COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,790: 12,431 17,839 3,892 296 354 954 8,189 1,184 12,299 2,924 2,915: 761 1,089
Old : 34,790: 12,431 17,839 3,892 296 354 954 8,189 1,184 12,299 2,924 2,915: 761 1,089
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 172: -438 -203 318 12 17 55 87 0 268 171 -12: -36 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 51.3 11.2 0.9 1.0 2.7 23.5 3.4 35.4 8.4 8.4: 2.2 3.1
Old : 100.0: 35.7 51.3 11.2 0.9 1.0 2.7 23.5 3.4 35.4 8.4 8.4: 2.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 14 13 4 . . . . . 8 6 9:
Old : 43: 14 13 4 . . . . . 8 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 64.6 60.9 80.0 34.1 50.0 50.1 58.6
Old : 38.1 64.6 60.9 80.0 34.1 50.0 50.1 58.6
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,133: 1,537 2,474 82 279 122 195 0 0 1,639 578 325: 233 355
Old : 4,133: 1,537 2,474 82 279 122 195 0 0 1,639 578 325: 233 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 59.9 2.0 6.8 3.0 4.7 0.0 0.0 39.7 14.0 7.9: 5.6 8.6
Old : 100.0: 37.2 59.9 2.0 6.8 3.0 4.7 0.0 0.0 39.7 14.0 7.9: 5.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 4 5 . . . . 0 0 7 . 4:
Old : 21: 4 5 . . . . 0 0 7 . 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 : 63.5 63.5 79.9 81.9 57.4 55.6 67.8 64.6
Old : 63.5 63.5 79.9 81.9 57.4 55.6 67.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,269: 21,076 25,098 0 3,143 4,913 7,490 14 0 585 1,723 62: 1,143 316
Old : 35,269: 21,076 25,098 0 3,143 4,913 7,490 14 0 585 1,723 62: 1,143 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -472: -472 -472 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 71.2 0.0 8.9 13.9 21.2 0.0 0.0 1.7 4.9 0.2: 3.2 0.9
Old : 100.0: 59.8 71.2 0.0 8.9 13.9 21.2 0.0 0.0 1.7 4.9 0.2: 3.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 22 0 . . 4 . 0 5 4 .:
Old : 45: 23 22 0 . . 4 . 0 5 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 48.5 66.1 72.5 38.2 33.8 48.2 46.5
Old : 44.2 48.5 66.1 72.5 38.2 33.8 48.2 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,050: 30,557 34,238 450 872 4,740 318 975 0 4,825 225 1,000: 160 0
Old : 42,050: 30,557 34,238 450 872 4,740 318 975 0 4,825 225 1,000: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,356: 222 797 350 375 -141 175 75 0 500 0 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 81.4 1.1 2.1 11.3 0.8 2.3 0.0 11.5 0.5 2.4: 0.4 0.0
Old : 100.0: 72.7 81.4 1.1 2.1 11.3 0.8 2.3 0.0 11.5 0.5 2.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 16 . . . . . 0 5 . .:
Old : 36: 22 16 . . . . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 65.9 80.8 87.7 57.9 61.1 63.6 69.8
Old : 60.6 65.9 80.8 87.7 57.9 61.1 63.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 22,492: 18,178 16,645 50 4,072 785 0 0 0 2,640 200 710: 129 80
Old : 22,492: 18,178 16,645 50 4,072 785 0 0 0 2,640 200 710: 129 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 625: 475 400 0 -75 0 0 0 0 -50 100 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 74.0 0.2 18.1 3.5 0.0 0.0 0.0 11.7 0.9 3.2: 0.6 0.4
Old : 100.0: 80.8 74.0 0.2 18.1 3.5 0.0 0.0 0.0 11.7 0.9 3.2: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . . . 0 0 0 . . .:
Old : 25: 15 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 : 70.9 72.3 86.6 91.2 70.0 66.9 81.2 82.3
Old : 70.9 72.3 86.6 91.2 70.0 66.9 81.2 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,763: 134,462 113,249 1,626 21,588 8,315 3,410 5,545 1,215 2,625 1,785 2,820: 290 246
Old : 154,763: 134,462 113,249 1,626 21,588 8,315 3,410 5,545 1,215 2,625 1,785 2,820: 290 246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 584: 2,455 2,467 -25 3,012 -1,737 -50 -3,298 300 -397 -190 -38: 76 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 73.2 1.1 13.9 5.4 2.2 3.6 0.8 1.7 1.2 1.8: 0.2 0.2
Old : 100.0: 86.9 73.2 1.1 13.9 5.4 2.2 3.6 0.8 1.7 1.2 1.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 30 33 . . 4 4 . . . . .:
Old : 52: 30 33 . . 4 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 57.1 56.9 72.4 33.2 45.1 45.1 53.1
Old : 37.5 57.1 56.9 72.4 33.2 45.1 45.1 53.1
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,903: 28,175 24,236 11,233 8,761 1,251 250 6,126 524 825 1,480 525: 120 0
Old : 42,903: 28,175 24,236 11,233 8,761 1,251 250 6,126 524 825 1,480 525: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 901: 521 570 845 629 -276 25 171 -25 -50 -25 -125: -14 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 56.5 26.2 20.4 2.9 0.6 14.3 1.2 1.9 3.4 1.2: 0.3 0.0
Old : 100.0: 65.7 56.5 26.2 20.4 2.9 0.6 14.3 1.2 1.9 3.4 1.2: 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 : 37: 13 21 . . . . 4 . . 4 5:
Old : 37: 13 21 . . . . 4 . . 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 : 79.1 67.5 89.3 81.6 73.8 57.2 78.8 70.4
Old : 79.1 67.5 89.3 81.6 73.8 57.2 78.8 70.4
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,205: 25,330 18,165 3,407 10,497 1,293 150 0 0 25 250 0: 0 0
Old : 30,205: 25,330 18,165 3,407 10,497 1,293 150 0 0 25 250 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -225: -25 150 -350 -600 150 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 60.1 11.3 34.8 4.3 0.5 0.0 0.0 0.1 0.8 0.0: 0.0 0.0
Old : 100.0: 83.9 60.1 11.3 34.8 4.3 0.5 0.0 0.0 0.1 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 16 . . . . 0 0 . . 0:
Old : 24: 8 16 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.7 89.6 98.2 95.1 80.5 78.8 85.1 83.0
Old : 86.7 89.6 98.2 95.1 80.5 78.8 85.1 83.0
