COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,494: 10,272 15,379 3,522 234 438 990 8,706 956 12,092 2,127 2,501: 723 1,153
Old : 31,494: 10,272 15,379 3,522 234 438 990 8,706 956 12,092 2,127 2,501: 723 1,153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -3,444: -2,103 -2,318 -401 -17 1 21 263 -184 -260 -770 -480: -38 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 48.8 11.2 0.7 1.4 3.1 27.6 3.0 38.4 6.8 7.9: 2.3 3.7
Old : 100.0: 32.6 48.8 11.2 0.7 1.4 3.1 27.6 3.0 38.4 6.8 7.9: 2.3 3.7
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 : 40: 13 12 4 . . . 4 . 8 5 7:
Old : 40: 13 12 4 . . . 4 . 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 67.5 60.5 81.5 35.4 56.6 51.9 64.1
Old : 39.0 67.5 60.5 81.5 35.4 56.6 51.9 64.1
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,833: 1,638 2,291 85 230 61 205 0 0 1,283 584 280: 281 387
Old : 3,833: 1,638 2,291 85 230 61 205 0 0 1,283 584 280: 281 387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -428: 12 -227 0 -22 -77 10 0 0 -371 -74 0: -2 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 59.8 2.2 6.0 1.6 5.3 0.0 0.0 33.5 15.2 7.3: 7.3 10.1
Old : 100.0: 42.7 59.8 2.2 6.0 1.6 5.3 0.0 0.0 33.5 15.2 7.3: 7.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 5 . . . . 0 0 6 4 4:
Old : 20: 5 5 . . . . 0 0 6 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 : 62.7 62.6 81.3 80.8 57.7 53.6 66.3 64.2
Old : 62.7 62.6 81.3 80.8 57.7 53.6 66.3 64.2
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,292: 20,680 24,685 0 3,540 4,660 7,310 14 92 728 1,816 84: 1,738 401
Old : 35,292: 20,680 24,685 0 3,540 4,660 7,310 14 92 728 1,816 84: 1,738 401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 23: -396 -413 0 397 -253 -180 0 92 143 93 22: 595 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 69.9 0.0 10.0 13.2 20.7 0.0 0.3 2.1 5.1 0.2: 4.9 1.1
Old : 100.0: 58.6 69.9 0.0 10.0 13.2 20.7 0.0 0.3 2.1 5.1 0.2: 4.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 24 22 0 4 . 4 . . 6 . .:
Old : 47: 24 22 0 4 . 4 . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 48.4 64.3 72.1 37.8 34.1 47.1 46.1
Old : 43.2 48.4 64.3 72.1 37.8 34.1 47.1 46.1
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,985: 29,625 34,418 393 205 5,112 475 975 0 5,025 100 1,175: 180 0
Old : 41,985: 29,625 34,418 393 205 5,112 475 975 0 5,025 100 1,175: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -1,699: -2,411 -874 393 -542 117 82 0 0 375 -125 -275: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 82.0 0.9 0.5 12.2 1.1 2.3 0.0 12.0 0.2 2.8: 0.4 0.0
Old : 100.0: 70.6 82.0 0.9 0.5 12.2 1.1 2.3 0.0 12.0 0.2 2.8: 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 : 34: 19 18 . . . . . 0 4 . .:
Old : 34: 19 18 . . . . . 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 : 59.2 66.0 79.8 88.1 57.0 61.9 63.1 68.4
Old : 59.2 66.0 79.8 88.1 57.0 61.9 63.1 68.4
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,392: 16,733 14,725 25 4,152 480 0 0 0 2,425 375 600: 129 60
Old : 20,392: 16,733 14,725 25 4,152 480 0 0 0 2,425 375 600: 129 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -2,075: -1,470 -1,795 -25 255 -305 0 0 0 60 125 -335: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 72.2 0.1 20.4 2.4 0.0 0.0 0.0 11.9 1.8 2.9: 0.6 0.3
Old : 100.0: 82.1 72.2 0.1 20.4 2.4 0.0 0.0 0.0 11.9 1.8 2.9: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 12 . . . 0 0 0 . . .:
Old : 26: 15 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 : 72.7 72.1 88.0 92.1 72.6 66.6 83.0 81.7
Old : 72.7 72.1 88.0 92.1 72.6 66.6 83.0 81.7
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,162: 133,466 110,189 1,378 22,925 7,713 2,185 5,392 1,305 2,630 1,712 2,245: 5,240 4,681
