0 0.3 6.8 0.1 1.7 1.0 0.3 0.6: 6.7 6.8
Old : 100.0: 47.8 90.2 35.1 0.0 0.3 6.8 0.1 1.7 1.0 0.3 0.6: 6.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 19 24 . 0 . . . . . . .:
Old : 40: 19 24 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 62.5 81.6 78.8 64.0 61.7 73.9 73.0
Old : 67.6 62.5 81.6 78.8 64.0 61.7 73.9 73.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 85,865: 44,930 77,700 26,010 0 750 6,900 200 1,190 275 170 585: 5,225 5,270
Old : 85,865: 44,930 77,700 26,010 0 750 6,900 200 1,190 275 170 585: 5,225 5,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,635: -1,500 -2,070 1,060 0 -70 -815 50 0 -695 70 -120: -495 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 90.5 30.3 0.0 0.9 8.0 0.2 1.4 0.3 0.2 0.7: 6.1 6.1
Old : 100.0: 52.3 90.5 30.3 0.0 0.9 8.0 0.2 1.4 0.3 0.2 0.7: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 22 . 0 . . . . . . .:
Old : 38: 18 22 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 59.5 86.4 77.5 67.8 58.6 79.3 73.6
Old : 69.5 59.5 86.4 77.5 67.8 58.6 79.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,745: 14,170 6,045 200 8,190 475 0 1,050 0 750 0 0: 2,150 1,985
Old : 17,745: 14,170 6,045 200 8,190 475 0 1,050 0 750 0 0: 2,150 1,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,010: -905 -900 0 -340 0 0 300 0 -50 0 0: -55 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 34.1 1.1 46.2 2.7 0.0 5.9 0.0 4.2 0.0 0.0: 12.1 11.2
Old : 100.0: 79.9 34.1 1.1 46.2 2.7 0.0 5.9 0.0 4.2 0.0 0.0: 12.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 . . . 0 . 0 . 0 0:
Old : 24: 15 13 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 63.3 67.3 78.6 44.1 58.8 59.8 71.9
Old : 51.2 63.3 67.3 78.6 44.1 58.8 59.8 71.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,745: 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0: 1,520 1,285
Old : 18,745: 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0: 1,520 1,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,275: -1,000 -960 0 -170 -55 0 0 0 -175 0 0: -45 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0: 8.1 6.9
Old : 100.0: 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0: 8.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 11 . . . 0 . 0 . 0 0:
Old : 22: 14 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 : 60.1 73.2 75.8 89.1 41.2 55.4 50.9 60.3
Old : 60.1 73.2 75.8 89.1 41.2 55.4 50.9 60.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,560: 36,265 30,735 0 2,105 4,450 0 2,825 525 0 600 0: 7,320 7,320
Old : 48,560: 36,265 30,735 0 2,105 4,450 0 2,825 525 0 600 0: 7,320 7,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,195: -770 -960 -50 215 -125 0 -75 -25 0 0 0: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 63.3 0.0 4.3 9.2 0.0 5.8 1.1 0.0 1.2 0.0: 15.1 15.1
Old : 100.0: 74.7 63.3 0.0 4.3 9.2 0.0 5.8 1.1 0.0 1.2 0.0: 15.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 18 0 . . 0 . . 0 . 0:
Old : 28: 18 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 : 58.3 41.5 76.8 59.9 57.1 35.3 62.1 48.5
Old : 58.3 41.5 76.8 59.9 57.1 35.3 62.1 48.5
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,460: 18,520 17,570 595 1,465 3,905 400 0 225 0 600 0: 5,815 5,695
Old : 29,460: 18,520 17,570 595 1,465 3,905 400 0 225 0 600 0: 5,815 5,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,115: -1,350 -880 445 150 -295 100 -75 -100 0 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 59.6 2.0 5.0 13.3 1.4 0.0 0.8 0.0 2.0 0.0: 19.7 19.3
Old : 100.0: 62.9 59.6 2.0 5.0 13.3 1.4 0.0 0.8 0.0 2.0 0.0: 19.7 19.3
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: 17 18 . . . . 0 . 0 . 0:
Old : 29: 17 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 : 46.8 35.4 69.7 52.8 31.0 18.2 36.8 31.1
Old : 46.8 35.4 69.7 52.8 31.0 18.2 36.8 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017