COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,704: 11,718 30,942 8,377 1,042 978 6,643 5,181 647 12,951 2,855 6,077: 1,313 982
Old : 48,704: 11,718 30,942 8,377 1,042 978 6,643 5,181 647 12,951 2,855 6,077: 1,313 982
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 36: -193 -644 256 5 -9 140 10 40 -711 -49 567: -54 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 63.5 17.2 2.1 2.0 13.6 10.6 1.3 26.6 5.9 12.5: 2.7 2.0
Old : 100.0: 24.1 63.5 17.2 2.1 2.0 13.6 10.6 1.3 26.6 5.9 12.5: 2.7 2.0
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 : 46: 11 10 4 . 4 . 5 6 10 9 10:
Old : 46: 11 10 4 . 4 . 5 6 10 9 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 63.9 67.8 78.4 33.6 55.8 56.9 64.2
Old : 39.9 63.9 67.8 78.4 33.6 55.8 56.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,586: 484 2,695 243 1,409 29 940 316 120 2,802 0 554: 414 463
Old : 5,586: 484 2,695 243 1,409 29 940 316 120 2,802 0 554: 414 463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 330: 120 175 0 90 5 0 0 0 135 0 85: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 48.2 4.4 25.2 0.5 16.8 5.7 2.1 50.2 0.0 9.9: 7.4 8.3
Old : 100.0: 8.7 48.2 4.4 25.2 0.5 16.8 5.7 2.1 50.2 0.0 9.9: 7.4 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: . 5 . . . . . . 12 0 5:
Old : 26: . 5 . . . . . . 12 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 : 42.8 58.0 67.1 80.6 42.8 55.5 59.3 72.9
Old : 42.8 58.0 67.1 80.6 42.8 55.5 59.3 72.9
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,262: 51,662 59,437 4,349 6,975 17,350 9,891 177 3,377 4,645 4,376 6,044: 945 526
Old : 98,262: 51,662 59,437 4,349 6,975 17,350 9,891 177 3,377 4,645 4,376 6,044: 945 526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -548: -543 177 153 361 -122 -227 -152 90 1,077 134 -983: 8 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 60.5 4.4 7.1 17.7 10.1 0.2 3.4 4.7 4.5 6.2: 1.0 0.5
Old : 100.0: 52.6 60.5 4.4 7.1 17.7 10.1 0.2 3.4 4.7 4.5 6.2: 1.0 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 : 58: 31 31 . . 4 6 . 6 7 6 11:
Old : 58: 31 31 . . 4 6 . 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 : 40.4 39.9 62.9 60.8 24.3 21.9 35.7 34.0
Old : 40.4 39.9 62.9 60.8 24.3 21.9 35.7 34.0
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 36,054: 29,736 26,815 19 4,940 3,024 400 150 25 2,175 425 675: 0 0
Old : 36,054: 29,736 26,815 19 4,940 3,024 400 150 25 2,175 425 675: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 103: 138 513 19 -181 -329 50 0 25 75 -50 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 74.4 0.1 13.7 8.4 1.1 0.4 0.1 6.0 1.2 1.9: 0.0 0.0
Old : 100.0: 82.5 74.4 0.1 13.7 8.4 1.1 0.4 0.1 6.0 1.2 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 19 . . . . . . 4 . .:
Old : 35: 21 19 . . . . . . 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 : 57.2 55.7 76.1 84.5 52.6 49.8 61.9 66.0
Old : 57.2 55.7 76.1 84.5 52.6 49.8 61.9 66.0
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,183: 22,743 14,971 0 6,587 665 0 0 0 350 1,535 425: 0 0
Old : 24,183: 22,743 14,971 0 6,587 665 0 0 0 350 1,535 425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 782: 822 542 0 -205 -40 0 0 0 0 485 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 61.9 0.0 27.2 2.7 0.0 0.0 0.0 1.4 6.3 1.8: 0.0 0.0
Old : 100.0: 94.0 61.9 0.0 27.2 2.7 0.0 0.0 0.0 1.4 6.3 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 : 26: 17 14 0 . . 0 0 0 . . .:
Old : 26: 17 14 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 : 79.3 55.3 91.3 83.9 75.5 47.0 80.6 73.9
Old : 79.3 55.3 91.3 83.9 75.5 47.0 80.6 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 175,708: 138,046 124,045 19,061 17,292 4,725 8,589 17,468 1,841 2,189 9,100 1,157: 100 80
Old : 175,708: 138,046 124,045 19,061 17,292 4,725 8,589 17,468 1,841 2,189 9,100 1,157: 100 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,440: -712 1,972 1,965 -848 -109 575 600 -200 -74 0 25: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 70.6 10.8 9.8 2.7 4.9 9.9 1.0 1.2 5.2 0.7: 0.1 0.0
Old : 100.0: 78.6 70.6 10.8 9.8 2.7 4.9 9.9 1.0 1.2 5.2 0.7: 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 : 40.8 54.9 57.6 74.7 37.5 45.0 50.8 61.1
Old : 40.8 54.9 57.6 74.7 37.5 45.0 50.8 61.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,628: 38,898 29,872 8,755 10,031 5,325 421 10,275 400 2,575 475 250: 5 0
Old : 56,628: 38,898 29,872 8,755 10,031 5,325 421 10,275 400 2,575 475 250: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 3,213: 2,510 1,521 25 968 848 -71 -50 -75 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 52.8 15.5 17.7 9.4 0.7 18.1 0.7 4.5 0.8 0.4: 0.0 0.0
Old : 100.0: 68.7 52.8 15.5 17.7 9.4 0.7 18.1 0.7 4.5 0.8 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 21 . . . . 4 . 5 . .:
Old : 36: 17 21 . . . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 62.9 88.9 85.1 68.5 50.2 72.9 70.8
Old : 75.0 62.9 88.9 85.1 68.5 50.2 72.9 70.8
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,986: 24,425 14,846 5,411 14,390 0 0 300 150 0 300 0: 0 0
Old : 29,986: 24,425 14,846 5,411 14,390 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 12, 2017 :
: 300: 300 -50 0 350 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 49.5 18.0 48.0 0.0 0.0 1.0 0.5 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 81.5 49.5 18.0 48.0 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 : 21: 10 13 . . 0 0 . . 0 . 0:
Old : 21: 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 89.0 98.8 96.4 85.4 83.5 89.5 87.6
Old : 88.0 89.0 98.8 96.4 85.4 83.5 89.5 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 60,365: 44,730 39,945 2,128 2,875 11,230 400 5,325 75 1,145 275 450: 207 190
Old : 60,365: 44,730 39,945 2,128 2,875 11,230 400 5,325 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 12, 2017 :
: 1,184: 934 384 -250 -300 500 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 66.2 3.5 4.8 18.6 0.7 8.8 0.1 1.9 0.5 0.7: 0.3 0.3
Old : 100.0: 74.1 66.2 3.5 4.8 18.6 0.7 8.8 0.1 1.9 0.5 0.7: 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 : 40: 26 23 . . . . . . . . .:
Old : 40: 26 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 49.0 71.4 73.1 29.0 28.2 39.6 45.8
Old : 47.2 49.0 71.4 73.1 29.0 28.2 39.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,563: 60,653 44,502 1,880 15,673 5,313 0 2,325 250 620 985 505: 342 10
Old : 69,563: 60,653 44,502 1,880 15,673 5,313 0 2,325 250 620 985 505: 342 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,251: 1,221 1,461 0 -420 -50 0 -60 250 -450 -200 270: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 64.0 2.7 22.5 7.6 0.0 3.3 0.4 0.9 1.4 0.7: 0.5 0.0
Old : 100.0: 87.2 64.0 2.7 22.5 7.6 0.0 3.3 0.4 0.9 1.4 0.7: 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: 28 25 . 4 4 0 4 . . . .:
Old : 45: 28 25 . 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 : 42.6 53.6 63.4 73.7 38.5 44.6 50.5 58.2
Old : 42.6 53.6 63.4 73.7 38.5 44.6 50.5 58.2
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,731: 45,529 34,246 21,340 12,895 3,165 950 0 0 821 21,450 875: 51 100
Old : 72,731: 45,529 34,246 21,340 12,895 3,165 950 0 0 821 21,450 875: 51 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 6,207: 6,072 5,967 -345 -60 0 600 0 0 -420 0 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 47.1 29.3 17.7 4.4 1.3 0.0 0.0 1.1 29.5 1.2: 0.1 0.1
Old : 100.0: 62.6 47.1 29.3 17.7 4.4 1.3 0.0 0.0 1.1 29.5 1.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 24 . . . . 0 0 . . .:
Old : 41: 22 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 : 47.3 68.0 66.4 85.2 46.4 63.5 64.4 80.1
Old : 47.3 68.0 66.4 85.2 46.4 63.5 64.4 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,002: 59,381 39,867 28,550 28,455 5,200 700 0 0 1,891 22,050 280: 0 150
Old : 96,002: 59,381 39,867 28,550 28,455 5,200 700 0 0 1,891 22,050 280: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 2,765: 4,900 2,675 -2,165 -60 0 150 0 0 -270 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 41.5 29.7 29.6 5.4 0.7 0.0 0.0 2.0 23.0 0.3: 0.0 0.2
Old : 100.0: 61.9 41.5 29.7 29.6 5.4 0.7 0.0 0.0 2.0 23.0 0.3: 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 : 45.5 64.3 65.9 83.2 45.1 58.7 64.2 76.9
Old : 45.5 64.3 65.9 83.2 45.1 58.7 64.2 76.9
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,821: 21,521 28,131 6,295 0 3,600 0 0 0 400 0 0: 5 90
Old : 31,821: 21,521 28,131 6,295 0 3,600 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 12, 2017 :
: 165: -70 530 600 0 -365 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 88.4 19.8 0.0 11.3 0.0 0.0 0.0 1.3 0.0 0.0: 0.0 0.3
Old : 100.0: 67.6 88.4 19.8 0.0 11.3 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 : 53.7 72.2 78.7 85.9 40.9 60.7 62.5 68.2
Old : 53.7 72.2 78.7 85.9 40.9 60.7 62.5 68.2
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,480: 27,360 28,115 705 370 5,395 125 95 25 750 420 60: 60 0
Old : 34,480: 27,360 28,115 705 370 5,395 125 95 25 750 420 60: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -110: 90 -170 -200 0 0 0 0 0 0 60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 81.5 2.0 1.1 15.6 0.4 0.3 0.1 2.2 1.2 0.2: 0.2 0.0
Old : 100.0: 79.4 81.5 2.0 1.1 15.6 0.4 0.3 0.1 2.2 1.2 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 : 53.4 57.7 78.0 85.0 36.4 48.1 45.0 55.1
Old : 53.4 57.7 78.0 85.0 36.4 48.1 45.0 55.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,435: 8,635 9,085 200 900 350 0 0 0 1,250 100 0: 0 0
Old : 10,435: 8,635 9,085 200 900 350 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 12, 2017 :
: 350: 150 150 0 0 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 87.1 1.9 8.6 3.4 0.0 0.0 0.0 12.0 1.0 0.0: 0.0 0.0
Old : 100.0: 82.8 87.1 1.9 8.6 3.4 0.0 0.0 0.0 12.0 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 : 21: 13 10 . . . 0 0 0 . . 0:
Old : 21: 13 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 : 62.9 73.3 81.8 95.3 60.6 68.0 75.9 80.7
Old : 62.9 73.3 81.8 95.3 60.6 68.0 75.9 80.7
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,852: 13,139 13,622 0 6,765 1,020 2,344 0 0 5,250 310 1,850: 249 285
Old : 23,852: 13,139 13,622 0 6,765 1,020 2,344 0 0 5,250 310 1,850: 249 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,370: -54 625 0 495 200 684 0 0 550 100 -50: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 57.1 0.0 28.4 4.3 9.8 0.0 0.0 22.0 1.3 7.8: 1.0 1.2
Old : 100.0: 55.1 57.1 0.0 28.4 4.3 9.8 0.0 0.0 22.0 1.3 7.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 0 . . . 0 0 . . .:
Old : 31: 19 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 : 59.6 52.5 79.6 69.6 57.4 47.2 70.2 60.2
Old : 59.6 52.5 79.6 69.6 57.4 47.2 70.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,078: 27,043 37,028 10,455 0 2,580 0 50 0 0 300 0: 0 120
Old : 40,078: 27,043 37,028 10,455 0 2,580 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 12, 2017 :
