COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 38,713: 12,919 20,041 6,473 533 165 1,000 7,532 1,569 11,760 3,874 3,691: 1,136 1,308
Old : 38,713: 12,919 20,041 6,473 533 165 1,000 7,532 1,569 11,760 3,874 3,691: 1,136 1,308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -3,079: -1,527 -1,405 -672 -68 -21 35 -493 -267 -335 -561 -204: -88 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 51.8 16.7 1.4 0.4 2.6 19.5 4.1 30.4 10.0 9.5: 2.9 3.4
Old : 100.0: 33.4 51.8 16.7 1.4 0.4 2.6 19.5 4.1 30.4 10.0 9.5: 2.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 14 11 4 . . . 5 4 7 7 8:
Old : 42: 14 11 4 . . . 5 4 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 : 35.4 59.9 57.7 76.2 34.1 44.7 49.3 55.4
Old : 35.4 59.9 57.7 76.2 34.1 44.7 49.3 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 4,246: 2,017 2,245 52 289 90 240 55 30 877 779 376: 564 382
Old : 4,246: 2,017 2,245 52 289 90 240 55 30 877 779 376: 564 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -431: -219 -283 -60 5 13 5 -70 0 -213 -109 33: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 52.9 1.2 6.8 2.1 5.7 1.3 0.7 20.7 18.3 8.9: 13.3 9.0
Old : 100.0: 47.5 52.9 1.2 6.8 2.1 5.7 1.3 0.7 20.7 18.3 8.9: 13.3 9.0
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: 5 6 . . . . . . 5 4 5:
Old : 20: 5 6 . . . . . . 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 60.8 70.5 76.0 33.7 47.0 48.3 54.4
Old : 47.2 60.8 70.5 76.0 33.7 47.0 48.3 54.4
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, June 05, 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 : 44,438: 27,569 31,569 1,101 4,077 5,255 8,268 42 0 1,347 2,895 87: 811 513
Old : 44,438: 27,569 31,569 1,101 4,077 5,255 8,268 42 0 1,347 2,895 87: 811 513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -3,464: -2,171 -2,700 -809 -320 0 43 21 -131 -312 -271 -40: -44 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 71.0 2.5 9.2 11.8 18.6 0.1 0.0 3.0 6.5 0.2: 1.8 1.2
Old : 100.0: 62.0 71.0 2.5 9.2 11.8 18.6 0.1 0.0 3.0 6.5 0.2: 1.8 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 : 47: 25 24 . . . . . 0 5 4 .:
Old : 47: 25 24 . . . . . 0 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 : 45.7 42.8 66.4 67.2 39.4 33.1 50.8 46.4
Old : 45.7 42.8 66.4 67.2 39.4 33.1 50.8 46.4
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, June 05, 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 : 44,277: 34,592 36,863 785 2,081 3,565 400 903 325 4,225 25 375: 10 140
Old : 44,277: 34,592 36,863 785 2,081 3,565 400 903 325 4,225 25 375: 10 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -4,381: -3,376 -3,708 735 -260 -335 0 2 -50 -1,275 25 -75: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 83.3 1.8 4.7 8.1 0.9 2.0 0.7 9.5 0.1 0.8: 0.0 0.3
Old : 100.0: 78.1 83.3 1.8 4.7 8.1 0.9 2.0 0.7 9.5 0.1 0.8: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 16 . . . . . . 5 . .:
Old : 36: 22 16 . . . . . . 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 : 60.7 60.8 79.8 83.6 51.4 56.6 63.2 66.5
Old : 60.7 60.8 79.8 83.6 51.4 56.6 63.2 66.5
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, June 05, 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 : 23,021: 20,916 14,614 25 5,297 1,055 100 0 0 245 1,375 680: 0 0
Old : 23,021: 20,916 14,614 25 5,297 1,055 100 0 0 245 1,375 680: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -2,470: -1,695 -1,280 0 -1,290 0 25 0 -25 -450 450 -325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 63.5 0.1 23.0 4.6 0.4 0.0 0.0 1.1 6.0 3.0: 0.0 0.0
Old : 100.0: 90.9 63.5 0.1 23.0 4.6 0.4 0.0 0.0 1.1 6.0 3.0: 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 : 28: 17 14 . . . . 0 0 . . .:
Old : 28: 17 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 60.3 87.0 84.4 65.4 46.2 70.8 69.3
Old : 70.5 60.3 87.0 84.4 65.4 46.2 70.8 69.3
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, June 05, 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 : 167,369: 134,784 118,786 8,889 11,245 9,933 7,185 17,817 1,240 2,508 5,489 2,599: 231 260
Old : 167,369: 134,784 118,786 8,889 11,245 9,933 7,185 17,817 1,240 2,508 5,489 2,599: 231 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -8,097: -5,922 -4,896 -43 734 -1,411 -435 -1,310 0 32 -897 -307: -11 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 71.0 5.3 6.7 5.9 4.3 10.6 0.7 1.5 3.3 1.6: 0.1 0.2
Old : 100.0: 80.5 71.0 5.3 6.7 5.9 4.3 10.6 0.7 1.5 3.3 1.6: 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 : 53: 31 31 4 . 4 4 . . . . 4:
Old : 53: 31 31 4 . 4 4 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 51.3 56.0 67.7 32.2 43.6 46.2 56.4
Old : 37.6 51.3 56.0 67.7 32.2 43.6 46.2 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 57,281: 36,075 34,545 15,990 12,321 2,222 972 6,065 551 525 1,477 100: 846 0
Old : 57,281: 36,075 34,545 15,990 12,321 2,222 972 6,065 551 525 1,477 100: 846 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 483: 504 -414 63 529 -154 -125 -73 45 -600 525 25: 725 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 60.3 27.9 21.5 3.9 1.7 10.6 1.0 0.9 2.6 0.2: 1.5 0.0
Old : 100.0: 63.0 60.3 27.9 21.5 3.9 1.7 10.6 1.0 0.9 2.6 0.2: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 15 . . . 4 . . . . .:
Old : 37: 19 15 . . . 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 : 75.1 71.1 86.2 88.7 72.1 63.3 77.2 78.6
Old : 75.1 71.1 86.2 88.7 72.1 63.3 77.2 78.6
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, June 05, 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 : 34,020: 29,191 21,310 4,145 11,670 290 150 0 0 150 0 25: 69 725
Old : 34,020: 29,191 21,310 4,145 11,670 290 150 0 0 150 0 25: 69 725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 40: -68 -625 75 225 -35 0 0 0 75 -175 -75: 68 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 62.6 12.2 34.3 0.9 0.4 0.0 0.0 0.4 0.0 0.1: 0.2 2.1
Old : 100.0: 85.8 62.6 12.2 34.3 0.9 0.4 0.0 0.0 0.4 0.0 0.1: 0.2 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: 10 11 . . . . 0 0 . 0 .:
Old : 22: 10 11 . . . . 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 : 87.3 91.5 97.4 96.3 84.6 85.5 90.3 88.7
Old : 87.3 91.5 97.4 96.3 84.6 85.5 90.3 88.7
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, June 05, 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 : 46,720: 32,314 35,230 5,520 5,450 3,230 3,050 1,750 0 1,900 300 565: 141 195