Old : 156,162: 133,466 110,189 1,378 22,925 7,713 2,185 5,392 1,305 2,630 1,712 2,245: 5,240 4,681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -1,370: -4,434 -6,203 -278 772 185 -1,250 47 90 -20 -100 -600: 4,937 4,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 70.6 0.9 14.7 4.9 1.4 3.5 0.8 1.7 1.1 1.4: 3.4 3.0
Old : 100.0: 85.5 70.6 0.9 14.7 4.9 1.4 3.5 0.8 1.7 1.1 1.4: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 30 31 . . 4 . 4 . . . .:
Old : 51: 30 31 . . 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 : 37.7 57.9 57.3 71.1 34.2 46.5 47.0 54.0
Old : 37.7 57.9 57.3 71.1 34.2 46.5 47.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,962: 32,136 30,155 10,028 5,821 2,363 375 6,338 505 975 1,380 400: 180 0
Old : 46,962: 32,136 30,155 10,028 5,821 2,363 375 6,338 505 975 1,380 400: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,740: 2,689 4,185 215 -1,125 795 125 -71 6 75 175 -225: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 64.2 21.4 12.4 5.0 0.8 13.5 1.1 2.1 2.9 0.9: 0.4 0.0
Old : 100.0: 68.4 64.2 21.4 12.4 5.0 0.8 13.5 1.1 2.1 2.9 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 : 39: 16 20 . . . . 4 . 5 . .:
Old : 39: 16 20 . . . . 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 : 76.0 66.5 88.4 83.6 71.8 54.7 76.8 70.8
Old : 76.0 66.5 88.4 83.6 71.8 54.7 76.8 70.8
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 31,575: 26,570 21,510 3,857 8,792 973 150 0 0 25 300 0: 0 0
Old : 31,575: 26,570 21,510 3,857 8,792 973 150 0 0 25 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,345: 1,390 3,320 300 -1,680 -345 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 68.1 12.2 27.8 3.1 0.5 0.0 0.0 0.1 1.0 0.0: 0.0 0.0
Old : 100.0: 84.1 68.1 12.2 27.8 3.1 0.5 0.0 0.0 0.1 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 15 . . . . 0 0 . . 0:
Old : 25: 9 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 90.9 98.6 96.2 82.7 80.3 86.6 84.4
Old : 87.7 90.9 98.6 96.2 82.7 80.3 86.6 84.4
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,880: 35,247 33,305 6,195 9,070 715 800 850 100 1,250 0 410: 163 430
Old : 44,880: 35,247 33,305 6,195 9,070 715 800 850 100 1,250 0 410: 163 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 480: 800 490 -150 -350 70 0 50 0 -10 0 -80: -150 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 74.2 13.8 20.2 1.6 1.8 1.9 0.2 2.8 0.0 0.9: 0.4 1.0
Old : 100.0: 78.5 74.2 13.8 20.2 1.6 1.8 1.9 0.2 2.8 0.0 0.9: 0.4 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 : 36: 24 25 . . . . . . . 0 .:
Old : 36: 24 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 : 55.1 51.6 72.9 72.4 50.1 47.1 63.9 63.6
Old : 55.1 51.6 72.9 72.4 50.1 47.1 63.9 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,814: 48,092 44,696 5,224 18,231 4,700 9,360 1,260 210 1,265 0 430: 533 287
Old : 69,814: 48,092 44,696 5,224 18,231 4,700 9,360 1,260 210 1,265 0 430: 533 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 261: 941 1,084 -85 -1,395 185 -595 100 0 -345 0 0: 160 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 64.0 7.5 26.1 6.7 13.4 1.8 0.3 1.8 0.0 0.6: 0.8 0.4
Old : 100.0: 68.9 64.0 7.5 26.1 6.7 13.4 1.8 0.3 1.8 0.0 0.6: 0.8 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 : 45: 26 25 . . 4 5 4 . . 0 .:
Old : 45: 26 25 . . 4 5 4 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 61.2 61.7 75.9 33.9 57.6 53.3 66.8
Old : 38.4 61.2 61.7 75.9 33.9 57.6 53.3 66.8
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,593: 55,983 54,477 13,670 19,065 300 450 495 25 4,210 0 1,260: 695 971
Old : 76,593: 55,983 54,477 13,670 19,065 300 450 495 25 4,210 0 1,260: 695 971
