COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,384: 12,650 19,750 5,502 729 359 1,314 6,399 1,621 11,660 3,924 3,294: 984 1,308
Old : 37,384: 12,650 19,750 5,502 729 359 1,314 6,399 1,621 11,660 3,924 3,294: 984 1,308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 109: 355 1,124 -474 0 30 5 -885 0 -25 -253 93: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 52.8 14.7 2.0 1.0 3.5 17.1 4.3 31.2 10.5 8.8: 2.6 3.5
Old : 100.0: 33.8 52.8 14.7 2.0 1.0 3.5 17.1 4.3 31.2 10.5 8.8: 2.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 13 12 4 . . . . . 7 6 8:
Old : 41: 13 12 4 . . . . . 7 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 62.0 58.5 77.4 32.1 50.2 48.8 59.8
Old : 36.1 62.0 58.5 77.4 32.1 50.2 48.8 59.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,786: 2,276 3,108 67 239 181 235 0 0 1,403 759 260: 364 239
Old : 4,786: 2,276 3,108 67 239 181 235 0 0 1,403 759 260: 364 239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 317: 141 365 12 0 -30 -10 0 0 211 89 -77: 70 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 64.9 1.4 5.0 3.8 4.9 0.0 0.0 29.3 15.9 5.4: 7.6 5.0
Old : 100.0: 47.6 64.9 1.4 5.0 3.8 4.9 0.0 0.0 29.3 15.9 5.4: 7.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 5 7 . . . . 0 0 7 4 5:
Old : 23: 5 7 . . . . 0 0 7 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 : 56.5 59.6 73.0 77.7 43.4 51.1 57.8 61.8
Old : 56.5 59.6 73.0 77.7 43.4 51.1 57.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,485: 26,031 30,582 537 3,594 5,255 8,394 63 0 1,137 2,475 87: 1,044 429
Old : 42,485: 26,031 30,582 537 3,594 5,255 8,394 63 0 1,137 2,475 87: 1,044 429
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,150: -1,323 -1,470 -483 0 0 -525 -42 0 -84 -504 0: -735 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 72.0 1.3 8.5 12.4 19.8 0.1 0.0 2.7 5.8 0.2: 2.5 1.0
Old : 100.0: 61.3 72.0 1.3 8.5 12.4 19.8 0.1 0.0 2.7 5.8 0.2: 2.5 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 : 44: 24 22 . . . . . 0 4 4 .:
Old : 44: 24 22 . . . . . 0 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 : 44.9 45.8 65.6 70.2 39.7 32.8 50.0 47.0
Old : 44.9 45.8 65.6 70.2 39.7 32.8 50.0 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,350: 32,456 36,107 3,315 1,435 4,044 275 1,144 0 2,950 300 300: 10 20
Old : 43,350: 32,456 36,107 3,315 1,435 4,044 275 1,144 0 2,950 300 300: 10 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 402: 205 105 -75 100 197 0 -50 0 75 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 83.3 7.6 3.3 9.3 0.6 2.6 0.0 6.8 0.7 0.7: 0.0 0.0
Old : 100.0: 74.9 83.3 7.6 3.3 9.3 0.6 2.6 0.0 6.8 0.7 0.7: 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 : 38: 22 17 . . . . . 0 6 . .:
Old : 38: 22 17 . . . . . 0 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 67.6 84.0 85.4 58.2 64.3 70.8 72.6
Old : 64.9 67.6 84.0 85.4 58.2 64.3 70.8 72.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,137: 18,082 14,645 25 3,707 1,430 0 0 0 1,020 775 580: 0 0
Old : 21,137: 18,082 14,645 25 3,707 1,430 0 0 0 1,020 775 580: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 175: 175 300 25 -50 -25 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 69.3 0.1 17.5 6.8 0.0 0.0 0.0 4.8 3.7 2.7: 0.0 0.0
Old : 100.0: 85.5 69.3 0.1 17.5 6.8 0.0 0.0 0.0 4.8 3.7 2.7: 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 : 25: 14 14 . . . 0 0 0 . . .:
Old : 25: 14 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 : 72.4 65.3 88.8 88.5 69.5 58.7 77.9 75.8
Old : 72.4 65.3 88.8 88.5 69.5 58.7 77.9 75.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,789: 130,661 114,037 5,981 12,113 10,743 6,875 15,312 1,310 2,445 4,416 2,547: 227 311
Old : 160,789: 130,661 114,037 5,981 12,113 10,743 6,875 15,312 1,310 2,445 4,416 2,547: 227 311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -5,464: -647 -1,615 -229 315 -83 -220 -285 0 177 -89 -177: -4,285 -3,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 70.9 3.7 7.5 6.7 4.3 9.5 0.8 1.5 2.7 1.6: 0.1 0.2
Old : 100.0: 81.3 70.9 3.7 7.5 6.7 4.3 9.5 0.8 1.5 2.7 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 : 52: 30 31 4 . 4 4 . . . . .:
Old : 52: 30 31 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 : 35.7 51.5 54.5 69.2 30.4 41.3 43.0 53.6
Old : 35.7 51.5 54.5 69.2 30.4 41.3 43.0 53.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,266: 31,124 26,380 15,171 14,091 722 416 5,280 463 150 1,230 100: 120 0
Old : 48,266: 31,124 26,380 15,171 14,091 722 416 5,280 463 150 1,230 100: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,281: -5,174 -3,614 1,452 170 -432 191 91 -121 -25 -275 -100: -72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 54.7 31.4 29.2 1.5 0.9 10.9 1.0 0.3 2.5 0.2: 0.2 0.0
Old : 100.0: 64.5 54.7 31.4 29.2 1.5 0.9 10.9 1.0 0.3 2.5 0.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 17 . . . . . . . 5 .:
Old : 36: 16 17 . . . . . . . 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 : 79.6 78.6 90.2 90.8 76.7 71.1 82.9 83.3
Old : 79.6 78.6 90.2 90.8 76.7 71.1 82.9 83.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,900: 27,955 19,435 3,425 12,220 195 150 0 0 175 50 0: 0 0
Old : 31,900: 27,955 19,435 3,425 12,220 195 150 0 0 175 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -900: -525 -1,325 -280 545 -95 0 0 0 25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 60.9 10.7 38.3 0.6 0.5 0.0 0.0 0.5 0.2 0.0: 0.0 0.0
Old : 100.0: 87.6 60.9 10.7 38.3 0.6 0.5 0.0 0.0 0.5 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 10 . . . . 0 0 . . 0:
Old : 21: 9 10 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 93.6 98.1 98.3 83.9 86.1 87.9 89.1