Old : 46,720: 32,314 35,230 5,520 5,450 3,230 3,050 1,750 0 1,900 300 565: 141 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -2,590: -2,545 -1,235 310 -860 -290 0 -100 0 -35 -75 -25: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 75.4 11.8 11.7 6.9 6.5 3.7 0.0 4.1 0.6 1.2: 0.3 0.4
Old : 100.0: 69.2 75.4 11.8 11.7 6.9 6.5 3.7 0.0 4.1 0.6 1.2: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 24 . . . . . 0 . . .:
Old : 37: 21 24 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 49.1 70.0 68.6 44.7 39.6 61.2 54.0
Old : 48.0 49.1 70.0 68.6 44.7 39.6 61.2 54.0
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, June 05, 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 : 74,261: 46,760 51,971 5,206 10,090 7,985 11,700 2,505 800 1,074 450 446: 290 14
Old : 74,261: 46,760 51,971 5,206 10,090 7,985 11,700 2,505 800 1,074 450 446: 290 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -3,078: -2,483 -1,746 -40 -865 -435 -225 -15 140 19 23 -179: 125 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 70.0 7.0 13.6 10.8 15.8 3.4 1.1 1.4 0.6 0.6: 0.4 0.0
Old : 100.0: 63.0 70.0 7.0 13.6 10.8 15.8 3.4 1.1 1.4 0.6 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 26 27 . . 4 . . . 4 . .:
Old : 47: 26 27 . . 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 : 47.5 50.2 69.3 72.0 45.3 43.4 58.2 57.2
Old : 47.5 50.2 69.3 72.0 45.3 43.4 58.2 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 67,259: 44,818 47,139 16,135 16,030 1,690 600 690 25 2,285 170 1,240: 466 275
Old : 67,259: 44,818 47,139 16,135 16,030 1,690 600 690 25 2,285 170 1,240: 466 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -2,195: -1,095 -2,690 -760 235 0 0 550 -250 -40 120 -40: -10 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 70.1 24.0 23.8 2.5 0.9 1.0 0.0 3.4 0.3 1.8: 0.7 0.4
Old : 100.0: 66.6 70.1 24.0 23.8 2.5 0.9 1.0 0.0 3.4 0.3 1.8: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 21 . . . . . . . . .:
Old : 40: 21 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 70.6 60.5 85.8 41.4 68.1 58.6 81.4
Old : 41.6 70.6 60.5 85.8 41.4 68.1 58.6 81.4
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, June 05, 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 : 98,813: 65,678 60,099 25,005 34,504 2,990 600 0 0 3,050 170 890: 600 160
Old : 98,813: 65,678 60,099 25,005 34,504 2,990 600 0 0 3,050 170 890: 600 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -3,535: -2,250 -3,180 -675 -345 0 -660 0 0 0 120 -5: 55 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 60.8 25.3 34.9 3.0 0.6 0.0 0.0 3.1 0.2 0.9: 0.6 0.2
Old : 100.0: 66.5 60.8 25.3 34.9 3.0 0.6 0.0 0.0 3.1 0.2 0.9: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 23 . 4 . . 0 0 . . .:
Old : 42: 23 23 . 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 : 45.8 69.0 64.9 84.5 45.7 66.0 64.0 78.4
Old : 45.8 69.0 64.9 84.5 45.7 66.0 64.0 78.4
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, June 05, 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 : 31,595: 23,095 27,285 3,780 0 3,830 300 0 0 150 185 20: 420 275
Old : 31,595: 23,095 27,285 3,780 0 3,830 300 0 0 150 185 20: 420 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 240: 240 210 0 0 0 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 86.4 12.0 0.0 12.1 0.9 0.0 0.0 0.5 0.6 0.1: 1.3 0.9
Old : 100.0: 73.1 86.4 12.0 0.0 12.1 0.9 0.0 0.0 0.5 0.6 0.1: 1.3 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 : 30: 19 15 4 0 . . 0 0 . . .:
Old : 30: 19 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 : 54.4 75.2 83.5 86.8 42.5 66.2 62.3 71.6
Old : 54.4 75.2 83.5 86.8 42.5 66.2 62.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 30,185: 24,100 23,915 575 1,680 4,275 0 300 0 1,075 0 0: 160 15
Old : 30,185: 24,100 23,915 575 1,680 4,275 0 300 0 1,075 0 0: 160 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -70: -70 -70 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 79.2 1.9 5.6 14.2 0.0 1.0 0.0 3.6 0.0 0.0: 0.5 0.0
Old : 100.0: 79.8 79.2 1.9 5.6 14.2 0.0 1.0 0.0 3.6 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 16 . . . 0 . 0 . 0 0:
Old : 28: 19 16 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 70.5 73.3 88.9 39.1 58.9 50.1 62.3
Old : 53.1 70.5 73.3 88.9 39.1 58.9 50.1 62.3
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, June 05, 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 : 11,001: 9,155 9,701 250 850 200 475 0 50 871 200 0: 0 0
Old : 11,001: 9,155 9,701 250 850 200 475 0 50 871 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 88.2 2.3 7.7 1.8 4.3 0.0 0.5 7.9 1.8 0.0: 0.0 0.0
Old : 100.0: 83.2 88.2 2.3 7.7 1.8 4.3 0.0 0.5 7.9 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 8 . . . . 0 . . . 0:
Old : 24: 14 8 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 81.5 72.4 96.6 48.5 77.0 65.4 83.1
Old : 51.9 81.5 72.4 96.6 48.5 77.0 65.4 83.1
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, June 05, 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 : 48,635: 28,203 30,913 600 6,654 4,036 5,725 292 628 4,310 962 4,651: 482 499
Old : 48,635: 28,203 30,913 600 6,654 4,036 5,725 292 628 4,310 962 4,651: 482 499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,275: 512 969 0 -254 569 254 15 -31 -179 -177 205: -55 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 63.6 1.2 13.7 8.3 11.8 0.6 1.3 8.9 2.0 9.6: 1.0 1.0
Old : 100.0: 58.0 63.6 1.2 13.7 8.3 11.8 0.6 1.3 8.9 2.0 9.6: 1.0 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: 21 26 . . . 4 . 4 9 . 7:
Old : 48: 21 26 . . . 4 . 4 9 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 40.3 61.5 58.5 36.4 27.7 44.8 38.7
Old : 42.2 40.3 61.5 58.5 36.4 27.7 44.8 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 10,800: 5,900 5,050 1,600 450 2,000 0 650 0 500 1,850 800: 0 0
Old : 10,800: 5,900 5,050 1,600 450 2,000 0 650 0 500 1,850 800: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 46.8 14.8 4.2 18.5 0.0 6.0 0.0 4.6 17.1 7.4: 0.0 0.0
Old : 100.0: 54.6 46.8 14.8 4.2 18.5 0.0 6.0 0.0 4.6 17.1 7.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 7 . . . 0 . 0 . . .:
Old : 21: 8 7 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 68.1 94.9 89.4 47.2 51.9 67.1 65.3
Old : 64.8 68.1 94.9 89.4 47.2 51.9 67.1 65.3
