COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 39,613: 12,895 21,420 6,854 577 318 740 7,461 1,804 12,327 3,099 3,506: 1,169 1,428
Old : 39,613: 12,895 21,420 6,854 577 318 740 7,461 1,804 12,327 3,099 3,506: 1,169 1,428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -2,505: -548 -1,485 -606 -66 -16 -85 -40 -220 -787 -437 -175: -68 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 54.1 17.3 1.5 0.8 1.9 18.8 4.6 31.1 7.8 8.9: 3.0 3.6
Old : 100.0: 32.6 54.1 17.3 1.5 0.8 1.9 18.8 4.6 31.1 7.8 8.9: 3.0 3.6
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 : 42: 14 10 4 . 4 . 6 . 7 7 8:
Old : 42: 14 10 4 . 4 . 6 . 7 7 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 : 35.8 63.9 59.4 79.0 35.1 50.5 52.7 59.8
Old : 35.8 63.9 59.4 79.0 35.1 50.5 52.7 59.8
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, May 01, 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 : 50,595: 31,852 36,374 2,376 4,582 5,286 8,229 0 236 1,573 3,523 104: 939 490
Old : 50,595: 31,852 36,374 2,376 4,582 5,286 8,229 0 236 1,573 3,523 104: 939 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 549: 330 902 -88 -438 0 45 0 43 198 21 21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 71.9 4.7 9.1 10.4 16.3 0.0 0.5 3.1 7.0 0.2: 1.9 1.0
Old : 100.0: 63.0 71.9 4.7 9.1 10.4 16.3 0.0 0.5 3.1 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 : 48: 25 23 . . . 5 0 . 6 . .:
Old : 48: 25 23 . . . 5 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 : 46.5 42.7 67.7 66.2 38.3 32.3 53.7 48.0
Old : 46.5 42.7 67.7 66.2 38.3 32.3 53.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 41,195: 33,145 34,358 0 2,752 2,935 375 575 75 4,450 300 200: 15 0
Old : 41,195: 33,145 34,358 0 2,752 2,935 375 575 75 4,450 300 200: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -2,568: -1,528 -1,923 0 -605 -15 -75 250 75 -675 0 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 83.4 0.0 6.7 7.1 0.9 1.4 0.2 10.8 0.7 0.5: 0.0 0.0
Old : 100.0: 80.5 83.4 0.0 6.7 7.1 0.9 1.4 0.2 10.8 0.7 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 19 0 . . . . . 6 . .:
Old : 37: 23 19 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 : 61.3 58.2 76.9 84.9 47.9 50.8 59.4 61.8
Old : 61.3 58.2 76.9 84.9 47.9 50.8 59.4 61.8
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, May 01, 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 : 23,547: 21,052 13,155 25 7,692 455 75 0 25 795 1,100 1,120: 0 0
Old : 23,547: 21,052 13,155 25 7,692 455 75 0 25 795 1,100 1,120: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -3,180: -1,625 -2,485 25 585 -980 25 0 -25 -1,100 -775 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 55.9 0.1 32.7 1.9 0.3 0.0 0.1 3.4 4.7 4.8: 0.0 0.0
Old : 100.0: 89.4 55.9 0.1 32.7 1.9 0.3 0.0 0.1 3.4 4.7 4.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 . . . . 0 . . . 4:
Old : 31: 17 15 . . . . 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 : 71.3 63.4 85.6 83.3 66.4 54.0 73.4 71.1
Old : 71.3 63.4 85.6 83.3 66.4 54.0 73.4 71.1
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, May 01, 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 : 181,144: 148,598 134,404 8,140 11,592 10,394 7,735 14,032 1,140 2,103 6,647 2,782: 252 153
Old : 181,144: 148,598 134,404 8,140 11,592 10,394 7,735 14,032 1,140 2,103 6,647 2,782: 252 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 5,309: 4,435 4,050 829 -772 -151 285 2,231 -200 -36 0 151: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 74.2 4.5 6.4 5.7 4.3 7.7 0.6 1.2 3.7 1.5: 0.1 0.1
Old : 100.0: 82.0 74.2 4.5 6.4 5.7 4.3 7.7 0.6 1.2 3.7 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 32 . . 4 . . . . . .:
Old : 51: 32 32 . . 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 : 36.6 52.0 56.9 67.4 34.5 45.1 49.5 55.0
Old : 36.6 52.0 56.9 67.4 34.5 45.1 49.5 55.0
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, May 01, 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 : 62,513: 36,421 37,853 18,534 9,987 2,706 976 9,837 778 2,948 1,325 27: 123 0
Old : 62,513: 36,421 37,853 18,534 9,987 2,706 976 9,837 778 2,948 1,325 27: 123 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -189: -202 -834 465 600 -370 90 310 203 -327 -50 -48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 60.6 29.6 16.0 4.3 1.6 15.7 1.2 4.7 2.1 0.0: 0.2 0.0
Old : 100.0: 58.3 60.6 29.6 16.0 4.3 1.6 15.7 1.2 4.7 2.1 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 15 15 . . . . . . 8 . .:
Old : 38: 15 15 . . . . . . 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 : 77.6 66.9 89.3 89.1 75.8 58.6 81.3 79.5
Old : 77.6 66.9 89.3 89.1 75.8 58.6 81.3 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 34,976: 30,128 21,861 4,660 11,680 185 0 0 0 0 1,250 0: 3 0
Old : 34,976: 30,128 21,861 4,660 11,680 185 0 0 0 0 1,250 0: 3 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -1,301: -1,351 -1 150 -1,325 -100 0 0 0 0 125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 62.5 13.3 33.4 0.5 0.0 0.0 0.0 0.0 3.6 0.0: 0.0 0.0
Old : 100.0: 86.1 62.5 13.3 33.4 0.5 0.0 0.0 0.0 0.0 3.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 87.2 91.1 98.4 97.7 85.3 85.6 92.0 91.1
Old : 87.2 91.1 98.4 97.7 85.3 85.6 92.0 91.1
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, May 01, 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 : 52,264: 38,064 38,350 4,875 5,530 4,135 2,400 3,050 0 1,991 435 624: 175 140
Old : 52,264: 38,064 38,350 4,875 5,530 4,135 2,400 3,050 0 1,991 435 624: 175 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 280: -1,665 -685 -125 1,075 -55 2,100 -50 0 25 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 73.4 9.3 10.6 7.9 4.6 5.8 0.0 3.8 0.8 1.2: 0.3 0.3
Old : 100.0: 72.8 73.4 9.3 10.6 7.9 4.6 5.8 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: 24 23 . . . . . 0 . . .:
Old : 39: 24 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 : 45.8 45.5 71.7 64.2 40.3 30.0 54.6 45.2
Old : 45.8 45.5 71.7 64.2 40.3 30.0 54.6 45.2
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, May 01, 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 : 76,658: 46,761 52,717 5,778 10,845 7,963 13,215 2,585 910 940 1,057 575: 516 6
