COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, June 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 39,460: 13,129 20,153 6,697 533 172 1,045 7,413 2,152 11,564 4,288 3,671: 1,030 1,078
Old : 39,460: 13,129 20,153 6,697 533 172 1,045 7,413 2,152 11,564 4,288 3,671: 1,030 1,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 747: 210 112 224 0 7 45 -119 583 -196 414 -20: -106 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 51.1 17.0 1.4 0.4 2.6 18.8 5.5 29.3 10.9 9.3: 2.6 2.7
Old : 100.0: 33.3 51.1 17.0 1.4 0.4 2.6 18.8 5.5 29.3 10.9 9.3: 2.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 34.9 60.5 58.4 77.0 33.3 45.7 49.3 55.2
Old : 34.9 60.5 58.4 77.0 33.3 45.7 49.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 4,390: 1,976 2,355 144 289 139 260 55 30 1,032 824 366: 443 332
Old : 4,390: 1,976 2,355 144 289 139 260 55 30 1,032 824 366: 443 332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 144: -41 110 92 0 49 20 0 0 155 45 -10: -121 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 53.6 3.3 6.6 3.2 5.9 1.3 0.7 23.5 18.8 8.3: 10.1 7.6
Old : 100.0: 45.0 53.6 3.3 6.6 3.2 5.9 1.3 0.7 23.5 18.8 8.3: 10.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 5 6 . . . . . . 5 4 5:
Old : 21: 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 : 47.1 57.4 69.5 73.8 33.3 46.8 47.5 53.6
Old : 47.1 57.4 69.5 73.8 33.3 46.8 47.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, June 12, 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: 27,294 31,569 1,059 4,077 5,255 8,310 42 0 1,347 2,895 87: 1,086 513
Old : 44,438: 27,294 31,569 1,059 4,077 5,255 8,310 42 0 1,347 2,895 87: 1,086 513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 0: -275 0 -42 0 0 42 0 0 0 0 0: 275 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 71.0 2.4 9.2 11.8 18.7 0.1 0.0 3.0 6.5 0.2: 2.4 1.2
Old : 100.0: 61.4 71.0 2.4 9.2 11.8 18.7 0.1 0.0 3.0 6.5 0.2: 2.4 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 : 46: 24 24 . . . . . 0 5 4 .:
Old : 46: 24 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 12, 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 : 45,186: 35,531 38,173 1,110 1,430 3,735 400 868 325 3,675 175 400: 10 80
Old : 45,186: 35,531 38,173 1,110 1,430 3,735 400 868 325 3,675 175 400: 10 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 909: 939 1,310 325 -651 170 0 -35 0 -550 150 25: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 84.5 2.5 3.2 8.3 0.9 1.9 0.7 8.1 0.4 0.9: 0.0 0.2
Old : 100.0: 78.6 84.5 2.5 3.2 8.3 0.9 1.9 0.7 8.1 0.4 0.9: 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 : 37: 22 17 . . . . . . 4 . .:
Old : 37: 22 17 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 61.6 81.5 83.3 52.5 57.8 63.7 66.6
Old : 61.4 61.6 81.5 83.3 52.5 57.8 63.7 66.6
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 12, 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 : 22,871: 20,666 14,639 25 5,122 1,155 100 0 0 245 1,275 680: 0 0
Old : 22,871: 20,666 14,639 25 5,122 1,155 100 0 0 245 1,275 680: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -150: -250 25 0 -175 100 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 64.0 0.1 22.4 5.1 0.4 0.0 0.0 1.1 5.6 3.0: 0.0 0.0
Old : 100.0: 90.4 64.0 0.1 22.4 5.1 0.4 0.0 0.0 1.1 5.6 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 : 70.0 60.3 87.1 84.3 64.8 45.9 70.3 68.8
Old : 70.0 60.3 87.1 84.3 64.8 45.9 70.3 68.8
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 12, 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 : 165,821: 134,517 117,196 7,355 11,584 10,336 7,185 17,117 1,240 2,358 5,489 2,599: 231 260
Old : 165,821: 134,517 117,196 7,355 11,584 10,336 7,185 17,117 1,240 2,358 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: June 5, 2018 :
: -1,548: -267 -1,590 -1,534 339 403 0 -700 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 70.7 4.4 7.0 6.2 4.3 10.3 0.7 1.4 3.3 1.6: 0.1 0.2
Old : 100.0: 81.1 70.7 4.4 7.0 6.2 4.3 10.3 0.7 1.4 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 : 55: 31 32 4 . 4 4 . . . 4 4:
Old : 55: 31 32 4 . 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 : 36.4 50.7 55.1 67.4 31.1 42.9 44.5 55.6
Old : 36.4 50.7 55.1 67.4 31.1 42.9 44.5 55.6
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 12, 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 : 55,344: 36,786 31,316 14,422 13,206 2,283 782 6,038 501 175 1,725 275: 120 0
Old : 55,344: 36,786 31,316 14,422 13,206 2,283 782 6,038 501 175 1,725 275: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,937: 711 -3,229 -1,568 885 61 -190 -27 -50 -350 248 175: -726 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 56.6 26.1 23.9 4.1 1.4 10.9 0.9 0.3 3.1 0.5: 0.2 0.0
Old : 100.0: 66.5 56.6 26.1 23.9 4.1 1.4 10.9 0.9 0.3 3.1 0.5: 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 : 36: 18 15 . . . 4 . . . 5 .:
Old : 36: 18 15 . . . 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 : 77.4 74.1 88.2 88.4 74.5 66.6 79.1 78.5
Old : 77.4 74.1 88.2 88.4 74.5 66.6 79.1 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 32,595: 28,350 20,660 3,630 11,595 290 150 0 0 150 25 25: 0 0
Old : 32,595: 28,350 20,660 3,630 11,595 290 150 0 0 150 25 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,425: -841 -650 -515 -75 0 0 0 0 0 25 0: -69 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 63.4 11.1 35.6 0.9 0.5 0.0 0.0 0.5 0.1 0.1: 0.0 0.0
Old : 100.0: 87.0 63.4 11.1 35.6 0.9 0.5 0.0 0.0 0.5 0.1 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . . . . 0 0 . . .:
Old : 22: 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 : 88.4 93.1 97.6 97.9 85.1 87.0 89.4 90.1
Old : 88.4 93.1 97.6 97.9 85.1 87.0 89.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 47,150: 32,519 35,795 5,620 5,230 3,330 3,050 1,750 0 1,900 300 565: 166 180
Old : 47,150: 32,519 35,795 5,620 5,230 3,330 3,050 1,750 0 1,900 300 565: 166 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 430: 205 565 100 -220 100 0 0 0 0 0 0: 25 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 75.9 11.9 11.1 7.1 6.5 3.7 0.0 4.0 0.6 1.2: 0.4 0.4
Old : 100.0: 69.0 75.9 11.9 11.1 7.1 6.5 3.7 0.0 4.0 0.6 1.2: 0.4 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 : 38: 21 25 . . . . . 0 . . .:
Old : 38: 21 25 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 49.5 69.3 68.3 43.8 38.9 60.4 53.6
Old : 47.3 49.5 69.3 68.3 43.8 38.9 60.4 53.6
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 12, 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 : 77,316: 48,550 54,306 5,156 10,120 8,675 11,735 2,505 800 1,674 450 446: 280 14
Old : 77,316: 48,550 54,306 5,156 10,120 8,675 11,735 2,505 800 1,674 450 446: 280 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 3,055: 1,790 2,335 -50 30 690 35 0 0 600 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 70.2 6.7 13.1 11.2 15.2 3.2 1.0 2.2 0.6 0.6: 0.4 0.0
Old : 100.0: 62.8 70.2 6.7 13.1 11.2 15.2 3.2 1.0 2.2 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 : 45.1 50.3 68.8 72.0 42.1 42.6 58.0 57.9
Old : 45.1 50.3 68.8 72.0 42.1 42.6 58.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 68,169: 45,508 47,759 16,325 16,330 1,690 600 670 45 2,285 170 1,240: 476 265
Old : 68,169: 45,508 47,759 16,325 16,330 1,690 600 670 45 2,285 170 1,240: 476 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 910: 690 620 190 300 0 0 -20 20 0 0 0: 10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 70.1 23.9 24.0 2.5 0.9 1.0 0.1 3.4 0.2 1.8: 0.7 0.4
Old : 100.0: 66.8 70.1 23.9 24.0 2.5 0.9 1.0 0.1 3.4 0.2 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 22 . . . . . . . . .:
Old : 40: 21 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 70.5 61.3 85.6 41.2 68.1 59.4 81.4
Old : 41.6 70.5 61.3 85.6 41.2 68.1 59.4 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 12, 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 : 100,417: 67,262 60,908 24,995 35,309 2,990 600 0 0 3,050 170 890: 630 150
Old : 100,417: 67,262 60,908 24,995 35,309 2,990 600 0 0 3,050 170 890: 630 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 1,604: 1,584 809 -10 805 0 0 0 0 0 0 0: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 60.7 24.9 35.2 3.0 0.6 0.0 0.0 3.0 0.2 0.9: 0.6 0.1
Old : 100.0: 67.0 60.7 24.9 35.2 3.0 0.6 0.0 0.0 3.0 0.2 0.9: 0.6 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 : 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 : 45.0 71.2 64.3 85.3 44.8 68.2 63.8 80.7
Old : 45.0 71.2 64.3 85.3 44.8 68.2 63.8 80.7
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,925: 22,085 26,045 3,885 0 3,510 300 0 0 125 130 20: 0 220
Old : 29,925: 22,085 26,045 3,885 0 3,510 300 0 0 125 130 20: 0 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,670: -1,010 -1,240 105 0 -320 0 0 0 -25 -55 0: -420 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 87.0 13.0 0.0 11.7 1.0 0.0 0.0 0.4 0.4 0.1: 0.0 0.7
Old : 100.0: 73.8 87.0 13.0 0.0 11.7 1.0 0.0 0.0 0.4 0.4 0.1: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 4 0 . . 0 0 . . .:
Old : 29: 18 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 : 54.2 75.9 83.7 87.0 44.2 68.2 64.6 73.9
Old : 54.2 75.9 83.7 87.0 44.2 68.2 64.6 73.9
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 12, 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 : 29,160: 23,300 22,780 285 1,410 4,275 0 300 0 1,030 0 0: 270 395
Old : 29,160: 23,300 22,780 285 1,410 4,275 0 300 0 1,030 0 0: 270 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,025: -800 -1,135 -290 -270 0 0 0 0 -45 0 0: 110 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 78.1 1.0 4.8 14.7 0.0 1.0 0.0 3.5 0.0 0.0: 0.9 1.4
Old : 100.0: 79.9 78.1 1.0 4.8 14.7 0.0 1.0 0.0 3.5 0.0 0.0: 0.9 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 : 26: 17 15 . . . 0 . 0 . 0 0:
Old : 26: 17 15 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 71.3 74.4 89.3 40.3 58.0 51.6 61.5
Old : 53.9 71.3 74.4 89.3 40.3 58.0 51.6 61.5
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 12, 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 : 11,130: 9,955 9,780 50 750 200 225 0 50 650 350 0: 0 0
Old : 11,130: 9,955 9,780 50 750 200 225 0 50 650 350 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 129: 800 79 -200 -100 0 -250 0 0 -221 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 87.9 0.4 6.7 1.8 2.0 0.0 0.4 5.8 3.1 0.0: 0.0 0.0
Old : 100.0: 89.4 87.9 0.4 6.7 1.8 2.0 0.0 0.4 5.8 3.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 7 . . . . 0 . . . 0:
Old : 24: 14 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 : 59.4 75.1 79.6 96.4 49.1 68.9 64.4 76.3
Old : 59.4 75.1 79.6 96.4 49.1 68.9 64.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 47,356: 26,754 31,964 450 6,625 3,431 5,324 161 513 7,059 788 3,385: 440 489
Old : 47,356: 26,754 31,964 450 6,625 3,431 5,324 161 513 7,059 788 3,385: 440 489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,279: -1,449 1,051 -150 -29 -605 -401 -131 -115 2,749 -174 -1,266: -42 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 67.5 1.0 14.0 7.2 11.2 0.3 1.1 14.9 1.7 7.1: 0.9 1.0
