COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,118: 13,443 22,905 7,460 643 334 825 7,501 2,024 13,114 3,536 3,681: 1,237 1,494
Old : 42,118: 13,443 22,905 7,460 643 334 825 7,501 2,024 13,114 3,536 3,681: 1,237 1,494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 544: 293 -165 -34 15 0 300 44 0 -642 -22 657: -30 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 54.4 17.7 1.5 0.8 2.0 17.8 4.8 31.1 8.4 8.7: 2.9 3.5
Old : 100.0: 31.9 54.4 17.7 1.5 0.8 2.0 17.8 4.8 31.1 8.4 8.7: 2.9 3.5
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 : 43: 14 11 4 . 4 . 6 . 7 8 8:
Old : 43: 14 11 4 . 4 . 6 . 7 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 62.7 59.6 78.4 35.8 50.4 54.1 60.5
Old : 36.5 62.7 59.6 78.4 35.8 50.4 54.1 60.5
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,919: 2,063 2,701 60 430 169 205 280 0 1,668 831 151: 603 357
Old : 4,919: 2,063 2,701 60 430 169 205 280 0 1,668 831 151: 603 357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 54.9 1.2 8.7 3.4 4.2 5.7 0.0 33.9 16.9 3.1: 12.3 7.3
Old : 100.0: 41.9 54.9 1.2 8.7 3.4 4.2 5.7 0.0 33.9 16.9 3.1: 12.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 6 . . . . . 0 6 . 4:
Old : 20: 6 6 . . . . . 0 6 . 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 : 42.5 61.7 67.0 83.6 32.9 49.5 51.8 63.6
Old : 42.5 61.7 67.0 83.6 32.9 49.5 51.8 63.6
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,046: 31,522 35,472 2,464 5,020 5,286 8,184 0 193 1,375 3,502 83: 939 490
Old : 50,046: 31,522 35,472 2,464 5,020 5,286 8,184 0 193 1,375 3,502 83: 939 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -20: 0 -40 80 0 0 0 0 0 -120 0 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 70.9 4.9 10.0 10.6 16.4 0.0 0.4 2.7 7.0 0.2: 1.9 1.0
Old : 100.0: 63.0 70.9 4.9 10.0 10.6 16.4 0.0 0.4 2.7 7.0 0.2: 1.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 23 . . . . 0 . 4 . .:
Old : 43: 25 23 . . . . 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 : 46.5 42.9 68.0 66.7 38.1 33.5 53.9 48.5
Old : 46.5 42.9 68.0 66.7 38.1 33.5 53.9 48.5
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,763: 34,673 36,281 0 3,357 2,950 450 325 0 5,125 300 550: 15 0
Old : 43,763: 34,673 36,281 0 3,357 2,950 450 325 0 5,125 300 550: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 473: 885 0 0 650 -152 -50 225 0 25 0 -250: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 82.9 0.0 7.7 6.7 1.0 0.7 0.0 11.7 0.7 1.3: 0.0 0.0
Old : 100.0: 79.2 82.9 0.0 7.7 6.7 1.0 0.7 0.0 11.7 0.7 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 18 0 . . . . 0 6 . .:
Old : 36: 23 18 0 . . . . 0 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 59.0 77.2 84.8 45.8 45.0 53.3 57.4
Old : 61.7 59.0 77.2 84.8 45.8 45.0 53.3 57.4
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,727: 22,677 15,640 0 7,107 1,435 50 0 50 1,895 1,875 620: 0 0
Old : 26,727: 22,677 15,640 0 7,107 1,435 50 0 50 1,895 1,875 620: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,615: 1,395 120 0 1,000 155 0 0 0 -100 175 165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 58.5 0.0 26.6 5.4 0.2 0.0 0.2 7.1 7.0 2.3: 0.0 0.0
Old : 100.0: 84.8 58.5 0.0 26.6 5.4 0.2 0.0 0.2 7.1 7.0 2.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 16 0 . . . 0 . . . 4:
Old : 29: 17 16 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 : 67.6 61.8 86.1 83.3 59.2 49.3 68.5 66.5
Old : 67.6 61.8 86.1 83.3 59.2 49.3 68.5 66.5
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 175,835: 144,163 130,354 7,311 12,364 10,545 7,450 11,801 1,340 2,139 6,647 2,631: 256 153
Old : 175,835: 144,163 130,354 7,311 12,364 10,545 7,450 11,801 1,340 2,139 6,647 2,631: 256 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,553: 2,677 -123 -1,673 1,132 544 85 0 -20 -110 -30 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 74.1 4.2 7.0 6.0 4.2 6.7 0.8 1.2 3.8 1.5: 0.1 0.1
Old : 100.0: 82.0 74.1 4.2 7.0 6.0 4.2 6.7 0.8 1.2 3.8 1.5: 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 : 51: 32 31 . . 4 . . . . . .:
Old : 51: 32 31 . . 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 : 36.8 53.8 56.8 69.3 35.1 45.9 49.3 56.5
Old : 36.8 53.8 56.8 69.3 35.1 45.9 49.3 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,702: 36,623 38,687 18,069 9,387 3,076 886 9,527 575 3,275 1,375 75: 123 0
Old : 62,702: 36,623 38,687 18,069 9,387 3,076 886 9,527 575 3,275 1,375 75: 123 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 514: 645 164 -65 632 -259 8 -198 50 50 100 25: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 61.7 28.8 15.0 4.9 1.4 15.2 0.9 5.2 2.2 0.1: 0.2 0.0
Old : 100.0: 58.4 61.7 28.8 15.0 4.9 1.4 15.2 0.9 5.2 2.2 0.1: 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 : 37: 14 16 . . . . 4 . 8 . .:
Old : 37: 14 16 . . . . 4 . 8 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 67.4 89.8 89.6 75.5 58.8 81.4 79.1
Old : 77.2 67.4 89.8 89.6 75.5 58.8 81.4 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,277: 31,479 21,862 4,510 13,005 285 0 0 0 0 1,125 0: 3 0
Old : 36,277: 31,479 21,862 4,510 13,005 285 0 0 0 0 1,125 0: 3 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -200: 125 1,025 -375 -1,325 50 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 60.3 12.4 35.8 0.8 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0
Old : 100.0: 86.8 60.3 12.4 35.8 0.8 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . 0 0 0 0 . 0:
Old : 20: 10 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 : 87.5 91.5 98.6 97.5 85.4 86.3 92.2 91.2
Old : 87.5 91.5 98.6 97.5 85.4 86.3 92.2 91.2
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,984: 39,729 39,035 5,000 4,455 4,190 300 3,100 0 1,966 435 624: 175 145