: 360: -195 390 585 0 -30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 92.4 26.1 0.0 6.4 0.0 0.1 0.0 0.0 0.7 0.0: 0.0 0.3
Old : 100.0: 67.5 92.4 26.1 0.0 6.4 0.0 0.1 0.0 0.0 0.7 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.9 58.9 76.0 76.7 39.4 52.0 62.6 62.9
Old : 48.9 58.9 76.0 76.7 39.4 52.0 62.6 62.9
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,150: 41,185 29,805 965 13,970 615 100 0 0 1,290 465 65: 930 230
Old : 45,150: 41,185 29,805 965 13,970 615 100 0 0 1,290 465 65: 930 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -986: -821 204 0 -1,250 0 0 0 0 -210 15 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 66.0 2.1 30.9 1.4 0.2 0.0 0.0 2.9 1.0 0.1: 2.1 0.5
Old : 100.0: 91.2 66.0 2.1 30.9 1.4 0.2 0.0 0.0 2.9 1.0 0.1: 2.1 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: 22 18 . . . . 0 0 . . .:
Old : 34: 22 18 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 60.4 72.4 84.2 49.1 56.1 61.8 70.9
Old : 54.0 60.4 72.4 84.2 49.1 56.1 61.8 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,220: 37,012 35,245 7,103 9,930 680 0 0 0 1,140 0 105: 180 260
Old : 46,220: 37,012 35,245 7,103 9,930 680 0 0 0 1,140 0 105: 180 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 580: 545 640 -210 60 60 0 0 0 140 -225 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 76.3 15.4 21.5 1.5 0.0 0.0 0.0 2.5 0.0 0.2: 0.4 0.6
Old : 100.0: 80.1 76.3 15.4 21.5 1.5 0.0 0.0 0.0 2.5 0.0 0.2: 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 . 0 .:
Old : 27: 18 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 : 44.5 94.2 70.8 97.5 43.0 90.9 66.9 91.2
Old : 44.5 94.2 70.8 97.5 43.0 90.9 66.9 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,896: 40,992 37,556 7,984 11,305 2,135 0 0 0 1,785 1,900 0: 0 0
Old : 52,896: 40,992 37,556 7,984 11,305 2,135 0 0 0 1,785 1,900 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 480: 405 360 -250 60 60 0 0 0 405 200 -140: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 71.0 15.1 21.4 4.0 0.0 0.0 0.0 3.4 3.6 0.0: 0.0 0.0
Old : 100.0: 77.5 71.0 15.1 21.4 4.0 0.0 0.0 0.0 3.4 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 : 31: 19 14 . . . 0 0 0 . . 0:
Old : 31: 19 14 . . . 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 : 45.3 89.0 68.7 97.1 43.0 86.6 64.9 89.3
Old : 45.3 89.0 68.7 97.1 43.0 86.6 64.9 89.3
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,471: 73,460 72,750 6,471 6,168 1,588 0 0 0 52 988 719: 181 258
Old : 82,471: 73,460 72,750 6,471 6,168 1,588 0 0 0 52 988 719: 181 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -69: 510 416 160 -60 -186 0 0 0 -420 -92 -147: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 88.2 7.8 7.5 1.9 0.0 0.0 0.0 0.1 1.2 0.9: 0.2 0.3
Old : 100.0: 89.1 88.2 7.8 7.5 1.9 0.0 0.0 0.0 0.1 1.2 0.9: 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 : 47.7 55.3 70.6 78.8 46.4 49.6 66.7 70.3
Old : 47.7 55.3 70.6 78.8 46.4 49.6 66.7 70.3
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,148: 93,158 93,859 9,051 7,892 1,729 0 554 6 2,456 2,450 1,368: 380 290
Old : 108,148: 93,158 93,859 9,051 7,892 1,729 0 554 6 2,456 2,450 1,368: 380 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 9: -769 732 775 -166 -598 0 -100 0 652 196 -81: 30 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 86.8 8.4 7.3 1.6 0.0 0.5 0.0 2.3 2.3 1.3: 0.4 0.3
Old : 100.0: 86.1 86.8 8.4 7.3 1.6 0.0 0.5 0.0 2.3 2.3 1.3: 0.4 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 : 43: 23 24 . . . 0 . . 4 . .:
Old : 43: 23 24 . . . 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 : 44.6 47.5 69.2 73.6 42.7 44.6 63.5 67.5
Old : 44.6 47.5 69.2 73.6 42.7 44.6 63.5 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 33,324: 26,474 32,136 5,901 0 713 0 0 0 200 475 0: 36 0
Old : 33,324: 26,474 32,136 5,901 0 713 0 0 0 200 475 0: 36 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 975: 3,450 300 -3,075 0 600 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 96.4 17.7 0.0 2.1 0.0 0.0 0.0 0.6 1.4 0.0: 0.1 0.0
Old : 100.0: 79.4 96.4 17.7 0.0 2.1 0.0 0.0 0.0 0.6 1.4 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: 12 12 . 0 . 0 0 0 . . 0:
Old : 23: 12 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 : 87.1 80.7 97.1 96.7 83.7 78.6 88.1 88.0
Old : 87.1 80.7 97.1 96.7 83.7 78.6 88.1 88.0
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,826: 28,080 25,638 1,645 4,095 3,410 600 2,100 250 1,402 0 153: 286 180
Old : 35,826: 28,080 25,638 1,645 4,095 3,410 600 2,100 250 1,402 0 153: 286 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,075: 2,185 675 -600 550 -250 0 0 0 -360 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 71.6 4.6 11.4 9.5 1.7 5.9 0.7 3.9 0.0 0.4: 0.8 0.5
Old : 100.0: 78.4 71.6 4.6 11.4 9.5 1.7 5.9 0.7 3.9 0.0 0.4: 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 : 50.4 70.2 70.5 85.4 47.5 58.7 57.1 66.1
Old : 50.4 70.2 70.5 85.4 47.5 58.7 57.1 66.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 41,657: 21,235 34,217 7,732 1,750 3,885 6,455 0 500 1,355 1,200 100: 395 5
Old : 41,657: 21,235 34,217 7,732 1,750 3,885 6,455 0 500 1,355 1,200 100: 395 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -395: -90 -300 0 10 -10 0 0 0 -340 -200 100: -55 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 82.1 18.6 4.2 9.3 15.5 0.0 1.2 3.3 2.9 0.2: 0.9 0.0
Old : 100.0: 51.0 82.1 18.6 4.2 9.3 15.5 0.0 1.2 3.3 2.9 0.2: 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 : 29: 20 20 . . . . 0 . . . .:
Old : 29: 20 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 59.4 71.0 77.7 43.5 41.1 55.1 58.2
Old : 51.1 59.4 71.0 77.7 43.5 41.1 55.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 44,569: 22,748 41,354 21,283 39 268 0 1,440 160 42 1,300 8: 60 0
Old : 44,569: 22,748 41,354 21,283 39 268 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 12, 2017 :
: 869: 944 764 -180 0 105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 92.8 47.8 0.1 0.6 0.0 3.2 0.4 0.1 2.9 0.0: 0.1 0.0
Old : 100.0: 51.0 92.8 47.8 0.1 0.6 0.0 3.2 0.4 0.1 2.9 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.7 82.2 85.4 92.2 66.5 76.1 82.1 85.6
Old : 66.7 82.2 85.4 92.2 66.5 76.1 82.1 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,616: 18,623 35,351 19,276 185 670 0 2,285 0 0 0 0: 47 125
Old : 38,616: 18,623 35,351 19,276 185 670 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 12, 2017 :
: 1,200: 1,235 1,165 -70 0 35 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 91.5 49.9 0.5 1.7 0.0 5.9 0.0 0.0 0.0 0.0: 0.1 0.3
Old : 100.0: 48.2 91.5 49.9 0.5 1.7 0.0 5.9 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 : 69.2 86.9 88.0 94.0 67.7 84.7 84.7 89.5
Old : 69.2 86.9 88.0 94.0 67.7 84.7 84.7 89.5
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,443: 21,657 24,910 2,334 0 1,672 75 1,690 0 2,117 0 41: 547 130
Old : 28,443: 21,657 24,910 2,334 0 1,672 75 1,690 0 2,117 0 41: 547 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 164: 43 -81 -150 0 210 0 0 0 76 0 0: -15 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 87.6 8.2 0.0 5.9 0.3 5.9 0.0 7.4 0.0 0.1: 1.9 0.5
Old : 100.0: 76.1 87.6 8.2 0.0 5.9 0.3 5.9 0.0 7.4 0.0 0.1: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 17 4 0 . . . 0 5 0 .:
Old : 34: 17 17 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 : 47.5 61.7 65.1 82.2 42.1 61.2 55.2 77.1
Old : 47.5 61.7 65.1 82.2 42.1 61.2 55.2 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,702: 19,078 19,838 721 905 924 0 595 320 1,379 0 0: 280 120
Old : 22,702: 19,078 19,838 721 905 924 0 595 320 1,379 0 0: 280 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 205: 280 205 30 0 -30 0 0 0 -75 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 87.4 3.2 4.0 4.1 0.0 2.6 1.4 6.1 0.0 0.0: 1.2 0.5
Old : 100.0: 84.0 87.4 3.2 4.0 4.1 0.0 2.6 1.4 6.1 0.0 0.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 16 . . . 0 . . . 0 0:
Old : 31: 13 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 : 64.2 68.0 81.9 86.5 62.0 67.5 76.3 84.2
Old : 64.2 68.0 81.9 86.5 62.0 67.5 76.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,819: 47,203 36,369 2,933 7,067 1,223 0 6,413 386 235 670 666: 173 25
Old : 52,819: 47,203 36,369 2,933 7,067 1,223 0 6,413 386 235 670 666: 173 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,250: 1,182 1,687 99 -931 -27 0 767 39 -135 -375 90: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 68.9 5.6 13.4 2.3 0.0 12.1 0.7 0.4 1.3 1.3: 0.3 0.0
Old : 100.0: 89.4 68.9 5.6 13.4 2.3 0.0 12.1 0.7 0.4 1.3 1.3: 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: 23 21 . . 4 0 . . . . .:
Old : 38: 23 21 . . 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 : 61.5 47.3 77.2 70.1 57.7 44.0 66.4 64.5
Old : 61.5 47.3 77.2 70.1 57.7 44.0 66.4 64.5
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,991: 33,020 25,548 4,597 9,242 609 0 2,639 295 110 612 0: 360 46
Old : 38,991: 33,020 25,548 4,597 9,242 609 0 2,639 295 110 612 0: 360 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 983: 657 934 192 -850 109 0 825 25 0 -100 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 65.5 11.8 23.7 1.6 0.0 6.8 0.8 0.3 1.6 0.0: 0.9 0.1
Old : 100.0: 84.7 65.5 11.8 23.7 1.6 0.0 6.8 0.8 0.3 1.6 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 : 35: 23 17 . . . 0 . . . . 0:
Old : 35: 23 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 : 58.4 58.2 75.2 84.3 54.5 56.4 68.7 77.9
Old : 58.4 58.2 75.2 84.3 54.5 56.4 68.7 77.9
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 23,713: 10,268 17,313 9,675 0 3,375 0 2,775 225 50 25 0: 120 0
Old : 23,713: 10,268 17,313 9,675 0 3,375 0 2,775 225 50 25 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -345: 80 -345 -400 0 0 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 73.0 40.8 0.0 14.2 0.0 11.7 0.9 0.2 0.1 0.0: 0.5 0.0
Old : 100.0: 43.3 73.0 40.8 0.0 14.2 0.0 11.7 0.9 0.2 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: 12 13 . 0 . 0 . . . . 0:
Old : 22: 12 13 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 69.1 95.2 91.4 68.3 68.1 73.9 74.2
Old : 80.4 69.1 95.2 91.4 68.3 68.1 73.9 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 810,750: 581,653 378,501 6,119 107,059 127,406 0 91,170 22,375 1,917 14,684 69,553: 1,727 3
Old : 810,750: 581,653 378,501 6,119 107,059 127,406 0 91,170 22,375 1,917 14,684 69,553: 1,727 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 3,777: 10,001 -2,858 2 7,138 -2,087 -1,313 5,486 -3,295 1,916 946 -1,556: 108 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 46.7 0.8 13.2 15.7 0.0 11.2 2.8 0.2 1.8 8.6: 0.2 0.0
Old : 100.0: 71.7 46.7 0.8 13.2 15.7 0.0 11.2 2.8 0.2 1.8 8.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 16 . . . 0 . . . . .:
Old : 27: 16 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 51.8 83.4 76.5 33.5 27.8 36.1 35.0
Old : 66.1 51.8 83.4 76.5 33.5 27.8 36.1 35.0