Old : 76,658: 46,761 52,717 5,778 10,845 7,963 13,215 2,585 910 940 1,057 575: 516 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,187: -2,093 -648 -95 2,755 -600 4,050 50 -125 -5 -300 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 68.8 7.5 14.1 10.4 17.2 3.4 1.2 1.2 1.4 0.8: 0.7 0.0
Old : 100.0: 61.0 68.8 7.5 14.1 10.4 17.2 3.4 1.2 1.2 1.4 0.8: 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 27 . . 4 . 4 4 . . .:
Old : 47: 24 27 . . 4 . 4 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 47.5 66.9 69.3 42.0 40.3 54.8 54.9
Old : 43.4 47.5 66.9 69.3 42.0 40.3 54.8 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 71,737: 49,928 51,578 15,955 16,220 1,690 0 90 275 2,195 141 1,344: 350 399
Old : 71,737: 49,928 51,578 15,955 16,220 1,690 0 90 275 2,195 141 1,344: 350 399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 99: -551 1,179 -115 -1,070 -60 0 50 0 0 -625 625: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 71.9 22.2 22.6 2.4 0.0 0.1 0.4 3.1 0.2 1.9: 0.5 0.6
Old : 100.0: 69.6 71.9 22.2 22.6 2.4 0.0 0.1 0.4 3.1 0.2 1.9: 0.5 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 : 40: 21 21 . . . 0 . . . . .:
Old : 40: 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 : 45.0 72.4 62.9 85.8 44.8 70.0 58.9 81.9
Old : 45.0 72.4 62.9 85.8 44.8 70.0 58.9 81.9
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, May 01, 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 : 103,517: 73,416 64,072 22,080 35,199 2,990 860 0 0 2,845 50 925: 401 281
Old : 103,517: 73,416 64,072 22,080 35,199 2,990 860 0 0 2,845 50 925: 401 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: -417: -382 733 -715 -1,070 -80 0 0 0 490 -65 65: 205 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 61.9 21.3 34.0 2.9 0.8 0.0 0.0 2.7 0.0 0.9: 0.4 0.3
Old : 100.0: 70.9 61.9 21.3 34.0 2.9 0.8 0.0 0.0 2.7 0.0 0.9: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 24 . 4 . . 0 0 . . .:
Old : 45: 23 24 . 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 : 48.2 68.8 66.6 84.6 48.1 65.9 65.2 79.2
Old : 48.2 68.8 66.6 84.6 48.1 65.9 65.2 79.2
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, May 01, 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 : 30,570: 19,970 26,300 6,050 0 3,745 300 0 0 345 50 110: 50 365
Old : 30,570: 19,970 26,300 6,050 0 3,745 300 0 0 345 50 110: 50 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,290: 810 1,115 280 0 20 0 0 0 75 50 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 86.0 19.8 0.0 12.3 1.0 0.0 0.0 1.1 0.2 0.4: 0.2 1.2
Old : 100.0: 65.3 86.0 19.8 0.0 12.3 1.0 0.0 0.0 1.1 0.2 0.4: 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 : 29: 20 15 4 0 . . 0 0 . . .:
Old : 29: 20 15 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 71.3 83.7 84.0 42.2 62.0 64.2 69.3
Old : 59.4 71.3 83.7 84.0 42.2 62.0 64.2 69.3
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, May 01, 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 : 33,890: 28,510 27,875 615 1,375 4,215 0 300 0 385 0 120: 45 5
Old : 33,890: 28,510 27,875 615 1,375 4,215 0 300 0 385 0 120: 45 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 480: 115 480 250 0 0 0 0 0 85 -30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 82.3 1.8 4.1 12.4 0.0 0.9 0.0 1.1 0.0 0.4: 0.1 0.0
Old : 100.0: 84.1 82.3 1.8 4.1 12.4 0.0 0.9 0.0 1.1 0.0 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 15 . . . 0 . 0 . 0 .:
Old : 27: 20 15 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 64.8 77.0 91.2 36.3 51.9 44.9 54.9
Old : 56.3 64.8 77.0 91.2 36.3 51.9 44.9 54.9
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, May 01, 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 : 11,052: 7,980 10,152 200 700 200 500 0 0 2,172 0 0: 0 0
Old : 11,052: 7,980 10,152 200 700 200 500 0 0 2,172 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 320: 300 320 0 0 0 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 91.9 1.8 6.3 1.8 4.5 0.0 0.0 19.7 0.0 0.0: 0.0 0.0
Old : 100.0: 72.2 91.9 1.8 6.3 1.8 4.5 0.0 0.0 19.7 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: 14 8 . . . . 0 0 5 0 0:
Old : 23: 14 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 : 50.8 82.3 70.7 98.2 48.6 75.9 68.5 82.3
Old : 50.8 82.3 70.7 98.2 48.6 75.9 68.5 82.3
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, May 01, 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 : 41,321: 23,020 26,420 500 5,652 2,581 4,736 14 1,454 4,361 685 4,057: 612 458
Old : 41,321: 23,020 26,420 500 5,652 2,581 4,736 14 1,454 4,361 685 4,057: 612 458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 254: -152 290 100 -575 92 251 14 122 -492 -6 297: 36 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 63.9 1.2 13.7 6.2 11.5 0.0 3.5 10.6 1.7 9.8: 1.5 1.1
Old : 100.0: 55.7 63.9 1.2 13.7 6.2 11.5 0.0 3.5 10.6 1.7 9.8: 1.5 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 23 . . . . . . 7 . 8:
Old : 44: 19 23 . . . . . . 7 . 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 : 43.9 43.7 62.7 59.0 41.0 34.6 50.4 45.5
Old : 43.9 43.7 62.7 59.0 41.0 34.6 50.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 9,130: 8,505 8,200 150 555 0 50 0 0 0 375 0: 425 0
Old : 9,130: 8,505 8,200 150 555 0 50 0 0 0 375 0: 425 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 89.8 1.6 6.1 0.0 0.5 0.0 0.0 0.0 4.1 0.0: 4.7 0.0
Old : 100.0: 93.2 89.8 1.6 6.1 0.0 0.5 0.0 0.0 0.0 4.1 0.0: 4.7 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 : 20: 8 10 . . 0 . 0 0 0 . 0:
Old : 20: 8 10 . . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.0 71.1 94.2 93.4 67.3 64.2 72.8 75.5
Old : 88.0 71.1 94.2 93.4 67.3 64.2 72.8 75.5
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, May 01, 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 : 39,486: 26,875 36,066 9,361 0 2,720 300 500 0 225 100 5: 0 95
Old : 39,486: 26,875 36,066 9,361 0 2,720 300 500 0 225 100 5: 0 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,260: 645 1,580 765 0 -320 0 0 0 180 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 91.3 23.7 0.0 6.9 0.8 1.3 0.0 0.6 0.3 0.0: 0.0 0.2
Old : 100.0: 68.1 91.3 23.7 0.0 6.9 0.8 1.3 0.0 0.6 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 : 35: 21 21 4 0 . . . 0 . . .:
Old : 35: 21 21 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 : 54.4 65.0 78.9 81.7 40.8 58.7 64.1 68.8
Old : 54.4 65.0 78.9 81.7 40.8 58.7 64.1 68.8