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 945: 835 -95 -450 720 0 0 0 0 275 0 -165: 450 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 71.1 17.8 24.9 0.4 0.6 0.6 0.0 5.5 0.0 1.6: 0.9 1.3
Old : 100.0: 73.1 71.1 17.8 24.9 0.4 0.6 0.6 0.0 5.5 0.0 1.6: 0.9 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 : 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 : 47.5 60.2 69.1 79.7 46.8 60.2 67.6 78.6
Old : 47.5 60.2 69.1 79.7 46.8 60.2 67.6 78.6
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,113: 79,643 69,231 21,865 39,329 1,085 970 140 0 5,315 0 825: 1,410 503
Old : 111,113: 79,643 69,231 21,865 39,329 1,085 970 140 0 5,315 0 825: 1,410 503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,730: 810 140 -95 1,895 -305 170 0 0 300 0 -190: 1,040 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 62.3 19.7 35.4 1.0 0.9 0.1 0.0 4.8 0.0 0.7: 1.3 0.5
Old : 100.0: 71.7 62.3 19.7 35.4 1.0 0.9 0.1 0.0 4.8 0.0 0.7: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 24 25 . 4 . . . 0 4 0 .:
Old : 47: 24 25 . 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 : 44.0 62.6 67.1 80.2 43.7 61.7 65.4 78.5
Old : 44.0 62.6 67.1 80.2 43.7 61.7 65.4 78.5
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,175: 23,345 32,505 8,755 50 2,240 565 0 0 150 230 0: 120 150
Old : 35,175: 23,345 32,505 8,755 50 2,240 565 0 0 150 230 0: 120 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 565: 595 390 -170 50 140 0 0 0 0 15 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 92.4 24.9 0.1 6.4 1.6 0.0 0.0 0.4 0.7 0.0: 0.3 0.4
Old : 100.0: 66.4 92.4 24.9 0.1 6.4 1.6 0.0 0.0 0.4 0.7 0.0: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 18 4 . . . 0 0 . . 0:
Old : 33: 18 18 4 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 80.2 81.7 89.4 46.6 77.6 69.1 81.0
Old : 55.4 80.2 81.7 89.4 46.6 77.6 69.1 81.0
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 28,947: 25,422 20,767 0 5,095 2,670 0 300 0 665 0 110: 80 5
Old : 28,947: 25,422 20,767 0 5,095 2,670 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 25, 2018 :
: 872: 632 832 0 -200 240 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 71.7 0.0 17.6 9.2 0.0 1.0 0.0 2.3 0.0 0.4: 0.3 0.0
Old : 100.0: 87.8 71.7 0.0 17.6 9.2 0.0 1.0 0.0 2.3 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 : 51.7 65.6 75.4 85.7 38.4 53.0 52.7 58.8
Old : 51.7 65.6 75.4 85.7 38.4 53.0 52.7 58.8
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,122: 34,271 33,987 300 8,634 6,944 4,693 0 127 3,798 694 3,717: 272 19
Old : 54,122: 34,271 33,987 300 8,634 6,944 4,693 0 127 3,798 694 3,717: 272 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,797: 2,047 1,638 0 -477 309 140 0 -21 -882 140 206: -2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 62.8 0.6 16.0 12.8 8.7 0.0 0.2 7.0 1.3 6.9: 0.5 0.0
Old : 100.0: 63.3 62.8 0.6 16.0 12.8 8.7 0.0 0.2 7.0 1.3 6.9: 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 25 . . . 7 0 . 7 . 6:
Old : 48: 24 25 . . . 7 0 . 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 : 43.3 45.3 64.2 65.8 23.4 25.9 32.0 33.3
Old : 43.3 45.3 64.2 65.8 23.4 25.9 32.0 33.3
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,755: 7,355 7,445 960 600 800 200 0 0 50 800 1,050: 340 60
Old : 10,755: 7,355 7,445 960 600 800 200 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 25, 2018 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 69.2 8.9 5.6 7.4 1.9 0.0 0.0 0.5 7.4 9.8: 3.2 0.6
Old : 100.0: 68.4 69.2 8.9 5.6 7.4 1.9 0.0 0.0 0.5 7.4 9.8: 3.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.1 45.4 70.7 68.3 32.8 38.1 48.1 50.9
Old : 48.1 45.4 70.7 68.3 32.8 38.1 48.1 50.9