Old : 89.4 93.6 98.1 98.3 83.9 86.1 87.9 89.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,125: 34,415 37,295 5,460 6,165 1,945 2,950 900 0 1,720 200 460: 175 160
Old : 47,125: 34,415 37,295 5,460 6,165 1,945 2,950 900 0 1,720 200 460: 175 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,740: -54 -1,335 -60 1,735 -1,375 -100 -150 0 -135 -100 0: -16 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 79.1 11.6 13.1 4.1 6.3 1.9 0.0 3.6 0.4 1.0: 0.4 0.3
Old : 100.0: 73.0 79.1 11.6 13.1 4.1 6.3 1.9 0.0 3.6 0.4 1.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 23 . . . . . 0 . . .:
Old : 36: 22 23 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 49.2 67.8 68.6 42.9 40.1 60.1 55.9
Old : 47.8 49.2 67.8 68.6 42.9 40.1 60.1 55.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,781: 47,756 50,733 5,508 11,735 6,663 11,345 2,940 805 900 400 460: 344 45
Old : 73,781: 47,756 50,733 5,508 11,735 6,663 11,345 2,940 805 900 400 460: 344 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,249: -1,634 -3,042 10 2,035 -1,645 -5 -165 -400 -24 -50 -126: -425 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 68.8 7.5 15.9 9.0 15.4 4.0 1.1 1.2 0.5 0.6: 0.5 0.1
Old : 100.0: 64.7 68.8 7.5 15.9 9.0 15.4 4.0 1.1 1.2 0.5 0.6: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 24 . . 4 . 4 . . . .:
Old : 44: 25 24 . . 4 . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 53.2 65.5 73.1 41.4 45.1 58.1 57.4
Old : 43.6 53.2 65.5 73.1 41.4 45.1 58.1 57.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,723: 50,678 53,282 16,760 16,185 970 550 625 45 2,075 260 1,135: 510 221
Old : 72,723: 50,678 53,282 16,760 16,185 970 550 625 45 2,075 260 1,135: 510 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,167: -1,052 -787 -200 -765 0 -50 -145 0 -65 65 -75: -725 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 73.3 23.0 22.3 1.3 0.8 0.9 0.1 2.9 0.4 1.6: 0.7 0.3
Old : 100.0: 69.7 73.3 23.0 22.3 1.3 0.8 0.9 0.1 2.9 0.4 1.6: 0.7 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 : 40: 20 22 . . . . . . . . .:
Old : 40: 20 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 : 44.1 62.8 66.9 80.4 43.5 61.5 64.7 74.7
Old : 44.1 62.8 66.9 80.4 43.5 61.5 64.7 74.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,813: 73,715 70,720 25,370 33,146 2,715 1,575 0 0 2,805 160 950: 683 122
Old : 107,813: 73,715 70,720 25,370 33,146 2,715 1,575 0 0 2,805 160 950: 683 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,560: -1,725 -1,707 -200 -1,725 0 -50 0 0 -130 -10 0: -1,455 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 65.6 23.5 30.7 2.5 1.5 0.0 0.0 2.6 0.1 0.9: 0.6 0.1
Old : 100.0: 68.4 65.6 23.5 30.7 2.5 1.5 0.0 0.0 2.6 0.1 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 : 44: 22 24 . 4 . . 0 0 . . .:
Old : 44: 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 : 46.3 63.5 66.8 81.4 45.4 61.0 65.8 77.9
Old : 46.3 63.5 66.8 81.4 45.4 61.0 65.8 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,090: 21,110 25,355 3,855 0 3,430 275 0 0 400 0 0: 20 305
Old : 29,090: 21,110 25,355 3,855 0 3,430 275 0 0 400 0 0: 20 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,530: -1,385 -1,315 50 0 -145 -25 0 0 -25 -130 -20: 20 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 87.2 13.3 0.0 11.8 0.9 0.0 0.0 1.4 0.0 0.0: 0.1 1.0
Old : 100.0: 72.6 87.2 13.3 0.0 11.8 0.9 0.0 0.0 1.4 0.0 0.0: 0.1 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 : 27: 18 14 4 0 . . 0 0 . 0 0:
Old : 27: 18 14 4 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 75.3 84.3 87.2 46.4 67.0 64.8 74.5
Old : 55.1 75.3 84.3 87.2 46.4 67.0 64.8 74.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,620: 22,740 22,470 300 1,240 4,215 0 300 0 1,135 0 0: 230 395
Old : 28,620: 22,740 22,470 300 1,240 4,215 0 300 0 1,135 0 0: 230 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -710: -610 -360 120 -290 -60 0 0 0 -120 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 78.5 1.0 4.3 14.7 0.0 1.0 0.0 4.0 0.0 0.0: 0.8 1.4
Old : 100.0: 79.5 78.5 1.0 4.3 14.7 0.0 1.0 0.0 4.0 0.0 0.0: 0.8 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 : 25: 16 15 . . . 0 . 0 . 0 0:
Old : 25: 16 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 : 55.2 72.5 73.4 89.6 39.6 58.9 50.6 61.8
Old : 55.2 72.5 73.4 89.6 39.6 58.9 50.6 61.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 10,730: 9,830 9,230 0 650 200 150 0 0 550 650 0: 0 0
Old : 10,730: 9,830 9,230 0 650 200 150 0 0 550 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -900: -625 -750 -50 -100 0 -75 0 -50 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 86.0 0.0 6.1 1.9 1.4 0.0 0.0 5.1 6.1 0.0: 0.0 0.0
Old : 100.0: 91.6 86.0 0.0 6.1 1.9 1.4 0.0 0.0 5.1 6.1 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 : 21: 13 7 0 . . . 0 0 . . 0:
Old : 21: 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 : 64.4 72.8 82.6 96.7 53.2 65.4 68.7 75.9
Old : 64.4 72.8 82.6 96.7 53.2 65.4 68.7 75.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 50,568: 27,805 33,660 350 6,863 5,768 5,497 81 312 7,641 711 2,755: 440 418
Old : 50,568: 27,805 33,660 350 6,863 5,768 5,497 81 312 7,641 711 2,755: 440 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,821: -1,843 -1,421 -100 -410 302 45 -75 -125 -62 -37 -34: -4 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 66.6 0.7 13.6 11.4 10.9 0.2 0.6 15.1 1.4 5.4: 0.9 0.8
Old : 100.0: 55.0 66.6 0.7 13.6 11.4 10.9 0.2 0.6 15.1 1.4 5.4: 0.9 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 : 50: 23 23 . . . 6 . . 8 4 7:
Old : 50: 23 23 . . . 6 . . 8 4 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 : 39.0 39.8 61.8 63.4 27.8 24.2 40.3 36.1