Old : 100.0: 56.5 67.5 1.0 14.0 7.2 11.2 0.3 1.1 14.9 1.7 7.1: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 21 26 . . . 5 . 5 9 . 7:
Old : 49: 21 26 . . . 5 . 5 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 : 42.8 38.3 65.3 60.5 34.7 25.0 48.8 39.6
Old : 42.8 38.3 65.3 60.5 34.7 25.0 48.8 39.6
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 12, 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 : 40,278: 31,178 36,003 5,080 0 3,495 300 600 0 225 125 0: 0 55
Old : 40,278: 31,178 36,003 5,080 0 3,495 300 600 0 225 125 0: 0 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,125: -605 -1,690 -1,320 0 700 0 0 0 105 -120 -5: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 89.4 12.6 0.0 8.7 0.7 1.5 0.0 0.6 0.3 0.0: 0.0 0.1
Old : 100.0: 77.4 89.4 12.6 0.0 8.7 0.7 1.5 0.0 0.6 0.3 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 21 4 0 . . . 0 . . 0:
Old : 37: 24 21 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 : 51.9 67.7 80.1 84.2 47.8 59.0 69.2 69.9
Old : 51.9 67.7 80.1 84.2 47.8 59.0 69.2 69.9
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 12, 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 : 42,670: 36,765 29,304 850 9,540 640 2,430 1,486 70 775 1,130 500: 640 0
Old : 42,670: 36,765 29,304 850 9,540 640 2,430 1,486 70 775 1,130 500: 640 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -3,697: -2,792 -2,999 -70 -130 -340 -115 -288 0 -175 235 -175: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 68.7 2.0 22.4 1.5 5.7 3.5 0.2 1.8 2.6 1.2: 1.5 0.0
Old : 100.0: 86.2 68.7 2.0 22.4 1.5 5.7 3.5 0.2 1.8 2.6 1.2: 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 : 38: 20 19 . . . . . . . . .:
Old : 38: 20 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 58.3 72.1 83.0 49.5 57.3 69.1 78.1
Old : 50.9 58.3 72.1 83.0 49.5 57.3 69.1 78.1
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 12, 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 : 46,444: 37,010 36,709 6,389 8,015 175 700 0 0 1,060 315 620: 490 610
Old : 46,444: 37,010 36,709 6,389 8,015 175 700 0 0 1,060 315 620: 490 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 1,190: 630 930 540 780 -375 0 0 0 180 0 0: 215 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 79.0 13.8 17.3 0.4 1.5 0.0 0.0 2.3 0.7 1.3: 1.1 1.3
Old : 100.0: 79.7 79.0 13.8 17.3 0.4 1.5 0.0 0.0 2.3 0.7 1.3: 1.1 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 : 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 : 59.2 87.6 73.6 94.4 59.1 85.6 72.9 89.4
Old : 59.2 87.6 73.6 94.4 59.1 85.6 72.9 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 53,373: 43,525 41,018 5,958 8,015 945 300 0 0 1,615 2,300 550: 480 545
Old : 53,373: 43,525 41,018 5,958 8,015 945 300 0 0 1,615 2,300 550: 480 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 1,500: 925 1,715 200 280 -290 300 0 0 210 0 0: 155 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 76.9 11.2 15.0 1.8 0.6 0.0 0.0 3.0 4.3 1.0: 0.9 1.0
Old : 100.0: 81.5 76.9 11.2 15.0 1.8 0.6 0.0 0.0 3.0 4.3 1.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 14 . . . . 0 0 . . .:
Old : 30: 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 : 56.9 82.2 74.9 93.7 56.3 80.4 73.5 90.1
Old : 56.9 82.2 74.9 93.7 56.3 80.4 73.5 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 12, 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 : 77,979: 66,662 70,154 7,806 4,302 2,021 0 400 0 558 330 769: 163 3
Old : 77,979: 66,662 70,154 7,806 4,302 2,021 0 400 0 558 330 769: 163 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,967: -556 -2,547 -978 980 -335 0 0 0 558 -382 -473: -1,183 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 90.0 10.0 5.5 2.6 0.0 0.5 0.0 0.7 0.4 1.0: 0.2 0.0
Old : 100.0: 85.5 90.0 10.0 5.5 2.6 0.0 0.5 0.0 0.7 0.4 1.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 24 . . 4 0 . 0 . . .:
Old : 36: 22 24 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 58.0 76.2 79.3 55.6 50.2 70.4 68.3
Old : 56.2 58.0 76.2 79.3 55.6 50.2 70.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 115,272: 97,265 100,002 10,753 6,095 2,692 0 1,705 135 1,936 2,435 2,198: 293 10
Old : 115,272: 97,265 100,002 10,753 6,095 2,692 0 1,705 135 1,936 2,435 2,198: 293 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -4,592: -3,097 -4,831 -764 2,691 -492 0 1 -75 701 -2,445 719: -1,584 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 86.8 9.3 5.3 2.3 0.0 1.5 0.1 1.7 2.1 1.9: 0.3 0.0
Old : 100.0: 84.4 86.8 9.3 5.3 2.3 0.0 1.5 0.1 1.7 2.1 1.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 21 . . . 0 5 . 4 . .:
Old : 45: 23 21 . . . 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 : 55.8 44.6 78.1 66.8 53.1 42.7 68.3 59.0
Old : 55.8 44.6 78.1 66.8 53.1 42.7 68.3 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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 51,845: 45,274 47,980 3,566 835 2,780 0 200 25 200 25 0: 0 0
Old : 51,845: 45,274 47,980 3,566 835 2,780 0 200 25 200 25 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,475: -1,837 -1,050 -313 -325 -100 0 -75 0 0 -50 0: -225 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 92.5 6.9 1.6 5.4 0.0 0.4 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 87.3 92.5 6.9 1.6 5.4 0.0 0.4 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 13 . . . 0 . . . . 0:
Old : 26: 11 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.7 88.3 98.1 97.0 90.6 87.0 92.9 91.5
Old : 92.7 88.3 98.1 97.0 90.6 87.0 92.9 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 38,849: 31,169 28,589 150 4,615 3,545 950 1,525 250 1,780 0 250: 755 75