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, May 01, 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 : 50,794: 44,704 33,219 990 11,620 870 2,375 3,210 0 310 1,020 845: 700 10
Old : 50,794: 44,704 33,219 990 11,620 870 2,375 3,210 0 310 1,020 845: 700 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 962: 762 582 0 30 250 0 0 0 0 150 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 65.4 1.9 22.9 1.7 4.7 6.3 0.0 0.6 2.0 1.7: 1.4 0.0
Old : 100.0: 88.0 65.4 1.9 22.9 1.7 4.7 6.3 0.0 0.6 2.0 1.7: 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 : 39: 20 17 . . . . . 0 . . .:
Old : 39: 20 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 : 51.0 54.6 70.7 80.7 50.7 52.4 69.1 73.7
Old : 51.0 54.6 70.7 80.7 50.7 52.4 69.1 73.7
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, May 01, 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 : 49,896: 39,520 39,439 7,469 9,035 175 700 0 0 1,065 300 662: 305 285
Old : 49,896: 39,520 39,439 7,469 9,035 175 700 0 0 1,065 300 662: 305 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 2,655: 2,740 455 0 1,420 0 0 0 0 -560 300 475: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 79.0 15.0 18.1 0.4 1.4 0.0 0.0 2.1 0.6 1.3: 0.6 0.6
Old : 100.0: 79.2 79.0 15.0 18.1 0.4 1.4 0.0 0.0 2.1 0.6 1.3: 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 : 30: 19 15 . . . . 0 0 . . .:
Old : 30: 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 : 58.2 88.2 73.9 94.5 57.8 86.2 71.7 87.9
Old : 58.2 88.2 73.9 94.5 57.8 86.2 71.7 87.9
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, May 01, 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 : 54,705: 44,042 40,655 7,598 10,495 765 0 0 0 1,560 1,800 650: 90 340
Old : 54,705: 44,042 40,655 7,598 10,495 765 0 0 0 1,560 1,800 650: 90 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 3,115: 3,170 850 0 1,420 20 0 0 0 -560 300 475: 10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 74.3 13.9 19.2 1.4 0.0 0.0 0.0 2.9 3.3 1.2: 0.2 0.6
Old : 100.0: 80.5 74.3 13.9 19.2 1.4 0.0 0.0 0.0 2.9 3.3 1.2: 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 : 60.3 86.2 76.0 95.4 59.7 84.3 75.3 92.7
Old : 60.3 86.2 76.0 95.4 59.7 84.3 75.3 92.7
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, May 01, 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 : 82,931: 70,555 73,730 9,500 4,497 2,009 0 350 0 139 1,538 640: 88 167
Old : 82,931: 70,555 73,730 9,500 4,497 2,009 0 350 0 139 1,538 640: 88 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,894: 2,184 1,524 5 570 -220 0 0 0 20 115 -95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 88.9 11.5 5.4 2.4 0.0 0.4 0.0 0.2 1.9 0.8: 0.1 0.2
Old : 100.0: 85.1 88.9 11.5 5.4 2.4 0.0 0.4 0.0 0.2 1.9 0.8: 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: 22 21 . . 4 0 . 0 . . .:
Old : 34: 22 21 . . 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 : 54.1 58.0 74.8 78.4 53.8 52.1 71.3 70.1
Old : 54.1 58.0 74.8 78.4 53.8 52.1 71.3 70.1
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, May 01, 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 : 122,615: 104,892 102,549 11,413 5,609 2,343 170 1,332 310 1,548 8,512 1,718: 221 242
Old : 122,615: 104,892 102,549 11,413 5,609 2,343 170 1,332 310 1,548 8,512 1,718: 221 242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 4,100: 4,517 3,675 -295 270 170 -159 106 84 30 117 -262: 15 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 83.6 9.3 4.6 1.9 0.1 1.1 0.3 1.3 6.9 1.4: 0.2 0.2
Old : 100.0: 85.5 83.6 9.3 4.6 1.9 0.1 1.1 0.3 1.3 6.9 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 : 48: 23 22 . . . . 4 4 6 . .:
Old : 48: 23 22 . . . . 4 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 : 55.1 44.9 77.5 66.8 51.6 43.9 68.2 60.1
Old : 55.1 44.9 77.5 66.8 51.6 43.9 68.2 60.1
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, May 01, 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 : 51,810: 45,998 45,630 2,317 2,560 2,995 50 0 150 225 400 75: 0 0
Old : 51,810: 45,998 45,630 2,317 2,560 2,995 50 0 150 225 400 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 2,555: 2,380 1,830 -600 100 850 0 0 0 -75 -225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 88.1 4.5 4.9 5.8 0.1 0.0 0.3 0.4 0.8 0.1: 0.0 0.0
Old : 100.0: 88.8 88.1 4.5 4.9 5.8 0.1 0.0 0.3 0.4 0.8 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 11 14 . . . . 0 . . . .:
Old : 29: 11 14 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.0 84.9 97.7 96.6 87.7 82.4 91.8 90.9
Old : 91.0 84.9 97.7 96.6 87.7 82.4 91.8 90.9
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, May 01, 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 : 41,025: 32,753 29,995 450 4,698 3,897 950 1,775 250 1,707 0 375: 643 35
Old : 41,025: 32,753 29,995 450 4,698 3,897 950 1,775 250 1,707 0 375: 643 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 912: -418 347 -190 -430 1,045 0 0 0 525 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 73.1 1.1 11.5 9.5 2.3 4.3 0.6 4.2 0.0 0.9: 1.6 0.1
Old : 100.0: 79.8 73.1 1.1 11.5 9.5 2.3 4.3 0.6 4.2 0.0 0.9: 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 : 52.0 55.9 72.1 79.3 32.2 40.1 45.0 50.5
Old : 52.0 55.9 72.1 79.3 32.2 40.1 45.0 50.5
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, May 01, 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 : 46,210: 26,117 35,500 5,120 3,300 3,990 7,143 1,300 670 2,755 1,200 250: 165 0
Old : 46,210: 26,117 35,500 5,120 3,300 3,990 7,143 1,300 670 2,755 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 24, 2018 :
: 1,612: 2,402 1,612 -925 -50 50 120 0 0 -35 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 76.8 11.1 7.1 8.6 15.5 2.8 1.4 6.0 2.6 0.5: 0.4 0.0
Old : 100.0: 56.5 76.8 11.1 7.1 8.6 15.5 2.8 1.4 6.0 2.6 0.5: 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 : 45.1 51.0 65.1 75.4 36.3 40.2 53.7 61.4
Old : 45.1 51.0 65.1 75.4 36.3 40.2 53.7 61.4
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, May 01, 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 : 42,513: 22,359 39,021 19,777 0 210 0 1,445 50 0 1,317 3: 114 467
Old : 42,513: 22,359 39,021 19,777 0 210 0 1,445 50 0 1,317 3: 114 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 156: 105 115 0 0 0 0 -4 50 0 -1 1: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 91.8 46.5 0.0 0.5 0.0 3.4 0.1 0.0 3.1 0.0: 0.3 1.1