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,173: 34,463 45,098 10,450 100 2,620 565 0 0 0 50 0: 75 305
Old : 48,173: 34,463 45,098 10,450 100 2,620 565 0 0 0 50 0: 75 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 465: 215 205 140 100 120 0 0 0 0 -70 -45: 35 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 93.6 21.7 0.2 5.4 1.2 0.0 0.0 0.0 0.1 0.0: 0.2 0.6
Old : 100.0: 71.5 93.6 21.7 0.2 5.4 1.2 0.0 0.0 0.0 0.1 0.0: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 22 . . . . 0 0 0 . 0:
Old : 35: 21 22 . . . . 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 : 51.9 69.8 82.4 87.7 43.9 68.4 67.2 74.2
Old : 51.9 69.8 82.4 87.7 43.9 68.4 67.2 74.2
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 46,006: 41,076 30,081 720 15,175 370 1,900 0 0 1,170 155 225: 545 0
Old : 46,006: 41,076 30,081 720 15,175 370 1,900 0 0 1,170 155 225: 545 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -1,345: -1,495 -1,265 0 -85 5 0 0 0 145 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 65.4 1.6 33.0 0.8 4.1 0.0 0.0 2.5 0.3 0.5: 1.2 0.0
Old : 100.0: 89.3 65.4 1.6 33.0 0.8 4.1 0.0 0.0 2.5 0.3 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 : 38: 19 25 . . . . 0 0 4 . .:
Old : 38: 19 25 . . . . 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 : 59.4 62.7 77.6 82.0 52.7 60.7 68.5 77.4
Old : 59.4 62.7 77.6 82.0 52.7 60.7 68.5 77.4
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,449: 42,830 46,406 6,560 8,170 400 1,000 0 0 2,969 500 300: 2,390 673
Old : 56,449: 42,830 46,406 6,560 8,170 400 1,000 0 0 2,969 500 300: 2,390 673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,010: 450 3,135 465 -50 0 600 0 0 -117 0 -75: 1,687 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 82.2 11.6 14.5 0.7 1.8 0.0 0.0 5.3 0.9 0.5: 4.2 1.2
Old : 100.0: 75.9 82.2 11.6 14.5 0.7 1.8 0.0 0.0 5.3 0.9 0.5: 4.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 17 . . . . 0 0 . . .:
Old : 32: 19 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 88.1 66.9 95.6 51.7 87.5 65.8 91.7
Old : 52.2 88.1 66.9 95.6 51.7 87.5 65.8 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,522: 47,320 48,659 6,480 8,185 1,310 200 0 0 3,271 2,450 315: 2,626 603
Old : 61,522: 47,320 48,659 6,480 8,185 1,310 200 0 0 3,271 2,450 315: 2,626 603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 860: -670 990 -150 -75 0 0 0 0 -93 0 -60: 1,833 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 79.1 10.5 13.3 2.1 0.3 0.0 0.0 5.3 4.0 0.5: 4.3 1.0
Old : 100.0: 76.9 79.1 10.5 13.3 2.1 0.3 0.0 0.0 5.3 4.0 0.5: 4.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 13 . . . . 0 0 . . .:
Old : 31: 19 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 83.1 72.8 95.3 55.1 82.1 71.4 94.3
Old : 56.4 83.1 72.8 95.3 55.1 82.1 71.4 94.3
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,063: 78,379 78,460 7,890 6,692 1,862 0 100 0 0 958 855: 77 136
Old : 89,063: 78,379 78,460 7,890 6,692 1,862 0 100 0 0 958 855: 77 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,402: 1,997 1,902 370 240 255 0 0 0 0 225 -220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 88.1 8.9 7.5 2.1 0.0 0.1 0.0 0.0 1.1 1.0: 0.1 0.2
Old : 100.0: 88.0 88.1 8.9 7.5 2.1 0.0 0.1 0.0 0.0 1.1 1.0: 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: 22 26 . . 4 0 . 0 0 . .:
Old : 37: 22 26 . . 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 : 60.6 60.5 80.3 81.4 58.3 53.2 74.2 71.5
Old : 60.6 60.5 80.3 81.4 58.3 53.2 74.2 71.5
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 119,307: 101,613 105,238 10,116 8,522 1,920 311 343 214 2,734 915 2,030: 369 125