Old : 38,849: 31,169 28,589 150 4,615 3,545 950 1,525 250 1,780 0 250: 755 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -290: -230 -290 0 0 0 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 73.6 0.4 11.9 9.1 2.4 3.9 0.6 4.6 0.0 0.6: 1.9 0.2
Old : 100.0: 80.2 73.6 0.4 11.9 9.1 2.4 3.9 0.6 4.6 0.0 0.6: 1.9 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 : 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 : 53.9 54.9 72.6 78.8 31.7 34.6 42.0 44.8
Old : 53.9 54.9 72.6 78.8 31.7 34.6 42.0 44.8
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 12, 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 : 42,414: 24,521 31,554 4,250 2,780 3,930 6,008 2,400 630 2,610 1,100 0: 465 20
Old : 42,414: 24,521 31,554 4,250 2,780 3,930 6,008 2,400 630 2,610 1,100 0: 465 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -810: -340 -1,330 -200 50 -50 -55 500 0 -475 0 0: 310 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 74.4 10.0 6.6 9.3 14.2 5.7 1.5 6.2 2.6 0.0: 1.1 0.0
Old : 100.0: 57.8 74.4 10.0 6.6 9.3 14.2 5.7 1.5 6.2 2.6 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 20 . . . 5 . . . . 0:
Old : 36: 21 20 . . . 5 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 42.3 63.3 70.9 33.5 33.9 50.0 54.5
Old : 43.6 42.3 63.3 70.9 33.5 33.9 50.0 54.5
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 12, 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 : 39,111: 21,392 35,886 17,281 0 277 10 1,205 50 0 1,281 2: 99 410
Old : 39,111: 21,392 35,886 17,281 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: June 5, 2018 :
: 265: 415 265 -150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 91.8 44.2 0.0 0.7 0.0 3.1 0.1 0.0 3.3 0.0: 0.3 1.0
Old : 100.0: 54.7 91.8 44.2 0.0 0.7 0.0 3.1 0.1 0.0 3.3 0.0: 0.3 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 : 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 : 64.7 80.0 88.0 92.1 64.2 73.6 83.2 82.6
Old : 64.7 80.0 88.0 92.1 64.2 73.6 83.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 32,104: 16,685 28,989 14,179 70 1,180 0 1,435 0 0 0 0: 60 430
Old : 32,104: 16,685 28,989 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: June 5, 2018 :
: 175: 175 175 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 90.3 44.2 0.2 3.7 0.0 4.5 0.0 0.0 0.0 0.0: 0.2 1.3
Old : 100.0: 52.0 90.3 44.2 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 : 68.1 82.3 90.3 94.2 67.4 79.7 84.5 88.4
Old : 68.1 82.3 90.3 94.2 67.4 79.7 84.5 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 12, 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 : 34,158: 27,891 30,753 3,956 110 910 96 2,280 10 749 25 60: 486 10
Old : 34,158: 27,891 30,753 3,956 110 910 96 2,280 10 749 25 60: 486 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 555: 620 600 -70 0 5 0 -100 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 90.0 11.6 0.3 2.7 0.3 6.7 0.0 2.2 0.1 0.2: 1.4 0.0
Old : 100.0: 81.7 90.0 11.6 0.3 2.7 0.3 6.7 0.0 2.2 0.1 0.2: 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 : 35: 16 17 4 . 4 . . . . . .:
Old : 35: 16 17 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 : 65.6 57.1 79.2 76.6 61.0 55.5 73.6 74.4
Old : 65.6 57.1 79.2 76.6 61.0 55.5 73.6 74.4
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 12, 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 : 22,509: 18,980 21,525 1,871 10 644 0 145 125 500 0 0: 389 60
Old : 22,509: 18,980 21,525 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: June 5, 2018 :
: 290: 290 290 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 95.6 8.3 0.0 2.9 0.0 0.6 0.6 2.2 0.0 0.0: 1.7 0.3
Old : 100.0: 84.3 95.6 8.3 0.0 2.9 0.0 0.6 0.6 2.2 0.0 0.0: 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 : 28: 14 17 . . . 0 . . . 0 0:
Old : 28: 14 17 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 67.9 85.9 86.8 63.7 67.5 79.5 84.9
Old : 67.0 67.9 85.9 86.8 63.7 67.5 79.5 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, June 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,753: 44,949 31,066 3,998 12,112 897 910 7,446 10 804 65 90: 95 67
Old : 51,753: 44,949 31,066 3,998 12,112 897 910 7,446 10 804 65 90: 95 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -584: -641 -715 12 -150 5 -10 277 0 50 0 0: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 60.0 7.7 23.4 1.7 1.8 14.4 0.0 1.6 0.1 0.2: 0.2 0.1
Old : 100.0: 86.9 60.0 7.7 23.4 1.7 1.8 14.4 0.0 1.6 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 : 54.7 58.6 72.7 77.4 42.1 55.4 55.3 65.7
Old : 54.7 58.6 72.7 77.4 42.1 55.4 55.3 65.7
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 12, 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 : 43,186: 37,827 25,845 4,139 13,155 668 0 3,280 0 40 30 160: 352 48
Old : 43,186: 37,827 25,845 4,139 13,155 668 0 3,280 0 40 30 160: 352 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -110: -90 -110 0 0 0 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 59.8 9.6 30.5 1.5 0.0 7.6 0.0 0.1 0.1 0.4: 0.8 0.1
Old : 100.0: 87.6 59.8 9.6 30.5 1.5 0.0 7.6 0.0 0.1 0.1 0.4: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.6 65.3 77.6 85.6 46.9 61.4 65.3 72.9
Old : 54.6 65.3 77.6 85.6 46.9 61.4 65.3 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 21,766: 10,290 18,418 5,958 0 2,775 2,375 530 25 75 0 0: 268 18
Old : 21,766: 10,290 18,418 5,958 0 2,775 2,375 530 25 75 0 0: 268 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -145: -50 -79 -20 0 0 0 9 -75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 84.6 27.4 0.0 12.7 10.9 2.4 0.1 0.3 0.0 0.0: 1.2 0.1