Old : 100.0: 52.6 91.8 46.5 0.0 0.5 0.0 3.4 0.1 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 : 25: 12 13 4 0 . 0 . . 0 . .:
Old : 25: 12 13 4 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 81.8 87.2 92.4 65.0 75.1 82.5 83.4
Old : 65.3 81.8 87.2 92.4 65.0 75.1 82.5 83.4
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, May 01, 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 : 34,388: 16,835 31,393 16,818 70 670 0 1,750 0 0 0 0: 65 505
Old : 34,388: 16,835 31,393 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 24, 2018 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 91.3 48.9 0.2 1.9 0.0 5.1 0.0 0.0 0.0 0.0: 0.2 1.5
Old : 100.0: 49.0 91.3 48.9 0.2 1.9 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 : 69.1 85.6 90.0 94.8 67.2 82.8 85.9 89.9
Old : 69.1 85.6 90.0 94.8 67.2 82.8 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, May 01, 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 : 33,318: 27,161 29,711 2,632 0 972 554 2,310 255 1,109 0 70: 565 0
Old : 33,318: 27,161 29,711 2,632 0 972 554 2,310 255 1,109 0 70: 565 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 848: 846 363 -46 0 3 0 445 55 -5 0 0: -5 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 89.2 7.9 0.0 2.9 1.7 6.9 0.8 3.3 0.0 0.2: 1.7 0.0
Old : 100.0: 81.5 89.2 7.9 0.0 2.9 1.7 6.9 0.8 3.3 0.0 0.2: 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 : 36: 19 17 5 0 4 . . . 4 0 .:
Old : 36: 19 17 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 : 54.8 61.6 70.2 82.6 43.1 53.8 57.3 71.6
Old : 54.8 61.6 70.2 82.6 43.1 53.8 57.3 71.6
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, May 01, 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 : 22,687: 19,157 21,702 1,682 75 480 10 0 310 535 10 50: 463 60
Old : 22,687: 19,157 21,702 1,682 75 480 10 0 310 535 10 50: 463 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 282: 315 300 -50 -25 22 0 0 0 -5 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 95.7 7.4 0.3 2.1 0.0 0.0 1.4 2.4 0.0 0.2: 2.0 0.3
Old : 100.0: 84.4 95.7 7.4 0.3 2.1 0.0 0.0 1.4 2.4 0.0 0.2: 2.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 17 . . . . 0 . . . .:
Old : 27: 14 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 : 64.6 71.0 82.4 87.5 61.5 70.5 77.2 83.9
Old : 64.6 71.0 82.4 87.5 61.5 70.5 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, May 01, 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 : 51,365: 44,489 33,180 4,125 8,580 522 1,015 8,065 0 799 720 170: 245 128
Old : 51,365: 44,489 33,180 4,125 8,580 522 1,015 8,065 0 799 720 170: 245 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 764: 327 852 436 -96 -70 146 83 0 1 151 -151: 75 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 64.6 8.0 16.7 1.0 2.0 15.7 0.0 1.6 1.4 0.3: 0.5 0.2
Old : 100.0: 86.6 64.6 8.0 16.7 1.0 2.0 15.7 0.0 1.6 1.4 0.3: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 21 . . . . . 0 . . .:
Old : 37: 20 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 : 61.1 56.1 78.8 76.5 58.2 54.8 71.7 73.3
Old : 61.1 56.1 78.8 76.5 58.2 54.8 71.7 73.3
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, May 01, 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 : 40,349: 35,839 25,823 3,290 10,030 551 0 3,605 10 0 195 65: 594 70
Old : 40,349: 35,839 25,823 3,290 10,030 551 0 3,605 10 0 195 65: 594 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 101: -33 -242 96 55 3 0 250 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 64.0 8.2 24.9 1.4 0.0 8.9 0.0 0.0 0.5 0.2: 1.5 0.2
Old : 100.0: 88.8 64.0 8.2 24.9 1.4 0.0 8.9 0.0 0.0 0.5 0.2: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 16 . . . 0 . . 0 . .:
Old : 27: 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 : 63.5 64.5 80.2 87.8 59.6 63.6 76.0 83.9
Old : 63.5 64.5 80.2 87.8 59.6 63.6 76.0 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 20,859: 10,701 17,182 6,475 0 2,925 325 509 225 50 0 0: 158 18
Old : 20,859: 10,701 17,182 6,475 0 2,925 325 509 225 50 0 0: 158 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 500: 296 600 -225 0 0 325 -225 125 25 0 0: -46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 82.4 31.0 0.0 14.0 1.6 2.4 1.1 0.2 0.0 0.0: 0.8 0.1
Old : 100.0: 51.3 82.4 31.0 0.0 14.0 1.6 2.4 1.1 0.2 0.0 0.0: 0.8 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 : 24: 10 13 . 0 . . . . . 0 0:
Old : 24: 10 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 : 74.6 72.5 93.6 93.8 60.4 71.1 77.3 80.9
Old : 74.6 72.5 93.6 93.8 60.4 71.1 77.3 80.9
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, May 01, 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 : 21,390: 12,895 18,390 4,935 0 2,050 70 950 0 1,280 0 0: 160 0
Old : 21,390: 12,895 18,390 4,935 0 2,050 70 950 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 24, 2018 :
: 3,675: 4,350 2,675 -1,700 0 1,000 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 86.0 23.1 0.0 9.6 0.3 4.4 0.0 6.0 0.0 0.0: 0.7 0.0
Old : 100.0: 60.3 86.0 23.1 0.0 9.6 0.3 4.4 0.0 6.0 0.0 0.0: 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 : 26: 14 9 . 0 . . . 0 4 0 0:
Old : 26: 14 9 . 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 : 66.5 86.4 86.4 98.0 56.9 83.3 72.2 84.4
Old : 66.5 86.4 86.4 98.0 56.9 83.3 72.2 84.4
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, May 01, 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 : 21,630: 13,595 18,390 5,085 0 1,590 120 1,650 0 950 0 0: 290 0
Old : 21,630: 13,595 18,390 5,085 0 1,590 120 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 24, 2018 :
: 3,595: 4,720 2,775 -1,970 0 820 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 85.0 23.5 0.0 7.4 0.6 7.6 0.0 4.4 0.0 0.0: 1.3 0.0
Old : 100.0: 62.9 85.0 23.5 0.0 7.4 0.6 7.6 0.0 4.4 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . 0 . . . 0 . 0 0:
Old : 26: 15 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 : 64.4 85.2 86.6 98.0 58.0 85.1 74.7 86.9
Old : 64.4 85.2 86.6 98.0 58.0 85.1 74.7 86.9
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, May 01, 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 4,045 4,755 1,200 0 0 0 170 0 0: 680 60