Old : 51,984: 39,729 39,035 5,000 4,455 4,190 300 3,100 0 1,966 435 624: 175 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 440: -330 365 -100 -160 235 300 0 0 275 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 75.1 9.6 8.6 8.1 0.6 6.0 0.0 3.8 0.8 1.2: 0.3 0.3
Old : 100.0: 76.4 75.1 9.6 8.6 8.1 0.6 6.0 0.0 3.8 0.8 1.2: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 23 . . . . . 0 . . .:
Old : 39: 23 23 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 45.4 74.1 64.3 41.8 29.3 55.5 44.8
Old : 47.4 45.4 74.1 64.3 41.8 29.3 55.5 44.8
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,471: 48,854 53,365 5,873 8,090 8,563 9,165 2,535 1,035 945 1,357 520: 516 6
Old : 75,471: 48,854 53,365 5,873 8,090 8,563 9,165 2,535 1,035 945 1,357 520: 516 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 750: -955 283 320 100 -435 1,900 50 -200 -50 902 50: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 70.7 7.8 10.7 11.3 12.1 3.4 1.4 1.3 1.8 0.7: 0.7 0.0
Old : 100.0: 64.7 70.7 7.8 10.7 11.3 12.1 3.4 1.4 1.3 1.8 0.7: 0.7 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 : 47: 24 26 4 . 4 . 4 4 . . .:
Old : 47: 24 26 4 . 4 . 4 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 47.9 65.7 69.7 39.6 40.7 51.7 55.6
Old : 42.2 47.9 65.7 69.7 39.6 40.7 51.7 55.6
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,638: 50,479 50,399 16,070 17,290 1,750 0 40 275 2,195 766 719: 150 399
Old : 71,638: 50,479 50,399 16,070 17,290 1,750 0 40 275 2,195 766 719: 150 399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,339: 1,330 1,740 -45 -165 -215 0 -60 25 60 -230 225: -41 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 70.4 22.4 24.1 2.4 0.0 0.1 0.4 3.1 1.1 1.0: 0.2 0.6
Old : 100.0: 70.5 70.4 22.4 24.1 2.4 0.0 0.1 0.4 3.1 1.1 1.0: 0.2 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 : 38: 21 21 . . . 0 . . . . .:
Old : 38: 21 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 : 48.0 74.7 65.7 87.2 47.8 72.2 62.0 83.5
Old : 48.0 74.7 65.7 87.2 47.8 72.2 62.0 83.5
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,934: 73,798 63,339 22,795 36,269 3,070 860 0 0 2,355 115 860: 196 281
Old : 103,934: 73,798 63,339 22,795 36,269 3,070 860 0 0 2,355 115 860: 196 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 2,659: 2,390 2,925 170 -115 -135 60 0 0 89 -230 133: -48 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 60.9 21.9 34.9 3.0 0.8 0.0 0.0 2.3 0.1 0.8: 0.2 0.3
Old : 100.0: 71.0 60.9 21.9 34.9 3.0 0.8 0.0 0.0 2.3 0.1 0.8: 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 : 44: 23 24 . . . . 0 0 . . .:
Old : 44: 23 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 : 51.2 69.7 69.1 85.4 51.1 66.7 67.8 79.6
Old : 51.2 69.7 69.1 85.4 51.1 66.7 67.8 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,280: 19,160 25,185 5,770 0 3,725 300 0 0 270 0 5: 50 365
Old : 29,280: 19,160 25,185 5,770 0 3,725 300 0 0 270 0 5: 50 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -30: 245 50 -195 0 -80 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 86.0 19.7 0.0 12.7 1.0 0.0 0.0 0.9 0.0 0.0: 0.2 1.2
Old : 100.0: 65.4 86.0 19.7 0.0 12.7 1.0 0.0 0.0 0.9 0.0 0.0: 0.2 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 : 28: 20 14 4 0 . . 0 0 . 0 .:
Old : 28: 20 14 4 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 73.9 84.6 85.1 41.2 63.7 64.4 69.6
Old : 59.2 73.9 84.6 85.1 41.2 63.7 64.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,410: 28,395 27,395 365 1,375 4,215 0 300 0 300 30 90: 45 5
Old : 33,410: 28,395 27,395 365 1,375 4,215 0 300 0 300 30 90: 45 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,045: 1,610 790 -575 130 0 0 300 0 0 -190 10: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 82.0 1.1 4.1 12.6 0.0 0.9 0.0 0.9 0.1 0.3: 0.1 0.0
Old : 100.0: 85.0 82.0 1.1 4.1 12.6 0.0 0.9 0.0 0.9 0.1 0.3: 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 : 26: 19 15 . . . 0 . 0 . . .:
Old : 26: 19 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 64.6 76.2 91.4 36.1 50.9 44.0 53.9
Old : 55.2 64.6 76.2 91.4 36.1 50.9 44.0 53.9
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,732: 7,680 9,832 200 700 200 500 0 0 2,152 0 0: 0 0
Old : 10,732: 7,680 9,832 200 700 200 500 0 0 2,152 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1: 0 1 0 0 0 0 0 0 1 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 91.6 1.9 6.5 1.9 4.7 0.0 0.0 20.1 0.0 0.0: 0.0 0.0
Old : 100.0: 71.6 91.6 1.9 6.5 1.9 4.7 0.0 0.0 20.1 0.0 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 : 23: 13 8 . . . . 0 0 5 0 0:
Old : 23: 13 8 . . . . 0 0 5 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 81.0 72.8 98.1 50.0 74.5 70.5 84.3
Old : 52.3 81.0 72.8 98.1 50.0 74.5 70.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,067: 23,172 26,130 400 6,227 2,489 4,485 0 1,332 4,853 691 3,760: 576 438
Old : 41,067: 23,172 26,130 400 6,227 2,489 4,485 0 1,332 4,853 691 3,760: 576 438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,127: 1,759 -88 300 936 -328 -211 0 301 -1,039 -23 327: 18 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 63.6 1.0 15.2 6.1 10.9 0.0 3.2 11.8 1.7 9.2: 1.4 1.1
Old : 100.0: 56.4 63.6 1.0 15.2 6.1 10.9 0.0 3.2 11.8 1.7 9.2: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 19 24 . . . 4 0 . 5 4 6:
Old : 44: 19 24 . . . 4 0 . 5 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 44.0 62.7 61.0 41.3 32.0 50.6 43.8
Old : 43.9 44.0 62.7 61.0 41.3 32.0 50.6 43.8
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,226: 26,230 34,486 8,596 0 3,040 300 500 0 45 100 5: 10 95
Old : 38,226: 26,230 34,486 8,596 0 3,040 300 500 0 45 100 5: 10 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 428: 298 428 130 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 90.2 22.5 0.0 8.0 0.8 1.3 0.0 0.1 0.3 0.0: 0.0 0.2