Old : 39.0 39.8 61.8 63.4 27.8 24.2 40.3 36.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,444: 30,024 34,952 4,508 0 3,752 525 700 0 575 0 0: 60 40
Old : 39,444: 30,024 34,952 4,508 0 3,752 525 700 0 575 0 0: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,940: -1,615 -1,655 -240 0 -45 -25 -100 0 -50 -100 -25: 60 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 88.6 11.4 0.0 9.5 1.3 1.8 0.0 1.5 0.0 0.0: 0.2 0.1
Old : 100.0: 76.1 88.6 11.4 0.0 9.5 1.3 1.8 0.0 1.5 0.0 0.0: 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 : 37: 20 19 . 0 . . . 0 4 0 0:
Old : 37: 20 19 . 0 . . . 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 66.4 79.9 85.0 49.2 58.1 67.9 69.6
Old : 51.7 66.4 79.9 85.0 49.2 58.1 67.9 69.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 44,893: 37,928 31,745 780 9,593 1,002 2,675 1,263 0 1,190 575 475: 843 240
Old : 44,893: 37,928 31,745 780 9,593 1,002 2,675 1,263 0 1,190 575 475: 843 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -688: -384 -479 -70 -115 -210 0 71 -70 -130 -100 -25: 201 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 70.7 1.7 21.4 2.2 6.0 2.8 0.0 2.7 1.3 1.1: 1.9 0.5
Old : 100.0: 84.5 70.7 1.7 21.4 2.2 6.0 2.8 0.0 2.7 1.3 1.1: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 19 . . . . 4 0 . 4 .:
Old : 39: 19 19 . . . . 4 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.1 74.4 85.4 54.9 54.1 71.4 76.7
Old : 55.9 57.1 74.4 85.4 54.9 54.1 71.4 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,709: 37,394 37,591 6,117 8,530 150 1,600 0 0 1,315 300 515: 618 623
Old : 47,709: 37,394 37,591 6,117 8,530 150 1,600 0 0 1,315 300 515: 618 623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,327: -1,570 49 -50 -265 0 -100 0 0 225 -25 -45: -1,787 -3,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 78.8 12.8 17.9 0.3 3.4 0.0 0.0 2.8 0.6 1.1: 1.3 1.3
Old : 100.0: 78.4 78.8 12.8 17.9 0.3 3.4 0.0 0.0 2.8 0.6 1.1: 1.3 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 13 . . . . 0 0 . . .:
Old : 29: 17 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 : 57.9 91.5 72.2 95.9 57.8 88.1 71.5 90.6
Old : 57.9 91.5 72.2 95.9 57.8 88.1 71.5 90.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,314: 43,730 42,046 5,861 8,650 875 2,050 0 0 1,745 2,650 475: 578 618
Old : 55,314: 43,730 42,046 5,861 8,650 875 2,050 0 0 1,745 2,650 475: 578 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,037: -2,270 -621 -50 -305 0 0 0 0 255 -150 -75: -1,897 -2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 76.0 10.6 15.6 1.6 3.7 0.0 0.0 3.2 4.8 0.9: 1.0 1.1
Old : 100.0: 79.1 76.0 10.6 15.6 1.6 3.7 0.0 0.0 3.2 4.8 0.9: 1.0 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 : 29: 17 13 . . . . 0 0 . . .:
Old : 29: 17 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 : 56.0 86.4 73.6 95.3 55.4 84.9 72.4 92.1
Old : 56.0 86.4 73.6 95.3 55.4 84.9 72.4 92.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,745: 66,336 69,458 8,891 4,588 1,667 0 200 0 94 1,188 644: 113 0
Old : 77,745: 66,336 69,458 8,891 4,588 1,667 0 200 0 94 1,188 644: 113 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,468: -3,155 -4,382 -343 34 -454 0 -200 0 -177 863 -329: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 89.3 11.4 5.9 2.1 0.0 0.3 0.0 0.1 1.5 0.8: 0.1 0.0
Old : 100.0: 85.3 89.3 11.4 5.9 2.1 0.0 0.3 0.0 0.1 1.5 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 24 . . 4 0 . 0 . . .:
Old : 37: 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 : 59.8 58.5 78.8 77.2 58.0 50.2 72.0 66.7
Old : 59.8 58.5 78.8 77.2 58.0 50.2 72.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,469: 95,573 98,606 12,309 7,874 1,550 0 2,662 104 3,105 2,034 1,619: 209 20
Old : 114,469: 95,573 98,606 12,309 7,874 1,550 0 2,662 104 3,105 2,034 1,619: 209 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -8,463: -7,342 -7,095 -853 -135 -360 0 10 -60 767 -220 -603: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 86.1 10.8 6.9 1.4 0.0 2.3 0.1 2.7 1.8 1.4: 0.2 0.0
Old : 100.0: 83.5 86.1 10.8 6.9 1.4 0.0 2.3 0.1 2.7 1.8 1.4: 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 : 48: 22 26 . . . 0 6 . 4 . .:
Old : 48: 22 26 . . . 0 6 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 45.3 78.9 66.6 53.3 42.2 69.5 58.8
Old : 56.7 45.3 78.9 66.6 53.3 42.2 69.5 58.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 54,450: 47,700 47,730 2,303 2,260 4,235 0 225 0 200 0 0: 12 0
Old : 54,450: 47,700 47,730 2,303 2,260 4,235 0 225 0 200 0 0: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -250: 651 -2,400 -1,038 2,025 150 0 25 -25 0 -25 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 87.7 4.2 4.2 7.8 0.0 0.4 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 87.6 87.7 4.2 4.2 7.8 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 : 22: 9 11 . . . 0 . 0 . 0 0:
Old : 22: 9 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.2 87.8 98.7 97.5 88.8 84.0 91.3 89.8
Old : 93.2 87.8 98.7 97.5 88.8 84.0 91.3 89.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,584: 31,219 27,484 0 4,750 3,380 900 2,400 250 1,510 0 250: 1,075 70
Old : 38,584: 31,219 27,484 0 4,750 3,380 900 2,400 250 1,510 0 250: 1,075 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,979: -635 -1,094 -150 160 -250 0 -125 0 -255 0 0: -689 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 71.2 0.0 12.3 8.8 2.3 6.2 0.6 3.9 0.0 0.6: 2.8 0.2
Old : 100.0: 80.9 71.2 0.0 12.3 8.8 2.3 6.2 0.6 3.9 0.0 0.6: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 15 0 . . . . . . 0 .:
Old : 25: 16 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 56.6 74.7 79.0 32.3 33.0 43.5 43.3