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,740: 34,387 32,855 5,745 8,720 645 800 800 100 1,260 0 490: 313 130
Old : 43,740: 34,387 32,855 5,745 8,720 645 800 800 100 1,260 0 490: 313 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -382: -142 -342 0 -630 490 -950 0 100 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 75.1 13.1 19.9 1.5 1.8 1.8 0.2 2.9 0.0 1.1: 0.7 0.3
Old : 100.0: 78.6 75.1 13.1 19.9 1.5 1.8 1.8 0.2 2.9 0.0 1.1: 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 : 34: 23 25 . . . . . . . 0 .:
Old : 34: 23 25 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 52.4 73.7 73.0 50.7 47.4 64.3 64.4
Old : 55.8 52.4 73.7 73.0 50.7 47.4 64.3 64.4
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,738: 47,021 43,737 6,499 19,576 3,625 8,805 1,160 210 1,760 0 430: 388 0
Old : 68,738: 47,021 43,737 6,499 19,576 3,625 8,805 1,160 210 1,760 0 430: 388 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -1,020: -125 -640 -250 -160 50 -1,275 -150 0 700 0 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 63.6 9.5 28.5 5.3 12.8 1.7 0.3 2.6 0.0 0.6: 0.6 0.0
Old : 100.0: 68.4 63.6 9.5 28.5 5.3 12.8 1.7 0.3 2.6 0.0 0.6: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 25 . . 4 5 . . . 0 .:
Old : 41: 25 25 . . 4 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 : 38.5 63.4 61.0 77.3 35.0 60.1 55.0 67.7
Old : 38.5 63.4 61.0 77.3 35.0 60.1 55.0 67.7
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,104: 54,989 53,553 14,220 18,645 300 450 495 25 3,275 0 1,600: 245 486
Old : 75,104: 54,989 53,553 14,220 18,645 300 450 495 25 3,275 0 1,600: 245 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 865: 20 540 75 230 0 0 0 0 915 0 -145: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 71.3 18.9 24.8 0.4 0.6 0.7 0.0 4.4 0.0 2.1: 0.3 0.6
Old : 100.0: 73.2 71.3 18.9 24.8 0.4 0.6 0.7 0.0 4.4 0.0 2.1: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 23 . . . . . . 4 0 .:
Old : 41: 20 23 . . . . . . 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 : 48.7 59.8 69.6 78.5 48.0 59.8 68.6 77.5
Old : 48.7 59.8 69.6 78.5 48.0 59.8 68.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,443: 78,618 67,831 22,095 37,704 1,265 750 140 0 4,155 0 1,190: 370 313
Old : 108,443: 78,618 67,831 22,095 37,704 1,265 750 140 0 4,155 0 1,190: 370 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -415: -340 -560 75 70 -75 -900 0 0 915 0 -90: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 62.5 20.4 34.8 1.2 0.7 0.1 0.0 3.8 0.0 1.1: 0.3 0.3
Old : 100.0: 72.5 62.5 20.4 34.8 1.2 0.7 0.1 0.0 3.8 0.0 1.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 24 . 4 . . . 0 4 0 .:
Old : 43: 23 24 . 4 . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 63.1 68.8 79.5 44.7 62.1 67.1 77.6
Old : 45.1 63.1 68.8 79.5 44.7 62.1 67.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,690: 22,115 29,130 6,575 0 3,165 565 0 0 150 215 0: 120 180
Old : 32,690: 22,115 29,130 6,575 0 3,165 565 0 0 150 215 0: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 0: 0 325 325 0 -325 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 89.1 20.1 0.0 9.7 1.7 0.0 0.0 0.5 0.7 0.0: 0.4 0.6
Old : 100.0: 67.7 89.1 20.1 0.0 9.7 1.7 0.0 0.0 0.5 0.7 0.0: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 18 4 0 . . 0 0 . . 0:
Old : 31: 18 18 4 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 77.1 81.3 87.7 41.9 71.5 64.6 76.8
Old : 54.7 77.1 81.3 87.7 41.9 71.5 64.6 76.8
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,410: 22,425 18,920 0 3,945 3,130 0 300 0 665 0 110: 80 5
Old : 26,410: 22,425 18,920 0 3,945 3,130 0 300 0 665 0 110: 80 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -325: -725 -350 0 -375 400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 71.6 0.0 14.9 11.9 0.0 1.1 0.0 2.5 0.0 0.4: 0.3 0.0
Old : 100.0: 84.9 71.6 0.0 14.9 11.9 0.0 1.1 0.0 2.5 0.0 0.4: 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 : 27: 19 17 0 . . 0 . 0 . 0 .:
Old : 27: 19 17 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 : 50.4 64.4 73.6 85.8 39.3 50.0 47.6 54.8
Old : 50.4 64.4 73.6 85.8 39.3 50.0 47.6 54.8
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,201: 30,526 32,534 300 7,173 7,255 4,481 5 168 5,236 1,094 2,955: 280 17
Old : 51,201: 30,526 32,534 300 7,173 7,255 4,481 5 168 5,236 1,094 2,955: 280 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 636: 778 1,220 0 -611 384 33 -5 -1 -488 80 -57: -13 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 63.5 0.6 14.0 14.2 8.8 0.0 0.3 10.2 2.1 5.8: 0.5 0.0
Old : 100.0: 59.6 63.5 0.6 14.0 14.2 8.8 0.0 0.3 10.2 2.1 5.8: 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 : 48: 24 26 . . . 6 . . 7 . 6:
Old : 48: 24 26 . . . 6 . . 7 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 44.4 65.0 65.0 23.5 25.0 32.1 33.1
Old : 43.1 44.4 65.0 65.0 23.5 25.0 32.1 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,435: 7,095 7,125 900 600 800 200 0 0 50 800 1,050: 340 60
Old : 10,435: 7,095 7,125 900 600 800 200 0 0 50 800 1,050: 340 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 460: 320 845 90 0 -10 0 0 0 0 0 0: 60 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 68.3 8.6 5.7 7.7 1.9 0.0 0.0 0.5 7.7 10.1: 3.3 0.6
Old : 100.0: 68.0 68.3 8.6 5.7 7.7 1.9 0.0 0.0 0.5 7.7 10.1: 3.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . . 0 0 . . .:
Old : 25: 13 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 46.8 69.8 70.4 30.7 38.7 46.5 51.2