Old : 100.0: 68.6 90.2 22.5 0.0 8.0 0.8 1.3 0.0 0.1 0.3 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 19 4 0 . . . 0 . . .:
Old : 33: 21 19 4 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 67.2 79.1 83.2 40.6 58.7 63.8 67.4
Old : 54.2 67.2 79.1 83.2 40.6 58.7 63.8 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,832: 43,942 32,637 990 11,590 620 2,375 3,210 0 310 870 895: 700 10
Old : 49,832: 43,942 32,637 990 11,590 620 2,375 3,210 0 310 870 895: 700 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,669: 1,554 1,329 0 330 0 100 0 0 25 60 -10: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 65.5 2.0 23.3 1.2 4.8 6.4 0.0 0.6 1.7 1.8: 1.4 0.0
Old : 100.0: 88.2 65.5 2.0 23.3 1.2 4.8 6.4 0.0 0.6 1.7 1.8: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 17 . . . . . 0 . . .:
Old : 40: 21 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 : 50.7 54.9 70.8 81.6 50.2 53.1 69.0 74.8
Old : 50.7 54.9 70.8 81.6 50.2 53.1 69.0 74.8
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,241: 36,780 38,984 7,469 7,615 175 700 0 0 1,625 0 187: 305 280
Old : 47,241: 36,780 38,984 7,469 7,615 175 700 0 0 1,625 0 187: 305 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 2,315: 2,615 1,690 -300 600 0 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 82.5 15.8 16.1 0.4 1.5 0.0 0.0 3.4 0.0 0.4: 0.6 0.6
Old : 100.0: 77.9 82.5 15.8 16.1 0.4 1.5 0.0 0.0 3.4 0.0 0.4: 0.6 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 : 29: 19 15 . . . . 0 0 . 0 .:
Old : 29: 19 15 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 89.5 73.7 95.2 56.6 87.1 71.2 87.3
Old : 57.1 89.5 73.7 95.2 56.6 87.1 71.2 87.3
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,590: 40,872 39,805 7,598 9,075 745 0 0 0 2,120 1,500 175: 80 290
Old : 51,590: 40,872 39,805 7,598 9,075 745 0 0 0 2,120 1,500 175: 80 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 2,255: 2,525 1,665 -300 600 0 0 0 0 30 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 77.2 14.7 17.6 1.4 0.0 0.0 0.0 4.1 2.9 0.3: 0.2 0.6
Old : 100.0: 79.2 77.2 14.7 17.6 1.4 0.0 0.0 0.0 4.1 2.9 0.3: 0.2 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 : 30: 20 14 . . . 0 0 0 . . .:
Old : 30: 20 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 87.8 74.5 96.8 57.8 85.8 73.6 94.0
Old : 58.4 87.8 74.5 96.8 57.8 85.8 73.6 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,037: 68,371 72,206 9,495 3,927 2,229 0 350 0 119 1,423 735: 88 167
Old : 81,037: 68,371 72,206 9,495 3,927 2,229 0 350 0 119 1,423 735: 88 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 3,077: 2,727 2,777 -25 0 10 0 0 0 119 -45 335: -89 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 89.1 11.7 4.8 2.8 0.0 0.4 0.0 0.1 1.8 0.9: 0.1 0.2
Old : 100.0: 84.4 89.1 11.7 4.8 2.8 0.0 0.4 0.0 0.1 1.8 0.9: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 20 . . 4 0 . 0 . . .:
Old : 34: 23 20 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 58.1 74.2 78.6 53.1 52.2 70.7 69.7
Old : 53.3 58.1 74.2 78.6 53.1 52.2 70.7 69.7
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,515: 100,375 98,874 11,708 5,339 2,173 329 1,226 226 1,518 8,395 1,980: 206 302
Old : 118,515: 100,375 98,874 11,708 5,339 2,173 329 1,226 226 1,518 8,395 1,980: 206 302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 4,825: 3,829 4,814 -74 235 105 10 30 0 118 -1,299 935: -98 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 83.4 9.9 4.5 1.8 0.3 1.0 0.2 1.3 7.1 1.7: 0.2 0.3
Old : 100.0: 84.7 83.4 9.9 4.5 1.8 0.3 1.0 0.2 1.3 7.1 1.7: 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 : 48: 23 22 . . . . . . 6 . .:
Old : 48: 23 22 . . . . . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 46.0 76.3 67.1 48.3 43.8 67.4 59.4
Old : 53.2 46.0 76.3 67.1 48.3 43.8 67.4 59.4
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,255: 43,618 43,800 2,917 2,460 2,145 50 0 150 300 625 75: 0 0
Old : 49,255: 43,618 43,800 2,917 2,460 2,145 50 0 150 300 625 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 380: 330 1,400 975 -245 -825 -100 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 88.9 5.9 5.0 4.4 0.1 0.0 0.3 0.6 1.3 0.2: 0.0 0.0
Old : 100.0: 88.6 88.9 5.9 5.0 4.4 0.1 0.0 0.3 0.6 1.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . . . . 0 . . . .:
Old : 27: 12 12 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.8 85.8 97.3 96.5 87.9 83.3 92.6 92.5
Old : 89.8 85.8 97.3 96.5 87.9 83.3 92.6 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,113: 33,171 29,648 640 5,128 2,852 950 1,775 250 1,182 0 425: 643 35
Old : 40,113: 33,171 29,648 640 5,128 2,852 950 1,775 250 1,182 0 425: 643 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -442: -142 -442 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 73.9 1.6 12.8 7.1 2.4 4.4 0.6 2.9 0.0 1.1: 1.6 0.1
Old : 100.0: 82.7 73.9 1.6 12.8 7.1 2.4 4.4 0.6 2.9 0.0 1.1: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 20 . . . . . . . 0 .:
Old : 29: 19 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 : 53.8 58.3 72.1 79.8 35.3 41.8 45.2 50.4
Old : 53.8 58.3 72.1 79.8 35.3 41.8 45.2 50.4
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,598: 23,715 33,888 6,045 3,350 3,940 7,023 1,300 670 2,790 1,200 250: 165 0
Old : 44,598: 23,715 33,888 6,045 3,350 3,940 7,023 1,300 670 2,790 1,200 250: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 119: 944 -191 -1,320 -125 425 -40 0 10 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 76.0 13.6 7.5 8.8 15.7 2.9 1.5 6.3 2.7 0.6: 0.4 0.0
Old : 100.0: 53.2 76.0 13.6 7.5 8.8 15.7 2.9 1.5 6.3 2.7 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 19 . . . 5 . . 4 . .:
Old : 36: 21 19 . . . 5 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 51.8 64.8 74.0 35.3 41.9 52.6 60.1