Old : 53.4 56.6 74.7 79.0 32.3 33.0 43.5 43.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 41,960: 27,248 29,691 3,205 2,835 3,755 4,346 4,450 615 2,235 600 0: 556 14
Old : 41,960: 27,248 29,691 3,205 2,835 3,755 4,346 4,450 615 2,235 600 0: 556 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,444: 19 -1,479 -565 -75 -225 -825 0 95 -340 0 0: -603 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 70.8 7.6 6.8 8.9 10.4 10.6 1.5 5.3 1.4 0.0: 1.3 0.0
Old : 100.0: 64.9 70.8 7.6 6.8 8.9 10.4 10.6 1.5 5.3 1.4 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 19 . . . 5 . . . . 0:
Old : 33: 20 19 . . . 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 : 43.2 50.4 62.0 73.6 32.0 37.0 45.6 54.8
Old : 43.2 50.4 62.0 73.6 32.0 37.0 45.6 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,699: 20,986 34,739 15,616 0 322 0 515 500 0 920 0: 275 703
Old : 37,699: 20,986 34,739 15,616 0 322 0 515 500 0 920 0: 275 703
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,226: -170 -1,107 -1,266 0 45 0 -265 300 0 -161 -2: -1,133 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 92.1 41.4 0.0 0.9 0.0 1.4 1.3 0.0 2.4 0.0: 0.7 1.9
Old : 100.0: 55.7 92.1 41.4 0.0 0.9 0.0 1.4 1.3 0.0 2.4 0.0: 0.7 1.9
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 : 23: 10 11 4 0 . 0 4 . 0 . 0:
Old : 23: 10 11 4 0 . 0 4 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 78.5 86.9 91.1 61.6 74.7 81.0 81.2
Old : 62.2 78.5 86.9 91.1 61.6 74.7 81.0 81.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,157: 16,180 27,162 12,737 70 1,240 0 990 0 0 0 0: 0 695
Old : 30,157: 16,180 27,162 12,737 70 1,240 0 990 0 0 0 0: 0 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,497: -520 -950 -1,265 0 60 0 -300 0 0 0 0: -772 -1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 90.1 42.2 0.2 4.1 0.0 3.3 0.0 0.0 0.0 0.0: 0.0 2.3
Old : 100.0: 53.7 90.1 42.2 0.2 4.1 0.0 3.3 0.0 0.0 0.0 0.0: 0.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 83.0 90.4 94.0 67.6 80.4 85.1 88.2
Old : 68.4 83.0 90.4 94.0 67.6 80.4 85.1 88.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,074: 27,581 29,803 3,528 180 866 96 1,920 0 696 50 10: 297 245
Old : 33,074: 27,581 29,803 3,528 180 866 96 1,920 0 696 50 10: 297 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,332: -962 -1,670 -336 70 -70 0 0 0 -63 -25 -10: -891 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 90.1 10.7 0.5 2.6 0.3 5.8 0.0 2.1 0.2 0.0: 0.9 0.7
Old : 100.0: 83.4 90.1 10.7 0.5 2.6 0.3 5.8 0.0 2.1 0.2 0.0: 0.9 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 : 33: 17 18 4 . 4 . . 0 . . .:
Old : 33: 17 18 4 . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 58.5 81.6 79.4 64.7 56.5 76.7 76.0
Old : 68.6 58.5 81.6 79.4 64.7 56.5 76.7 76.0
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,326: 18,955 21,265 1,758 10 721 0 160 110 430 0 0: 352 60
Old : 22,326: 18,955 21,265 1,758 10 721 0 160 110 430 0 0: 352 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,503: -530 -430 -100 0 77 0 0 0 -70 0 0: -880 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 95.2 7.9 0.0 3.2 0.0 0.7 0.5 1.9 0.0 0.0: 1.6 0.3
Old : 100.0: 84.9 95.2 7.9 0.0 3.2 0.0 0.7 0.5 1.9 0.0 0.0: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . . . 0 . . . 0 0:
Old : 28: 15 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 : 66.4 69.4 84.5 86.9 62.6 68.1 77.4 82.5
Old : 66.4 69.4 84.5 86.9 62.6 68.1 77.4 82.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,758: 43,409 30,123 4,759 11,766 812 70 6,637 85 333 168 110: 180 57
Old : 49,758: 43,409 30,123 4,759 11,766 812 70 6,637 85 333 168 110: 180 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,106: -1,776 -218 511 -251 -50 -5 -626 -10 -228 25 -25: -523 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 60.5 9.6 23.6 1.6 0.1 13.3 0.2 0.7 0.3 0.2: 0.4 0.1
Old : 100.0: 87.2 60.5 9.6 23.6 1.6 0.1 13.3 0.2 0.7 0.3 0.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 23 . . . . . . . . .:
Old : 39: 23 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 59.5 74.8 77.3 43.5 56.0 59.0 66.9
Old : 54.7 59.5 74.8 77.3 43.5 56.0 59.0 66.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 40,639: 35,161 23,905 4,547 13,046 480 0 2,970 0 0 125 65: 386 48
Old : 40,639: 35,161 23,905 4,547 13,046 480 0 2,970 0 0 125 65: 386 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,157: -839 -238 335 -369 0 0 245 0 -40 95 -95: -518 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 58.8 11.2 32.1 1.2 0.0 7.3 0.0 0.0 0.3 0.2: 0.9 0.1
Old : 100.0: 86.5 58.8 11.2 32.1 1.2 0.0 7.3 0.0 0.0 0.3 0.2: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 17 . . . 0 . 0 0 . .:
Old : 29: 21 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 : 51.6 67.3 75.2 88.3 45.0 64.6 63.5 75.7
Old : 51.6 67.3 75.2 88.3 45.0 64.6 63.5 75.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,222: 9,933 17,821 5,603 0 2,775 2,350 483 125 125 0 0: 311 18
Old : 21,222: 9,933 17,821 5,603 0 2,775 2,350 483 125 125 0 0: 311 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 125: -125 125 125 0 0 0 -125 125 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 84.0 26.4 0.0 13.1 11.1 2.3 0.6 0.6 0.0 0.0: 1.5 0.1
Old : 100.0: 46.8 84.0 26.4 0.0 13.1 11.1 2.3 0.6 0.6 0.0 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 . 0 . . . . . 0 0:
Old : 24: 11 12 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 72.0 93.5 92.6 59.4 69.0 77.4 80.4
Old : 70.8 72.0 93.5 92.6 59.4 69.0 77.4 80.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,535: 11,180 14,690 3,990 0 1,470 0 1,175 0 835 200 0: 60 0
Old : 17,535: 11,180 14,690 3,990 0 1,470 0 1,175 0 835 200 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,055: -365 -375 -15 0 -100 0 225 0 -35 -100 0: -540 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 83.8 22.8 0.0 8.4 0.0 6.7 0.0 4.8 1.1 0.0: 0.3 0.0