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, June 05, 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 : 41,403: 31,783 37,693 6,400 0 2,795 300 600 0 120 245 5: 0 65
Old : 41,403: 31,783 37,693 6,400 0 2,795 300 600 0 120 245 5: 0 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,110: 1,175 1,130 -20 0 -45 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 91.0 15.5 0.0 6.8 0.7 1.4 0.0 0.3 0.6 0.0: 0.0 0.2
Old : 100.0: 76.8 91.0 15.5 0.0 6.8 0.7 1.4 0.0 0.3 0.6 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 21 4 0 . . . 0 . . .:
Old : 38: 24 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 : 52.2 65.6 80.1 81.7 46.8 60.2 67.9 70.9
Old : 52.2 65.6 80.1 81.7 46.8 60.2 67.9 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 46,367: 39,557 32,303 920 9,670 980 2,545 1,774 70 950 895 675: 670 0
Old : 46,367: 39,557 32,303 920 9,670 980 2,545 1,774 70 950 895 675: 670 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,824: -2,064 862 0 -1,665 180 70 -1,271 70 -45 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 69.7 2.0 20.9 2.1 5.5 3.8 0.2 2.0 1.9 1.5: 1.4 0.0
Old : 100.0: 85.3 69.7 2.0 20.9 2.1 5.5 3.8 0.2 2.0 1.9 1.5: 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 : 42: 22 19 . . . 4 . . . . .:
Old : 42: 22 19 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 57.6 70.2 81.3 46.6 55.9 66.8 76.3
Old : 49.2 57.6 70.2 81.3 46.6 55.9 66.8 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 45,254: 36,380 35,779 5,849 7,235 550 700 0 0 880 315 620: 275 755
Old : 45,254: 36,380 35,779 5,849 7,235 550 700 0 0 880 315 620: 275 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -4,150: -3,155 -3,930 -750 -230 -85 0 0 0 -110 15 -40: -10 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 79.1 12.9 16.0 1.2 1.5 0.0 0.0 1.9 0.7 1.4: 0.6 1.7
Old : 100.0: 80.4 79.1 12.9 16.0 1.2 1.5 0.0 0.0 1.9 0.7 1.4: 0.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 14 . . . . 0 0 . . .:
Old : 29: 17 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 86.7 74.1 93.5 59.5 84.2 72.8 87.7
Old : 59.9 86.7 74.1 93.5 59.5 84.2 72.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,873: 42,600 39,303 5,758 7,735 1,235 0 0 0 1,405 2,300 550: 325 750
Old : 51,873: 42,600 39,303 5,758 7,735 1,235 0 0 0 1,405 2,300 550: 325 750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -3,713: -2,705 -3,658 -788 -435 -85 0 0 0 -315 0 0: 180 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 75.8 11.1 14.9 2.4 0.0 0.0 0.0 2.7 4.4 1.1: 0.6 1.4
Old : 100.0: 82.1 75.8 11.1 14.9 2.4 0.0 0.0 0.0 2.7 4.4 1.1: 0.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 14 . . . 0 0 0 . . .:
Old : 29: 17 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 83.2 75.4 93.5 57.5 80.6 74.0 90.1
Old : 58.1 83.2 75.4 93.5 57.5 80.6 74.0 90.1
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, June 05, 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 : 80,946: 67,218 72,701 8,784 3,322 2,356 0 400 0 0 712 1,242: 1,346 213
Old : 80,946: 67,218 72,701 8,784 3,322 2,356 0 400 0 0 712 1,242: 1,346 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 858: -343 525 -210 -30 205 0 -50 0 0 110 45: 1,161 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 89.8 10.9 4.1 2.9 0.0 0.5 0.0 0.0 0.9 1.5: 1.7 0.3
Old : 100.0: 83.0 89.8 10.9 4.1 2.9 0.0 0.5 0.0 0.0 0.9 1.5: 1.7 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 : 35: 22 23 . . 4 0 . 0 0 . .:
Old : 35: 22 23 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 57.3 74.1 78.1 54.4 50.6 69.2 68.0
Old : 55.8 57.3 74.1 78.1 54.4 50.6 69.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 119,864: 100,362 104,833 11,517 3,404 3,184 0 1,704 210 1,235 4,880 1,479: 1,877 170
Old : 119,864: 100,362 104,833 11,517 3,404 3,184 0 1,704 210 1,235 4,880 1,479: 1,877 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,413: -1,285 1,433 280 -200 405 -60 -227 10 15 -493 490: 1,558 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 87.5 9.6 2.8 2.7 0.0 1.4 0.2 1.0 4.1 1.2: 1.6 0.1
Old : 100.0: 83.7 87.5 9.6 2.8 2.7 0.0 1.4 0.2 1.0 4.1 1.2: 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 : 45: 23 20 . . . 0 5 . . . .:
Old : 45: 23 20 . . . 0 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 45.1 78.1 66.8 53.3 44.6 68.5 59.0
Old : 56.7 45.1 78.1 66.8 53.3 44.6 68.5 59.0
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, June 05, 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 : 54,320: 47,111 49,030 3,879 1,160 2,880 0 275 25 200 75 0: 225 875
Old : 54,320: 47,111 49,030 3,879 1,160 2,880 0 275 25 200 75 0: 225 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 630: -225 550 600 -675 -120 0 50 -50 200 0 0: 225 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 90.3 7.1 2.1 5.3 0.0 0.5 0.0 0.4 0.1 0.0: 0.4 1.6
Old : 100.0: 86.7 90.3 7.1 2.1 5.3 0.0 0.5 0.0 0.4 0.1 0.0: 0.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 16 . . . 0 . . . . 0:
Old : 29: 12 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 : 90.7 85.5 97.0 94.6 88.6 84.2 91.1 89.1
Old : 90.7 85.5 97.0 94.6 88.6 84.2 91.1 89.1
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, June 05, 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 : 39,139: 31,399 28,879 150 4,615 3,545 950 1,525 250 1,780 0 250: 815 75
Old : 39,139: 31,399 28,879 150 4,615 3,545 950 1,525 250 1,780 0 250: 815 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,245: -590 -1,085 -625 -75 125 0 -125 0 -75 0 -75: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 73.8 0.4 11.8 9.1 2.4 3.9 0.6 4.5 0.0 0.6: 2.1 0.2
Old : 100.0: 80.2 73.8 0.4 11.8 9.1 2.4 3.9 0.6 4.5 0.0 0.6: 2.1 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 : 27: 18 17 . . . . . . . 0 .:
Old : 27: 18 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 : 53.5 55.5 71.9 79.2 31.5 35.4 42.2 45.6
Old : 53.5 55.5 71.9 79.2 31.5 35.4 42.2 45.6
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, June 05, 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 : 43,224: 24,861 32,884 4,450 2,730 3,980 6,063 1,900 630 3,085 1,100 0: 155 0
Old : 43,224: 24,861 32,884 4,450 2,730 3,980 6,063 1,900 630 3,085 1,100 0: 155 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,400: -1,035 -1,960 -650 -390 440 -165 600 -60 500 0 -25: -405 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 76.1 10.3 6.3 9.2 14.0 4.4 1.5 7.1 2.5 0.0: 0.4 0.0