Old : 44.2 51.8 64.8 74.0 35.3 41.9 52.6 60.1
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 42,357: 22,254 38,906 19,777 0 210 0 1,449 0 0 1,318 2: 114 472
Old : 42,357: 22,254 38,906 19,777 0 210 0 1,449 0 0 1,318 2: 114 472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 844: 165 845 679 0 0 0 -1 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 91.9 46.7 0.0 0.5 0.0 3.4 0.0 0.0 3.1 0.0: 0.3 1.1
Old : 100.0: 52.5 91.9 46.7 0.0 0.5 0.0 3.4 0.0 0.0 3.1 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 13 4 0 . 0 . 0 0 . .:
Old : 24: 12 13 4 0 . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 82.1 87.3 92.4 65.3 75.5 82.4 83.3
Old : 65.5 82.1 87.3 92.4 65.3 75.5 82.4 83.3
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 34,238: 16,685 31,243 16,818 70 670 0 1,750 0 0 0 0: 65 505
Old : 34,238: 16,685 31,243 16,818 70 670 0 1,750 0 0 0 0: 65 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 300: 0 300 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 91.3 49.1 0.2 2.0 0.0 5.1 0.0 0.0 0.0 0.0: 0.2 1.5
Old : 100.0: 48.7 91.3 49.1 0.2 2.0 0.0 5.1 0.0 0.0 0.0 0.0: 0.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 . 0 0 0 0:
Old : 20: 12 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 86.0 90.0 94.8 67.5 83.1 85.9 89.9
Old : 69.4 86.0 90.0 94.8 67.5 83.1 85.9 89.9
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,470: 26,315 29,348 2,678 0 969 554 1,865 200 1,114 0 70: 570 18
Old : 32,470: 26,315 29,348 2,678 0 969 554 1,865 200 1,114 0 70: 570 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 224: 200 115 25 0 0 2 100 0 0 0 0: -3 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 90.4 8.2 0.0 3.0 1.7 5.7 0.6 3.4 0.0 0.2: 1.8 0.1
Old : 100.0: 81.0 90.4 8.2 0.0 3.0 1.7 5.7 0.6 3.4 0.0 0.2: 1.8 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: 18 16 5 0 4 . . . 4 0 .:
Old : 35: 18 16 5 0 4 . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 62.1 71.2 82.8 43.9 54.4 58.2 71.8
Old : 55.6 62.1 71.2 82.8 43.9 54.4 58.2 71.8
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,405: 18,842 21,402 1,732 100 458 10 0 310 540 10 50: 463 75
Old : 22,405: 18,842 21,402 1,732 100 458 10 0 310 540 10 50: 463 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 429: 445 445 -50 -50 34 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 95.5 7.7 0.4 2.0 0.0 0.0 1.4 2.4 0.0 0.2: 2.1 0.3
Old : 100.0: 84.1 95.5 7.7 0.4 2.0 0.0 0.0 1.4 2.4 0.0 0.2: 2.1 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 : 26: 14 16 . . . . 0 . . . .:
Old : 26: 14 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 : 64.8 70.9 82.5 87.6 61.1 70.3 77.2 83.9
Old : 64.8 70.9 82.5 87.6 61.1 70.3 77.2 83.9
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,601: 44,162 32,328 3,689 8,676 592 869 7,982 0 798 569 321: 170 133
Old : 50,601: 44,162 32,328 3,689 8,676 592 869 7,982 0 798 569 321: 170 133
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,300: 1,035 1,404 276 -120 -101 -21 132 -5 -60 -176 171: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 63.9 7.3 17.1 1.2 1.7 15.8 0.0 1.6 1.1 0.6: 0.3 0.3
Old : 100.0: 87.3 63.9 7.3 17.1 1.2 1.7 15.8 0.0 1.6 1.1 0.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 20 . . . . . 0 . . .:
Old : 36: 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 : 60.8 55.9 78.9 76.9 58.8 54.5 72.5 73.2
Old : 60.8 55.9 78.9 76.9 58.8 54.5 72.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,248: 35,872 26,065 3,194 9,975 548 0 3,355 10 0 195 65: 559 35
Old : 40,248: 35,872 26,065 3,194 9,975 548 0 3,355 10 0 195 65: 559 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 290: 350 170 -60 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 64.8 7.9 24.8 1.4 0.0 8.3 0.0 0.0 0.5 0.2: 1.4 0.1
Old : 100.0: 89.1 64.8 7.9 24.8 1.4 0.0 8.3 0.0 0.0 0.5 0.2: 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 : 26: 19 16 . . . 0 . . 0 . .:
Old : 26: 19 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 64.7 80.2 87.8 59.4 63.9 75.6 83.8
Old : 63.4 64.7 80.2 87.8 59.4 63.9 75.6 83.8
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,359: 10,405 16,582 6,700 0 2,925 0 734 100 25 0 0: 204 18
Old : 20,359: 10,405 16,582 6,700 0 2,925 0 734 100 25 0 0: 204 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -72: 125 225 -300 0 0 0 -397 100 0 0 0: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 81.4 32.9 0.0 14.4 0.0 3.6 0.5 0.1 0.0 0.0: 1.0 0.1
Old : 100.0: 51.1 81.4 32.9 0.0 14.4 0.0 3.6 0.5 0.1 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 13 . 0 . 0 . . . 0 0:
Old : 23: 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 : 78.5 76.9 94.8 93.3 64.1 70.0 78.6 79.5
Old : 78.5 76.9 94.8 93.3 64.1 70.0 78.6 79.5
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,715: 8,545 15,715 6,635 0 1,050 45 950 0 1,280 0 0: 160 0
Old : 17,715: 8,545 15,715 6,635 0 1,050 45 950 0 1,280 0 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 3,035: 95 2,870 2,270 0 115 -45 50 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 88.7 37.5 0.0 5.9 0.3 5.4 0.0 7.2 0.0 0.0: 0.9 0.0
Old : 100.0: 48.2 88.7 37.5 0.0 5.9 0.3 5.4 0.0 7.2 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 8 . 0 . . . 0 4 0 0:
Old : 25: 12 8 . 0 . . . 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 84.0 88.0 98.3 59.3 84.0 77.1 88.5
Old : 66.9 84.0 88.0 98.3 59.3 84.0 77.1 88.5
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,035: 8,875 15,615 7,055 0 770 95 1,650 0 950 0 0: 290 0
Old : 18,035: 8,875 15,615 7,055 0 770 95 1,650 0 950 0 0: 290 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 3,005: 95 2,870 2,270 0 85 -45 50 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 86.6 39.1 0.0 4.3 0.5 9.1 0.0 5.3 0.0 0.0: 1.6 0.0