Old : 21,455: 15,360 15,440 4,045 4,755 1,200 0 0 0 170 0 0: 680 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 0: 0 0 -120 0 0 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 72.0 18.9 22.2 5.6 0.0 0.0 0.0 0.8 0.0 0.0: 3.2 0.3
Old : 100.0: 71.6 72.0 18.9 22.2 5.6 0.0 0.0 0.0 0.8 0.0 0.0: 3.2 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 : 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 : 71.5 73.3 91.1 91.0 69.8 73.3 83.6 86.9
Old : 71.5 73.3 91.1 91.0 69.8 73.3 83.6 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, May 01, 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 : 22,675: 8,303 17,360 11,605 3,725 1,215 825 0 200 50 75 100: 377 0
Old : 22,675: 8,303 17,360 11,605 3,725 1,215 825 0 200 50 75 100: 377 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 525: 575 475 -150 0 0 100 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 76.6 51.2 16.4 5.4 3.6 0.0 0.9 0.2 0.3 0.4: 1.7 0.0
Old : 100.0: 36.6 76.6 51.2 16.4 5.4 3.6 0.0 0.9 0.2 0.3 0.4: 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 : 28: 12 9 . . . 4 0 . . . .:
Old : 28: 12 9 . . . 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 : 73.1 68.8 88.3 92.5 68.6 63.8 77.9 81.5
Old : 73.1 68.8 88.3 92.5 68.6 63.8 77.9 81.5
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, May 01, 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 : 18,995: 7,114 13,930 8,320 2,825 2,115 1,025 0 0 50 25 100: 271 0
Old : 18,995: 7,114 13,930 8,320 2,825 2,115 1,025 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 24, 2018 :
: 500: 500 500 -100 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 73.3 43.8 14.9 11.1 5.4 0.0 0.0 0.3 0.1 0.5: 1.4 0.0
Old : 100.0: 37.5 73.3 43.8 14.9 11.1 5.4 0.0 0.0 0.3 0.1 0.5: 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 : 26: 12 7 . . . 4 0 0 . . .:
Old : 26: 12 7 . . . 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 : 73.0 72.5 86.9 97.9 59.6 61.0 69.0 75.6
Old : 73.0 72.5 86.9 97.9 59.6 61.0 69.0 75.6
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, May 01, 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 : 10,010: 6,600 4,380 1,355 620 1,120 0 3,775 0 675 0 50: 210 65
Old : 10,010: 6,600 4,380 1,355 620 1,120 0 3,775 0 675 0 50: 210 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 125: 0 125 -25 0 25 0 25 0 75 -100 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 43.8 13.5 6.2 11.2 0.0 37.7 0.0 6.7 0.0 0.5: 2.1 0.6
Old : 100.0: 65.9 43.8 13.5 6.2 11.2 0.0 37.7 0.0 6.7 0.0 0.5: 2.1 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 : 24: 13 12 . . . 0 . 0 . 0 .:
Old : 24: 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 : 56.7 66.6 81.5 89.3 44.7 60.3 61.6 70.5
Old : 56.7 66.6 81.5 89.3 44.7 60.3 61.6 70.5
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, May 01, 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 : 6,850: 4,880 4,490 625 970 550 0 675 0 600 25 75: 120 65
Old : 6,850: 4,880 4,490 625 970 550 0 675 0 600 25 75: 120 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 125: 50 175 -25 0 25 0 25 0 0 -175 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 65.5 9.1 14.2 8.0 0.0 9.9 0.0 8.8 0.4 1.1: 1.8 0.9
Old : 100.0: 71.2 65.5 9.1 14.2 8.0 0.0 9.9 0.0 8.8 0.4 1.1: 1.8 0.9
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 : 24: 13 12 . . . 0 . 0 . . .:
Old : 24: 13 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 : 49.2 56.2 80.2 86.0 39.3 53.6 62.9 71.4
Old : 49.2 56.2 80.2 86.0 39.3 53.6 62.9 71.4
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, May 01, 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 : 38,656: 24,196 31,120 10,700 0 1,995 1,000 75 0 225 5,405 0: 540 61
Old : 38,656: 24,196 31,120 10,700 0 1,995 1,000 75 0 225 5,405 0: 540 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,403: 278 1,678 1,250 0 -100 -25 75 0 0 -250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 80.5 27.7 0.0 5.2 2.6 0.2 0.0 0.6 14.0 0.0: 1.4 0.2
Old : 100.0: 62.6 80.5 27.7 0.0 5.2 2.6 0.2 0.0 0.6 14.0 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 : 28: 15 14 . 0 . . . 0 . . 0:
Old : 28: 15 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 : 60.5 87.7 80.6 97.6 55.3 86.6 74.7 92.1
Old : 60.5 87.7 80.6 97.6 55.3 86.6 74.7 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, May 01, 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 : 38,046: 24,731 30,416 9,525 77 2,022 1,000 75 0 225 5,405 0: 543 51
Old : 38,046: 24,731 30,416 9,525 77 2,022 1,000 75 0 225 5,405 0: 543 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,299: 189 1,574 1,235 0 -100 -25 75 0 0 -250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 79.9 25.0 0.2 5.3 2.6 0.2 0.0 0.6 14.2 0.0: 1.4 0.1
Old : 100.0: 65.0 79.9 25.0 0.2 5.3 2.6 0.2 0.0 0.6 14.2 0.0: 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 : 29: 15 13 . . . . . 0 . . 0:
Old : 29: 15 13 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 89.1 79.6 97.3 54.1 88.0 74.2 92.0
Old : 59.3 89.1 79.6 97.3 54.1 88.0 74.2 92.0
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, May 01, 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 : 111,676: 89,159 75,611 8,490 29,088 2,526 1,600 1,560 655 7,343 334 1,647: 256 255
Old : 111,676: 89,159 75,611 8,490 29,088 2,526 1,600 1,560 655 7,343 334 1,647: 256 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 2,144: 1,775 3,116 0 -1,650 603 0 -50 50 -365 0 75: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 67.7 7.6 26.0 2.3 1.4 1.4 0.6 6.6 0.3 1.5: 0.2 0.2
Old : 100.0: 79.8 67.7 7.6 26.0 2.3 1.4 1.4 0.6 6.6 0.3 1.5: 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 25 . . 5 . . . 4 . 4:
Old : 50: 27 25 . . 5 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 52.2 62.6 75.9 39.5 46.1 57.7 61.9
Old : 40.4 52.2 62.6 75.9 39.5 46.1 57.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 133,312: 106,751 89,989 9,694 36,902 1,793 5,000 2,490 490 8,091 400 1,238: 255 10
Old : 133,312: 106,751 89,989 9,694 36,902 1,793 5,000 2,490 490 8,091 400 1,238: 255 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 3,796: 3,570 5,781 -1 -2,605 216 -250 35 250 -114 -6 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 67.5 7.3 27.7 1.3 3.8 1.9 0.4 6.1 0.3 0.9: 0.2 0.0
Old : 100.0: 80.1 67.5 7.3 27.7 1.3 3.8 1.9 0.4 6.1 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 : 59: 32 29 . 4 4 . 5 . 6 . 5:
Old : 59: 32 29 . 4 4 . 5 . 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 53.1 59.3 77.6 36.6 50.3 56.8 66.1
Old : 37.4 53.1 59.3 77.6 36.6 50.3 56.8 66.1
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, May 01, 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 : 278,086: 207,851 187,915 1,565 12,705 24,057 19,046 24,655 8,800 9,956 13,461 6,465: 346 28
Old : 278,086: 207,851 187,915 1,565 12,705 24,057 19,046 24,655 8,800 9,956 13,461 6,465: 346 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 9,266: 7,528 2,300 716 1,608 -328 -151 3,251 1,414 557 1,460 -435: -35 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 67.6 0.6 4.6 8.7 6.8 8.9 3.2 3.6 4.8 2.3: 0.1 0.0
Old : 100.0: 74.7 67.6 0.6 4.6 8.7 6.8 8.9 3.2 3.6 4.8 2.3: 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 : 88: 37 40 . 5 4 13 4 6 12 8 12:
Old : 88: 37 40 . 5 4 13 4 6 12 8 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 : 36.5 43.9 56.0 60.3 30.6 34.9 41.7 45.5
Old : 36.5 43.9 56.0 60.3 30.6 34.9 41.7 45.5
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, May 01, 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 : 33,114: 23,046 30,358 4,917 0 2,271 695 200 175 1,723 100 0: 287 10
Old : 33,114: 23,046 30,358 4,917 0 2,271 695 200 175 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 24, 2018 :
: -190: 25 -240 -300 0 50 35 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 91.7 14.8 0.0 6.9 2.1 0.6 0.5 5.2 0.3 0.0: 0.9 0.0
Old : 100.0: 69.6 91.7 14.8 0.0 6.9 2.1 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 : 50.3 91.8 73.9 97.7 47.2 83.3 64.1 83.7
Old : 50.3 91.8 73.9 97.7 47.2 83.3 64.1 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 31,550: 21,780 28,702 5,517 0 1,688 0 230 820 1,358 0 100: 287 10
Old : 31,550: 21,780 28,702 5,517 0 1,688 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 24, 2018 :
: -190: 60 -240 -300 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 91.0 17.5 0.0 5.4 0.0 0.7 2.6 4.3 0.0 0.3: 0.9 0.0
Old : 100.0: 69.0 91.0 17.5 0.0 5.4 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 : 51.9 89.3 75.0 97.4 47.6 83.1 67.2 83.4
Old : 51.9 89.3 75.0 97.4 47.6 83.1 67.2 83.4
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, May 01, 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 : 16,652: 6,600 12,072 5,652 1,330 900 1,380 200 100 50 100 0: 1,970 1,950
Old : 16,652: 6,600 12,072 5,652 1,330 900 1,380 200 100 50 100 0: 1,970 1,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,115: 710 1,005 145 0 170 150 0 -75 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 72.5 33.9 8.0 5.4 8.3 1.2 0.6 0.3 0.6 0.0: 11.8 11.7
Old : 100.0: 39.6 72.5 33.9 8.0 5.4 8.3 1.2 0.6 0.3 0.6 0.0: 11.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 66.3 43.5 85.9 70.2 64.2 39.4 70.2 58.2
Old : 66.3 43.5 85.9 70.2 64.2 39.4 70.2 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 14,090: 4,610 11,110 6,150 260 580 1,200 150 175 375 100 0: 1,000 1,715
Old : 14,090: 4,610 11,110 6,150 260 580 1,200 150 175 375 100 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 24, 2018 :
: 720: -150 720 720 0 0 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 78.9 43.6 1.8 4.1 8.5 1.1 1.2 2.7 0.7 0.0: 7.1 12.2
Old : 100.0: 32.7 78.9 43.6 1.8 4.1 8.5 1.1 1.2 2.7 0.7 0.0: 7.1 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: 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 : 71.6 49.4 88.5 73.1 67.6 48.8 76.3 64.7
Old : 71.6 49.4 88.5 73.1 67.6 48.8 76.3 64.7
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, May 01, 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 : 51,030: 15,010 26,636 14,405 12,555 0 13,860 0 275 1,150 5,180 50: 6,280 6,334
Old : 51,030: 15,010 26,636 14,405 12,555 0 13,860 0 275 1,150 5,180 50: 6,280 6,334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 2,385: 905 -2,170 0 4,675 -320 400 0 100 1,150 -50 50: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 52.2 28.2 24.6 0.0 27.2 0.0 0.5 2.3 10.2 0.1: 12.3 12.4
Old : 100.0: 29.4 52.2 28.2 24.6 0.0 27.2 0.0 0.5 2.3 10.2 0.1: 12.3 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 18 . . 0 . 0 . . . .:
Old : 28: 17 18 . . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 47.8 76.4 68.4 61.8 47.0 71.5 65.4
Old : 64.3 47.8 76.4 68.4 61.8 47.0 71.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 48,456: 14,046 24,650 13,265 12,595 0 14,060 0 175 1,150 5,180 50: 5,710 5,806
Old : 48,456: 14,046 24,650 13,265 12,595 0 14,060 0 175 1,150 5,180 50: 5,710 5,806
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 3,335: 2,060 -1,695 0 5,575 -495 620 0 0 1,150 -50 50: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 50.9 27.4 26.0 0.0 29.0 0.0 0.4 2.4 10.7 0.1: 11.8 12.0
Old : 100.0: 29.0 50.9 27.4 26.0 0.0 29.0 0.0 0.4 2.4 10.7 0.1: 11.8 12.0
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 18 . . 0 . 0 . . . .:
Old : 27: 14 18 . . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 50.0 78.5 70.4 63.7 49.1 72.1 66.9
Old : 65.6 50.0 78.5 70.4 63.7 49.1 72.1 66.9
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, May 01, 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 : 23,665: 17,010 6,100 250 2,050 2,435 125 9,845 0 430 50 170: 3,245 3,015
Old : 23,665: 17,010 6,100 250 2,050 2,435 125 9,845 0 430 50 170: 3,245 3,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 650: 1,250 -50 -50 1,300 -340 -25 25 0 100 0 -100: -185 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 25.8 1.1 8.7 10.3 0.5 41.6 0.0 1.8 0.2 0.7: 13.7 12.7
Old : 100.0: 71.9 25.8 1.1 8.7 10.3 0.5 41.6 0.0 1.8 0.2 0.7: 13.7 12.7
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 : 26: 14 8 . . . . . 0 . . .:
Old : 26: 14 8 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 70.6 67.3 84.0 44.8 62.9 60.8 73.8
Old : 46.0 70.6 67.3 84.0 44.8 62.9 60.8 73.8
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, May 01, 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 : 23,155: 16,320 6,105 250 860 3,305 125 9,745 0 0 220 0: 3,155 2,920
Old : 23,155: 16,320 6,105 250 860 3,305 125 9,745 0 0 220 0: 3,155 2,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 650: 1,300 0 -490 860 -470 -25 25 0 0 -100 0: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 26.4 1.1 3.7 14.3 0.5 42.1 0.0 0.0 1.0 0.0: 13.6 12.6