Old : 100.0: 57.5 76.1 10.3 6.3 9.2 14.0 4.4 1.5 7.1 2.5 0.0: 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 20 . . . 5 . . 4 . 0:
Old : 36: 21 20 . . . 5 . . 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 43.8 63.4 71.9 33.3 34.2 50.2 56.8
Old : 43.8 43.8 63.4 71.9 33.3 34.2 50.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 38,846: 20,977 35,621 17,431 0 277 10 1,205 50 0 1,281 2: 99 410
Old : 38,846: 20,977 35,621 17,431 0 277 10 1,205 50 0 1,281 2: 99 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -2,468: -1,107 -2,307 -1,355 0 0 0 -110 0 0 -19 -1: -5 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 91.7 44.9 0.0 0.7 0.0 3.1 0.1 0.0 3.3 0.0: 0.3 1.1
Old : 100.0: 54.0 91.7 44.9 0.0 0.7 0.0 3.1 0.1 0.0 3.3 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 4 0 . . . . 0 . .:
Old : 24: 11 12 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 : 65.5 79.8 87.9 92.1 65.1 73.4 83.1 82.5
Old : 65.5 79.8 87.9 92.1 65.1 73.4 83.1 82.5
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, June 05, 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 : 31,929: 16,510 28,814 14,179 70 1,180 0 1,435 0 0 0 0: 60 430
Old : 31,929: 16,510 28,814 14,179 70 1,180 0 1,435 0 0 0 0: 60 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -2,137: -730 -1,947 -1,407 0 0 0 -145 0 0 0 0: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 90.2 44.4 0.2 3.7 0.0 4.5 0.0 0.0 0.0 0.0: 0.2 1.3
Old : 100.0: 51.7 90.2 44.4 0.2 3.7 0.0 4.5 0.0 0.0 0.0 0.0: 0.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 82.2 90.2 94.2 67.2 79.6 84.4 88.4
Old : 68.4 82.2 90.2 94.2 67.2 79.6 84.4 88.4
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, June 05, 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 : 33,603: 27,271 30,153 4,026 110 905 96 2,380 10 799 25 10: 486 10
Old : 33,603: 27,271 30,153 4,026 110 905 96 2,380 10 799 25 10: 486 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,771: -1,196 -1,576 157 70 -70 -492 -95 -80 -51 0 0: -39 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 89.7 12.0 0.3 2.7 0.3 7.1 0.0 2.4 0.1 0.0: 1.4 0.0
Old : 100.0: 81.2 89.7 12.0 0.3 2.7 0.3 7.1 0.0 2.4 0.1 0.0: 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 : 34: 15 16 4 . 4 . . . . . .:
Old : 34: 15 16 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 : 65.8 57.2 80.1 77.5 61.0 55.5 74.6 74.8
Old : 65.8 57.2 80.1 77.5 61.0 55.5 74.6 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 22,219: 18,690 21,235 1,871 10 644 0 145 125 500 0 0: 389 60
Old : 22,219: 18,690 21,235 1,871 10 644 0 145 125 500 0 0: 389 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -324: -337 -492 -13 10 158 0 40 -40 -55 0 0: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 95.6 8.4 0.0 2.9 0.0 0.7 0.6 2.3 0.0 0.0: 1.8 0.3
Old : 100.0: 84.1 95.6 8.4 0.0 2.9 0.0 0.7 0.6 2.3 0.0 0.0: 1.8 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 16 . . . 0 . . . 0 0:
Old : 27: 14 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 68.6 86.0 87.7 64.5 68.2 80.1 85.8
Old : 67.9 68.6 86.0 87.7 64.5 68.2 80.1 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 52,337: 45,590 31,781 3,986 12,262 892 920 7,169 10 754 65 90: 95 68
Old : 52,337: 45,590 31,781 3,986 12,262 892 920 7,169 10 754 65 90: 95 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -2,468: -2,717 -1,252 595 -79 -215 -20 -895 0 -26 30 -55: -30 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 60.7 7.6 23.4 1.7 1.8 13.7 0.0 1.4 0.1 0.2: 0.2 0.1
Old : 100.0: 87.1 60.7 7.6 23.4 1.7 1.8 13.7 0.0 1.4 0.1 0.2: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 21 . . . . . . . . .:
Old : 40: 23 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 58.5 74.1 78.1 43.7 55.2 56.7 65.8
Old : 56.0 58.5 74.1 78.1 43.7 55.2 56.7 65.8
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, June 05, 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 : 43,296: 37,917 25,955 4,139 13,155 668 0 3,280 0 40 30 160: 372 48
Old : 43,296: 37,917 25,955 4,139 13,155 668 0 3,280 0 40 30 160: 372 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,828: -1,806 -1,165 -12 -458 30 0 -165 0 0 -70 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 59.9 9.6 30.4 1.5 0.0 7.6 0.0 0.1 0.1 0.4: 0.9 0.1
Old : 100.0: 87.6 59.9 9.6 30.4 1.5 0.0 7.6 0.0 0.1 0.1 0.4: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 16 . . . 0 . 0 . . .:
Old : 30: 21 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 : 54.0 66.0 78.1 86.2 47.2 62.4 65.9 74.1
Old : 54.0 66.0 78.1 86.2 47.2 62.4 65.9 74.1
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, June 05, 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 : 21,911: 10,340 18,497 5,978 0 2,775 2,375 521 100 75 0 0: 268 18
Old : 21,911: 10,340 18,497 5,978 0 2,775 2,375 521 100 75 0 0: 268 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,146: -936 -1,201 -75 0 0 25 180 -125 -25 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 84.4 27.3 0.0 12.7 10.8 2.4 0.5 0.3 0.0 0.0: 1.2 0.1
Old : 100.0: 47.2 84.4 27.3 0.0 12.7 10.8 2.4 0.5 0.3 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 10 13 . 0 . . . . . 0 0:
Old : 25: 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 : 70.6 75.4 94.8 93.3 58.8 72.9 79.7 82.9
Old : 70.6 75.4 94.8 93.3 58.8 72.9 79.7 82.9
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, June 05, 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 : 18,115: 11,375 15,365 4,075 0 1,700 0 950 0 870 100 0: 95 0
Old : 18,115: 11,375 15,365 4,075 0 1,700 0 950 0 870 100 0: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,425: -410 -1,450 -740 0 0 -30 0 0 -205 25 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 84.8 22.5 0.0 9.4 0.0 5.2 0.0 4.8 0.6 0.0: 0.5 0.0
Old : 100.0: 62.8 84.8 22.5 0.0 9.4 0.0 5.2 0.0 4.8 0.6 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 7 . 0 . 0 . 0 . . 0:
Old : 23: 13 7 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 87.4 84.9 98.8 53.3 82.7 75.0 86.4
Old : 60.3 87.4 84.9 98.8 53.3 82.7 75.0 86.4
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, June 05, 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 : 20,785: 13,385 15,485 5,895 0 650 0 4,575 0 600 25 50: 205 0
Old : 20,785: 13,385 15,485 5,895 0 650 0 4,575 0 600 25 50: 205 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,410: -325 -1,585 -830 0 0 -30 150 0 -200 0 25: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 74.5 28.4 0.0 3.1 0.0 22.0 0.0 2.9 0.1 0.2: 1.0 0.0