Old : 100.0: 47.3 84.6 27.4 0.0 12.7 10.9 2.4 0.1 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 : 70.7 74.9 94.8 93.0 59.0 72.4 79.6 82.5
Old : 70.7 74.9 94.8 93.0 59.0 72.4 79.6 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 18,165: 11,525 15,415 3,975 0 1,700 0 950 0 870 100 0: 95 0
Old : 18,165: 11,525 15,415 3,975 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: June 5, 2018 :
: 50: 150 50 -100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 84.9 21.9 0.0 9.4 0.0 5.2 0.0 4.8 0.6 0.0: 0.5 0.0
Old : 100.0: 63.4 84.9 21.9 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 87.2 84.9 98.7 53.3 82.4 75.0 86.4
Old : 60.3 87.2 84.9 98.7 53.3 82.4 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 12, 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 : 20,935: 13,535 15,535 5,795 0 750 0 4,575 0 600 25 50: 205 0
Old : 20,935: 13,535 15,535 5,795 0 750 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: June 5, 2018 :
: 150: 150 50 -100 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 74.2 27.7 0.0 3.6 0.0 21.9 0.0 2.9 0.1 0.2: 1.0 0.0
Old : 100.0: 64.7 74.2 27.7 0.0 3.6 0.0 21.9 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 : 60.0 92.0 84.5 98.9 57.7 89.3 80.2 92.4
Old : 60.0 92.0 84.5 98.9 57.7 89.3 80.2 92.4
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 12, 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 : 22,185: 13,440 14,730 6,500 6,050 1,345 0 0 0 720 0 0: 180 60
Old : 22,185: 13,440 14,730 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: June 5, 2018 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 66.4 29.3 27.3 6.1 0.0 0.0 0.0 3.2 0.0 0.0: 0.8 0.3
Old : 100.0: 60.6 66.4 29.3 27.3 6.1 0.0 0.0 0.0 3.2 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 : 73.7 68.4 91.3 88.6 68.0 62.4 81.2 79.2
Old : 73.7 68.4 91.3 88.6 68.0 62.4 81.2 79.2
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 12, 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 : 20,900: 8,439 16,205 10,240 3,610 960 825 0 0 25 25 100: 311 0
Old : 20,900: 8,439 16,205 10,240 3,610 960 825 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: June 5, 2018 :
: 310: 560 510 -250 -200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 77.5 49.0 17.3 4.6 3.9 0.0 0.0 0.1 0.1 0.5: 1.5 0.0
Old : 100.0: 40.4 77.5 49.0 17.3 4.6 3.9 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 : 25: 11 10 . . . . 0 0 . . .:
Old : 25: 11 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 : 75.4 71.6 89.3 93.7 72.0 67.3 82.4 85.5
Old : 75.4 71.6 89.3 93.7 72.0 67.3 82.4 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 16,720: 6,933 11,930 7,005 3,060 1,605 825 0 0 25 25 100: 227 0
Old : 16,720: 6,933 11,930 7,005 3,060 1,605 825 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: June 5, 2018 :
: 400: 550 500 -250 -200 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 71.4 41.9 18.3 9.6 4.9 0.0 0.0 0.1 0.1 0.6: 1.4 0.0
Old : 100.0: 41.5 71.4 41.9 18.3 9.6 4.9 0.0 0.0 0.1 0.1 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 : 23: 11 8 . . . . 0 0 . . .:
Old : 23: 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 : 72.2 76.0 87.1 97.1 64.9 64.5 74.8 80.0
Old : 72.2 76.0 87.1 97.1 64.9 64.5 74.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 10,915: 7,440 4,500 745 120 1,710 0 3,825 0 600 550 125: 295 85
Old : 10,915: 7,440 4,500 745 120 1,710 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: June 5, 2018 :
: 215: 365 -10 -375 0 225 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 41.2 6.8 1.1 15.7 0.0 35.0 0.0 5.5 5.0 1.1: 2.7 0.8
Old : 100.0: 68.2 41.2 6.8 1.1 15.7 0.0 35.0 0.0 5.5 5.0 1.1: 2.7 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 : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
Old : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
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 12, 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 : 7,585: 5,780 4,700 0 495 905 0 700 0 600 625 75: 225 85
Old : 7,585: 5,780 4,700 0 495 905 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: June 5, 2018 :
: 110: 365 -10 -300 75 45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 62.0 0.0 6.5 11.9 0.0 9.2 0.0 7.9 8.2 1.0: 3.0 1.1
Old : 100.0: 76.2 62.0 0.0 6.5 11.9 0.0 9.2 0.0 7.9 8.2 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 . 0 . . .:
Old : 21: 11 8 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
Old : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 40,711: 27,404 36,491 10,135 0 1,195 1,000 450 0 175 2,320 255: 547 0
Old : 40,711: 27,404 36,491 10,135 0 1,195 1,000 450 0 175 2,320 255: 547 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 205: -34 525 190 0 -200 0 0 0 0 -300 180: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 89.6 24.9 0.0 2.9 2.5 1.1 0.0 0.4 5.7 0.6: 1.3 0.0
Old : 100.0: 67.3 89.6 24.9 0.0 2.9 2.5 1.1 0.0 0.4 5.7 0.6: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 . 0 . . . 0 . . .:
Old : 29: 15 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 : 61.3 91.0 81.2 97.9 60.8 90.0 78.1 94.4
Old : 61.3 91.0 81.2 97.9 60.8 90.0 78.1 94.4
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 12, 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 : 40,780: 28,274 36,186 8,970 12 1,557 1,000 450 0 175 2,320 255: 549 0
Old : 40,780: 28,274 36,186 8,970 12 1,557 1,000 450 0 175 2,320 255: 549 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -220: -269 300 160 -40 -360 0 0 0 0 -300 180: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 88.7 22.0 0.0 3.8 2.5 1.1 0.0 0.4 5.7 0.6: 1.3 0.0