Old : 46.5 46.8 69.8 70.4 30.7 38.7 46.5 51.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,313: 32,113 40,453 8,035 0 3,545 565 0 0 0 25 0: 55 290
Old : 44,313: 32,113 40,453 8,035 0 3,545 565 0 0 0 25 0: 55 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 224: 184 574 375 0 -350 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 91.3 18.1 0.0 8.0 1.3 0.0 0.0 0.0 0.1 0.0: 0.1 0.7
Old : 100.0: 72.5 91.3 18.1 0.0 8.0 1.3 0.0 0.0 0.0 0.1 0.0: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 20 . 0 . . 0 0 0 . 0:
Old : 33: 20 20 . 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 : 52.6 66.6 81.5 86.4 45.7 63.4 66.3 70.7
Old : 52.6 66.6 81.5 86.4 45.7 63.4 66.3 70.7
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,659: 41,169 30,279 720 14,855 200 1,900 0 0 900 100 225: 545 0
Old : 45,659: 41,169 30,279 720 14,855 200 1,900 0 0 900 100 225: 545 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 765: 750 590 0 175 0 0 0 0 15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 66.3 1.6 32.5 0.4 4.2 0.0 0.0 2.0 0.2 0.5: 1.2 0.0
Old : 100.0: 90.2 66.3 1.6 32.5 0.4 4.2 0.0 0.0 2.0 0.2 0.5: 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 : 36: 19 23 . . . . 0 0 . . .:
Old : 36: 19 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 : 61.9 62.0 77.3 82.9 53.8 60.3 68.7 78.6
Old : 61.9 62.0 77.3 82.9 53.8 60.3 68.7 78.6
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,779: 39,700 41,016 6,095 7,740 425 400 0 0 3,031 500 425: 703 673
Old : 50,779: 39,700 41,016 6,095 7,740 425 400 0 0 3,031 500 425: 703 673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 2,780: 2,185 2,425 560 0 0 0 0 0 60 200 0: -25 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 80.8 12.0 15.2 0.8 0.8 0.0 0.0 6.0 1.0 0.8: 1.4 1.3
Old : 100.0: 78.2 80.8 12.0 15.2 0.8 0.8 0.0 0.0 6.0 1.0 0.8: 1.4 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 : 31: 19 16 . . . . 0 0 . . .:
Old : 31: 19 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 88.9 71.7 95.1 56.4 88.3 70.3 91.3
Old : 57.0 88.9 71.7 95.1 56.4 88.3 70.3 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,697: 45,005 45,104 6,630 7,780 1,340 200 0 0 3,304 2,450 425: 793 598
Old : 57,697: 45,005 45,104 6,630 7,780 1,340 200 0 0 3,304 2,450 425: 793 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 2,305: 1,340 1,950 560 0 0 200 0 0 230 200 0: -25 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 78.2 11.5 13.5 2.3 0.3 0.0 0.0 5.7 4.2 0.7: 1.4 1.0
Old : 100.0: 78.0 78.2 11.5 13.5 2.3 0.3 0.0 0.0 5.7 4.2 0.7: 1.4 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 : 31: 19 15 . . . . 0 0 . . .:
Old : 31: 19 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 84.1 75.3 94.5 58.1 82.9 73.3 92.5
Old : 59.6 84.1 75.3 94.5 58.1 82.9 73.3 92.5
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 81,173: 70,583 73,324 7,865 4,517 1,612 0 100 0 0 448 1,036: 77 136
Old : 81,173: 70,583 73,324 7,865 4,517 1,612 0 100 0 0 448 1,036: 77 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 2,828: 2,631 2,834 -155 15 -20 0 0 0 0 -493 372: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 90.3 9.7 5.6 2.0 0.0 0.1 0.0 0.0 0.6 1.3: 0.1 0.2
Old : 100.0: 87.0 90.3 9.7 5.6 2.0 0.0 0.1 0.0 0.0 0.6 1.3: 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 : 37: 23 25 . . 4 0 . 0 0 . .:
Old : 37: 23 25 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 62.0 81.4 80.1 59.7 53.9 73.2 69.5
Old : 61.9 62.0 81.4 80.1 59.7 53.9 73.2 69.5
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,320: 94,619 99,901 9,978 7,882 1,541 211 318 189 4,216 1,045 1,309: 257 135
Old : 112,320: 94,619 99,901 9,978 7,882 1,541 211 318 189 4,216 1,045 1,309: 257 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 5,290: 4,213 5,607 85 3 -8 31 -7 24 1,424 0 -449: -30 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 88.9 8.9 7.0 1.4 0.2 0.3 0.2 3.8 0.9 1.2: 0.2 0.1
Old : 100.0: 84.2 88.9 8.9 7.0 1.4 0.2 0.3 0.2 3.8 0.9 1.2: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 25 . . . . . . 4 . .:
Old : 46: 22 25 . . . . . . 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 : 55.2 48.5 78.0 73.4 53.8 48.4 68.6 67.3
Old : 55.2 48.5 78.0 73.4 53.8 48.4 68.6 67.3
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,570: 44,443 45,280 1,945 758 3,657 25 200 0 500 675 0: 0 0
Old : 50,570: 44,443 45,280 1,945 758 3,657 25 200 0 500 675 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,670: 633 1,950 1,275 325 -705 25 50 0 475 75 -25: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 89.5 3.8 1.5 7.2 0.0 0.4 0.0 1.0 1.3 0.0: 0.0 0.0
Old : 100.0: 87.9 89.5 3.8 1.5 7.2 0.0 0.4 0.0 1.0 1.3 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 : 31: 11 18 . . . . . 0 . . 0:
Old : 31: 11 18 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.6 82.6 97.9 93.9 86.9 80.8 90.6 86.5
Old : 90.6 82.6 97.9 93.9 86.9 80.8 90.6 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,738: 34,598 34,003 2,770 3,480 2,700 800 1,150 250 0 355 710: 910 90
Old : 42,738: 34,598 34,003 2,770 3,480 2,700 800 1,150 250 0 355 710: 910 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 2,613: 2,183 2,983 450 -550 200 0 0 0 0 -75 75: -295 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 79.6 6.5 8.1 6.3 1.9 2.7 0.6 0.0 0.8 1.7: 2.1 0.2
Old : 100.0: 81.0 79.6 6.5 8.1 6.3 1.9 2.7 0.6 0.0 0.8 1.7: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 18 . . . . . . 0 . .:
Old : 26: 18 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 63.9 77.5 81.6 39.1 49.0 55.4 59.4