Old : 100.0: 63.8 83.8 22.8 0.0 8.4 0.0 6.7 0.0 4.8 1.1 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 8 . 0 . 0 . 0 . . 0:
Old : 22: 12 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 : 57.4 84.9 83.6 96.9 50.9 82.0 74.1 87.3
Old : 57.4 84.9 83.6 96.9 50.9 82.0 74.1 87.3
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,040: 13,005 14,915 5,345 0 825 0 4,050 50 600 150 50: 165 0
Old : 20,040: 13,005 14,915 5,345 0 825 0 4,050 50 600 150 50: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,350: -475 -375 -15 0 -100 -105 -400 50 0 -75 0: -705 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 74.4 26.7 0.0 4.1 0.0 20.2 0.2 3.0 0.7 0.2: 0.8 0.0
Old : 100.0: 64.9 74.4 26.7 0.0 4.1 0.0 20.2 0.2 3.0 0.7 0.2: 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 : 24: 15 8 . 0 . 0 . . . . .:
Old : 24: 15 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 : 56.7 89.2 82.9 96.8 53.2 87.1 77.3 91.0
Old : 56.7 89.2 82.9 96.8 53.2 87.1 77.3 91.0
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,520: 13,970 15,065 6,250 6,185 1,270 0 0 0 810 0 0: 220 0
Old : 22,520: 13,970 15,065 6,250 6,185 1,270 0 0 0 810 0 0: 220 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,120: -375 -470 -100 50 -50 0 0 0 -30 0 0: -565 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 66.9 27.8 27.5 5.6 0.0 0.0 0.0 3.6 0.0 0.0: 1.0 0.0
Old : 100.0: 62.0 66.9 27.8 27.5 5.6 0.0 0.0 0.0 3.6 0.0 0.0: 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 : 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 : 75.9 73.6 92.0 90.0 70.2 68.0 82.6 80.6
Old : 75.9 73.6 92.0 90.0 70.2 68.0 82.6 80.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,595: 8,593 17,920 11,855 3,505 895 345 0 100 400 25 150: 257 0
Old : 22,595: 8,593 17,920 11,855 3,505 895 345 0 100 400 25 150: 257 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 0: -485 755 850 245 -315 -200 0 0 275 0 0: -125 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 79.3 52.5 15.5 4.0 1.5 0.0 0.4 1.8 0.1 0.7: 1.1 0.0
Old : 100.0: 38.0 79.3 52.5 15.5 4.0 1.5 0.0 0.4 1.8 0.1 0.7: 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 : 25: 12 10 . . . . 0 . . . .:
Old : 25: 12 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 69.8 89.6 92.6 75.0 64.4 85.3 85.4
Old : 76.8 69.8 89.6 92.6 75.0 64.4 85.3 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,105: 6,430 13,410 8,750 3,005 1,415 345 0 100 300 25 150: 615 0
Old : 18,105: 6,430 13,410 8,750 3,005 1,415 345 0 100 300 25 150: 615 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 235: -410 855 850 195 -195 -200 0 0 275 0 0: -85 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 74.1 48.3 16.6 7.8 1.9 0.0 0.6 1.7 0.1 0.8: 3.4 0.0
Old : 100.0: 35.5 74.1 48.3 16.6 7.8 1.9 0.0 0.6 1.7 0.1 0.8: 3.4 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 : 21: 10 8 . . . . 0 . . . .:
Old : 21: 10 8 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 75.8 88.7 95.6 71.7 64.6 79.1 83.8
Old : 75.0 75.8 88.7 95.6 71.7 64.6 79.1 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,240: 5,460 4,460 0 470 905 0 650 0 600 600 75: 200 80
Old : 7,240: 5,460 4,460 0 470 905 0 650 0 600 600 75: 200 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -420: -305 -240 0 -75 0 0 -50 0 0 -25 0: -115 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 61.6 0.0 6.5 12.5 0.0 9.0 0.0 8.3 8.3 1.0: 2.8 1.1
Old : 100.0: 75.4 61.6 0.0 6.5 12.5 0.0 9.0 0.0 8.3 8.3 1.0: 2.8 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 : 20: 11 8 0 . . 0 . 0 . . .:
Old : 20: 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 : 52.7 53.9 82.1 85.1 52.7 49.9 66.5 69.9
Old : 52.7 53.9 82.1 85.1 52.7 49.9 66.5 69.9
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,302: 31,853 39,067 9,605 0 1,870 875 550 0 0 3,235 580: 519 0
Old : 45,302: 31,853 39,067 9,605 0 1,870 875 550 0 0 3,235 580: 519 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,699: -70 552 665 0 -65 -125 -100 0 -50 -1,085 25: -2,079 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 86.2 21.2 0.0 4.1 1.9 1.2 0.0 0.0 7.1 1.3: 1.1 0.0
Old : 100.0: 70.3 86.2 21.2 0.0 4.1 1.9 1.2 0.0 0.0 7.1 1.3: 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 : 29: 17 14 . 0 . . . 0 0 . .:
Old : 29: 17 14 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 88.4 82.6 95.4 57.9 86.7 78.5 90.7
Old : 59.2 88.4 82.6 95.4 57.9 86.7 78.5 90.7
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,996: 31,900 37,342 7,805 20 2,269 875 550 0 0 3,185 630: 517 0
Old : 43,996: 31,900 37,342 7,805 20 2,269 875 550 0 0 3,185 630: 517 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,816: -110 617 665 -32 -65 -125 -100 0 -50 -1,085 25: -2,156 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 84.9 17.7 0.0 5.2 2.0 1.3 0.0 0.0 7.2 1.4: 1.2 0.0
Old : 100.0: 72.5 84.9 17.7 0.0 5.2 2.0 1.3 0.0 0.0 7.2 1.4: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 13 . . . . . 0 0 . .:
Old : 30: 17 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 : 58.1 86.4 81.6 94.3 56.3 84.5 76.9 89.4
Old : 58.1 86.4 81.6 94.3 56.3 84.5 76.9 89.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,366: 82,967 73,999 14,440 29,722 3,225 625 1,175 2,800 6,847 83 2,222: 240 140
Old : 113,366: 82,967 73,999 14,440 29,722 3,225 625 1,175 2,800 6,847 83 2,222: 240 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -6,309: -3,393 -2,256 -250 1,218 97 -70 -635 100 -1,427 -16 137: -1,503 -4,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 65.3 12.7 26.2 2.8 0.6 1.0 2.5 6.0 0.1 2.0: 0.2 0.1