Old : 100.0: 69.3 88.7 22.0 0.0 3.8 2.5 1.1 0.0 0.4 5.7 0.6: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 13 . . . . . 0 . . .:
Old : 30: 15 13 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 90.3 80.5 96.4 59.3 89.3 76.9 93.0
Old : 60.4 90.3 80.5 96.4 59.3 89.3 76.9 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 113,231: 84,974 76,021 14,690 28,711 3,289 395 1,045 2,150 6,019 299 1,451: 263 265
Old : 113,231: 84,974 76,021 14,690 28,711 3,289 395 1,045 2,150 6,019 299 1,451: 263 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 2,473: 2,508 2,303 0 -570 85 -400 0 400 -300 65 180: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 67.1 13.0 25.4 2.9 0.3 0.9 1.9 5.3 0.3 1.3: 0.2 0.2
Old : 100.0: 75.0 67.1 13.0 25.4 2.9 0.3 0.9 1.9 5.3 0.3 1.3: 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 : 42.6 53.0 62.3 77.0 41.1 43.6 56.6 61.3
Old : 42.6 53.0 62.3 77.0 41.1 43.6 56.6 61.3
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 12, 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 : 132,148: 98,941 88,001 17,000 38,030 1,407 6,145 2,155 650 6,509 654 1,251: 245 0
Old : 132,148: 98,941 88,001 17,000 38,030 1,407 6,145 2,155 650 6,509 654 1,251: 245 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 3,663: 3,813 3,713 0 -590 -30 0 300 0 -300 90 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 66.6 12.9 28.8 1.1 4.7 1.6 0.5 4.9 0.5 0.9: 0.2 0.0
Old : 100.0: 74.9 66.6 12.9 28.8 1.1 4.7 1.6 0.5 4.9 0.5 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 29 26 . 6 4 . . . 8 . 5:
Old : 56: 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 : 40.0 54.7 60.4 78.8 38.7 50.6 57.7 67.3
Old : 40.0 54.7 60.4 78.8 38.7 50.6 57.7 67.3
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 12, 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 : 259,289: 186,091 177,611 5,751 5,854 23,658 18,066 27,310 6,620 8,469 8,046 10,160: 474 30
Old : 259,289: 186,091 177,611 5,751 5,854 23,658 18,066 27,310 6,620 8,469 8,046 10,160: 474 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,430: -2,564 -1,319 232 -1,673 -445 391 597 76 -555 -106 427: 8 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 68.5 2.2 2.3 9.1 7.0 10.5 2.6 3.3 3.1 3.9: 0.2 0.0
Old : 100.0: 71.8 68.5 2.2 2.3 9.1 7.0 10.5 2.6 3.3 3.1 3.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 36 39 4 . 4 9 7 6 15 7 11:
Old : 87: 36 39 4 . 4 9 7 6 15 7 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 : 31.7 41.2 53.5 59.0 24.8 33.1 37.6 42.6
Old : 31.7 41.2 53.5 59.0 24.8 33.1 37.6 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 31,728: 20,781 30,669 7,772 0 459 555 125 175 1,723 300 0: 263 0
Old : 31,728: 20,781 30,669 7,772 0 459 555 125 175 1,723 300 0: 263 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -330: -30 -260 -300 0 0 0 0 0 0 0 0: 0 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 96.7 24.5 0.0 1.4 1.7 0.4 0.6 5.4 0.9 0.0: 0.8 0.0
Old : 100.0: 65.5 96.7 24.5 0.0 1.4 1.7 0.4 0.6 5.4 0.9 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 7 . 0 . . . . . . 0:
Old : 26: 17 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 : 53.1 94.3 77.4 98.3 51.6 90.5 75.9 91.9
Old : 53.1 94.3 77.4 98.3 51.6 90.5 75.9 91.9
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 12, 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 : 30,491: 19,415 29,163 8,507 0 253 0 380 595 1,358 0 100: 263 0
Old : 30,491: 19,415 29,163 8,507 0 253 0 380 595 1,358 0 100: 263 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -330: -30 -260 -300 0 0 0 0 0 0 0 0: 0 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 95.6 27.9 0.0 0.8 0.0 1.2 2.0 4.5 0.0 0.3: 0.9 0.0
Old : 100.0: 63.7 95.6 27.9 0.0 0.8 0.0 1.2 2.0 4.5 0.0 0.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 7 . 0 . 0 . . . 0 .:
Old : 25: 17 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 : 57.1 93.4 81.4 98.6 56.3 90.7 80.6 92.2
Old : 57.1 93.4 81.4 98.6 56.3 90.7 80.6 92.2
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 12, 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 : 59,478: 22,158 26,157 16,893 21,450 125 13,160 0 0 600 5,240 600: 5,942 5,906
Old : 59,478: 22,158 26,157 16,893 21,450 125 13,160 0 0 600 5,240 600: 5,942 5,906
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 963: 1,252 -1,287 -402 2,545 0 50 0 -100 25 -280 -25: 163 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 44.0 28.4 36.1 0.2 22.1 0.0 0.0 1.0 8.8 1.0: 10.0 9.9
Old : 100.0: 37.3 44.0 28.4 36.1 0.2 22.1 0.0 0.0 1.0 8.8 1.0: 10.0 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 : 28: 14 19 . . . . 0 0 . . .:
Old : 28: 14 19 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 53.2 80.8 72.0 66.4 52.6 77.2 70.5
Old : 67.8 53.2 80.8 72.0 66.4 52.6 77.2 70.5
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 12, 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 : 57,130: 19,916 24,541 15,520 21,245 125 15,080 0 0 600 5,240 600: 5,289 5,379
Old : 57,130: 19,916 24,541 15,520 21,245 125 15,080 0 0 600 5,240 600: 5,289 5,379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 859: 1,155 -1,645 -550 2,360 0 -120 0 0 25 -280 -25: 374 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 43.0 27.2 37.2 0.2 26.4 0.0 0.0 1.1 9.2 1.1: 9.3 9.4
Old : 100.0: 34.9 43.0 27.2 37.2 0.2 26.4 0.0 0.0 1.1 9.2 1.1: 9.3 9.4
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: 12 19 . . . . 0 0 . . .:
Old : 29: 12 19 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 54.5 82.7 73.5 66.2 54.2 79.2 72.3
Old : 67.8 54.5 82.7 73.5 66.2 54.2 79.2 72.3