Old : 100.0: 49.2 86.6 39.1 0.0 4.3 0.5 9.1 0.0 5.3 0.0 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 8 . 0 . . . 0 . 0 0:
Old : 25: 13 8 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 85.8 88.0 98.3 62.2 85.7 78.8 90.2
Old : 66.5 85.8 88.0 98.3 62.2 85.7 78.8 90.2
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,455: 15,360 15,440 4,165 4,755 1,200 0 0 0 170 0 0: 560 60
Old : 21,455: 15,360 15,440 4,165 4,755 1,200 0 0 0 170 0 0: 560 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 72.0 19.4 22.2 5.6 0.0 0.0 0.0 0.8 0.0 0.0: 2.6 0.3
Old : 100.0: 71.6 72.0 19.4 22.2 5.6 0.0 0.0 0.0 0.8 0.0 0.0: 2.6 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 : 22: 9 12 . . . 0 0 0 . 0 0:
Old : 22: 9 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 : 72.0 73.3 91.7 91.0 69.8 73.3 84.1 86.9
Old : 72.0 73.3 91.7 91.0 69.8 73.3 84.1 86.9
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,150: 7,728 16,885 11,755 3,725 1,215 725 0 200 50 25 100: 377 0
Old : 22,150: 7,728 16,885 11,755 3,725 1,215 725 0 200 50 25 100: 377 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 0: 25 0 0 0 0 -25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 76.2 53.1 16.8 5.5 3.3 0.0 0.9 0.2 0.1 0.5: 1.7 0.0
Old : 100.0: 34.9 76.2 53.1 16.8 5.5 3.3 0.0 0.9 0.2 0.1 0.5: 1.7 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: 11 9 . . . . 0 . . . .:
Old : 27: 11 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 67.7 90.8 92.5 70.9 62.6 80.2 83.4
Old : 75.5 67.7 90.8 92.5 70.9 62.6 80.2 83.4
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,495: 6,614 13,430 8,420 2,825 2,115 925 0 0 50 25 100: 271 0
Old : 18,495: 6,614 13,430 8,420 2,825 2,115 925 0 0 50 25 100: 271 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 0: 25 0 0 0 0 -25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 72.6 45.5 15.3 11.4 5.0 0.0 0.0 0.3 0.1 0.5: 1.5 0.0
Old : 100.0: 35.8 72.6 45.5 15.3 11.4 5.0 0.0 0.0 0.3 0.1 0.5: 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 : 25: 11 7 . . . . 0 0 . . .:
Old : 25: 11 7 . . . . 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 : 75.5 71.8 88.9 97.9 61.8 60.7 71.2 77.6
Old : 75.5 71.8 88.9 97.9 61.8 60.7 71.2 77.6
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,885: 6,600 4,255 1,380 620 1,095 0 3,750 0 600 100 0: 210 65
Old : 9,885: 6,600 4,255 1,380 620 1,095 0 3,750 0 600 100 0: 210 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 645: 430 550 230 0 45 -660 50 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 43.0 14.0 6.3 11.1 0.0 37.9 0.0 6.1 1.0 0.0: 2.1 0.7
Old : 100.0: 66.8 43.0 14.0 6.3 11.1 0.0 37.9 0.0 6.1 1.0 0.0: 2.1 0.7
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 : 23: 13 12 . . . 0 . 0 . . 0:
Old : 23: 13 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 : 57.4 65.9 82.0 88.9 45.5 59.3 62.4 70.1
Old : 57.4 65.9 82.0 88.9 45.5 59.3 62.4 70.1
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,725: 4,830 4,315 650 970 525 0 650 0 600 200 0: 120 65
Old : 6,725: 4,830 4,315 650 970 525 0 650 0 600 200 0: 120 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 660: -280 500 230 0 110 0 50 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 64.2 9.7 14.4 7.8 0.0 9.7 0.0 8.9 3.0 0.0: 1.8 1.0
Old : 100.0: 71.8 64.2 9.7 14.4 7.8 0.0 9.7 0.0 8.9 3.0 0.0: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 12 . . . 0 . 0 . . 0:
Old : 23: 13 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 : 49.4 54.6 81.0 84.6 39.6 52.0 64.0 72.3
Old : 49.4 54.6 81.0 84.6 39.6 52.0 64.0 72.3
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,253: 23,918 29,442 9,450 0 2,095 1,025 0 0 225 5,655 0: 540 61
Old : 37,253: 23,918 29,442 9,450 0 2,095 1,025 0 0 225 5,655 0: 540 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,525: 75 1,175 1,850 0 -400 0 0 0 0 750 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 79.0 25.4 0.0 5.6 2.8 0.0 0.0 0.6 15.2 0.0: 1.4 0.2
Old : 100.0: 64.2 79.0 25.4 0.0 5.6 2.8 0.0 0.0 0.6 15.2 0.0: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 13 . 0 . . 0 0 . . 0:
Old : 27: 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 : 57.9 87.7 79.8 98.1 52.1 86.5 73.9 92.1
Old : 57.9 87.7 79.8 98.1 52.1 86.5 73.9 92.1
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,747: 24,542 28,842 8,290 77 2,122 1,025 0 0 225 5,655 0: 543 51
Old : 36,747: 24,542 28,842 8,290 77 2,122 1,025 0 0 225 5,655 0: 543 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,599: 155 1,205 1,850 50 -406 0 0 0 0 750 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 78.5 22.6 0.2 5.8 2.8 0.0 0.0 0.6 15.4 0.0: 1.5 0.1
Old : 100.0: 66.8 78.5 22.6 0.2 5.8 2.8 0.0 0.0 0.6 15.4 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . . . 0 0 . . 0:
Old : 28: 15 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 : 57.0 88.9 78.5 97.6 51.3 87.7 72.4 91.9
Old : 57.0 88.9 78.5 97.6 51.3 87.7 72.4 91.9
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,532: 87,384 72,495 8,490 30,738 1,923 1,600 1,610 605 7,708 334 1,572: 250 255
Old : 109,532: 87,384 72,495 8,490 30,738 1,923 1,600 1,610 605 7,708 334 1,572: 250 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 6,160: 5,381 2,581 0 3,685 -156 100 0 0 835 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 66.2 7.8 28.1 1.8 1.5 1.5 0.6 7.0 0.3 1.4: 0.2 0.2
Old : 100.0: 79.8 66.2 7.8 28.1 1.8 1.5 1.5 0.6 7.0 0.3 1.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 24 . . 5 . . . 5 . 4:
Old : 50: 27 24 . . 5 . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 53.8 60.0 75.7 36.8 48.1 55.7 60.7
Old : 37.8 53.8 60.0 75.7 36.8 48.1 55.7 60.7
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,516: 103,181 84,208 9,695 39,507 1,577 5,250 2,455 240 8,205 406 1,113: 255 10