Old : 119,307: 101,613 105,238 10,116 8,522 1,920 311 343 214 2,734 915 2,030: 369 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,133: 2,086 -55 58 800 149 41 35 -8 -1,649 -100 322: 134 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 88.2 8.5 7.1 1.6 0.3 0.3 0.2 2.3 0.8 1.7: 0.3 0.1
Old : 100.0: 85.2 88.2 8.5 7.1 1.6 0.3 0.3 0.2 2.3 0.8 1.7: 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 : 47: 22 27 . . . . . . 4 . .:
Old : 47: 22 27 . . . . . . 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 : 54.3 49.2 76.8 74.0 53.3 49.1 67.0 66.7
Old : 54.3 49.2 76.8 74.0 53.3 49.1 67.0 66.7
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,190: 46,113 47,700 2,270 683 3,807 75 325 0 825 575 100: 0 0
Old : 53,190: 46,113 47,700 2,270 683 3,807 75 325 0 825 575 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,295: 1,145 895 125 400 -150 -25 125 0 100 -75 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 89.7 4.3 1.3 7.2 0.1 0.6 0.0 1.6 1.1 0.2: 0.0 0.0
Old : 100.0: 86.7 89.7 4.3 1.3 7.2 0.1 0.6 0.0 1.6 1.1 0.2: 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 : 32: 11 17 . . . . . 0 . . .:
Old : 32: 11 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.3 81.1 97.5 94.2 85.8 80.1 90.7 87.1
Old : 89.3 81.1 97.5 94.2 85.8 80.1 90.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,359: 39,627 38,668 2,020 2,809 3,732 800 1,150 250 0 255 720: 1,210 775
Old : 48,359: 39,627 38,668 2,020 2,809 3,732 800 1,150 250 0 255 720: 1,210 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 4,796: 4,155 4,435 -50 -680 446 0 0 0 0 -120 30: 215 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 80.0 4.2 5.8 7.7 1.7 2.4 0.5 0.0 0.5 1.5: 2.5 1.6
Old : 100.0: 81.9 80.0 4.2 5.8 7.7 1.7 2.4 0.5 0.0 0.5 1.5: 2.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 18 . . . . . . 0 . .:
Old : 27: 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 : 47.5 62.3 75.5 80.3 39.4 49.1 54.4 59.6
Old : 47.5 62.3 75.5 80.3 39.4 49.1 54.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,121: 30,683 47,661 710 820 4,875 17,270 200 160 0 380 405: 1,018 620
Old : 55,121: 30,683 47,661 710 820 4,875 17,270 200 160 0 380 405: 1,018 620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,055: -631 1,450 225 -320 320 1,960 0 0 0 95 -60: 241 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 86.5 1.3 1.5 8.8 31.3 0.4 0.3 0.0 0.7 0.7: 1.8 1.1
Old : 100.0: 55.7 86.5 1.3 1.5 8.8 31.3 0.4 0.3 0.0 0.7 0.7: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 21 . . . 4 . . 0 . .:
Old : 31: 21 21 . . . 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 : 59.2 58.0 78.2 76.1 54.8 51.7 63.5 64.8
Old : 59.2 58.0 78.2 76.1 54.8 51.7 63.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,601: 19,501 33,145 13,247 0 319 135 50 345 0 50 0: 1,054 692
Old : 34,601: 19,501 33,145 13,247 0 319 135 50 345 0 50 0: 1,054 692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,165: -50 694 171 0 3 115 0 -115 0 0 0: 1,041 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 95.8 38.3 0.0 0.9 0.4 0.1 1.0 0.0 0.1 0.0: 3.0 2.0
Old : 100.0: 56.4 95.8 38.3 0.0 0.9 0.4 0.1 1.0 0.0 0.1 0.0: 3.0 2.0
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: 13 15 5 0 4 . . . 0 . 0:
Old : 25: 13 15 5 0 4 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 84.3 81.9 90.9 58.6 78.9 76.7 83.7
Old : 59.0 84.3 81.9 90.9 58.6 78.9 76.7 83.7
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 32,093: 18,490 29,271 11,423 0 1,310 0 555 0 100 0 0: 770 957
Old : 32,093: 18,490 29,271 11,423 0 1,310 0 555 0 100 0 0: 770 957
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 925: 110 418 35 -70 70 0 -145 0 0 0 0: 710 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 91.2 35.6 0.0 4.1 0.0 1.7 0.0 0.3 0.0 0.0: 2.4 3.0