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,565: 13,980 6,725 405 20 2,010 210 8,700 140 600 0 0: 3,220 2,970
Old : 20,565: 13,980 6,725 405 20 2,010 210 8,700 140 600 0 0: 3,220 2,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,715: -1,560 -5 355 -815 -425 -50 -345 0 35 -25 -35: -35 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 32.7 2.0 0.1 9.8 1.0 42.3 0.7 2.9 0.0 0.0: 15.7 14.4
Old : 100.0: 68.0 32.7 2.0 0.1 9.8 1.0 42.3 0.7 2.9 0.0 0.0: 15.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 8 . . . . . . . 0 0:
Old : 25: 13 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 : 43.6 64.7 68.0 80.7 41.5 64.7 61.9 72.6
Old : 43.6 64.7 68.0 80.7 41.5 64.7 61.9 72.6
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,415: 12,715 6,575 1,955 20 1,330 410 8,700 0 0 0 0: 3,005 2,790
Old : 19,415: 12,715 6,575 1,955 20 1,330 410 8,700 0 0 0 0: 3,005 2,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,960: -1,740 -95 1,370 20 -1,440 -50 -295 0 0 -60 0: -100 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 33.9 10.1 0.1 6.9 2.1 44.8 0.0 0.0 0.0 0.0: 15.5 14.4
Old : 100.0: 65.5 33.9 10.1 0.1 6.9 2.1 44.8 0.0 0.0 0.0 0.0: 15.5 14.4
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 : 24: 14 8 . . . . . 0 0 0 0:
Old : 24: 14 8 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 68.5 69.0 82.0 41.7 68.5 64.2 75.9
Old : 45.6 68.5 69.0 82.0 41.7 68.5 64.2 75.9
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 12, 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 : 30,491: 11,641 24,248 2,052 1,160 1,175 12,595 0 0 0 600 0: 3,028 3,308
Old : 30,491: 11,641 24,248 2,052 1,160 1,175 12,595 0 0 0 600 0: 3,028 3,308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,020: -345 -813 -148 -25 0 -325 0 0 0 0 0: -202 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 79.5 6.7 3.8 3.9 41.3 0.0 0.0 0.0 2.0 0.0: 9.9 10.8
Old : 100.0: 38.2 79.5 6.7 3.8 3.9 41.3 0.0 0.0 0.0 2.0 0.0: 9.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 . . . . 0 0 0 . 0:
Old : 21: 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 : 72.4 70.6 87.4 81.2 72.1 66.8 81.2 76.3
Old : 72.4 70.6 87.4 81.2 72.1 66.8 81.2 76.3
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,265: 14,690 31,535 13,445 0 1,200 4,630 0 0 0 1,230 0: 2,300 2,300
Old : 36,265: 14,690 31,535 13,445 0 1,200 4,630 0 0 0 1,230 0: 2,300 2,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,460: -330 -1,885 -1,435 0 -50 -475 0 -25 0 -355 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 87.0 37.1 0.0 3.3 12.8 0.0 0.0 0.0 3.4 0.0: 6.3 6.3
Old : 100.0: 40.5 87.0 37.1 0.0 3.3 12.8 0.0 0.0 0.0 3.4 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 : 23: 13 7 . 0 . . 0 0 0 . 0:
Old : 23: 13 7 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 84.0 78.0 92.3 58.3 83.6 76.3 89.7
Old : 59.8 84.0 78.0 92.3 58.3 83.6 76.3 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 12, 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 : 32,525: 13,040 28,520 11,955 0 875 4,705 0 0 0 1,180 0: 1,950 1,950
Old : 32,525: 13,040 28,520 11,955 0 875 4,705 0 0 0 1,180 0: 1,950 1,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,225: -225 -1,645 -1,300 0 0 -475 0 -25 0 -355 0: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 87.7 36.8 0.0 2.7 14.5 0.0 0.0 0.0 3.6 0.0: 6.0 6.0
Old : 100.0: 40.1 87.7 36.8 0.0 2.7 14.5 0.0 0.0 0.0 3.6 0.0: 6.0 6.0
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 . 0:
Old : 23: 13 7 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 83.6 79.2 92.8 59.6 83.3 76.7 90.7
Old : 61.2 83.6 79.2 92.8 59.6 83.3 76.7 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 24,710: 20,595 9,315 0 14,000 300 1,470 270 50 805 75 160: 1,330 540
Old : 24,710: 20,595 9,315 0 14,000 300 1,470 270 50 805 75 160: 1,330 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,565: -2,575 -1,330 0 -315 0 425 25 -475 10 75 -210: 260 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 37.7 0.0 56.7 1.2 5.9 1.1 0.2 3.3 0.3 0.6: 5.4 2.2
Old : 100.0: 83.3 37.7 0.0 56.7 1.2 5.9 1.1 0.2 3.3 0.3 0.6: 5.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 14 0 . . . . . . . .:
Old : 27: 15 14 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 73.4 79.5 87.8 56.8 72.1 71.3 83.5
Old : 63.1 73.4 79.5 87.8 56.8 72.1 71.3 83.5
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 12, 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 : 24,455: 20,405 8,220 0 14,845 300 1,370 170 150 855 75 110: 1,265 585
Old : 24,455: 20,405 8,220 0 14,845 300 1,370 170 150 855 75 110: 1,265 585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,805: -1,320 -765 0 -125 0 325 -75 -375 0 75 -200: -235 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 33.6 0.0 60.7 1.2 5.6 0.7 0.6 3.5 0.3 0.4: 5.2 2.4
Old : 100.0: 83.4 33.6 0.0 60.7 1.2 5.6 0.7 0.6 3.5 0.3 0.4: 5.2 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 : 27: 14 13 0 . . . . . . . .:
Old : 27: 14 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 77.6 79.3 89.8 61.2 76.4 75.8 85.1
Old : 63.4 77.6 79.3 89.8 61.2 76.4 75.8 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, June 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,850: 26,710 10,630 0 22,730 175 6,195 325 540 2,160 1,650 0: 1,070 800
Old : 36,850: 26,710 10,630 0 22,730 175 6,195 325 540 2,160 1,650 0: 1,070 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,245: -845 -200 0 -915 0 -490 25 -25 0 0 0: 115 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 28.8 0.0 61.7 0.5 16.8 0.9 1.5 5.9 4.5 0.0: 2.9 2.2
Old : 100.0: 72.5 28.8 0.0 61.7 0.5 16.8 0.9 1.5 5.9 4.5 0.0: 2.9 2.2