Old : 100.0: 64.4 74.5 28.4 0.0 3.1 0.0 22.0 0.0 2.9 0.1 0.2: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 7 . 0 . 0 . 0 . . .:
Old : 24: 15 7 . 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 : 59.8 92.6 84.5 99.0 58.0 89.9 80.6 92.8
Old : 59.8 92.6 84.5 99.0 58.0 89.9 80.6 92.8
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, June 05, 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 : 22,065: 13,320 14,610 6,500 6,050 1,345 0 0 0 720 0 0: 180 60
Old : 22,065: 13,320 14,610 6,500 6,050 1,345 0 0 0 720 0 0: 180 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,255: -780 -1,165 -250 160 -250 0 0 0 635 0 0: -610 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 66.2 29.5 27.4 6.1 0.0 0.0 0.0 3.3 0.0 0.0: 0.8 0.3
Old : 100.0: 60.4 66.2 29.5 27.4 6.1 0.0 0.0 0.0 3.3 0.0 0.0: 0.8 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 : 21: 9 12 . . . 0 0 0 . 0 0:
Old : 21: 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 : 73.5 68.8 91.2 89.1 67.8 62.7 81.1 79.3
Old : 73.5 68.8 91.2 89.1 67.8 62.7 81.1 79.3
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, June 05, 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 : 20,590: 7,879 15,695 10,490 3,810 960 825 0 0 25 25 100: 311 0
Old : 20,590: 7,879 15,695 10,490 3,810 960 825 0 0 25 25 100: 311 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,900: -557 -1,715 -875 130 -265 -200 0 0 25 -50 0: -28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 76.2 50.9 18.5 4.7 4.0 0.0 0.0 0.1 0.1 0.5: 1.5 0.0
Old : 100.0: 38.3 76.2 50.9 18.5 4.7 4.0 0.0 0.0 0.1 0.1 0.5: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 9 10 . . . . 0 0 . . .:
Old : 24: 9 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 73.6 91.1 93.6 73.7 69.3 83.8 85.1
Old : 77.1 73.6 91.1 93.6 73.7 69.3 83.8 85.1
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, June 05, 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 : 16,320: 6,383 11,430 7,255 3,260 1,505 825 0 0 25 25 100: 227 0
Old : 16,320: 6,383 11,430 7,255 3,260 1,505 825 0 0 25 25 100: 227 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,540: -503 -1,405 -480 230 -365 -200 0 0 25 0 0: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 70.0 44.5 20.0 9.2 5.1 0.0 0.0 0.2 0.2 0.6: 1.4 0.0
Old : 100.0: 39.1 70.0 44.5 20.0 9.2 5.1 0.0 0.0 0.2 0.2 0.6: 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 : 22: 9 8 . . . . 0 0 . . .:
Old : 22: 9 8 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 76.4 89.2 97.6 67.1 67.3 76.9 80.8
Old : 74.9 76.4 89.2 97.6 67.1 67.3 76.9 80.8
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, June 05, 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 : 10,700: 7,075 4,510 1,120 120 1,485 0 3,825 0 600 550 125: 295 85
Old : 10,700: 7,075 4,510 1,120 120 1,485 0 3,825 0 600 550 125: 295 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -145: -190 -85 120 50 -170 0 25 0 0 0 0: 95 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 42.1 10.5 1.1 13.9 0.0 35.7 0.0 5.6 5.1 1.2: 2.8 0.8
Old : 100.0: 66.1 42.1 10.5 1.1 13.9 0.0 35.7 0.0 5.6 5.1 1.2: 2.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 . . . 0 . 0 . . .:
Old : 21: 12 8 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 65.9 82.6 88.0 49.9 60.4 66.0 70.8
Old : 60.2 65.9 82.6 88.0 49.9 60.4 66.0 70.8
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, June 05, 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 : 7,475: 5,415 4,710 300 420 860 0 700 0 600 625 75: 225 85
Old : 7,475: 5,415 4,710 300 420 860 0 700 0 600 625 75: 225 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -150: -230 -135 75 25 -100 0 25 0 0 0 0: 105 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 63.0 4.0 5.6 11.5 0.0 9.4 0.0 8.0 8.4 1.0: 3.0 1.1
Old : 100.0: 72.4 63.0 4.0 5.6 11.5 0.0 9.4 0.0 8.0 8.4 1.0: 3.0 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 : 21: 11 8 . . . 0 . 0 . . .:
Old : 21: 11 8 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 54.0 81.7 83.8 50.6 50.3 66.4 71.0
Old : 53.9 54.0 81.7 83.8 50.6 50.3 66.4 71.0
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, June 05, 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 : 40,506: 27,438 35,966 9,945 0 1,395 1,000 450 0 175 2,620 75: 478 0
Old : 40,506: 27,438 35,966 9,945 0 1,395 1,000 450 0 175 2,620 75: 478 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,625: -1,134 431 -645 0 210 0 375 0 -25 -2,605 0: -31 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 88.8 24.6 0.0 3.4 2.5 1.1 0.0 0.4 6.5 0.2: 1.2 0.0
Old : 100.0: 67.7 88.8 24.6 0.0 3.4 2.5 1.1 0.0 0.4 6.5 0.2: 1.2 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 : 28: 15 12 . 0 . . . 0 . . .:
Old : 28: 15 12 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 90.9 81.6 97.9 59.9 90.4 78.0 94.8
Old : 61.4 90.9 81.6 97.9 59.9 90.4 78.0 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 41,000: 28,543 35,886 8,810 52 1,917 1,000 450 0 175 2,620 75: 480 0
Old : 41,000: 28,543 35,886 8,810 52 1,917 1,000 450 0 175 2,620 75: 480 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -1,485: -1,004 496 -740 -30 315 0 375 0 -25 -2,605 0: -31 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 87.5 21.5 0.1 4.7 2.4 1.1 0.0 0.4 6.4 0.2: 1.2 0.0
Old : 100.0: 69.6 87.5 21.5 0.1 4.7 2.4 1.1 0.0 0.4 6.4 0.2: 1.2 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 : 29: 15 12 . . . . . 0 . . .:
Old : 29: 15 12 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 90.3 80.5 97.2 57.8 89.8 75.9 93.5
Old : 60.3 90.3 80.5 97.2 57.8 89.8 75.9 93.5
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, June 05, 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 : 110,758: 82,466 73,718 14,690 29,281 3,204 795 1,045 1,750 6,319 234 1,271: 263 255
Old : 110,758: 82,466 73,718 14,690 29,281 3,204 795 1,045 1,750 6,319 234 1,271: 263 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -3,972: -1,349 -3,798 -250 496 -427 -55 -405 450 -2,137 -75 -213: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 66.6 13.3 26.4 2.9 0.7 0.9 1.6 5.7 0.2 1.1: 0.2 0.2
Old : 100.0: 74.5 66.6 13.3 26.4 2.9 0.7 0.9 1.6 5.7 0.2 1.1: 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 : 49: 28 23 . 4 . . . . 8 . 4:
Old : 49: 28 23 . 4 . . . . 8 . 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 : 41.8 53.6 62.0 77.6 40.4 43.2 56.3 61.2
Old : 41.8 53.6 62.0 77.6 40.4 43.2 56.3 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 128,485: 95,128 84,288 17,000 38,620 1,437 6,145 1,855 650 6,809 564 1,071: 245 0
Old : 128,485: 95,128 84,288 17,000 38,620 1,437 6,145 1,855 650 6,809 564 1,071: 245 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -5,288: -1,820 -3,994 -180 -340 -287 -780 -510 50 -2,059 25 -232: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 65.6 13.2 30.1 1.1 4.8 1.4 0.5 5.3 0.4 0.8: 0.2 0.0
Old : 100.0: 74.0 65.6 13.2 30.1 1.1 4.8 1.4 0.5 5.3 0.4 0.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 29 26 . 6 4 . . . 8 . 5:
Old : 55: 29 26 . 6 4 . . . 8 . 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 : 38.2 54.8 59.2 79.6 36.8 50.4 56.3 67.8
Old : 38.2 54.8 59.2 79.6 36.8 50.4 56.3 67.8
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, June 05, 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 : 261,719: 188,655 178,930 5,519 7,527 24,103 17,675 26,713 6,544 9,024 8,152 9,733: 466 17
Old : 261,719: 188,655 178,930 5,519 7,527 24,103 17,675 26,713 6,544 9,024 8,152 9,733: 466 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -11,159: -9,529 -4,726 397 -1,154 1,060 -1,232 -779 -1,618 259 -3,421 -508: 12 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 68.4 2.1 2.9 9.2 6.8 10.2 2.5 3.4 3.1 3.7: 0.2 0.0
Old : 100.0: 72.1 68.4 2.1 2.9 9.2 6.8 10.2 2.5 3.4 3.1 3.7: 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 : 87: 35 39 . 4 4 10 6 6 14 8 11:
Old : 87: 35 39 . 4 4 10 6 6 14 8 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 42.2 55.4 58.9 27.0 32.5 39.1 42.8
Old : 33.9 42.2 55.4 58.9 27.0 32.5 39.1 42.8
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, June 05, 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 : 32,058: 20,811 30,929 8,072 0 459 555 125 175 1,723 300 0: 263 70
Old : 32,058: 20,811 30,929 8,072 0 459 555 125 175 1,723 300 0: 263 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -727: -1,815 -92 1,825 0 -600 -125 -100 0 0 0 0: -12 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 96.5 25.2 0.0 1.4 1.7 0.4 0.5 5.4 0.9 0.0: 0.8 0.2
Old : 100.0: 64.9 96.5 25.2 0.0 1.4 1.7 0.4 0.5 5.4 0.9 0.0: 0.8 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 : 25: 16 6 . 0 . . . . . . 0:
Old : 25: 16 6 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 94.8 77.5 98.6 52.0 91.0 76.1 91.7
Old : 53.5 94.8 77.5 98.6 52.0 91.0 76.1 91.7
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, June 05, 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 : 30,821: 19,445 29,423 8,807 0 253 0 380 595 1,358 0 100: 263 70
Old : 30,821: 19,445 29,423 8,807 0 253 0 380 595 1,358 0 100: 263 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -622: -1,765 -92 1,750 0 -495 0 0 -100 0 0 0: -12 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 95.5 28.6 0.0 0.8 0.0 1.2 1.9 4.4 0.0 0.3: 0.9 0.2
Old : 100.0: 63.1 95.5 28.6 0.0 0.8 0.0 1.2 1.9 4.4 0.0 0.3: 0.9 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 : 24: 16 6 . 0 . 0 . . . 0 .:
Old : 24: 16 6 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 93.8 81.5 99.0 56.6 90.7 80.7 91.9
Old : 57.5 93.8 81.5 99.0 56.6 90.7 80.7 91.9
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, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,187: 7,675 10,687 3,657 1,670 2,325 1,050 100 100 50 0 0: 2,330 2,305
Old : 17,187: 7,675 10,687 3,657 1,670 2,325 1,050 100 100 50 0 0: 2,330 2,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 62.2 21.3 9.7 13.5 6.1 0.6 0.6 0.3 0.0 0.0: 13.6 13.4
Old : 100.0: 44.7 62.2 21.3 9.7 13.5 6.1 0.6 0.6 0.3 0.0 0.0: 13.6 13.4
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: 10 11 . . . . . . . 0 0:
Old : 20: 10 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 : 65.1 51.6 81.0 74.3 52.8 42.7 59.8 56.1
Old : 65.1 51.6 81.0 74.3 52.8 42.7 59.8 56.1
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, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,575: 4,250 11,160 6,065 425 415 900 75 175 450 0 0: 1,320 1,325
Old : 13,575: 4,250 11,160 6,065 425 415 900 75 175 450 0 0: 1,320 1,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 82.2 44.7 3.1 3.1 6.6 0.6 1.3 3.3 0.0 0.0: 9.7 9.8
Old : 100.0: 31.3 82.2 44.7 3.1 3.1 6.6 0.6 1.3 3.3 0.0 0.0: 9.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . . . . 0 0:
Old : 20: 8 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 : 70.6 46.4 85.9 73.1 66.2 45.3 74.5 65.0
Old : 70.6 46.4 85.9 73.1 66.2 45.3 74.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 58,515: 20,906 27,444 17,295 18,905 125 13,110 0 100 575 5,520 625: 5,779 5,796
Old : 58,515: 20,906 27,444 17,295 18,905 125 13,110 0 100 575 5,520 625: 5,779 5,796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 2,130: 2,870 638 -120 1,450 0 -685 0 0 0 0 0: 65 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 46.9 29.6 32.3 0.2 22.4 0.0 0.2 1.0 9.4 1.1: 9.9 9.9
Old : 100.0: 35.7 46.9 29.6 32.3 0.2 22.4 0.0 0.2 1.0 9.4 1.1: 9.9 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 : 29: 16 20 . . . . 0 . . . .:
Old : 29: 16 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 : 64.8 53.6 78.1 72.7 62.8 52.8 73.7 69.8
Old : 64.8 53.6 78.1 72.7 62.8 52.8 73.7 69.8
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, June 05, 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 : 56,271: 18,761 26,186 16,070 18,885 125 15,200 0 0 575 5,520 625: 4,915 4,930
Old : 56,271: 18,761 26,186 16,070 18,885 125 15,200 0 0 575 5,520 625: 4,915 4,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 2,348: 1,163 845 -145 1,450 0 1,235 0 0 0 0 0: 95 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 46.5 28.6 33.6 0.2 27.0 0.0 0.0 1.0 9.8 1.1: 8.7 8.8
Old : 100.0: 33.3 46.5 28.6 33.6 0.2 27.0 0.0 0.0 1.0 9.8 1.1: 8.7 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 : 30: 15 21 . . . . 0 0 . . .:
Old : 30: 15 21 . . . . 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 55.0 80.4 73.8 64.5 54.8 76.1 71.3
Old : 65.3 55.0 80.4 73.8 64.5 54.8 76.1 71.3
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, June 05, 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 : 22,280: 15,540 6,730 50 835 2,435 260 9,045 140 565 25 35: 3,255 3,035