Old : 100.0: 57.6 91.2 35.6 0.0 4.1 0.0 1.7 0.0 0.3 0.0 0.0: 2.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 4 0 . 0 . 0 . 0 0:
Old : 24: 13 11 4 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 82.1 84.5 91.7 60.4 77.1 79.0 84.4
Old : 61.3 82.1 84.5 91.7 60.4 77.1 79.0 84.4
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,185: 31,632 32,282 1,287 402 1,260 75 400 0 234 270 300: 397 271
Old : 35,185: 31,632 32,282 1,287 402 1,260 75 400 0 234 270 300: 397 271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 873: 692 637 -49 -35 0 0 0 0 0 0 0: 230 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 91.7 3.7 1.1 3.6 0.2 1.1 0.0 0.7 0.8 0.9: 1.1 0.8
Old : 100.0: 89.9 91.7 3.7 1.1 3.6 0.2 1.1 0.0 0.7 0.8 0.9: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 18 . . . . . 0 . . .:
Old : 33: 19 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 : 69.0 55.9 82.3 75.2 67.8 53.6 78.6 72.8
Old : 69.0 55.9 82.3 75.2 67.8 53.6 78.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,118: 21,393 23,298 1,778 100 694 0 55 195 450 0 190: 1,418 1,586
Old : 26,118: 21,393 23,298 1,778 100 694 0 55 195 450 0 190: 1,418 1,586
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 203: -830 -928 393 0 -385 0 15 -15 -50 0 50: 1,040 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 89.2 6.8 0.4 2.7 0.0 0.2 0.7 1.7 0.0 0.7: 5.4 6.1
Old : 100.0: 81.9 89.2 6.8 0.4 2.7 0.0 0.2 0.7 1.7 0.0 0.7: 5.4 6.1
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 : 31: 17 20 . . . 0 . . . 0 .:
Old : 31: 17 20 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 60.0 79.3 75.9 61.2 58.4 71.1 70.4
Old : 63.0 60.0 79.3 75.9 61.2 58.4 71.1 70.4
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,257: 36,906 30,577 4,535 7,024 777 25 3,918 0 336 100 233: 445 628
Old : 43,257: 36,906 30,577 4,535 7,024 777 25 3,918 0 336 100 233: 445 628
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -292: -365 -302 -372 100 125 0 -555 0 0 -200 5: 315 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 70.7 10.5 16.2 1.8 0.1 9.1 0.0 0.8 0.2 0.5: 1.0 1.5
Old : 100.0: 85.3 70.7 10.5 16.2 1.8 0.1 9.1 0.0 0.8 0.2 0.5: 1.0 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 : 38: 23 20 . . 4 . 5 0 . . .:
Old : 38: 23 20 . . 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 : 53.4 49.8 71.6 73.5 39.4 46.8 53.1 62.3
Old : 53.4 49.8 71.6 73.5 39.4 46.8 53.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,331: 33,118 25,858 3,827 10,905 940 520 0 385 0 365 65: 476 813
Old : 39,331: 33,118 25,858 3,827 10,905 940 520 0 385 0 365 65: 476 813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -308: -653 -709 -375 150 75 520 -325 -125 0 -125 0: 250 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 65.7 9.7 27.7 2.4 1.3 0.0 1.0 0.0 0.9 0.2: 1.2 2.1
Old : 100.0: 84.2 65.7 9.7 27.7 2.4 1.3 0.0 1.0 0.0 0.9 0.2: 1.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 17 . . . . 0 . 0 . .:
Old : 29: 21 17 . . . . 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 : 54.9 60.6 77.6 81.7 41.3 54.2 56.7 63.5
Old : 54.9 60.6 77.6 81.7 41.3 54.2 56.7 63.5
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,233: 9,526 16,823 4,379 0 3,401 2,553 0 0 150 0 0: 224 9
Old : 20,233: 9,526 16,823 4,379 0 3,401 2,553 0 0 150 0 0: 224 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -985: -907 -554 -1 -451 26 -122 0 -3 50 0 0: -28 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 83.1 21.6 0.0 16.8 12.6 0.0 0.0 0.7 0.0 0.0: 1.1 0.0
Old : 100.0: 47.1 83.1 21.6 0.0 16.8 12.6 0.0 0.0 0.7 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 9 . 0 . . 0 0 . 0 0:
Old : 21: 8 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 75.5 93.0 95.9 61.4 71.0 75.9 79.7