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: 14 5 0 . . . . . . . 0:
Old : 25: 14 5 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 79.2 84.9 95.5 62.7 78.5 81.7 91.6
Old : 64.1 79.2 84.9 95.5 62.7 78.5 81.7 91.6
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,725: 23,350 13,210 0 17,115 175 6,740 325 125 2,060 1,650 0: 1,275 1,125
Old : 33,725: 23,350 13,210 0 17,115 175 6,740 325 125 2,060 1,650 0: 1,275 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,065: -690 -325 0 -430 0 -215 -25 0 0 0 0: -160 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 39.2 0.0 50.7 0.5 20.0 1.0 0.4 6.1 4.9 0.0: 3.8 3.3
Old : 100.0: 69.2 39.2 0.0 50.7 0.5 20.0 1.0 0.4 6.1 4.9 0.0: 3.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 6 0 . . . . . . . 0:
Old : 24: 13 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 : 63.4 74.2 84.4 94.3 63.0 73.7 82.4 90.1
Old : 63.4 74.2 84.4 94.3 63.0 73.7 82.4 90.1
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,130: 35,630 84,295 41,045 0 480 7,960 0 2,915 1,880 2,160 0: 7,220 7,280
Old : 97,130: 35,630 84,295 41,045 0 480 7,960 0 2,915 1,880 2,160 0: 7,220 7,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -4,075: -1,820 -4,465 -1,630 0 280 -595 0 -10 -365 0 0: 65 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 86.8 42.3 0.0 0.5 8.2 0.0 3.0 1.9 2.2 0.0: 7.4 7.5
Old : 100.0: 36.7 86.8 42.3 0.0 0.5 8.2 0.0 3.0 1.9 2.2 0.0: 7.4 7.5
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 : 39: 17 24 . 0 . . 0 . . . 0:
Old : 39: 17 24 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 55.3 79.8 71.4 62.4 55.0 73.8 69.0
Old : 65.6 55.3 79.8 71.4 62.4 55.0 73.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, June 12, 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 : 88,295: 34,795 76,055 34,725 0 455 6,905 230 2,320 1,980 2,060 0: 7,115 7,175
Old : 88,295: 34,795 76,055 34,725 0 455 6,905 230 2,320 1,980 2,060 0: 7,115 7,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -3,950: -1,510 -3,445 -630 0 280 -905 -10 0 -355 0 0: -830 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 86.1 39.3 0.0 0.5 7.8 0.3 2.6 2.2 2.3 0.0: 8.1 8.1
Old : 100.0: 39.4 86.1 39.3 0.0 0.5 7.8 0.3 2.6 2.2 2.3 0.0: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 16 23 . 0 . . . . . . 0:
Old : 38: 16 23 . 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 : 64.6 52.3 79.5 69.1 63.3 52.0 75.2 68.8
Old : 64.6 52.3 79.5 69.1 63.3 52.0 75.2 68.8
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,885: 12,130 17,105 8,900 3,445 3,045 300 2,350 0 2,500 1,000 200: 1,810 1,740
Old : 28,885: 12,130 17,105 8,900 3,445 3,045 300 2,350 0 2,500 1,000 200: 1,810 1,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -840: -2,415 -200 1,810 -360 -160 0 0 0 -25 0 0: -50 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 59.2 30.8 11.9 10.5 1.0 8.1 0.0 8.7 3.5 0.7: 6.3 6.0
Old : 100.0: 42.0 59.2 30.8 11.9 10.5 1.0 8.1 0.0 8.7 3.5 0.7: 6.3 6.0
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: 13 17 . . . . . 0 . . .:
Old : 29: 13 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 47.6 82.3 69.0 56.0 44.8 69.7 61.3
Old : 64.9 47.6 82.3 69.0 56.0 44.8 69.7 61.3
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 12, 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 : 22,400: 7,945 12,780 7,310 3,625 3,805 0 175 0 2,675 1,300 0: 665 715
Old : 22,400: 7,945 12,780 7,310 3,625 3,805 0 175 0 2,675 1,300 0: 665 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -295: -1,565 595 1,460 -830 -60 0 0 0 -200 0 0: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 57.1 32.6 16.2 17.0 0.0 0.8 0.0 11.9 5.8 0.0: 3.0 3.2
Old : 100.0: 35.5 57.1 32.6 16.2 17.0 0.0 0.8 0.0 11.9 5.8 0.0: 3.0 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 : 24: 11 14 . . . 0 . 0 . . 0:
Old : 24: 11 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 : 78.9 51.2 91.2 73.3 58.5 40.0 67.9 59.6
Old : 78.9 51.2 91.2 73.3 58.5 40.0 67.9 59.6
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 12, 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 : 54,200: 33,635 33,770 725 245 8,000 300 105 1,075 0 600 100: 10,365 10,305
Old : 54,200: 33,635 33,770 725 245 8,000 300 105 1,075 0 600 100: 10,365 10,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 315: 95 140 60 -170 -60 -80 105 -105 0 0 0: 405 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 62.3 1.3 0.5 14.8 0.6 0.2 2.0 0.0 1.1 0.2: 19.1 19.0
Old : 100.0: 62.1 62.3 1.3 0.5 14.8 0.6 0.2 2.0 0.0 1.1 0.2: 19.1 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 20 . . . . . . 0 . .:
Old : 31: 15 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 : 54.4 34.5 71.6 54.5 42.0 23.8 45.1 37.4
Old : 54.4 34.5 71.6 54.5 42.0 23.8 45.1 37.4
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 12, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,785: 19,545 20,425 110 1,240 6,740 2,120 0 0 0 400 100: 11,170 10,880
Old : 39,785: 19,545 20,425 110 1,240 6,740 2,120 0 0 0 400 100: 11,170 10,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,090: -615 -200 110 -425 -115 -210 0 0 0 0 0: -260 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 51.3 0.3 3.1 16.9 5.3 0.0 0.0 0.0 1.0 0.3: 28.1 27.3
Old : 100.0: 49.1 51.3 0.3 3.1 16.9 5.3 0.0 0.0 0.0 1.0 0.3: 28.1 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 18 . . . . 0 0 0 . .:
Old : 25: 13 18 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 37.1 64.0 52.7 39.1 23.1 40.3 33.7
Old : 47.4 37.1 64.0 52.7 39.1 23.1 40.3 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2018