Old : 50.0 63.9 77.5 81.6 39.1 49.0 55.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 49,161: 28,899 41,011 1,315 3,515 3,515 14,110 200 160 0 235 465: 697 60
Old : 49,161: 28,899 41,011 1,315 3,515 3,515 14,110 200 160 0 235 465: 697 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -1,450: -1,419 -1,410 0 -300 0 0 200 0 0 -50 50: -81 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 83.4 2.7 7.1 7.1 28.7 0.4 0.3 0.0 0.5 0.9: 1.4 0.1
Old : 100.0: 58.8 83.4 2.7 7.1 7.1 28.7 0.4 0.3 0.0 0.5 0.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 21 . . . . . . 0 . .:
Old : 30: 20 21 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 59.6 79.1 78.4 54.6 54.5 64.5 69.0
Old : 60.2 59.6 79.1 78.4 54.6 54.5 64.5 69.0
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,531: 19,641 32,556 13,091 0 306 20 50 460 0 50 0: 13 109
Old : 33,531: 19,641 32,556 13,091 0 306 20 50 460 0 50 0: 13 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 835: 825 825 0 0 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 97.1 39.0 0.0 0.9 0.1 0.1 1.4 0.0 0.1 0.0: 0.0 0.3
Old : 100.0: 58.6 97.1 39.0 0.0 0.9 0.1 0.1 1.4 0.0 0.1 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 4 0 . . . . 0 . 0:
Old : 26: 14 14 4 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 86.4 83.9 93.7 59.9 81.1 79.1 85.7
Old : 60.4 86.4 83.9 93.7 59.9 81.1 79.1 85.7
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,063: 16,250 26,568 11,353 70 1,240 0 700 0 100 0 0: 120 485
Old : 29,063: 16,250 26,568 11,353 70 1,240 0 700 0 100 0 0: 120 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,000: 1,000 1,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 91.4 39.1 0.2 4.3 0.0 2.4 0.0 0.3 0.0 0.0: 0.4 1.7
Old : 100.0: 55.9 91.4 39.1 0.2 4.3 0.0 2.4 0.0 0.3 0.0 0.0: 0.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 . 0 . 0 0:
Old : 24: 13 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 : 65.5 82.2 88.6 93.1 64.7 77.3 81.5 85.4
Old : 65.5 82.2 88.6 93.1 64.7 77.3 81.5 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,562: 30,046 30,941 1,345 267 1,439 50 450 0 234 165 300: 148 0
Old : 33,562: 30,046 30,941 1,345 267 1,439 50 450 0 234 165 300: 148 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 125: 245 -155 -588 267 118 50 -100 0 0 -300 300: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 92.2 4.0 0.8 4.3 0.1 1.3 0.0 0.7 0.5 0.9: 0.4 0.0
Old : 100.0: 89.5 92.2 4.0 0.8 4.3 0.1 1.3 0.0 0.7 0.5 0.9: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 20 4 . . . . 0 . . .:
Old : 35: 20 20 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 : 68.4 57.9 83.1 78.1 67.1 55.9 78.5 75.1
Old : 68.4 57.9 83.1 78.1 67.1 55.9 78.5 75.1
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,190: 21,331 23,610 1,535 0 1,119 0 40 210 605 0 25: 365 186
Old : 25,190: 21,331 23,610 1,535 0 1,119 0 40 210 605 0 25: 365 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 630: 785 630 -615 0 180 0 0 0 300 0 0: -20 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 93.7 6.1 0.0 4.4 0.0 0.2 0.8 2.4 0.0 0.1: 1.4 0.7
Old : 100.0: 84.7 93.7 6.1 0.0 4.4 0.0 0.2 0.8 2.4 0.0 0.1: 1.4 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 : 28: 17 18 . 0 . 0 . . . 0 .:
Old : 28: 17 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 : 65.1 64.8 82.1 82.4 63.1 63.1 72.3 76.2
Old : 65.1 64.8 82.1 82.4 63.1 63.1 72.3 76.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,830: 37,379 31,297 5,107 6,944 555 25 4,423 0 356 250 278: 130 83
Old : 43,830: 37,379 31,297 5,107 6,944 555 25 4,423 0 356 250 278: 130 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 612: 367 658 342 60 -105 0 4 0 0 7 -7: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 71.4 11.7 15.8 1.3 0.1 10.1 0.0 0.8 0.6 0.6: 0.3 0.2
Old : 100.0: 85.3 71.4 11.7 15.8 1.3 0.1 10.1 0.0 0.8 0.6 0.6: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 21 . . 4 . 4 0 . . .:
Old : 38: 23 21 . . 4 . 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 51.0 72.6 74.3 42.9 47.6 55.0 61.8
Old : 55.9 51.0 72.6 74.3 42.9 47.6 55.0 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,334: 33,560 26,646 4,172 10,655 596 0 325 510 0 490 65: 431 47
Old : 39,334: 33,560 26,646 4,172 10,655 596 0 325 510 0 490 65: 431 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,093: 1,094 1,089 10 0 4 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 67.7 10.6 27.1 1.5 0.0 0.8 1.3 0.0 1.2 0.2: 1.1 0.1
Old : 100.0: 85.3 67.7 10.6 27.1 1.5 0.0 0.8 1.3 0.0 1.2 0.2: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 17 . . . 0 . . 0 4 .:
Old : 30: 21 17 . . . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 62.0 74.6 83.6 40.1 56.7 55.6 66.3
Old : 52.4 62.0 74.6 83.6 40.1 56.7 55.6 66.3
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,368: 10,470 17,402 4,605 651 3,300 2,675 0 3 75 0 0: 240 12
Old : 21,368: 10,470 17,402 4,605 651 3,300 2,675 0 3 75 0 0: 240 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 445: -450 505 655 -225 165 75 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 81.4 21.6 3.0 15.4 12.5 0.0 0.0 0.4 0.0 0.0: 1.1 0.1
Old : 100.0: 49.0 81.4 21.6 3.0 15.4 12.5 0.0 0.0 0.4 0.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 11 . . . . 0 . . 0 0:
Old : 26: 14 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 72.3 89.0 95.6 59.8 68.6 73.8 80.2
Old : 71.0 72.3 89.0 95.6 59.8 68.6 73.8 80.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,800: 12,365 16,820 3,400 0 2,005 50 1,175 0 2,370 225 575: 35 0