Old : 100.0: 73.2 65.3 12.7 26.2 2.8 0.6 1.0 2.5 6.0 0.1 2.0: 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 : 53: 27 27 . 5 4 . . . 8 . 7:
Old : 53: 27 27 . 5 4 . . . 8 . 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 : 44.2 52.6 64.1 74.8 41.1 42.1 56.4 59.7
Old : 44.2 52.6 64.1 74.8 41.1 42.1 56.4 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,554: 98,846 85,090 16,950 38,122 1,363 4,865 4,955 600 7,780 594 1,830: 320 0
Old : 132,554: 98,846 85,090 16,950 38,122 1,363 4,865 4,955 600 7,780 594 1,830: 320 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -7,209: -3,925 -3,428 -50 1,431 -102 -320 0 150 -1,247 -270 207: -1,922 -5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 64.2 12.8 28.8 1.0 3.7 3.7 0.5 5.9 0.4 1.4: 0.2 0.0
Old : 100.0: 74.6 64.2 12.8 28.8 1.0 3.7 3.7 0.5 5.9 0.4 1.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 32 25 . 6 4 . . . 8 . 7:
Old : 58: 32 25 . 6 4 . . . 8 . 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 : 41.3 54.2 60.2 76.9 37.4 50.2 55.1 66.0
Old : 41.3 54.2 60.2 76.9 37.4 50.2 55.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 247,799: 173,160 170,907 12,777 6,261 20,901 16,624 27,287 5,942 8,161 6,744 9,744: 490 13
Old : 247,799: 173,160 170,907 12,777 6,261 20,901 16,624 27,287 5,942 8,161 6,744 9,744: 490 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -15,011: -7,560 -3,036 3,579 -354 -3,161 -1,248 -167 -1,030 298 -1,042 -654: -5,235 -5,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 69.0 5.2 2.5 8.4 6.7 11.0 2.4 3.3 2.7 3.9: 0.2 0.0
Old : 100.0: 69.9 69.0 5.2 2.5 8.4 6.7 11.0 2.4 3.3 2.7 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 : 85: 34 40 4 . 4 11 6 8 14 7 11:
Old : 85: 34 40 4 . 4 11 6 8 14 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 : 33.0 37.7 54.8 55.9 22.3 28.4 38.1 39.8
Old : 33.0 37.7 54.8 55.9 22.3 28.4 38.1 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,391: 19,846 30,242 7,872 0 509 1,260 0 0 1,748 640 0: 156 0
Old : 31,391: 19,846 30,242 7,872 0 509 1,260 0 0 1,748 640 0: 156 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,692: -1,110 -190 -170 0 0 105 -95 -30 -50 150 -5: -432 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 96.3 25.1 0.0 1.6 4.0 0.0 0.0 5.6 2.0 0.0: 0.5 0.0
Old : 100.0: 63.2 96.3 25.1 0.0 1.6 4.0 0.0 0.0 5.6 2.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 7 . 0 . . 0 0 . . 0:
Old : 29: 18 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 : 53.3 93.9 76.5 98.6 51.7 90.4 74.8 92.6
Old : 53.3 93.9 76.5 98.6 51.7 90.4 74.8 92.6
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,664: 18,408 27,471 8,582 0 303 180 940 510 1,383 340 100: 198 0
Old : 29,664: 18,408 27,471 8,582 0 303 180 940 510 1,383 340 100: 198 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,667: -1,095 -145 -170 0 0 180 -10 -115 -50 150 -5: -412 -1,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 92.6 28.9 0.0 1.0 0.6 3.2 1.7 4.7 1.1 0.3: 0.7 0.0
Old : 100.0: 62.1 92.6 28.9 0.0 1.0 0.6 3.2 1.7 4.7 1.1 0.3: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 8 . 0 . . . . . . .:
Old : 28: 17 8 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 92.4 81.3 97.8 56.7 88.9 80.3 92.2
Old : 57.7 92.4 81.3 97.8 56.7 88.9 80.3 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,270: 6,725 9,732 3,612 1,880 1,383 1,125 0 100 250 100 0: 2,075 2,075
Old : 15,270: 6,725 9,732 3,612 1,880 1,383 1,125 0 100 250 100 0: 2,075 2,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,350: -1,155 -340 745 -80 -745 -10 0 0 0 0 0: -185 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 63.7 23.7 12.3 9.1 7.4 0.0 0.7 1.6 0.7 0.0: 13.6 13.6
Old : 100.0: 44.0 63.7 23.7 12.3 9.1 7.4 0.0 0.7 1.6 0.7 0.0: 13.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . . . 0 . . . 0:
Old : 21: 12 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 : 68.4 52.0 81.5 74.6 58.7 47.2 66.3 62.2
Old : 68.4 52.0 81.5 74.6 58.7 47.2 66.3 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,805: 3,300 9,780 5,585 455 300 925 0 150 425 0 0: 1,120 1,120
Old : 11,805: 3,300 9,780 5,585 455 300 925 0 150 425 0 0: 1,120 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -840: -455 -655 -235 -85 0 25 0 -25 -75 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 82.8 47.3 3.9 2.5 7.8 0.0 1.3 3.6 0.0 0.0: 9.5 9.5
Old : 100.0: 28.0 82.8 47.3 3.9 2.5 7.8 0.0 1.3 3.6 0.0 0.0: 9.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . 0 . . 0 0:
Old : 20: 8 12 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 46.6 85.5 75.0 69.1 45.1 78.2 65.7
Old : 71.2 46.6 85.5 75.0 69.1 45.1 78.2 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,556: 20,720 25,641 16,488 19,695 125 12,825 0 0 300 5,035 800: 6,298 6,260
Old : 57,556: 20,720 25,641 16,488 19,695 125 12,825 0 0 300 5,035 800: 6,298 6,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,146: -931 -1,690 -795 -755 0 -1,215 0 0 50 -425 -50: -205 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 44.5 28.6 34.2 0.2 22.3 0.0 0.0 0.5 8.7 1.4: 10.9 10.9
Old : 100.0: 36.0 44.5 28.6 34.2 0.2 22.3 0.0 0.0 0.5 8.7 1.4: 10.9 10.9
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 : 68.0 51.1 79.0 70.4 66.6 50.4 75.3 68.1
Old : 68.0 51.1 79.0 70.4 66.6 50.4 75.3 68.1
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,668: 18,535 24,368 15,145 19,805 0 15,365 0 0 350 5,235 750: 5,523 5,510
Old : 55,668: 18,535 24,368 15,145 19,805 0 15,365 0 0 350 5,235 750: 5,523 5,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,965: -670 -1,495 -765 -840 0 -1,375 0 0 50 -425 -50: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 43.8 27.2 35.6 0.0 27.6 0.0 0.0 0.6 9.4 1.3: 9.9 9.9