Old : 73.2 75.5 93.0 95.9 61.4 71.0 75.9 79.7
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,870: 12,405 16,540 3,400 0 2,005 50 1,175 0 2,495 125 350: 165 675
Old : 20,870: 12,405 16,540 3,400 0 2,005 50 1,175 0 2,495 125 350: 165 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 70: -360 -280 0 0 0 0 0 0 625 0 -325: 130 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 79.3 16.3 0.0 9.6 0.2 5.6 0.0 12.0 0.6 1.7: 0.8 3.2
Old : 100.0: 59.4 79.3 16.3 0.0 9.6 0.2 5.6 0.0 12.0 0.6 1.7: 0.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 8 . 0 . . . 0 . . .:
Old : 26: 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 : 53.9 83.1 82.2 92.9 44.9 78.3 69.5 81.5
Old : 53.9 83.1 82.2 92.9 44.9 78.3 69.5 81.5
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,885: 13,565 17,040 3,535 0 1,770 50 1,925 0 2,330 75 350: 285 725
Old : 21,885: 13,565 17,040 3,535 0 1,770 50 1,925 0 2,330 75 350: 285 725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 70: -375 -280 0 0 0 0 0 0 675 0 -375: 145 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 77.9 16.2 0.0 8.1 0.2 8.8 0.0 10.6 0.3 1.6: 1.3 3.3
Old : 100.0: 62.0 77.9 16.2 0.0 8.1 0.2 8.8 0.0 10.6 0.3 1.6: 1.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . 0 . . . 0 . . .:
Old : 25: 14 10 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 80.5 81.1 91.7 41.5 79.1 68.6 82.1
Old : 50.8 80.5 81.1 91.7 41.5 79.1 68.6 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,985: 13,475 13,435 5,800 6,915 1,070 0 0 0 990 0 0: 650 565
Old : 21,985: 13,475 13,435 5,800 6,915 1,070 0 0 0 990 0 0: 650 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 0: -320 -445 -150 0 0 0 0 0 0 0 0: 470 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 61.1 26.4 31.5 4.9 0.0 0.0 0.0 4.5 0.0 0.0: 3.0 2.6
Old : 100.0: 61.3 61.1 26.4 31.5 4.9 0.0 0.0 0.0 4.5 0.0 0.0: 3.0 2.6
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 : 20: 9 11 . . . 0 0 0 . 0 0:
Old : 20: 9 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 77.0 89.0 89.7 70.1 71.1 81.1 80.5
Old : 75.5 77.0 89.0 89.7 70.1 71.1 81.1 80.5
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,180: 10,924 17,290 9,560 4,345 555 475 125 0 2,580 2,180 430: 656 255
Old : 25,180: 10,924 17,290 9,560 4,345 555 475 125 0 2,580 2,180 430: 656 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 475: 18 -105 125 -100 0 0 0 0 -125 375 50: 407 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 68.7 38.0 17.3 2.2 1.9 0.5 0.0 10.2 8.7 1.7: 2.6 1.0
Old : 100.0: 43.4 68.7 38.0 17.3 2.2 1.9 0.5 0.0 10.2 8.7 1.7: 2.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 68.6 62.6 88.9 88.9 66.9 58.3 87.2 84.0
Old : 68.6 62.6 88.9 88.9 66.9 58.3 87.2 84.0
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,030: 8,725 13,095 8,145 3,945 955 275 150 0 1,685 2,180 435: 810 270
Old : 21,030: 8,725 13,095 8,145 3,945 955 275 150 0 1,685 2,180 435: 810 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 475: -455 -95 125 -100 0 0 0 0 175 375 25: 605 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 62.3 38.7 18.8 4.5 1.3 0.7 0.0 8.0 10.4 2.1: 3.9 1.3
Old : 100.0: 41.5 62.3 38.7 18.8 4.5 1.3 0.7 0.0 8.0 10.4 2.1: 3.9 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 : 23: 10 7 . . . . . 0 . . .:
Old : 23: 10 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 : 70.2 69.3 89.7 92.8 68.4 62.3 84.3 85.1
Old : 70.2 69.3 89.7 92.8 68.4 62.3 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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,295: 5,685 3,705 205 260 1,385 0 2,275 0 700 450 100: 220 120