Old : 20,800: 12,365 16,820 3,400 0 2,005 50 1,175 0 2,370 225 575: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 645: 800 300 155 0 -5 0 100 0 -550 0 250: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 80.9 16.3 0.0 9.6 0.2 5.6 0.0 11.4 1.1 2.8: 0.2 0.0
Old : 100.0: 59.4 80.9 16.3 0.0 9.6 0.2 5.6 0.0 11.4 1.1 2.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 7 . 0 . . . 0 . . .:
Old : 26: 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 : 55.9 85.5 82.0 96.7 45.6 80.5 69.1 84.4
Old : 55.9 85.5 82.0 96.7 45.6 80.5 69.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,575: 13,300 17,080 3,535 0 1,770 50 1,925 0 2,155 175 625: 140 0
Old : 21,575: 13,300 17,080 3,535 0 1,770 50 1,925 0 2,155 175 625: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 645: 780 300 155 0 -5 0 100 0 -550 0 250: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 79.2 16.4 0.0 8.2 0.2 8.9 0.0 10.0 0.8 2.9: 0.6 0.0
Old : 100.0: 61.6 79.2 16.4 0.0 8.2 0.2 8.9 0.0 10.0 0.8 2.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 8 . 0 . . . 0 . . .:
Old : 25: 14 8 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 83.8 81.8 96.6 44.3 82.1 69.9 85.8
Old : 53.3 83.8 81.8 96.6 44.3 82.1 69.9 85.8
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,645: 11,051 17,285 9,490 4,445 555 475 125 0 2,455 1,805 430: 189 0
Old : 24,645: 11,051 17,285 9,490 4,445 555 475 125 0 2,455 1,805 430: 189 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 255: 170 110 45 100 0 0 -100 0 -105 0 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 70.1 38.5 18.0 2.3 1.9 0.5 0.0 10.0 7.3 1.7: 0.8 0.0
Old : 100.0: 44.8 70.1 38.5 18.0 2.3 1.9 0.5 0.0 10.0 7.3 1.7: 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 : 27: 11 10 . . . . . 0 . . .:
Old : 27: 11 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 : 68.4 63.7 89.7 89.5 66.5 58.5 87.3 83.6
Old : 68.4 63.7 89.7 89.5 66.5 58.5 87.3 83.6
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,445: 9,355 13,080 8,045 4,045 955 275 150 0 1,260 1,805 410: 145 0
Old : 20,445: 9,355 13,080 8,045 4,045 955 275 150 0 1,260 1,805 410: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 115: -10 115 45 100 0 0 -100 0 75 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 64.0 39.3 19.8 4.7 1.3 0.7 0.0 6.2 8.8 2.0: 0.7 0.0
Old : 100.0: 45.8 64.0 39.3 19.8 4.7 1.3 0.7 0.0 6.2 8.8 2.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 7 . . . . . 0 . . .:
Old : 24: 11 7 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 69.2 89.4 94.1 68.2 60.9 84.3 85.1
Old : 68.4 69.2 89.4 94.1 68.2 60.9 84.3 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,160: 5,535 3,680 205 80 1,455 0 2,275 0 650 475 125: 190 70
Old : 8,160: 5,535 3,680 205 80 1,455 0 2,275 0 650 475 125: 190 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 45.1 2.5 1.0 17.8 0.0 27.9 0.0 8.0 5.8 1.5: 2.3 0.9
Old : 100.0: 67.8 45.1 2.5 1.0 17.8 0.0 27.9 0.0 8.0 5.8 1.5: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . . . 0 . 0 . . .:
Old : 20: 10 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 : 56.2 70.7 85.3 92.2 51.0 60.8 66.7 70.7
Old : 56.2 70.7 85.3 92.2 51.0 60.8 66.7 70.7
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,951: 33,624 40,296 7,255 0 4,805 675 50 25 670 2,395 3,360: 537 20
Old : 50,951: 33,624 40,296 7,255 0 4,805 675 50 25 670 2,395 3,360: 537 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 195: -465 -355 15 0 50 0 0 0 -955 -925 1,425: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 79.1 14.2 0.0 9.4 1.3 0.1 0.0 1.3 4.7 6.6: 1.1 0.0
Old : 100.0: 66.0 79.1 14.2 0.0 9.4 1.3 0.1 0.0 1.3 4.7 6.6: 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: 16 11 . 0 . . . . . . .:
Old : 29: 16 11 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 80.1 83.1 96.4 53.1 78.1 70.2 80.3
Old : 59.0 80.1 83.1 96.4 53.1 78.1 70.2 80.3
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,835: 33,398 40,443 7,244 0 4,177 750 50 0 2,655 3,885 2,280: 331 0
Old : 50,835: 33,398 40,443 7,244 0 4,177 750 50 0 2,655 3,885 2,280: 331 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 795: -420 315 140 0 50 0 0 0 -355 -950 1,380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 79.6 14.3 0.0 8.2 1.5 0.1 0.0 5.2 7.6 4.5: 0.7 0.0
Old : 100.0: 65.7 79.6 14.3 0.0 8.2 1.5 0.1 0.0 5.2 7.6 4.5: 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 : 31: 16 12 4 0 . . . 0 . . .:
Old : 31: 16 12 4 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 81.6 83.2 95.3 53.9 81.1 73.1 83.2
Old : 59.2 81.6 83.2 95.3 53.9 81.1 73.1 83.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 111,748: 79,628 73,023 14,440 25,168 3,103 1,530 50 1,465 7,368 4,937 3,917: 297 85
Old : 111,748: 79,628 73,023 14,440 25,168 3,103 1,530 50 1,465 7,368 4,937 3,917: 297 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,135: 675 1,080 0 205 125 -200 0 0 -865 -1,590 1,340: 60 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 65.3 12.9 22.5 2.8 1.4 0.0 1.3 6.6 4.4 3.5: 0.3 0.1
Old : 100.0: 71.3 65.3 12.9 22.5 2.8 1.4 0.0 1.3 6.6 4.4 3.5: 0.3 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: 29 26 . 4 5 4 . . 5 . 5:
Old : 53: 29 26 . 4 5 4 . . 5 . 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 : 44.7 47.1 63.8 74.1 41.8 42.9 57.2 61.2
Old : 44.7 47.1 63.8 74.1 41.8 42.9 57.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 128,552: 93,075 82,036 16,950 30,096 2,465 3,320 2,105 725 9,283 8,618 2,372: 362 135