Old : 22,280: 15,540 6,730 50 835 2,435 260 9,045 140 565 25 35: 3,255 3,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 30.2 0.2 3.7 10.9 1.2 40.6 0.6 2.5 0.1 0.2: 14.6 13.6
Old : 100.0: 69.7 30.2 0.2 3.7 10.9 1.2 40.6 0.6 2.5 0.1 0.2: 14.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . . . . . .:
Old : 27: 15 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 67.3 68.1 82.4 44.3 61.9 61.6 71.5
Old : 46.1 67.3 68.1 82.4 44.3 61.9 61.6 71.5
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, June 05, 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 : 21,375: 14,455 6,670 585 0 2,770 460 8,995 0 0 60 0: 3,105 2,880
Old : 21,375: 14,455 6,670 585 0 2,770 460 8,995 0 0 60 0: 3,105 2,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 31.2 2.7 0.0 13.0 2.2 42.1 0.0 0.0 0.3 0.0: 14.5 13.5
Old : 100.0: 67.6 31.2 2.7 0.0 13.0 2.2 42.1 0.0 0.0 0.3 0.0: 14.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 11 . 0 . . . 0 0 . 0:
Old : 27: 16 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 : 48.9 67.8 69.6 83.4 42.0 64.5 58.3 69.7
Old : 48.9 67.8 69.6 83.4 42.0 64.5 58.3 69.7
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, June 05, 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 : 31,511: 11,986 25,061 2,200 1,185 1,175 12,920 0 0 0 600 0: 3,230 3,490
Old : 31,511: 11,986 25,061 2,200 1,185 1,175 12,920 0 0 0 600 0: 3,230 3,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,980: -60 1,920 60 0 -35 1,920 0 0 0 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 79.5 7.0 3.8 3.7 41.0 0.0 0.0 0.0 1.9 0.0: 10.3 11.1
Old : 100.0: 38.0 79.5 7.0 3.8 3.7 41.0 0.0 0.0 0.0 1.9 0.0: 10.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 . . . . 0 0 0 . 0:
Old : 23: 11 13 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 68.7 86.5 79.8 71.7 65.1 80.4 75.0
Old : 72.0 68.7 86.5 79.8 71.7 65.1 80.4 75.0
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, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,699: 8,589 18,684 1,335 385 1,300 9,975 0 0 0 600 0: 3,500 3,730
Old : 24,699: 8,589 18,684 1,335 385 1,300 9,975 0 0 0 600 0: 3,500 3,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 60: -60 0 60 0 -35 0 0 0 0 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 75.6 5.4 1.6 5.3 40.4 0.0 0.0 0.0 2.4 0.0: 14.2 15.1
Old : 100.0: 34.8 75.6 5.4 1.6 5.3 40.4 0.0 0.0 0.0 2.4 0.0: 14.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . 0 0 0 . 0:
Old : 20: 8 12 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 64.3 84.0 77.7 73.2 61.9 77.6 72.5
Old : 74.1 64.3 84.0 77.7 73.2 61.9 77.6 72.5
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, June 05, 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 : 38,725: 15,020 33,420 14,880 0 1,250 5,105 0 25 0 1,585 0: 2,445 2,445
Old : 38,725: 15,020 33,420 14,880 0 1,250 5,105 0 25 0 1,585 0: 2,445 2,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -345: 5 -415 -420 0 0 0 0 0 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 86.3 38.4 0.0 3.2 13.2 0.0 0.1 0.0 4.1 0.0: 6.3 6.3
Old : 100.0: 38.8 86.3 38.4 0.0 3.2 13.2 0.0 0.1 0.0 4.1 0.0: 6.3 6.3
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 9 . 0 . . 0 . 0 . 0:
Old : 27: 14 9 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 83.6 78.4 91.6 59.1 83.2 77.1 89.7
Old : 60.5 83.6 78.4 91.6 59.1 83.2 77.1 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,750: 13,265 30,165 13,255 0 875 5,180 0 25 0 1,535 0: 2,150 2,150
Old : 34,750: 13,265 30,165 13,255 0 875 5,180 0 25 0 1,535 0: 2,150 2,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -345: 5 -415 -420 0 0 0 0 0 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 86.8 38.1 0.0 2.5 14.9 0.0 0.1 0.0 4.4 0.0: 6.2 6.2
Old : 100.0: 38.2 86.8 38.1 0.0 2.5 14.9 0.0 0.1 0.0 4.4 0.0: 6.2 6.2
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: 14 9 . 0 . . 0 . 0 . 0:
Old : 27: 14 9 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 83.2 78.8 91.9 60.2 82.9 77.0 90.6
Old : 61.7 83.2 78.8 91.9 60.2 82.9 77.0 90.6
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, June 05, 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 : 14,975: 12,575 4,130 400 4,995 305 0 3,685 0 0 500 0: 1,695 1,360
Old : 14,975: 12,575 4,130 400 4,995 305 0 3,685 0 0 500 0: 1,695 1,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 50: 50 110 0 0 0 0 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 27.6 2.7 33.4 2.0 0.0 24.6 0.0 0.0 3.3 0.0: 11.3 9.1
Old : 100.0: 84.0 27.6 2.7 33.4 2.0 0.0 24.6 0.0 0.0 3.3 0.0: 11.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 9 . . . 0 . 0 0 . 0:
Old : 22: 13 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 : 72.2 69.6 84.0 83.7 68.3 63.2 75.3 73.6
Old : 72.2 69.6 84.0 83.7 68.3 63.2 75.3 73.6
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, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,455: 10,625 3,800 400 3,795 805 0 3,665 0 0 100 0: 1,625 1,290
Old : 13,455: 10,625 3,800 400 3,795 805 0 3,665 0 0 100 0: 1,625 1,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 50: 50 110 0 0 0 0 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 28.2 3.0 28.2 6.0 0.0 27.2 0.0 0.0 0.7 0.0: 12.1 9.6
Old : 100.0: 79.0 28.2 3.0 28.2 6.0 0.0 27.2 0.0 0.0 0.7 0.0: 12.1 9.6
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 : 22: 13 9 . . . 0 . 0 0 . 0:
Old : 22: 13 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 : 66.1 73.9 81.5 86.3 64.2 63.1 72.8 74.4
Old : 66.1 73.9 81.5 86.3 64.2 63.1 72.8 74.4
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, June 05, 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 : 27,275: 23,170 10,645 0 14,315 300 1,045 245 525 795 0 370: 1,070 875
Old : 27,275: 23,170 10,645 0 14,315 300 1,045 245 525 795 0 370: 1,070 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 250: 445 420 0 -275 0 -275 25 0 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 39.0 0.0 52.5 1.1 3.8 0.9 1.9 2.9 0.0 1.4: 3.9 3.2
Old : 100.0: 84.9 39.0 0.0 52.5 1.1 3.8 0.9 1.9 2.9 0.0 1.4: 3.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 0 . . . . . . 0 .:
Old : 29: 18 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 : 60.5 70.4 76.7 85.3 53.6 67.9 68.2 80.4
Old : 60.5 70.4 76.7 85.3 53.6 67.9 68.2 80.4
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, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,260: 21,725 8,985 0 14,970 300 1,045 245 525 855 0 310: 1,500 925