Old : 129,516: 103,181 84,208 9,695 39,507 1,577 5,250 2,455 240 8,205 406 1,113: 255 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 5,609: 4,746 2,491 45 3,890 -117 100 -655 0 835 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 65.0 7.5 30.5 1.2 4.1 1.9 0.2 6.3 0.3 0.9: 0.2 0.0
Old : 100.0: 79.7 65.0 7.5 30.5 1.2 4.1 1.9 0.2 6.3 0.3 0.9: 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 : 58: 32 29 . 4 4 . 5 . 5 . 4:
Old : 58: 32 29 . 4 4 . 5 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 55.8 57.2 77.8 35.1 51.8 55.4 65.0
Old : 36.0 55.8 57.2 77.8 35.1 51.8 55.4 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 268,820: 200,323 185,615 849 11,097 24,385 19,197 21,404 7,386 9,399 12,001 6,900: 381 32
Old : 268,820: 200,323 185,615 849 11,097 24,385 19,197 21,404 7,386 9,399 12,001 6,900: 381 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 10,276: 10,332 2,657 275 2,234 -717 -762 3,403 1,601 581 1,903 -330: -704 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 69.0 0.3 4.1 9.1 7.1 8.0 2.7 3.5 4.5 2.6: 0.1 0.0
Old : 100.0: 74.5 69.0 0.3 4.1 9.1 7.1 8.0 2.7 3.5 4.5 2.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 36 40 . 5 4 12 4 7 12 7 12:
Old : 87: 36 40 . 5 4 12 4 7 12 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 42.9 56.8 60.4 31.5 34.6 42.1 45.0
Old : 37.9 42.9 56.8 60.4 31.5 34.6 42.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,304: 23,021 30,598 5,217 0 2,221 660 200 175 1,723 100 0: 287 10
Old : 33,304: 23,021 30,598 5,217 0 2,221 660 200 175 1,723 100 0: 287 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -450: 50 -550 -600 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 91.9 15.7 0.0 6.7 2.0 0.6 0.5 5.2 0.3 0.0: 0.9 0.0
Old : 100.0: 69.1 91.9 15.7 0.0 6.7 2.0 0.6 0.5 5.2 0.3 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 11 . 0 . . . . . . 0:
Old : 26: 18 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 : 50.8 91.1 74.3 97.7 46.9 82.9 64.7 83.4
Old : 50.8 91.1 74.3 97.7 46.9 82.9 64.7 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,740: 21,720 28,942 5,817 0 1,638 0 230 820 1,358 0 100: 287 10
Old : 31,740: 21,720 28,942 5,817 0 1,638 0 230 820 1,358 0 100: 287 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -450: 50 -550 -600 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 91.2 18.3 0.0 5.2 0.0 0.7 2.6 4.3 0.0 0.3: 0.9 0.0
Old : 100.0: 68.4 91.2 18.3 0.0 5.2 0.0 0.7 2.6 4.3 0.0 0.3: 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 : 26: 17 10 . 0 . 0 . . . 0 .:
Old : 26: 17 10 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 88.6 75.3 97.5 47.3 82.6 67.8 83.0
Old : 52.4 88.6 75.3 97.5 47.3 82.6 67.8 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,537: 5,890 11,067 5,507 1,330 730 1,230 200 175 50 100 0: 1,955 1,935
Old : 15,537: 5,890 11,067 5,507 1,330 730 1,230 200 175 50 100 0: 1,955 1,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,325: 495 1,090 775 -120 -90 -300 0 175 0 0 0: 270 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 71.2 35.4 8.6 4.7 7.9 1.3 1.1 0.3 0.6 0.0: 12.6 12.5
Old : 100.0: 37.9 71.2 35.4 8.6 4.7 7.9 1.3 1.1 0.3 0.6 0.0: 12.6 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 . . . . . . . . 0:
Old : 21: 8 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 : 64.9 46.6 85.8 71.5 63.2 42.2 69.6 59.0
Old : 64.9 46.6 85.8 71.5 63.2 42.2 69.6 59.0
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,370: 4,760 10,390 5,430 260 580 1,200 150 175 225 100 0: 1,000 1,715
Old : 13,370: 4,760 10,390 5,430 260 580 1,200 150 175 225 100 0: 1,000 1,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 310: -160 15 300 -120 120 -300 0 175 175 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 77.7 40.6 1.9 4.3 9.0 1.1 1.3 1.7 0.7 0.0: 7.5 12.8
Old : 100.0: 35.6 77.7 40.6 1.9 4.3 9.0 1.1 1.3 1.7 0.7 0.0: 7.5 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . . . . . . . . 0:
Old : 20: 8 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 : 70.1 52.1 89.0 75.2 65.9 51.4 75.1 65.7
Old : 70.1 52.1 89.0 75.2 65.9 51.4 75.1 65.7
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,645: 14,105 28,806 14,405 7,880 320 13,460 0 175 0 5,230 0: 6,180 6,234
Old : 48,645: 14,105 28,806 14,405 7,880 320 13,460 0 175 0 5,230 0: 6,180 6,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 5,400: 450 2,910 0 2,700 0 5,160 0 0 0 0 0: -210 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 59.2 29.6 16.2 0.7 27.7 0.0 0.4 0.0 10.8 0.0: 12.7 12.8
Old : 100.0: 29.0 59.2 29.6 16.2 0.7 27.7 0.0 0.4 0.0 10.8 0.0: 12.7 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 18 . . . . 0 . 0 . 0:
Old : 28: 15 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 : 68.5 42.9 78.9 66.5 66.6 40.5 76.3 61.6
Old : 68.5 42.9 78.9 66.5 66.6 40.5 76.3 61.6
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,121: 11,986 26,345 13,265 7,020 495 13,440 0 175 0 5,230 0: 5,760 5,856
Old : 45,121: 11,986 26,345 13,265 7,020 495 13,440 0 175 0 5,230 0: 5,760 5,856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 4,235: -510 2,070 -600 2,100 0 5,165 0 0 0 0 0: 180 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 58.4 29.4 15.6 1.1 29.8 0.0 0.4 0.0 11.6 0.0: 12.8 13.0
Old : 100.0: 26.6 58.4 29.4 15.6 1.1 29.8 0.0 0.4 0.0 11.6 0.0: 12.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 18 . . . . 0 . 0 . 0:
Old : 27: 13 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 : 69.3 42.9 79.7 67.4 67.3 39.8 75.8 60.9
Old : 69.3 42.9 79.7 67.4 67.3 39.8 75.8 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,015: 15,760 6,150 300 750 2,775 150 9,820 0 330 50 270: 3,430 3,200