Old : 100.0: 70.5 26.4 1.1 3.7 14.3 0.5 42.1 0.0 0.0 1.0 0.0: 13.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . . . 0 0 . 0:
Old : 26: 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 : 49.5 70.7 69.6 84.8 43.6 63.5 58.6 69.6
Old : 49.5 70.7 69.6 84.8 43.6 63.5 58.6 69.6
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, May 01, 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 : 27,542: 11,442 21,252 2,015 1,690 730 10,025 0 0 0 300 0: 3,330 3,570
Old : 27,542: 11,442 21,252 2,015 1,690 730 10,025 0 0 0 300 0: 3,330 3,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 2,200: 1,040 2,440 600 -1,200 185 -100 0 0 0 300 0: 475 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 77.2 7.3 6.1 2.7 36.4 0.0 0.0 0.0 1.1 0.0: 12.1 13.0
Old : 100.0: 41.5 77.2 7.3 6.1 2.7 36.4 0.0 0.0 0.0 1.1 0.0: 12.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . . . . 0 0 0 . 0:
Old : 22: 10 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 68.3 83.6 81.4 70.7 65.9 78.3 77.4
Old : 70.9 68.3 83.6 81.4 70.7 65.9 78.3 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 23,158: 8,808 17,533 1,165 890 855 8,970 0 0 0 300 0: 3,360 3,580
Old : 23,158: 8,808 17,533 1,165 890 855 8,970 0 0 0 300 0: 3,360 3,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 75.7 5.0 3.8 3.7 38.7 0.0 0.0 0.0 1.3 0.0: 14.5 15.5
Old : 100.0: 38.0 75.7 5.0 3.8 3.7 38.7 0.0 0.0 0.0 1.3 0.0: 14.5 15.5
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: 8 11 . . . . 0 0 0 . 0:
Old : 20: 8 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 65.5 83.0 79.1 73.4 63.1 78.7 74.7
Old : 74.3 65.5 83.0 79.1 73.4 63.1 78.7 74.7
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, May 01, 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 : 39,290: 14,855 34,240 16,890 0 1,375 3,875 25 175 0 1,690 0: 2,120 1,785
Old : 39,290: 14,855 34,240 16,890 0 1,375 3,875 25 175 0 1,690 0: 2,120 1,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 810: -150 850 650 0 0 575 0 25 0 200 0: -290 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 87.1 43.0 0.0 3.5 9.9 0.1 0.4 0.0 4.3 0.0: 5.4 4.5
Old : 100.0: 37.8 87.1 43.0 0.0 3.5 9.9 0.1 0.4 0.0 4.3 0.0: 5.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 10 . 0 . . . . 0 . 0:
Old : 28: 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 : 63.4 82.9 79.4 91.7 62.1 81.9 77.1 89.4
Old : 63.4 82.9 79.4 91.7 62.1 81.9 77.1 89.4
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, May 01, 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 : 35,410: 12,820 31,320 15,855 0 925 4,025 25 25 0 1,690 0: 1,760 1,425
Old : 35,410: 12,820 31,320 15,855 0 925 4,025 25 25 0 1,690 0: 1,760 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 700: -150 850 650 0 0 575 0 25 0 200 0: -400 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 88.4 44.8 0.0 2.6 11.4 0.1 0.1 0.0 4.8 0.0: 5.0 4.0
Old : 100.0: 36.2 88.4 44.8 0.0 2.6 11.4 0.1 0.1 0.0 4.8 0.0: 5.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 10 . 0 . . . . 0 . 0:
Old : 28: 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 : 65.3 83.1 81.3 92.7 63.8 82.8 79.0 91.8
Old : 65.3 83.1 81.3 92.7 63.8 82.8 79.0 91.8
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, May 01, 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 : 15,440: 12,820 4,405 0 4,375 900 0 3,825 0 0 500 0: 1,720 1,435
Old : 15,440: 12,820 4,405 0 4,375 900 0 3,825 0 0 500 0: 1,720 1,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 130: -70 -20 0 -100 175 0 -50 0 0 100 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 28.5 0.0 28.3 5.8 0.0 24.8 0.0 0.0 3.2 0.0: 11.1 9.3
Old : 100.0: 83.0 28.5 0.0 28.3 5.8 0.0 24.8 0.0 0.0 3.2 0.0: 11.1 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 : 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 : 70.4 70.8 83.6 85.2 66.5 61.4 72.1 71.2
Old : 70.4 70.8 83.6 85.2 66.5 61.4 72.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 14,100: 10,860 4,275 0 3,015 1,560 0 3,755 0 0 100 0: 1,680 1,395
Old : 14,100: 10,860 4,275 0 3,015 1,560 0 3,755 0 0 100 0: 1,680 1,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 30.3 0.0 21.4 11.1 0.0 26.6 0.0 0.0 0.7 0.0: 11.9 9.9
Old : 100.0: 77.0 30.3 0.0 21.4 11.1 0.0 26.6 0.0 0.0 0.7 0.0: 11.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 7 0 . . 0 . 0 0 . 0:
Old : 20: 13 7 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 75.1 82.2 87.4 61.5 60.4 68.7 70.4
Old : 68.4 75.1 82.2 87.4 61.5 60.4 68.7 70.4
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, May 01, 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 : 27,600: 22,315 11,090 0 13,450 300 1,445 270 600 1,015 300 630: 1,295 960
Old : 27,600: 22,315 11,090 0 13,450 300 1,445 270 600 1,015 300 630: 1,295 960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,205: 525 -490 0 525 0 150 -5 400 -175 300 300: 5 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 40.2 0.0 48.7 1.1 5.2 1.0 2.2 3.7 1.1 2.3: 4.7 3.5
Old : 100.0: 80.9 40.2 0.0 48.7 1.1 5.2 1.0 2.2 3.7 1.1 2.3: 4.7 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 : 28: 15 13 0 . . . . . . . .:
Old : 28: 15 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 69.4 77.3 84.7 56.3 66.9 69.4 79.2
Old : 63.0 69.4 77.3 84.7 56.3 66.9 69.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 25,965: 20,445 8,705 0 14,360 300 1,445 170 600 1,035 300 610: 1,530 920
Old : 25,965: 20,445 8,705 0 14,360 300 1,445 170 600 1,035 300 610: 1,530 920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,650: 980 -45 0 525 0 150 -5 400 -175 300 300: -5 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 33.5 0.0 55.3 1.2 5.6 0.7 2.3 4.0 1.2 2.3: 5.9 3.5
Old : 100.0: 78.7 33.5 0.0 55.3 1.2 5.6 0.7 2.3 4.0 1.2 2.3: 5.9 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 : 29: 16 13 0 . . . . . . . .:
Old : 29: 16 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 72.8 76.4 86.9 58.3 71.6 72.3 82.1
Old : 61.2 72.8 76.4 86.9 58.3 71.6 72.3 82.1
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, May 01, 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 : 37,480: 26,455 9,710 0 24,655 0 7,340 225 440 2,160 1,375 0: 1,085 1,075
Old : 37,480: 26,455 9,710 0 24,655 0 7,340 225 440 2,160 1,375 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 24, 2018 :