Old : 26,260: 21,725 8,985 0 14,970 300 1,045 245 525 855 0 310: 1,500 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 170: 365 340 0 -275 0 -175 125 -100 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 34.2 0.0 57.0 1.1 4.0 0.9 2.0 3.3 0.0 1.2: 5.7 3.5
Old : 100.0: 82.7 34.2 0.0 57.0 1.1 4.0 0.9 2.0 3.3 0.0 1.2: 5.7 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 : 29: 18 14 0 . . . . . . 0 .:
Old : 29: 18 14 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 73.5 75.8 86.2 56.9 72.4 71.6 81.7
Old : 59.7 73.5 75.8 86.2 56.9 72.4 71.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 38,095: 27,555 10,830 0 23,645 175 6,685 300 565 2,160 1,650 0: 955 930
Old : 38,095: 27,555 10,830 0 23,645 175 6,685 300 565 2,160 1,650 0: 955 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 28.4 0.0 62.1 0.5 17.5 0.8 1.5 5.7 4.3 0.0: 2.5 2.4
Old : 100.0: 72.3 28.4 0.0 62.1 0.5 17.5 0.8 1.5 5.7 4.3 0.0: 2.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 7 0 . . . . . . . 0:
Old : 26: 15 7 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 78.7 83.9 94.6 62.2 77.6 80.5 90.3
Old : 63.7 78.7 83.9 94.6 62.2 77.6 80.5 90.3
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, June 05, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,790: 24,040 13,535 0 17,545 175 6,955 350 125 2,060 1,650 0: 1,435 1,410
Old : 34,790: 24,040 13,535 0 17,545 175 6,955 350 125 2,060 1,650 0: 1,435 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 38.9 0.0 50.4 0.5 20.0 1.0 0.4 5.9 4.7 0.0: 4.1 4.1
Old : 100.0: 69.1 38.9 0.0 50.4 0.5 20.0 1.0 0.4 5.9 4.7 0.0: 4.1 4.1
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: 14 8 0 . . . . . . . 0:
Old : 25: 14 8 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 73.1 82.7 92.9 61.6 71.8 80.7 88.2
Old : 62.2 73.1 82.7 92.9 61.6 71.8 80.7 88.2
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, June 05, 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 : 101,205: 37,450 88,760 42,675 0 200 8,555 0 2,925 2,245 2,160 0: 7,155 7,160
Old : 101,205: 37,450 88,760 42,675 0 200 8,555 0 2,925 2,245 2,160 0: 7,155 7,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 650: 25 345 -130 0 0 300 0 0 150 0 -20: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 87.7 42.2 0.0 0.2 8.5 0.0 2.9 2.2 2.1 0.0: 7.1 7.1
Old : 100.0: 37.0 87.7 42.2 0.0 0.2 8.5 0.0 2.9 2.2 2.1 0.0: 7.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 16 25 . 0 . . 0 . 4 . 0:
Old : 41: 16 25 . 0 . . 0 . 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 55.4 79.9 71.3 62.0 55.1 73.9 69.1
Old : 65.3 55.4 79.9 71.3 62.0 55.1 73.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 92,245: 36,305 79,500 35,355 0 175 7,810 240 2,320 2,335 2,060 0: 7,945 7,950
Old : 92,245: 36,305 79,500 35,355 0 175 7,810 240 2,320 2,335 2,060 0: 7,945 7,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 545: -200 420 170 0 0 300 0 0 150 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 86.2 38.3 0.0 0.2 8.5 0.3 2.5 2.5 2.2 0.0: 8.6 8.6
Old : 100.0: 39.4 86.2 38.3 0.0 0.2 8.5 0.3 2.5 2.5 2.2 0.0: 8.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 16 24 . 0 . . . . 4 . 0:
Old : 40: 16 24 . 0 . . . . 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 52.2 78.5 68.0 61.6 51.9 74.6 67.6
Old : 62.9 52.2 78.5 68.0 61.6 51.9 74.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 29,725: 14,545 17,305 7,090 3,805 3,205 300 2,350 0 2,525 1,000 200: 1,860 1,860
Old : 29,725: 14,545 17,305 7,090 3,805 3,205 300 2,350 0 2,525 1,000 200: 1,860 1,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -75: -450 1,720 250 0 0 300 -1,620 -175 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 58.2 23.9 12.8 10.8 1.0 7.9 0.0 8.5 3.4 0.7: 6.3 6.3
Old : 100.0: 48.9 58.2 23.9 12.8 10.8 1.0 7.9 0.0 8.5 3.4 0.7: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 17 . . . . . 0 . . .:
Old : 30: 15 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 : 69.8 48.9 83.6 69.8 60.0 45.0 70.1 61.1
Old : 69.8 48.9 83.6 69.8 60.0 45.0 70.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, June 05, 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 : 22,695: 9,510 12,185 5,850 4,455 3,865 0 175 0 2,875 1,300 0: 595 715
Old : 22,695: 9,510 12,185 5,850 4,455 3,865 0 175 0 2,875 1,300 0: 595 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 180: 110 150 250 30 0 0 0 0 0 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 53.7 25.8 19.6 17.0 0.0 0.8 0.0 12.7 5.7 0.0: 2.6 3.2
Old : 100.0: 41.9 53.7 25.8 19.6 17.0 0.0 0.8 0.0 12.7 5.7 0.0: 2.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 13 . . . 0 . 0 . . 0:
Old : 25: 13 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 : 84.8 54.4 92.9 76.3 66.1 42.4 72.1 61.7
Old : 84.8 54.4 92.9 76.3 66.1 42.4 72.1 61.7
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, June 05, 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 : 53,885: 33,540 33,630 665 415 8,060 380 0 1,180 0 600 100: 9,960 9,900
Old : 53,885: 33,540 33,630 665 415 8,060 380 0 1,180 0 600 100: 9,960 9,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 10: -480 480 -600 -1,500 1,150 0 0 0 0 0 0: -60 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 62.4 1.2 0.8 15.0 0.7 0.0 2.2 0.0 1.1 0.2: 18.5 18.4
Old : 100.0: 62.2 62.4 1.2 0.8 15.0 0.7 0.0 2.2 0.0 1.1 0.2: 18.5 18.4
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 : 31: 17 21 . . . . 0 . 0 . .:
Old : 31: 17 21 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 36.1 71.8 54.9 42.8 23.9 45.8 35.7
Old : 55.0 36.1 71.8 54.9 42.8 23.9 45.8 35.7
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, June 05, 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 : 40,875: 20,160 20,625 0 1,665 6,855 2,330 0 0 0 400 100: 11,430 11,230
Old : 40,875: 20,160 20,625 0 1,665 6,855 2,330 0 0 0 400 100: 11,430 11,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 195: -300 60 -560 -860 1,235 0 0 0 0 0 0: -180 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 50.5 0.0 4.1 16.8 5.7 0.0 0.0 0.0 1.0 0.2: 28.0 27.5
Old : 100.0: 49.3 50.5 0.0 4.1 16.8 5.7 0.0 0.0 0.0 1.0 0.2: 28.0 27.5
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 : 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 : 47.4 36.7 64.5 52.4 39.9 21.4 40.8 32.1
Old : 47.4 36.7 64.5 52.4 39.9 21.4 40.8 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2018