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,925: 10,450 13,895 4,475 1,330 220 0 0 0 720 0 0: 60 480
Old : 15,925: 10,450 13,895 4,475 1,330 220 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 12, 2017 :
: 675: 675 375 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 87.3 28.1 8.4 1.4 0.0 0.0 0.0 4.5 0.0 0.0: 0.4 3.0
Old : 100.0: 65.6 87.3 28.1 8.4 1.4 0.0 0.0 0.0 4.5 0.0 0.0: 0.4 3.0
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: 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 : 76.0 75.4 91.6 90.7 75.0 75.0 89.3 89.2
Old : 76.0 75.4 91.6 90.7 75.0 75.0 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,040: 12,500 14,420 4,600 2,980 160 0 0 0 720 0 0: 60 480
Old : 18,040: 12,500 14,420 4,600 2,980 160 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 12, 2017 :
: 600: 600 300 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 79.9 25.5 16.5 0.9 0.0 0.0 0.0 4.0 0.0 0.0: 0.3 2.7
Old : 100.0: 69.3 79.9 25.5 16.5 0.9 0.0 0.0 0.0 4.0 0.0 0.0: 0.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.4 75.4 92.8 91.9 69.5 75.4 91.5 90.9
Old : 70.4 75.4 92.8 91.9 69.5 75.4 91.5 90.9
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,290: 5,640 4,875 4,910 5,930 475 0 0 0 0 0 0: 265 10
Old : 11,290: 5,640 4,875 4,910 5,930 475 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 12, 2017 :
: -365: 0 0 -400 -400 35 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 43.2 43.5 52.5 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.1
Old : 100.0: 50.0 43.2 43.5 52.5 4.2 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 : 75.0 82.0 90.3 96.1 71.2 75.2 81.9 83.7
Old : 75.0 82.0 90.3 96.1 71.2 75.2 81.9 83.7
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 9,689 14,970 10,855 5,190 1,235 0 700 200 25 50 0: 341 0
Old : 22,345: 9,689 14,970 10,855 5,190 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 12, 2017 :
: 0: 120 -100 -120 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 67.0 48.6 23.2 5.5 0.0 3.1 0.9 0.1 0.2 0.0: 1.5 0.0
Old : 100.0: 43.4 67.0 48.6 23.2 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 : 77.5 69.1 91.5 89.3 69.4 65.6 77.6 78.3
Old : 77.5 69.1 91.5 89.3 69.4 65.6 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,412: 8,040 12,570 8,155 3,940 2,150 0 500 200 25 50 0: 842 2
Old : 19,412: 8,040 12,570 8,155 3,940 2,150 0 500 200 25 50 0: 842 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -30: 0 -130 -120 100 0 0 0 0 0 0 0: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 64.8 42.0 20.3 11.1 0.0 2.6 1.0 0.1 0.3 0.0: 4.3 0.0
Old : 100.0: 41.4 64.8 42.0 20.3 11.1 0.0 2.6 1.0 0.1 0.3 0.0: 4.3 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 : 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 : 74.6 70.6 88.9 90.9 60.4 62.2 68.1 71.9
Old : 74.6 70.6 88.9 90.9 60.4 62.2 68.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,150: 6,755 5,835 0 1,470 700 660 25 0 0 0 0: 35 120
Old : 8,150: 6,755 5,835 0 1,470 700 660 25 0 0 0 0: 35 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 355: 10 0 -50 640 -285 660 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 71.6 0.0 18.0 8.6 8.1 0.3 0.0 0.0 0.0 0.0: 0.4 1.5
Old : 100.0: 82.9 71.6 0.0 18.0 8.6 8.1 0.3 0.0 0.0 0.0 0.0: 0.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 0 . . . . 0 0 0 0:
Old : 23: 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 : 43.1 62.6 72.9 89.6 40.2 51.4 68.5 69.1
Old : 43.1 62.6 72.9 89.6 40.2 51.4 68.5 69.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,870: 6,165 4,865 0 1,215 670 0 0 0 0 0 0: 35 120
Old : 6,870: 6,165 4,865 0 1,215 670 0 0 0 0 0 0: 35 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 30: 10 0 0 30 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 70.8 0.0 17.7 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 1.7
Old : 100.0: 89.7 70.8 0.0 17.7 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 0 . . 0 0 0 0 0 0:
Old : 21: 12 10 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 61.9 80.6 91.3 46.7 54.5 74.1 69.2
Old : 46.7 61.9 80.6 91.3 46.7 54.5 74.1 69.2
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 19,032 17,903 3,205 2,015 2,665 100 0 0 457 2,965 0: 149 60
Old : 25,608: 19,032 17,903 3,205 2,015 2,665 100 0 0 457 2,965 0: 149 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 0: -6 200 200 0 -200 0 0 0 0 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 69.9 12.5 7.9 10.4 0.4 0.0 0.0 1.8 11.6 0.0: 0.6 0.2
Old : 100.0: 74.3 69.9 12.5 7.9 10.4 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 78.7 87.6 94.7 49.6 73.4 77.0 84.5
Old : 56.6 78.7 87.6 94.7 49.6 73.4 77.0 84.5
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,283: 19,569 17,359 3,205 3,057 2,808 100 0 0 457 2,965 0: 144 94
Old : 26,283: 19,569 17,359 3,205 3,057 2,808 100 0 0 457 2,965 0: 144 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -50: -56 200 200 -50 -200 0 0 0 0 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 66.0 12.2 11.6 10.7 0.4 0.0 0.0 1.7 11.3 0.0: 0.5 0.4
Old : 100.0: 74.5 66.0 12.2 11.6 10.7 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 : 56.6 79.4 87.3 93.9 50.1 73.6 74.9 82.9
Old : 56.6 79.4 87.3 93.9 50.1 73.6 74.9 82.9
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,000: 102,358 80,284 3,430 24,308 5,217 150 2,615 450 3,390 2,351 715: 290 60
Old : 116,000: 102,358 80,284 3,430 24,308 5,217 150 2,615 450 3,390 2,351 715: 290 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 4,919: 4,269 4,833 0 150 0 0 -450 450 200 -24 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 69.2 3.0 21.0 4.5 0.1 2.3 0.4 2.9 2.0 0.6: 0.3 0.1