: 250: 550 -50 0 -150 0 -300 150 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 25.9 0.0 65.8 0.0 19.6 0.6 1.2 5.8 3.7 0.0: 2.9 2.9
Old : 100.0: 70.6 25.9 0.0 65.8 0.0 19.6 0.6 1.2 5.8 3.7 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 : 62.3 82.4 82.7 93.4 61.4 80.9 79.9 88.4
Old : 62.3 82.4 82.7 93.4 61.4 80.9 79.9 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 33,630: 23,080 12,645 0 17,590 0 6,735 275 75 2,060 1,375 0: 1,680 1,670
Old : 33,630: 23,080 12,645 0 17,590 0 6,735 275 75 2,060 1,375 0: 1,680 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 615: 500 200 0 -150 0 0 150 -20 0 300 0: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 37.6 0.0 52.3 0.0 20.0 0.8 0.2 6.1 4.1 0.0: 5.0 5.0
Old : 100.0: 68.6 37.6 0.0 52.3 0.0 20.0 0.8 0.2 6.1 4.1 0.0: 5.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.1 76.3 80.5 90.9 58.6 74.5 78.5 85.2
Old : 59.1 76.3 80.5 90.9 58.6 74.5 78.5 85.2
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, May 01, 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 : 99,085: 36,430 86,430 42,445 0 0 8,535 295 2,655 1,960 2,635 170: 6,890 6,900
Old : 99,085: 36,430 86,430 42,445 0 0 8,535 295 2,655 1,960 2,635 170: 6,890 6,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,910: -560 2,305 2,070 0 0 -175 30 25 800 -200 50: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 87.2 42.8 0.0 0.0 8.6 0.3 2.7 2.0 2.7 0.2: 7.0 7.0
Old : 100.0: 36.8 87.2 42.8 0.0 0.0 8.6 0.3 2.7 2.0 2.7 0.2: 7.0 7.0
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 : 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 : 64.8 56.2 80.8 71.2 61.9 55.9 75.9 68.8
Old : 64.8 56.2 80.8 71.2 61.9 55.9 75.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 91,535: 36,825 78,165 33,805 0 0 8,285 345 2,315 2,140 2,535 100: 8,065 8,075
Old : 91,535: 36,825 78,165 33,805 0 0 8,285 345 2,315 2,140 2,535 100: 8,065 8,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,645: -635 2,005 2,070 0 0 -400 30 -15 800 -200 100: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 85.4 36.9 0.0 0.0 9.1 0.4 2.5 2.3 2.8 0.1: 8.8 8.8
Old : 100.0: 40.2 85.4 36.9 0.0 0.0 9.1 0.4 2.5 2.3 2.8 0.1: 8.8 8.8
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 : 41: 14 22 . 0 0 . . . . . .:
Old : 41: 14 22 . 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 : 60.2 52.0 78.6 67.8 58.3 51.4 75.0 67.1
Old : 60.2 52.0 78.6 67.8 58.3 51.4 75.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, May 01, 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 : 28,340: 14,130 14,535 5,605 2,960 3,540 0 4,070 175 2,650 1,000 200: 2,040 1,860
Old : 28,340: 14,130 14,535 5,605 2,960 3,540 0 4,070 175 2,650 1,000 200: 2,040 1,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 5,175: 50 3,550 5,100 300 -25 0 100 0 -200 1,000 200: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 51.3 19.8 10.4 12.5 0.0 14.4 0.6 9.4 3.5 0.7: 7.2 6.6
Old : 100.0: 49.9 51.3 19.8 10.4 12.5 0.0 14.4 0.6 9.4 3.5 0.7: 7.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 16 . . . 0 . . . . .:
Old : 28: 16 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 43.5 82.0 67.6 54.5 37.9 67.9 57.4
Old : 66.4 43.5 82.0 67.6 54.5 37.9 67.9 57.4
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, May 01, 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 : 22,700: 10,370 13,120 4,290 3,450 4,275 0 175 0 3,225 1,200 0: 540 480
Old : 22,700: 10,370 13,120 4,290 3,450 4,275 0 175 0 3,225 1,200 0: 540 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 5,375: 600 4,200 4,290 -510 485 0 0 0 0 1,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 57.8 18.9 15.2 18.8 0.0 0.8 0.0 14.2 5.3 0.0: 2.4 2.1
Old : 100.0: 45.7 57.8 18.9 15.2 18.8 0.0 0.8 0.0 14.2 5.3 0.0: 2.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 . . . 0 . 0 . . 0:
Old : 22: 11 13 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 56.1 93.3 78.7 55.7 40.4 61.6 57.1
Old : 82.7 56.1 93.3 78.7 55.7 40.4 61.6 57.1
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, May 01, 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 : 20,990: 8,570 12,095 0 2,845 2,250 8,620 0 0 0 2,250 0: 1,550 1,550
Old : 20,990: 8,570 12,095 0 2,845 2,250 8,620 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 24, 2018 :
: 1,475: 700 0 0 1,300 175 600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 57.6 0.0 13.6 10.7 41.1 0.0 0.0 0.0 10.7 0.0: 7.4 7.4
Old : 100.0: 40.8 57.6 0.0 13.6 10.7 41.1 0.0 0.0 0.0 10.7 0.0: 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 : 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 : 72.8 69.9 89.8 88.8 72.8 64.9 80.2 77.8
Old : 72.8 69.9 89.8 88.8 72.8 64.9 80.2 77.8
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, May 01, 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 : 51,355: 34,060 32,415 0 885 7,165 300 460 1,120 0 600 100: 8,610 8,610
Old : 51,355: 34,060 32,415 0 885 7,165 300 460 1,120 0 600 100: 8,610 8,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 1,235: -1,305 695 0 -1,900 1,295 100 0 0 0 0 0: 1,145 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 63.1 0.0 1.7 14.0 0.6 0.9 2.2 0.0 1.2 0.2: 16.8 16.8
Old : 100.0: 66.3 63.1 0.0 1.7 14.0 0.6 0.9 2.2 0.0 1.2 0.2: 16.8 16.8
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 : 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 : 59.6 37.4 73.6 56.2 47.4 25.5 49.6 37.0
Old : 59.6 37.4 73.6 56.2 47.4 25.5 49.6 37.0
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, May 01, 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 : 38,995: 20,635 21,420 0 1,055 5,630 2,115 0 0 0 400 100: 10,515 10,390
Old : 38,995: 20,635 21,420 0 1,055 5,630 2,115 0 0 0 400 100: 10,515 10,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2018 :
: 2,570: 395 1,600 0 -1,080 1,500 0 0 0 0 0 0: 675 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 54.9 0.0 2.7 14.4 5.4 0.0 0.0 0.0 1.0 0.3: 27.0 26.6
Old : 100.0: 52.9 54.9 0.0 2.7 14.4 5.4 0.0 0.0 0.0 1.0 0.3: 27.0 26.6
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 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 : 49.8 35.2 65.4 53.5 43.3 23.4 44.4 35.4
Old : 49.8 35.2 65.4 53.5 43.3 23.4 44.4 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2018