Old : 23,015: 15,760 6,150 300 750 2,775 150 9,820 0 330 50 270: 3,430 3,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 455: 95 645 0 -400 -100 0 -45 0 105 0 -45: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 26.7 1.3 3.3 12.1 0.7 42.7 0.0 1.4 0.2 1.2: 14.9 13.9
Old : 100.0: 68.5 26.7 1.3 3.3 12.1 0.7 42.7 0.0 1.4 0.2 1.2: 14.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . . . . . 0 . . .:
Old : 26: 13 9 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 68.4 66.3 82.1 42.6 63.9 58.2 70.1
Old : 45.3 68.4 66.3 82.1 42.6 63.9 58.2 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,505: 15,020 6,105 740 0 3,775 150 9,720 0 0 320 0: 2,820 2,585
Old : 22,505: 15,020 6,105 740 0 3,775 150 9,720 0 0 320 0: 2,820 2,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 215: 70 620 400 0 -600 0 -45 0 0 -105 0: 345 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 27.1 3.3 0.0 16.8 0.7 43.2 0.0 0.0 1.4 0.0: 12.5 11.5
Old : 100.0: 66.7 27.1 3.3 0.0 16.8 0.7 43.2 0.0 0.0 1.4 0.0: 12.5 11.5
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 : 25: 14 9 . 0 . . . 0 0 . 0:
Old : 25: 14 9 . 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 : 51.4 71.0 71.2 85.4 41.3 65.2 55.9 68.3
Old : 51.4 71.0 71.2 85.4 41.3 65.2 55.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,342: 10,402 18,812 1,415 2,890 545 10,125 0 0 0 0 0: 2,855 3,095
Old : 25,342: 10,402 18,812 1,415 2,890 545 10,125 0 0 0 0 0: 2,855 3,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,040: 600 600 -600 0 0 600 0 0 0 0 0: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 74.2 5.6 11.4 2.2 40.0 0.0 0.0 0.0 0.0 0.0: 11.3 12.2
Old : 100.0: 41.0 74.2 5.6 11.4 2.2 40.0 0.0 0.0 0.0 0.0 0.0: 11.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . . . 0 0 0 0 0:
Old : 20: 9 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 : 75.8 68.5 87.0 79.8 73.6 68.5 81.6 78.6
Old : 75.8 68.5 87.0 79.8 73.6 68.5 81.6 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,480: 15,005 33,390 16,240 0 1,375 3,300 25 150 0 1,490 0: 2,410 2,050
Old : 38,480: 15,005 33,390 16,240 0 1,375 3,300 25 150 0 1,490 0: 2,410 2,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 0: -325 -350 0 0 350 0 -25 0 0 50 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 86.8 42.2 0.0 3.6 8.6 0.1 0.4 0.0 3.9 0.0: 6.3 5.3
Old : 100.0: 39.0 86.8 42.2 0.0 3.6 8.6 0.1 0.4 0.0 3.9 0.0: 6.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 . 0 . . . . 0 . 0:
Old : 27: 13 10 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 82.4 78.7 91.5 61.9 81.4 76.1 89.1
Old : 63.3 82.4 78.7 91.5 61.9 81.4 76.1 89.1
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,710: 12,970 30,470 15,205 0 925 3,450 25 0 0 1,490 0: 2,160 1,800
Old : 34,710: 12,970 30,470 15,205 0 925 3,450 25 0 0 1,490 0: 2,160 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 0: -325 -350 0 0 350 0 -25 0 0 50 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 87.8 43.8 0.0 2.7 9.9 0.1 0.0 0.0 4.3 0.0: 6.2 5.2
Old : 100.0: 37.4 87.8 43.8 0.0 2.7 9.9 0.1 0.0 0.0 4.3 0.0: 6.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 . 0 . . . 0 0 . 0:
Old : 27: 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 : 64.1 82.4 79.9 92.1 62.6 82.1 77.5 91.2
Old : 64.1 82.4 79.9 92.1 62.6 82.1 77.5 91.2
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,310: 12,890 4,425 0 4,475 725 0 3,875 0 0 400 0: 1,695 1,410
Old : 15,310: 12,890 4,425 0 4,475 725 0 3,875 0 0 400 0: 1,695 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -580: -580 -520 0 600 0 0 -660 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 28.9 0.0 29.2 4.7 0.0 25.3 0.0 0.0 2.6 0.0: 11.1 9.2
Old : 100.0: 84.2 28.9 0.0 29.2 4.7 0.0 25.3 0.0 0.0 2.6 0.0: 11.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 8 0 . . 0 . 0 0 . 0:
Old : 21: 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 : 71.0 67.6 84.3 84.8 67.0 58.9 72.7 70.7
Old : 71.0 67.6 84.3 84.8 67.0 58.9 72.7 70.7
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,395: 21,790 11,580 0 12,925 300 1,295 275 200 1,190 0 330: 1,290 785
Old : 26,395: 21,790 11,580 0 12,925 300 1,295 275 200 1,190 0 330: 1,290 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 60: 0 50 0 -400 0 0 50 0 -300 0 260: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 43.9 0.0 49.0 1.1 4.9 1.0 0.8 4.5 0.0 1.3: 4.9 3.0
Old : 100.0: 82.6 43.9 0.0 49.0 1.1 4.9 1.0 0.8 4.5 0.0 1.3: 4.9 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 : 27: 14 12 0 . . . . . . 0 .:
Old : 27: 14 12 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 72.8 79.0 88.8 57.3 70.2 71.1 83.0
Old : 64.1 72.8 79.0 88.8 57.3 70.2 71.1 83.0
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,315: 19,465 8,750 0 13,835 300 1,295 175 200 1,210 0 310: 1,535 745
Old : 24,315: 19,465 8,750 0 13,835 300 1,295 175 200 1,210 0 310: 1,535 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -40: 0 0 0 -300 0 0 0 0 -300 0 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 36.0 0.0 56.9 1.2 5.3 0.7 0.8 5.0 0.0 1.3: 6.3 3.1
Old : 100.0: 80.1 36.0 0.0 56.9 1.2 5.3 0.7 0.8 5.0 0.0 1.3: 6.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 0 . . . . . . 0 .:
Old : 28: 15 12 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 75.5 77.8 90.0 58.2 74.3 73.1 85.3
Old : 61.6 75.5 77.8 90.0 58.2 74.3 73.1 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,230: 25,905 9,760 0 24,805 0 7,640 75 440 2,160 1,075 0: 1,085 1,075
Old : 37,230: 25,905 9,760 0 24,805 0 7,640 75 440 2,160 1,075 0: 1,085 1,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 145: 255 -45 0 450 0 100 -50 -75 0 0 0: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 26.2 0.0 66.6 0.0 20.5 0.2 1.2 5.8 2.9 0.0: 2.9 2.9
Old : 100.0: 69.6 26.2 0.0 66.6 0.0 20.5 0.2 1.2 5.8 2.9 0.0: 2.9 2.9
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 : 27: 15 9 0 . 0 . . . . . 0:
Old : 27: 15 9 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 83.3 82.6 93.8 61.0 81.8 80.5 89.1
Old : 62.0 83.3 82.6 93.8 61.0 81.8 80.5 89.1
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,015: 22,580 12,445 0 17,740 0 6,735 125 95 2,060 1,075 0: 1,545 1,535
Old : 33,015: 22,580 12,445 0 17,740 0 6,735 125 95 2,060 1,075 0: 1,545 1,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 160: 295 45 0 250 0 0 0 0 0 0 0: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 37.7 0.0 53.7 0.0 20.4 0.4 0.3 6.2 3.3 0.0: 4.7 4.6
Old : 100.0: 68.4 37.7 0.0 53.7 0.0 20.4 0.4 0.3 6.2 3.3 0.0: 4.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 9 0 . 0 . . . . . 0:
Old : 26: 14 9 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 78.1 80.5 91.5 57.9 76.3 79.0 86.3
Old : 58.5 78.1 80.5 91.5 57.9 76.3 79.0 86.3
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,175: 36,990 84,125 40,375 0 0 8,710 265 2,630 1,160 2,835 120: 7,190 7,200
Old : 97,175: 36,990 84,125 40,375 0 0 8,710 265 2,630 1,160 2,835 120: 7,190 7,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 530: 570 415 260 0 0 -685 -25 -25 245 0 30: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 86.6 41.5 0.0 0.0 9.0 0.3 2.7 1.2 2.9 0.1: 7.4 7.4
Old : 100.0: 38.1 86.6 41.5 0.0 0.0 9.0 0.3 2.7 1.2 2.9 0.1: 7.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 16 24 . 0 0 . . . . . .:
Old : 42: 16 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 : 64.7 56.2 80.8 71.3 62.1 56.2 77.0 69.1
Old : 64.7 56.2 80.8 71.3 62.1 56.2 77.0 69.1
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,890: 37,460 76,160 31,735 0 0 8,685 315 2,330 1,340 2,735 0: 8,340 8,350
Old : 89,890: 37,460 76,160 31,735 0 0 8,685 315 2,330 1,340 2,735 0: 8,340 8,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,225: 645 1,100 160 0 0 75 25 -25 245 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 84.7 35.3 0.0 0.0 9.7 0.4 2.6 1.5 3.0 0.0: 9.3 9.3
Old : 100.0: 41.7 84.7 35.3 0.0 0.0 9.7 0.4 2.6 1.5 3.0 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 14 23 . 0 0 . . . . . 0:
Old : 41: 14 23 . 0 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 51.0 79.2 67.1 58.4 50.3 75.5 66.4
Old : 60.5 51.0 79.2 67.1 58.4 50.3 75.5 66.4
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,165: 14,080 10,985 505 2,660 3,565 0 3,970 175 2,850 0 0: 1,990 1,810
Old : 23,165: 14,080 10,985 505 2,660 3,565 0 3,970 175 2,850 0 0: 1,990 1,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 325: -275 325 0 0 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 47.4 2.2 11.5 15.4 0.0 17.1 0.8 12.3 0.0 0.0: 8.6 7.8
Old : 100.0: 60.8 47.4 2.2 11.5 15.4 0.0 17.1 0.8 12.3 0.0 0.0: 8.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . 0 . . . 0 0:
Old : 28: 15 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 : 62.0 47.4 78.5 73.4 50.9 39.4 61.1 57.8
Old : 62.0 47.4 78.5 73.4 50.9 39.4 61.1 57.8
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,325: 9,770 8,920 0 3,960 3,790 0 175 0 3,225 0 0: 540 480
Old : 17,325: 9,770 8,920 0 3,960 3,790 0 175 0 3,225 0 0: 540 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 525: -75 525 0 0 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 51.5 0.0 22.9 21.9 0.0 1.0 0.0 18.6 0.0 0.0: 3.1 2.8
Old : 100.0: 56.4 51.5 0.0 22.9 21.9 0.0 1.0 0.0 18.6 0.0 0.0: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 12 0 . . 0 . 0 . 0 0:
Old : 20: 11 12 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 60.2 91.2 85.4 51.3 40.4 57.0 53.1
Old : 77.3 60.2 91.2 85.4 51.3 40.4 57.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,515: 7,870 12,095 0 1,545 2,075 8,020 0 0 0 2,250 0: 1,550 1,550
Old : 19,515: 7,870 12,095 0 1,545 2,075 8,020 0 0 0 2,250 0: 1,550 1,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,350: 1,100 -1,000 -260 1,240 210 0 0 0 0 600 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 62.0 0.0 7.9 10.6 41.1 0.0 0.0 0.0 11.5 0.0: 7.9 7.9
Old : 100.0: 40.3 62.0 0.0 7.9 10.6 41.1 0.0 0.0 0.0 11.5 0.0: 7.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 11 0 . . . 0 0 0 . 0:
Old : 20: 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 : 71.6 70.2 89.1 88.0 71.6 64.7 79.6 77.0
Old : 71.6 70.2 89.1 88.0 71.6 64.7 79.6 77.0
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,120: 35,365 31,720 0 2,785 5,870 200 460 1,120 0 600 100: 7,465 7,465
Old : 50,120: 35,365 31,720 0 2,785 5,870 200 460 1,120 0 600 100: 7,465 7,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 425: -250 400 0 -650 25 0 0 0 0 0 0: 650 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 63.3 0.0 5.6 11.7 0.4 0.9 2.2 0.0 1.2 0.2: 14.9 14.9
Old : 100.0: 70.6 63.3 0.0 5.6 11.7 0.4 0.9 2.2 0.0 1.2 0.2: 14.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 0 . . . . . 0 . .:
Old : 30: 18 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 39.6 75.5 58.3 51.2 26.1 53.2 37.9
Old : 61.3 39.6 75.5 58.3 51.2 26.1 53.2 37.9
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 - Futures Only, April 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,425: 20,240 19,820 0 2,135 4,130 2,115 0 0 0 400 100: 9,840 9,840
Old : 36,425: 20,240 19,820 0 2,135 4,130 2,115 0 0 0 400 100: 9,840 9,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 320: -1,180 -280 0 -900 250 0 0 0 0 0 0: 1,250 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 54.4 0.0 5.9 11.3 5.8 0.0 0.0 0.0 1.1 0.3: 27.0 27.0
Old : 100.0: 55.6 54.4 0.0 5.9 11.3 5.8 0.0 0.0 0.0 1.1 0.3: 27.0 27.0
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: 14 18 0 . . . 0 0 0 . .:
Old : 26: 14 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 : 49.5 36.5 64.8 52.6 45.3 24.1 46.7 36.2
Old : 49.5 36.5 64.8 52.6 45.3 24.1 46.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2018