Old : 128,552: 93,075 82,036 16,950 30,096 2,465 3,320 2,105 725 9,283 8,618 2,372: 362 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 544: -216 994 0 -495 225 700 200 -900 -890 -1,070 1,565: 60 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 63.8 13.2 23.4 1.9 2.6 1.6 0.6 7.2 6.7 1.8: 0.3 0.1
Old : 100.0: 72.4 63.8 13.2 23.4 1.9 2.6 1.6 0.6 7.2 6.7 1.8: 0.3 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 : 58: 30 27 . 4 5 . 4 . 4 5 4:
Old : 58: 30 27 . 4 5 . 4 . 4 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 50.6 61.5 75.0 38.2 47.3 56.6 67.6
Old : 41.6 50.6 61.5 75.0 38.2 47.3 56.6 67.6
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 254,601: 166,638 175,179 30,175 23,484 12,708 16,657 18,975 4,798 12,974 9,441 9,895: 756 121
Old : 254,601: 166,638 175,179 30,175 23,484 12,708 16,657 18,975 4,798 12,974 9,441 9,895: 756 121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 4,505: 3,265 1,906 2,617 6,243 -1,968 800 -2,252 206 -1,143 -317 702: 26 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 68.8 11.9 9.2 5.0 6.5 7.5 1.9 5.1 3.7 3.9: 0.3 0.0
Old : 100.0: 65.5 68.8 11.9 9.2 5.0 6.5 7.5 1.9 5.1 3.7 3.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 33 36 . . 5 12 4 7 11 5 11:
Old : 76: 33 36 . . 5 12 4 7 11 5 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 : 35.5 42.7 55.0 60.4 31.6 31.3 43.0 46.3
Old : 35.5 42.7 55.0 60.4 31.6 31.3 43.0 46.3
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,412: 17,425 30,742 9,312 0 0 1,005 0 20 3,113 235 355: 182 60
Old : 31,412: 17,425 30,742 9,312 0 0 1,005 0 20 3,113 235 355: 182 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -65: -5 -125 -75 0 0 200 0 0 -200 0 0: 15 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 97.9 29.6 0.0 0.0 3.2 0.0 0.1 9.9 0.7 1.1: 0.6 0.2
Old : 100.0: 55.5 97.9 29.6 0.0 0.0 3.2 0.0 0.1 9.9 0.7 1.1: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 9 . 0 0 . 0 . . . .:
Old : 28: 16 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 : 53.6 94.9 75.7 99.1 53.6 91.9 74.6 93.3
Old : 53.6 94.9 75.7 99.1 53.6 91.9 74.6 93.3
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,272: 16,303 28,212 9,887 0 0 250 1,235 280 2,943 85 400: 209 60
Old : 30,272: 16,303 28,212 9,887 0 0 250 1,235 280 2,943 85 400: 209 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -55: -10 -115 -75 0 0 200 0 0 -200 0 0: 30 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 93.2 32.7 0.0 0.0 0.8 4.1 0.9 9.7 0.3 1.3: 0.7 0.2
Old : 100.0: 53.9 93.2 32.7 0.0 0.0 0.8 4.1 0.9 9.7 0.3 1.3: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 8 . 0 0 . . . . . .:
Old : 27: 16 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 : 57.3 92.8 79.7 98.7 57.3 89.5 78.6 92.9
Old : 57.3 92.8 79.7 98.7 57.3 89.5 78.6 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,637: 5,825 9,392 6,492 2,710 990 250 165 35 0 300 0: 2,045 2,045
Old : 15,637: 5,825 9,392 6,492 2,710 990 250 165 35 0 300 0: 2,045 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 300: 0 -15 300 315 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 60.1 41.5 17.3 6.3 1.6 1.1 0.2 0.0 1.9 0.0: 13.1 13.1
Old : 100.0: 37.3 60.1 41.5 17.3 6.3 1.6 1.1 0.2 0.0 1.9 0.0: 13.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 73.0 55.8 82.6 72.9 67.8 50.3 70.4 63.4
Old : 73.0 55.8 82.6 72.9 67.8 50.3 70.4 63.4
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,605: 2,775 9,095 5,890 885 600 1,135 0 100 175 0 0: 930 925
Old : 11,605: 2,775 9,095 5,890 885 600 1,135 0 100 175 0 0: 930 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 300: 0 0 300 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 78.4 50.8 7.6 5.2 9.8 0.0 0.9 1.5 0.0 0.0: 8.0 8.0
Old : 100.0: 23.9 78.4 50.8 7.6 5.2 9.8 0.0 0.9 1.5 0.0 0.0: 8.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 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 : 72.6 47.8 87.2 77.3 71.1 42.8 76.9 66.6
Old : 72.6 47.8 87.2 77.3 71.1 42.8 76.9 66.6
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,956: 26,703 21,597 14,473 24,890 0 11,725 5,855 0 0 585 1,750: 8,305 8,279
Old : 62,956: 26,703 21,597 14,473 24,890 0 11,725 5,855 0 0 585 1,750: 8,305 8,279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 905: 626 -819 565 1,740 0 -1,530 150 0 0 -1,410 0: 1,244 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 34.3 23.0 39.5 0.0 18.6 9.3 0.0 0.0 0.9 2.8: 13.2 13.2
Old : 100.0: 42.4 34.3 23.0 39.5 0.0 18.6 9.3 0.0 0.0 0.9 2.8: 13.2 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 : 28: 14 18 . . 0 . . 0 0 . .:
Old : 28: 14 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 : 62.9 54.8 78.1 70.8 62.0 54.8 75.0 70.5
Old : 62.9 54.8 78.1 70.8 62.0 54.8 75.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,196: 26,053 21,011 13,205 24,715 0 13,050 5,855 0 0 620 1,750: 7,138 7,245
Old : 61,196: 26,053 21,011 13,205 24,715 0 13,050 5,855 0 0 620 1,750: 7,138 7,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 975: 1,395 -105 555 1,760 0 -1,520 150 0 0 -1,375 0: 545 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 34.3 21.6 40.4 0.0 21.3 9.6 0.0 0.0 1.0 2.9: 11.7 11.8
Old : 100.0: 42.6 34.3 21.6 40.4 0.0 21.3 9.6 0.0 0.0 1.0 2.9: 11.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 18 . . 0 . . 0 0 . .:
Old : 28: 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 : 62.4 55.6 80.2 72.1 61.9 55.6 77.5 70.8
Old : 62.4 55.6 80.2 72.1 61.9 55.6 77.5 70.8
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,065: 12,585 4,850 2,275 0 825 205 8,475 35 0 2,035 650: 3,490 3,195