Old : 100.0: 88.2 69.2 3.0 21.0 4.5 0.1 2.3 0.4 2.9 2.0 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 . . 4 .:
Old : 53: 27 26 . . 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 : 43.6 54.8 61.4 78.6 40.1 45.6 53.3 62.9
Old : 43.6 54.8 61.4 78.6 40.1 45.6 53.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,239: 119,333 88,827 1,465 27,196 4,922 355 6,870 880 3,445 2,066 164: 675 314
Old : 131,239: 119,333 88,827 1,465 27,196 4,922 355 6,870 880 3,445 2,066 164: 675 314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 7,435: 6,261 7,544 0 -655 205 205 -120 515 135 1 -271: 385 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 67.7 1.1 20.7 3.8 0.3 5.2 0.7 2.6 1.6 0.1: 0.5 0.2
Old : 100.0: 90.9 67.7 1.1 20.7 3.8 0.3 5.2 0.7 2.6 1.6 0.1: 0.5 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 : 54: 32 26 . . . . . . . . 4:
Old : 54: 32 26 . . . . . . . . 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 : 44.4 54.4 62.7 76.7 38.3 47.4 55.2 64.2
Old : 44.4 54.4 62.7 76.7 38.3 47.4 55.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 257,328: 166,725 183,558 10,176 0 33,644 20,132 7,604 7,281 4,133 13,241 11,644: 3,593 356
Old : 257,328: 166,725 183,558 10,176 0 33,644 20,132 7,604 7,281 4,133 13,241 11,644: 3,593 356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 11,167: 13,128 8,745 565 0 2,295 -1,071 -783 51 -1,025 3,338 -2,278: -498 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 71.3 4.0 0.0 13.1 7.8 3.0 2.8 1.6 5.1 4.5: 1.4 0.1
Old : 100.0: 64.8 71.3 4.0 0.0 13.1 7.8 3.0 2.8 1.6 5.1 4.5: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 84: 39 40 7 0 5 8 6 4 7 12 15:
Old : 84: 39 40 7 0 5 8 6 4 7 12 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.6 53.3 54.6 28.4 27.8 39.0 35.6
Old : 36.2 38.6 53.3 54.6 28.4 27.8 39.0 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,169: 29,091 34,529 5,135 1,690 2,345 1,895 0 280 100 250 50: 273 25
Old : 39,169: 29,091 34,529 5,135 1,690 2,345 1,895 0 280 100 250 50: 273 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -380: 320 240 -400 -910 -100 -390 0 190 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 88.2 13.1 4.3 6.0 4.8 0.0 0.7 0.3 0.6 0.1: 0.7 0.1
Old : 100.0: 74.3 88.2 13.1 4.3 6.0 4.8 0.0 0.7 0.3 0.6 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 14 . . . . 0 . . . .:
Old : 32: 19 14 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 88.3 76.1 96.1 57.5 79.4 70.1 83.2
Old : 57.8 88.3 76.1 96.1 57.5 79.4 70.1 83.2
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,419: 27,826 33,939 4,285 450 2,605 2,235 0 100 100 300 0: 268 25
Old : 37,419: 27,826 33,939 4,285 450 2,605 2,235 0 100 100 300 0: 268 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -630: -30 190 -400 -970 -100 -150 0 50 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 90.7 11.5 1.2 7.0 6.0 0.0 0.3 0.3 0.8 0.0: 0.7 0.1
Old : 100.0: 74.4 90.7 11.5 1.2 7.0 6.0 0.0 0.3 0.3 0.8 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 14 . . . . 0 . . . 0:
Old : 32: 17 14 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 89.5 77.2 97.0 55.1 80.4 69.7 83.4
Old : 55.3 89.5 77.2 97.0 55.1 80.4 69.7 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,665: 7,820 7,415 2,740 3,480 1,770 0 0 0 300 0 0: 35 0
Old : 12,665: 7,820 7,415 2,740 3,480 1,770 0 0 0 300 0 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 58.5 21.6 27.5 14.0 0.0 0.0 0.0 2.4 0.0 0.0: 0.3 0.0
Old : 100.0: 61.7 58.5 21.6 27.5 14.0 0.0 0.0 0.0 2.4 0.0 0.0: 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 : 20: 13 8 . . . 0 0 0 . 0 0:
Old : 20: 13 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 83.5 85.6 99.4 52.5 74.5 69.2 77.3
Old : 65.1 83.5 85.6 99.4 52.5 74.5 69.2 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,505: 6,400 6,865 4,140 4,005 1,630 0 0 0 300 0 0: 35 5
Old : 12,505: 6,400 6,865 4,140 4,005 1,630 0 0 0 300 0 0: 35 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 54.9 33.1 32.0 13.0 0.0 0.0 0.0 2.4 0.0 0.0: 0.3 0.0
Old : 100.0: 51.2 54.9 33.1 32.0 13.0 0.0 0.0 0.0 2.4 0.0 0.0: 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 : 20: 12 8 . . . 0 0 0 . 0 0:
Old : 20: 12 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 82.0 87.8 99.4 47.9 79.5 69.4 80.1
Old : 65.5 82.0 87.8 99.4 47.9 79.5 69.4 80.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 192,736: 112,697 111,492 18,419 28,034 38,566 20,920 0 2,135 0 12,510 0: 0 0
Old : 192,736: 112,697 111,492 18,419 28,034 38,566 20,920 0 2,135 0 12,510 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 3,897: 2,293 -1,485 -148 -2,080 1,781 -3 0 -26 0 5,706 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 57.8 9.6 14.5 20.0 10.9 0.0 1.1 0.0 6.5 0.0: 0.0 0.0
Old : 100.0: 58.5 57.8 9.6 14.5 20.0 10.9 0.0 1.1 0.0 6.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 12 . . . . 0 . 0 . 0:
Old : 24: 18 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 71.2 83.9 91.1 31.1 42.8 40.9 44.1
Old : 54.4 71.2 83.9 91.1 31.1 42.8 40.9 44.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,324: 22,387 24,502 2,650 355 300 0 0 0 0 0 0: 3,987 4,167
Old : 29,324: 22,387 24,502 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 12, 2017 :
: 275: 275 275 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 83.6 9.0 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.6 14.2