Old : 100.0: 33.3 43.8 27.2 35.6 0.0 27.6 0.0 0.0 0.6 9.4 1.3: 9.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 19 . . 0 . 0 0 . . .:
Old : 28: 12 19 . . 0 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 52.5 82.4 71.2 67.8 52.5 78.5 70.2
Old : 69.2 52.5 82.4 71.2 67.8 52.5 78.5 70.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,725: 14,500 6,380 0 360 2,365 230 8,150 60 500 600 0: 3,070 2,810
Old : 20,725: 14,500 6,380 0 360 2,365 230 8,150 60 500 600 0: 3,070 2,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,240: -880 -345 0 -105 -50 -80 -600 20 -100 0 0: -150 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 30.8 0.0 1.7 11.4 1.1 39.3 0.3 2.4 2.9 0.0: 14.8 13.6
Old : 100.0: 70.0 30.8 0.0 1.7 11.4 1.1 39.3 0.3 2.4 2.9 0.0: 14.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 7 0 . . . . . . . 0:
Old : 25: 13 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 : 46.0 63.8 70.6 79.9 44.7 56.4 59.3 64.8
Old : 46.0 63.8 70.6 79.9 44.7 56.4 59.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,850: 13,415 6,380 1,235 70 2,000 330 8,150 20 0 600 0: 2,850 2,630
Old : 19,850: 13,415 6,380 1,235 70 2,000 330 8,150 20 0 600 0: 2,850 2,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,065: -800 -295 30 50 -80 -80 -600 20 0 0 0: -155 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 32.1 6.2 0.4 10.1 1.7 41.1 0.1 0.0 3.0 0.0: 14.4 13.2
Old : 100.0: 67.6 32.1 6.2 0.4 10.1 1.7 41.1 0.1 0.0 3.0 0.0: 14.4 13.2
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: 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 : 47.5 63.4 71.3 80.1 41.7 58.9 59.5 67.5
Old : 47.5 63.4 71.3 80.1 41.7 58.9 59.5 67.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,370: 11,355 23,058 2,282 885 1,160 11,585 0 0 0 1,030 0: 2,988 3,237
Old : 29,370: 11,355 23,058 2,282 885 1,160 11,585 0 0 0 1,030 0: 2,988 3,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,991: -646 -1,531 -150 -275 -15 -1,060 0 0 0 -50 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 78.5 7.8 3.0 3.9 39.4 0.0 0.0 0.0 3.5 0.0: 10.2 11.0
Old : 100.0: 38.7 78.5 7.8 3.0 3.9 39.4 0.0 0.0 0.0 3.5 0.0: 10.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 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 : 71.8 68.9 86.7 80.8 71.6 65.5 80.6 75.8
Old : 71.8 68.9 86.7 80.8 71.6 65.5 80.6 75.8
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,770: 14,195 30,675 13,465 0 875 3,555 0 370 880 1,535 0: 2,430 2,315
Old : 35,770: 14,195 30,675 13,465 0 875 3,555 0 370 880 1,535 0: 2,430 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,305: -1,050 -2,100 -605 0 -75 -625 0 0 50 -15 0: 0 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 85.8 37.6 0.0 2.4 9.9 0.0 1.0 2.5 4.3 0.0: 6.8 6.5
Old : 100.0: 39.7 85.8 37.6 0.0 2.4 9.9 0.0 1.0 2.5 4.3 0.0: 6.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 9 . 0 . . 0 . . . 0:
Old : 25: 11 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 81.2 78.6 89.7 58.4 80.8 76.2 87.8
Old : 59.9 81.2 78.6 89.7 58.4 80.8 76.2 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,275: 12,835 27,795 12,125 0 675 3,505 0 370 750 1,535 0: 2,015 1,900
Old : 32,275: 12,835 27,795 12,125 0 675 3,505 0 370 750 1,535 0: 2,015 1,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,140: -890 -2,065 -555 0 -50 -750 0 0 50 35 0: 55 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 86.1 37.6 0.0 2.1 10.9 0.0 1.1 2.3 4.8 0.0: 6.2 5.9
Old : 100.0: 39.8 86.1 37.6 0.0 2.1 10.9 0.0 1.1 2.3 4.8 0.0: 6.2 5.9
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 : 25: 11 9 . 0 . . 0 . . . 0:
Old : 25: 11 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 81.1 79.5 90.5 60.1 80.8 77.4 88.5
Old : 61.7 81.1 79.5 90.5 60.1 80.8 77.4 88.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,965: 18,975 8,190 0 13,335 300 1,460 320 0 965 305 0: 1,265 515
Old : 22,965: 18,975 8,190 0 13,335 300 1,460 320 0 965 305 0: 1,265 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,760: -1,635 -675 0 -840 0 -10 -10 -50 160 0 -160: -65 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 35.7 0.0 58.1 1.3 6.4 1.4 0.0 4.2 1.3 0.0: 5.5 2.2
Old : 100.0: 82.6 35.7 0.0 58.1 1.3 6.4 1.4 0.0 4.2 1.3 0.0: 5.5 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: 14 12 0 . . . . 0 . . 0:
Old : 27: 14 12 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 75.3 77.3 88.3 55.3 74.0 71.3 84.2
Old : 59.9 75.3 77.3 88.3 55.3 74.0 71.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,555: 18,610 7,210 0 14,075 300 1,460 235 0 965 175 0: 1,220 560
Old : 22,555: 18,610 7,210 0 14,075 300 1,460 235 0 965 175 0: 1,220 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,895: -1,790 -670 0 -930 0 90 -10 -150 110 0 -110: -45 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 32.0 0.0 62.4 1.3 6.5 1.0 0.0 4.3 0.8 0.0: 5.4 2.5
Old : 100.0: 82.5 32.0 0.0 62.4 1.3 6.5 1.0 0.0 4.3 0.8 0.0: 5.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 0 . . . . 0 . . 0:
Old : 27: 13 12 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 80.0 77.1 91.7 59.4 78.6 75.8 86.4
Old : 60.3 80.0 77.1 91.7 59.4 78.6 75.8 86.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,810: 25,300 11,010 0 22,025 175 6,920 50 290 2,075 1,450 0: 1,050 810
Old : 35,810: 25,300 11,010 0 22,025 175 6,920 50 290 2,075 1,450 0: 1,050 810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,740: -1,525 -495 0 -620 0 200 -175 -200 -85 -150 0: -130 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 30.7 0.0 61.5 0.5 19.3 0.1 0.8 5.8 4.0 0.0: 2.9 2.3
Old : 100.0: 70.7 30.7 0.0 61.5 0.5 19.3 0.1 0.8 5.8 4.0 0.0: 2.9 2.3
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 6 0 . . . . . . . 0:
Old : 25: 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 : 65.4 79.5 86.0 95.5 64.8 78.6 83.2 91.5
Old : 65.4 79.5 86.0 95.5 64.8 78.6 83.2 91.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,070: 22,340 13,460 0 16,890 175 7,390 50 50 2,000 1,450 0: 1,115 995
Old : 33,070: 22,340 13,460 0 16,890 175 7,390 50 50 2,000 1,450 0: 1,115 995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,460: -1,165 -645 0 -160 0 125 -175 -125 -60 -150 0: -235 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 40.7 0.0 51.1 0.5 22.3 0.2 0.2 6.0 4.4 0.0: 3.4 3.0
Old : 100.0: 67.6 40.7 0.0 51.1 0.5 22.3 0.2 0.2 6.0 4.4 0.0: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 7 0 . . . . . . . 0:
Old : 24: 12 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 : 65.5 75.8 86.2 94.7 65.5 75.3 84.7 90.3
Old : 65.5 75.8 86.2 94.7 65.5 75.3 84.7 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,895: 36,810 83,785 39,285 0 555 7,410 0 3,020 2,410 2,075 250: 8,155 8,210
Old : 97,895: 36,810 83,785 39,285 0 555 7,410 0 3,020 2,410 2,075 250: 8,155 8,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,730: -790 -4,270 -2,145 0 0 -1,185 0 -45 -240 -85 0: -325 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 85.6 40.1 0.0 0.6 7.6 0.0 3.1 2.5 2.1 0.3: 8.3 8.4
Old : 100.0: 37.6 85.6 40.1 0.0 0.6 7.6 0.0 3.1 2.5 2.1 0.3: 8.3 8.4
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 : 39: 18 26 . 0 . . 0 . . . .:
Old : 39: 18 26 . 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 58.4 78.3 72.5 62.3 58.1 71.4 69.2
Old : 64.7 58.4 78.3 72.5 62.3 58.1 71.4 69.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,195: 35,950 75,335 33,190 0 600 5,640 0 2,670 2,610 2,000 25: 7,510 7,565
Old : 88,195: 35,950 75,335 33,190 0 600 5,640 0 2,670 2,610 2,000 25: 7,510 7,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,140: -1,025 -3,725 -1,540 0 0 -1,085 0 -30 -140 -60 25: -345 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 85.4 37.6 0.0 0.7 6.4 0.0 3.0 3.0 2.3 0.0: 8.5 8.6
Old : 100.0: 40.8 85.4 37.6 0.0 0.7 6.4 0.0 3.0 3.0 2.3 0.0: 8.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 23 . 0 . . 0 . . . .:
Old : 38: 17 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 : 64.4 57.1 77.7 71.4 63.1 56.8 73.6 70.2
Old : 64.4 57.1 77.7 71.4 63.1 56.8 73.6 70.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,200: 12,690 19,160 8,660 3,510 2,620 900 2,150 0 3,550 1,050 150: 1,630 1,560
Old : 30,200: 12,690 19,160 8,660 3,510 2,620 900 2,150 0 3,550 1,050 150: 1,630 1,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,115: -720 -475 360 65 -425 0 -100 0 -100 50 -50: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 63.4 28.7 11.6 8.7 3.0 7.1 0.0 11.8 3.5 0.5: 5.4 5.2
Old : 100.0: 42.0 63.4 28.7 11.6 8.7 3.0 7.1 0.0 11.8 3.5 0.5: 5.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.8 51.0 83.7 71.7 59.4 49.6 73.2 66.0
Old : 66.8 51.0 83.7 71.7 59.4 49.6 73.2 66.0
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,825: 8,305 13,990 7,745 3,495 3,320 0 150 0 2,825 1,200 0: 630 670
Old : 22,825: 8,305 13,990 7,745 3,495 3,320 0 150 0 2,825 1,200 0: 630 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,140: -905 -355 435 -130 -485 0 -25 0 -150 -100 0: -35 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 61.3 33.9 15.3 14.5 0.0 0.7 0.0 12.4 5.3 0.0: 2.8 2.9
Old : 100.0: 36.4 61.3 33.9 15.3 14.5 0.0 0.7 0.0 12.4 5.3 0.0: 2.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 . . . 0 . 0 . . 0:
Old : 23: 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 : 80.2 53.6 92.4 75.6 62.8 45.5 72.1 64.8
Old : 80.2 53.6 92.4 75.6 62.8 45.5 72.1 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,605: 7,920 9,190 0 3,180 1,910 6,500 0 0 0 2,050 0: 1,275 1,275
Old : 17,605: 7,920 9,190 0 3,180 1,910 6,500 0 0 0 2,050 0: 1,275 1,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 52.2 0.0 18.1 10.8 36.9 0.0 0.0 0.0 11.6 0.0: 7.2 7.2
Old : 100.0: 45.0 52.2 0.0 18.1 10.8 36.9 0.0 0.0 0.0 11.6 0.0: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 10 0 . . . 0 0 0 . 0:
Old : 20: 9 10 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 65.4 87.9 87.1 72.8 57.3 78.2 76.2
Old : 75.7 65.4 87.9 87.1 72.8 57.3 78.2 76.2
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,075: 33,795 31,580 735 1,420 7,690 450 390 790 0 1,650 0: 10,615 10,555
Old : 54,075: 33,795 31,580 735 1,420 7,690 450 390 790 0 1,650 0: 10,615 10,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,170: -1,305 -1,505 10 -25 -10 -50 285 -285 0 -100 0: -530 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 58.4 1.4 2.6 14.2 0.8 0.7 1.5 0.0 3.1 0.0: 19.6 19.5
Old : 100.0: 62.5 58.4 1.4 2.6 14.2 0.8 0.7 1.5 0.0 3.1 0.0: 19.6 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 20 . . . . . . 0 . 0:
Old : 31: 17 20 . . . . . . 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 35.0 69.8 55.7 37.9 24.6 41.8 37.5
Old : 52.0 35.0 69.8 55.7 37.9 24.6 41.8 37.5
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,965: 19,660 20,460 210 1,120 6,760 2,060 0 0 0 650 100: 11,175 10,875
Old : 39,965: 19,660 20,460 210 1,120 6,760 2,060 0 0 0 650 100: 11,175 10,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,260: -570 -620 100 0 -100 -210 0 0 0 -50 0: -480 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 51.2 0.5 2.8 16.9 5.2 0.0 0.0 0.0 1.6 0.3: 28.0 27.2
Old : 100.0: 49.2 51.2 0.5 2.8 16.9 5.2 0.0 0.0 0.0 1.6 0.3: 28.0 27.2
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: 13 18 . . . . 0 0 0 . .:
Old : 24: 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 : 44.8 36.0 64.0 52.7 35.1 23.0 37.1 31.8
Old : 44.8 36.0 64.0 52.7 35.1 23.0 37.1 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2018