Old : 20,065: 12,585 4,850 2,275 0 825 205 8,475 35 0 2,035 650: 3,490 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 35: -515 -1,115 700 0 -235 0 0 0 0 1,300 -150: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 24.2 11.3 0.0 4.1 1.0 42.2 0.2 0.0 10.1 3.2: 17.4 15.9
Old : 100.0: 62.7 24.2 11.3 0.0 4.1 1.0 42.2 0.2 0.0 10.1 3.2: 17.4 15.9
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: 13 8 . 0 . . . . 0 . .:
Old : 25: 13 8 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 66.1 65.9 77.0 41.7 62.8 59.7 71.2
Old : 44.3 66.1 65.9 77.0 41.7 62.8 59.7 71.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,080: 11,760 4,825 3,325 0 665 105 8,625 35 0 2,030 650: 3,540 3,250
Old : 20,080: 11,760 4,825 3,325 0 665 105 8,625 35 0 2,030 650: 3,540 3,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 60: -490 -1,090 700 0 -235 0 0 0 0 1,300 -150: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 24.0 16.6 0.0 3.3 0.5 43.0 0.2 0.0 10.1 3.2: 17.6 16.2
Old : 100.0: 58.6 24.0 16.6 0.0 3.3 0.5 43.0 0.2 0.0 10.1 3.2: 17.6 16.2
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 : 45.3 66.8 65.8 77.3 43.5 63.5 60.1 71.8
Old : 45.3 66.8 65.8 77.3 43.5 63.5 60.1 71.8
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,200: 11,050 22,840 4,137 335 1,140 9,165 930 0 0 0 0: 2,708 2,955
Old : 28,200: 11,050 22,840 4,137 335 1,140 9,165 930 0 0 0 0: 2,708 2,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,800: 0 1,800 1,800 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 81.0 14.7 1.2 4.0 32.5 3.3 0.0 0.0 0.0 0.0: 9.6 10.5
Old : 100.0: 39.2 81.0 14.7 1.2 4.0 32.5 3.3 0.0 0.0 0.0 0.0: 9.6 10.5
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 0:
Old : 20: 8 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8
Old : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,090: 13,630 28,210 10,700 0 490 3,625 1,155 0 1,280 50 620: 2,745 2,565
Old : 33,090: 13,630 28,210 10,700 0 490 3,625 1,155 0 1,280 50 620: 2,745 2,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 670: 750 400 -430 0 0 400 0 0 -320 0 20: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 85.3 32.3 0.0 1.5 11.0 3.5 0.0 3.9 0.2 1.9: 8.3 7.8
Old : 100.0: 41.2 85.3 32.3 0.0 1.5 11.0 3.5 0.0 3.9 0.2 1.9: 8.3 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 7 . 0 . . . 0 . . .:
Old : 26: 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 : 55.7 79.8 74.5 89.3 55.2 79.4 72.5 87.4
Old : 55.7 79.8 74.5 89.3 55.2 79.4 72.5 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,440: 12,420 25,775 9,635 0 340 3,565 1,155 0 1,180 50 600: 2,700 2,520
Old : 30,440: 12,420 25,775 9,635 0 340 3,565 1,155 0 1,180 50 600: 2,700 2,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 895: 750 400 -730 0 0 400 0 -10 -20 0 0: 505 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 84.7 31.7 0.0 1.1 11.7 3.8 0.0 3.9 0.2 2.0: 8.9 8.3
Old : 100.0: 40.8 84.7 31.7 0.0 1.1 11.7 3.8 0.0 3.9 0.2 2.0: 8.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 7 . 0 . . . 0 . . .:
Old : 26: 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 : 55.8 78.3 73.7 89.0 55.2 77.9 72.1 87.2
Old : 55.8 78.3 73.7 89.0 55.2 77.9 72.1 87.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,855: 22,480 10,650 0 16,065 175 1,800 3,390 45 5,385 150 905: 1,065 475
Old : 31,855: 22,480 10,650 0 16,065 175 1,800 3,390 45 5,385 150 905: 1,065 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 4,245: 1,300 1,615 0 545 -125 0 2,560 0 3,420 0 -390: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 33.4 0.0 50.4 0.5 5.7 10.6 0.1 16.9 0.5 2.8: 3.3 1.5
Old : 100.0: 70.6 33.4 0.0 50.4 0.5 5.7 10.6 0.1 16.9 0.5 2.8: 3.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 0 . . . . . . . .:
Old : 29: 14 14 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 69.7 81.2 86.1 62.1 69.0 75.4 81.4
Old : 66.4 69.7 81.2 86.1 62.1 69.0 75.4 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,360: 23,120 9,180 0 16,695 175 1,200 3,340 220 4,505 150 915: 1,225 685
Old : 31,360: 23,120 9,180 0 16,695 175 1,200 3,340 220 4,505 150 915: 1,225 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 4,245: 1,230 1,545 0 625 -125 0 2,560 0 3,500 0 -400: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 29.3 0.0 53.2 0.6 3.8 10.7 0.7 14.4 0.5 2.9: 3.9 2.2
Old : 100.0: 73.7 29.3 0.0 53.2 0.6 3.8 10.7 0.7 14.4 0.5 2.9: 3.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 0 . . . . . . . .:
Old : 29: 14 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 72.9 81.2 89.4 63.6 72.2 76.2 84.1
Old : 67.1 72.9 81.2 89.4 63.6 72.2 76.2 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,005: 23,450 11,455 0 17,970 425 7,820 750 250 2,045 3,085 185: 1,830 1,885
Old : 36,005: 23,450 11,455 0 17,970 425 7,820 750 250 2,045 3,085 185: 1,830 1,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 530: 630 450 0 50 0 0 -75 0 120 105 35: -255 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 31.8 0.0 49.9 1.2 21.7 2.1 0.7 5.7 8.6 0.5: 5.1 5.2
Old : 100.0: 65.1 31.8 0.0 49.9 1.2 21.7 2.1 0.7 5.7 8.6 0.5: 5.1 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 : 28: 15 8 0 . . . . . . . .:
Old : 28: 15 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 : 61.8 70.3 80.9 92.0 61.8 69.3 80.5 86.7
Old : 61.8 70.3 80.9 92.0 61.8 69.3 80.5 86.7
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,035: 20,465 13,080 0 13,585 475 7,770 750 250 2,020 2,780 185: 1,870 1,930