Old : 100.0: 76.3 83.6 9.0 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.6 14.2
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 : 21: 13 16 . . . 0 0 0 0 0 0:
Old : 21: 13 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 52.7 84.5 73.4 67.1 43.0 68.4 62.2
Old : 80.7 52.7 84.5 73.4 67.1 43.0 68.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,130: 20,780 23,225 2,975 355 300 0 0 0 0 0 0: 4,075 4,250
Old : 28,130: 20,780 23,225 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 12, 2017 :
: 175: 175 175 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 82.6 10.6 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 15.1
Old : 100.0: 73.9 82.6 10.6 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 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 : 21: 12 17 . . . 0 0 0 0 0 0:
Old : 21: 12 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 54.3 84.3 73.6 66.0 44.0 67.2 60.8
Old : 80.7 54.3 84.3 73.6 66.0 44.0 67.2 60.8
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,380: 13,308 21,973 11,455 200 1,275 0 0 175 0 2,400 0: 3,167 3,357
Old : 29,380: 13,308 21,973 11,455 200 1,275 0 0 175 0 2,400 0: 3,167 3,357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 595: 65 275 -275 -185 120 0 -300 175 0 0 0: 510 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 74.8 39.0 0.7 4.3 0.0 0.0 0.6 0.0 8.2 0.0: 10.8 11.4
Old : 100.0: 45.3 74.8 39.0 0.7 4.3 0.0 0.0 0.6 0.0 8.2 0.0: 10.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 17 . . . 0 0 . 0 . 0:
Old : 25: 12 17 . . . 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 42.7 85.8 70.4 61.5 42.0 69.0 61.7
Old : 72.3 42.7 85.8 70.4 61.5 42.0 69.0 61.7
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,410: 12,789 21,269 11,690 600 1,390 0 0 175 0 2,400 0: 2,366 2,576
Old : 28,410: 12,789 21,269 11,690 600 1,390 0 0 175 0 2,400 0: 2,366 2,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 495: 75 235 -440 -300 235 0 -300 175 0 0 0: 450 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 74.9 41.1 2.1 4.9 0.0 0.0 0.6 0.0 8.4 0.0: 8.3 9.1
Old : 100.0: 45.0 74.9 41.1 2.1 4.9 0.0 0.0 0.6 0.0 8.4 0.0: 8.3 9.1
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: 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 : 78.1 43.6 89.5 71.6 67.0 42.8 71.5 60.4
Old : 78.1 43.6 89.5 71.6 67.0 42.8 71.5 60.4
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,715: 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0: 2,670 2,480
Old : 27,715: 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0: 2,670 2,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 100: 0 0 0 0 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 28.0 3.0 13.6 8.7 0.0 33.9 0.0 0.0 6.9 0.0: 9.6 8.9
Old : 100.0: 78.6 28.0 3.0 13.6 8.7 0.0 33.9 0.0 0.0 6.9 0.0: 9.6 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 : 29: 17 11 . . . 0 . 0 0 . 0:
Old : 29: 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 : 57.6 73.5 74.3 84.2 52.7 64.8 64.9 73.7
Old : 57.6 73.5 74.3 84.2 52.7 64.8 64.9 73.7
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,220: 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0: 2,640 2,450
Old : 28,220: 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0: 2,640 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 100: 0 0 0 0 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 29.5 2.8 16.6 8.6 0.0 32.2 0.0 0.0 4.5 0.0: 9.4 8.7
Old : 100.0: 79.2 29.5 2.8 16.6 8.6 0.0 32.2 0.0 0.0 4.5 0.0: 9.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 12 . . . 0 . 0 0 . 0:
Old : 28: 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 : 59.5 75.8 75.1 85.8 54.7 67.2 65.9 74.1
Old : 59.5 75.8 75.1 85.8 54.7 67.2 65.9 74.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,475: 18,105 29,750 13,595 1,975 460 550 0 350 50 605 75: 4,290 4,260
Old : 37,475: 18,105 29,750 13,595 1,975 460 550 0 350 50 605 75: 4,290 4,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 2,500: 2,400 2,600 300 100 0 0 0 0 0 0 0: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 79.4 36.3 5.3 1.2 1.5 0.0 0.9 0.1 1.6 0.2: 11.4 11.4
Old : 100.0: 48.3 79.4 36.3 5.3 1.2 1.5 0.0 0.9 0.1 1.6 0.2: 11.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 65.2 76.9 81.7 85.3 64.3 72.0 77.9 79.8
Old : 65.2 76.9 81.7 85.3 64.3 72.0 77.9 79.8
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,950: 16,195 28,420 13,400 1,400 420 800 0 200 50 655 75: 3,810 3,780
Old : 34,950: 16,195 28,420 13,400 1,400 420 800 0 200 50 655 75: 3,810 3,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 2,960: 2,400 3,000 700 100 0 0 0 0 0 0 0: -140 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 81.3 38.3 4.0 1.2 2.3 0.0 0.6 0.1 1.9 0.2: 10.9 10.8
Old : 100.0: 46.3 81.3 38.3 4.0 1.2 2.3 0.0 0.6 0.1 1.9 0.2: 10.9 10.8
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 : 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 : 65.4 75.8 81.5 85.6 64.4 73.9 78.1 80.5
Old : 65.4 75.8 81.5 85.6 64.4 73.9 78.1 80.5
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 9,835 0 325 3,435 0 6,070 0 0 0 0: 2,385 2,500
Old : 22,165: 16,345 9,835 0 325 3,435 0 6,070 0 0 0 0: 2,385 2,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 0: 0 -100 -50 50 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 44.4 0.0 1.5 15.5 0.0 27.4 0.0 0.0 0.0 0.0: 10.8 11.3
Old : 100.0: 73.7 44.4 0.0 1.5 15.5 0.0 27.4 0.0 0.0 0.0 0.0: 10.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 9 0 . . 0 . 0 0 0 0:
Old : 22: 15 9 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 72.5 79.4 85.9 54.1 55.2 61.1 61.6
Old : 68.5 72.5 79.4 85.9 54.1 55.2 61.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,480: 16,490 11,860 0 5,325 1,705 0 430 50 130 25 50: 4,055 3,035
Old : 22,480: 16,490 11,860 0 5,325 1,705 0 430 50 130 25 50: 4,055 3,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 240: 50 100 0 -50 50 0 0 0 0 0 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 52.8 0.0 23.7 7.6 0.0 1.9 0.2 0.6 0.1 0.2: 18.0 13.5
Old : 100.0: 73.4 52.8 0.0 23.7 7.6 0.0 1.9 0.2 0.6 0.1 0.2: 18.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 0 . . 0 . . . . .:
Old : 23: 14 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 : 60.9 68.3 74.7 82.1 57.3 58.2 64.4 69.2
Old : 60.9 68.3 74.7 82.1 57.3 58.2 64.4 69.2
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,985: 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40: 3,330 2,730
Old : 20,985: 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40: 3,330 2,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 30: 0 0 0 0 0 0 0 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 51.7 0.0 24.5 8.2 0.0 2.0 0.2 0.9 0.1 0.2: 15.9 13.0
Old : 100.0: 74.6 51.7 0.0 24.5 8.2 0.0 2.0 0.2 0.9 0.1 0.2: 15.9 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 : 22: 14 9 0 . . 0 . . . . .:
Old : 22: 14 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 : 63.2 73.4 76.7 84.1 60.1 62.6 66.0 69.6
Old : 63.2 73.4 76.7 84.1 60.1 62.6 66.0 69.6
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,460: 24,520 11,595 0 23,730 100 10,155 725 0 1,450 100 0: 1,235 1,210
Old : 37,460: 24,520 11,595 0 23,730 100 10,155 725 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 12, 2017 :
: 430: 580 0 0 330 100 -250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 31.0 0.0 63.3 0.3 27.1 1.9 0.0 3.9 0.3 0.0: 3.3 3.2
Old : 100.0: 65.5 31.0 0.0 63.3 0.3 27.1 1.9 0.0 3.9 0.3 0.0: 3.3 3.2
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 : 30: 20 8 0 . . . . 0 . . 0:
Old : 30: 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 : 68.8 88.0 82.1 95.0 68.8 82.0 81.2 87.4
Old : 68.8 88.0 82.1 95.0 68.8 82.0 81.2 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,220: 20,175 13,255 0 16,005 300 8,535 725 0 1,350 100 0: 1,860 1,835
Old : 32,220: 20,175 13,255 0 16,005 300 8,535 725 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 12, 2017 :
: 200: 350 0 0 200 0 -150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 41.1 0.0 49.7 0.9 26.5 2.3 0.0 4.2 0.3 0.0: 5.8 5.7
Old : 100.0: 62.6 41.1 0.0 49.7 0.9 26.5 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 : 64.5 83.4 78.6 91.5 63.8 77.3 77.5 83.3
Old : 64.5 83.4 78.6 91.5 63.8 77.3 77.5 83.3
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 99,005: 48,295 89,780 34,075 0 270 6,900 100 1,430 965 310 615: 6,455 6,500
Old : 99,005: 48,295 89,780 34,075 0 270 6,900 100 1,430 965 310 615: 6,455 6,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,250: 1,570 1,600 -220 0 0 250 0 -250 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 90.7 34.4 0.0 0.3 7.0 0.1 1.4 1.0 0.3 0.6: 6.5 6.6
Old : 100.0: 48.8 90.7 34.4 0.0 0.3 7.0 0.1 1.4 1.0 0.3 0.6: 6.5 6.6
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 : 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 : 68.0 62.9 81.7 79.2 64.2 62.2 74.0 73.6
Old : 68.0 62.9 81.7 79.2 64.2 62.2 74.0 73.6
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 87,405: 46,620 79,140 25,610 0 750 7,050 200 1,190 275 170 585: 5,325 5,370
Old : 87,405: 46,620 79,140 25,610 0 750 7,050 200 1,190 275 170 585: 5,325 5,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 1,540: 1,690 1,440 -400 0 0 150 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 90.5 29.3 0.0 0.9 8.1 0.2 1.4 0.3 0.2 0.7: 6.1 6.1
Old : 100.0: 53.3 90.5 29.3 0.0 0.9 8.1 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 21 . 0 . . . . . . .:
Old : 38: 18 21 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 60.1 86.3 77.9 68.4 59.2 79.4 74.1
Old : 69.9 60.1 86.3 77.9 68.4 59.2 79.4 74.1
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,340: 36,065 30,735 0 1,905 4,450 0 2,825 525 0 600 0: 7,300 7,300
Old : 48,340: 36,065 30,735 0 1,905 4,450 0 2,825 525 0 600 0: 7,300 7,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -220: -200 0 0 -200 0 0 0 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 63.6 0.0 3.9 9.2 0.0 5.8 1.1 0.0 1.2 0.0: 15.1 15.1
Old : 100.0: 74.6 63.6 0.0 3.9 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 : 58.1 41.6 76.7 59.7 57.0 35.5 62.0 48.8
Old : 58.1 41.6 76.7 59.7 57.0 35.5 62.0 48.8
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 19, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,135: 19,120 17,620 45 1,465 4,080 400 0 225 0 600 0: 6,265 6,145
Old : 30,135: 19,120 17,620 45 1,465 4,080 400 0 225 0 600 0: 6,265 6,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 675: 600 50 -550 0 175 0 0 0 0 0 0: 450 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 58.5 0.1 4.9 13.5 1.3 0.0 0.7 0.0 2.0 0.0: 20.8 20.4
Old : 100.0: 63.4 58.5 0.1 4.9 13.5 1.3 0.0 0.7 0.0 2.0 0.0: 20.8 20.4
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: 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 : 46.7 33.7 67.9 51.3 30.5 17.8 34.8 30.4
Old : 46.7 33.7 67.9 51.3 30.5 17.8 34.8 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2017