Old : 33,035: 20,465 13,080 0 13,585 475 7,770 750 250 2,020 2,780 185: 1,870 1,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 590: 510 450 0 50 0 0 -75 0 120 105 35: -75 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 39.6 0.0 41.1 1.4 23.5 2.3 0.8 6.1 8.4 0.6: 5.7 5.8
Old : 100.0: 61.9 39.6 0.0 41.1 1.4 23.5 2.3 0.8 6.1 8.4 0.6: 5.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 8 0 . . . . . . . .:
Old : 28: 15 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 : 61.7 65.9 80.7 90.6 61.7 64.6 80.1 85.6
Old : 61.7 65.9 80.7 90.6 61.7 64.6 80.1 85.6
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,010: 40,205 78,425 33,835 0 1,595 6,850 430 2,825 200 2,190 4,225: 8,275 8,320
Old : 98,010: 40,205 78,425 33,835 0 1,595 6,850 430 2,825 200 2,190 4,225: 8,275 8,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 3,785: 425 1,395 375 0 180 2,085 0 120 -1,225 265 1,205: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 80.0 34.5 0.0 1.6 7.0 0.4 2.9 0.2 2.2 4.3: 8.4 8.5
Old : 100.0: 41.0 80.0 34.5 0.0 1.6 7.0 0.4 2.9 0.2 2.2 4.3: 8.4 8.5
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 : 37: 16 23 . 0 . . . 4 . . .:
Old : 37: 16 23 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 53.2 76.2 69.0 59.2 53.0 68.2 64.2
Old : 61.5 53.2 76.2 69.0 59.2 53.0 68.2 64.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,835: 35,465 71,205 29,930 0 1,615 7,250 0 2,535 625 2,020 4,605: 8,810 8,855
Old : 90,835: 35,465 71,205 29,930 0 1,615 7,250 0 2,535 625 2,020 4,605: 8,810 8,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 4,210: 460 1,380 705 0 275 2,085 0 25 -1,750 120 1,730: 680 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 78.4 32.9 0.0 1.8 8.0 0.0 2.8 0.7 2.2 5.1: 9.7 9.7
Old : 100.0: 39.0 78.4 32.9 0.0 1.8 8.0 0.0 2.8 0.7 2.2 5.1: 9.7 9.7
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 : 36: 16 21 . 0 . 4 0 . . . .:
Old : 36: 16 21 . 0 . 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 51.4 75.3 67.0 58.0 51.4 68.5 63.9
Old : 59.8 51.4 75.3 67.0 58.0 51.4 68.5 63.9
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,455: 10,680 20,400 9,025 3,525 3,435 6,900 1,600 0 0 1,150 50: 1,365 1,295
Old : 31,455: 10,680 20,400 9,025 3,525 3,435 6,900 1,600 0 0 1,150 50: 1,365 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 940: 15 665 340 290 -50 600 0 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 64.9 28.7 11.2 10.9 21.9 5.1 0.0 0.0 3.7 0.2: 4.3 4.1
Old : 100.0: 34.0 64.9 28.7 11.2 10.9 21.9 5.1 0.0 0.0 3.7 0.2: 4.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 18 . . . . . 0 0 . .:
Old : 29: 13 18 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 47.5 85.2 66.7 61.8 43.4 71.8 60.0
Old : 71.0 47.5 85.2 66.7 61.8 43.4 71.8 60.0
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,465: 7,945 14,455 7,965 3,385 2,790 3,160 100 30 0 1,200 0: 575 505
Old : 22,465: 7,945 14,455 7,965 3,385 2,790 3,160 100 30 0 1,200 0: 575 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 205: 65 -35 120 220 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 64.3 35.5 15.1 12.4 14.1 0.4 0.1 0.0 5.3 0.0: 2.6 2.2
Old : 100.0: 35.4 64.3 35.5 15.1 12.4 14.1 0.4 0.1 0.0 5.3 0.0: 2.6 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 : 23: 11 15 . . . . . . 0 . 0:
Old : 23: 11 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 : 77.9 49.1 90.7 72.0 60.9 41.0 67.9 62.1
Old : 77.9 49.1 90.7 72.0 60.9 41.0 67.9 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,160: 9,080 9,995 0 3,540 1,910 6,050 1,775 0 0 0 0: 1,120 940
Old : 18,160: 9,080 9,995 0 3,540 1,910 6,050 1,775 0 0 0 0: 1,120 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 540: 500 500 0 0 0 0 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 55.0 0.0 19.5 10.5 33.3 9.8 0.0 0.0 0.0 0.0: 6.2 5.2
Old : 100.0: 50.0 55.0 0.0 19.5 10.5 33.3 9.8 0.0 0.0 0.0 0.0: 6.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 0 . . . . 0 0 0 0:
Old : 22: 12 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 : 73.7 72.2 87.6 88.2 73.3 64.9 77.8 75.6
Old : 73.7 72.2 87.6 88.2 73.3 64.9 77.8 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,075: 31,595 30,175 3,170 240 9,010 50 4,435 890 0 25 0: 11,360 11,300
Old : 56,075: 31,595 30,175 3,170 240 9,010 50 4,435 890 0 25 0: 11,360 11,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,280: 1,030 430 -300 -300 300 0 600 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 53.8 5.7 0.4 16.1 0.1 7.9 1.6 0.0 0.0 0.0: 20.3 20.2
Old : 100.0: 56.3 53.8 5.7 0.4 16.1 0.1 7.9 1.6 0.0 0.0 0.0: 20.3 20.2
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 : 30: 16 19 . . . . . . 0 . 0:
Old : 30: 16 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 : 49.4 33.6 67.1 54.5 36.0 24.2 42.9 38.4
Old : 49.4 33.6 67.1 54.5 36.0 24.2 42.9 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, September 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,390: 20,675 20,250 1,340 1,250 6,675 1,040 2,075 200 0 0 0: 12,460 11,940
Old : 42,390: 20,675 20,250 1,340 1,250 6,675 1,040 2,075 200 0 0 0: 12,460 11,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 405: 600 0 -300 300 105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 47.8 3.2 2.9 15.7 2.5 4.9 0.5 0.0 0.0 0.0: 29.4 28.2
Old : 100.0: 48.8 47.8 3.2 2.9 15.7 2.5 4.9 0.5 0.0 0.0 0.0: 29.4 28.2
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: 15 19 . . . . . . 0 0 0:
Old : 25: 15 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 : 44.1 32.5 60.7 50.2 26.0 18.3 32.8 29.0
Old : 44.1 32.5 60.7 50.2 26.0 18.3 32.8 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2018