Old : 8,295: 5,685 3,705 205 260 1,385 0 2,275 0 700 450 100: 220 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 110: 150 0 0 180 -70 0 0 0 50 0 -50: 30 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 44.7 2.5 3.1 16.7 0.0 27.4 0.0 8.4 5.4 1.2: 2.7 1.4
Old : 100.0: 68.5 44.7 2.5 3.1 16.7 0.0 27.4 0.0 8.4 5.4 1.2: 2.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.4 71.2 84.9 92.3 52.0 60.2 67.5 71.7
Old : 54.4 71.2 84.9 92.3 52.0 60.2 67.5 71.7
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,731: 35,922 43,331 7,320 0 4,805 675 0 25 1,005 1,460 2,665: 1,314 1,445
Old : 53,731: 35,922 43,331 7,320 0 4,805 675 0 25 1,005 1,460 2,665: 1,314 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,590: 2,248 1,920 50 0 0 0 -50 0 -715 -935 -770: 777 1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 80.6 13.6 0.0 8.9 1.3 0.0 0.0 1.9 2.7 5.0: 2.4 2.7
Old : 100.0: 66.9 80.6 13.6 0.0 8.9 1.3 0.0 0.0 1.9 2.7 5.0: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 13 . 0 . . 0 . . . .:
Old : 30: 16 13 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 79.1 80.5 91.8 55.1 75.4 70.9 78.4
Old : 60.7 79.1 80.5 91.8 55.1 75.4 70.9 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,570: 35,773 43,413 7,309 0 4,177 750 0 0 0 685 3,595: 966 700
Old : 52,570: 35,773 43,413 7,309 0 4,177 750 0 0 0 685 3,595: 966 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 565: 2,345 1,875 50 0 0 0 -50 0 -3,705 -3,200 1,240: 635 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 82.6 13.9 0.0 7.9 1.4 0.0 0.0 0.0 1.3 6.8: 1.8 1.3
Old : 100.0: 68.0 82.6 13.9 0.0 7.9 1.4 0.0 0.0 0.0 1.3 6.8: 1.8 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 : 32: 16 14 4 0 . . 0 0 0 . .:
Old : 32: 16 14 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 : 61.2 79.0 80.3 92.2 56.9 75.4 72.9 78.2
Old : 61.2 79.0 80.3 92.2 56.9 75.4 72.9 78.2
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,201: 88,520 83,520 14,470 19,607 2,549 1,445 50 1,480 5,308 6,842 4,582: 1,847 1,571
Old : 120,201: 88,520 83,520 14,470 19,607 2,549 1,445 50 1,480 5,308 6,842 4,582: 1,847 1,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 4,710: 4,924 2,879 30 -1,146 -119 -85 0 15 -2,320 905 715: 1,550 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 69.5 12.0 16.3 2.1 1.2 0.0 1.2 4.4 5.7 3.8: 1.5 1.3
Old : 100.0: 73.6 69.5 12.0 16.3 2.1 1.2 0.0 1.2 4.4 5.7 3.8: 1.5 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 : 54: 30 27 . 4 4 . . . 6 . 5:
Old : 54: 30 27 . 4 4 . . . 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 43.8 61.0 73.2 38.1 40.7 53.1 61.6
Old : 40.0 43.8 61.0 73.2 38.1 40.7 53.1 61.6
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,111: 100,968 88,487 16,980 27,301 2,281 3,100 1,980 825 6,488 10,083 3,982: 2,487 2,172
Old : 137,111: 100,968 88,487 16,980 27,301 2,281 3,100 1,980 825 6,488 10,083 3,982: 2,487 2,172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,870: 1,398 -2,304 30 235 -103 -220 -175 100 -3,055 475 1,595: 2,125 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 64.5 12.4 19.9 1.7 2.3 1.4 0.6 4.7 7.4 2.9: 1.8 1.6
Old : 100.0: 73.6 64.5 12.4 19.9 1.7 2.3 1.4 0.6 4.7 7.4 2.9: 1.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 33 28 . 4 5 . 4 . 5 4 4:
Old : 60: 33 28 . 4 5 . 4 . 5 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 44.9 56.2 71.6 35.5 40.6 51.5 62.1
Old : 38.1 44.9 56.2 71.6 35.5 40.6 51.5 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 256,069: 165,689 174,166 32,246 26,667 12,043 16,529 17,933 4,791 12,936 7,641 9,767: 2,068 3,061
Old : 256,069: 165,689 174,166 32,246 26,667 12,043 16,529 17,933 4,791 12,936 7,641 9,767: 2,068 3,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -1,416: -2,721 -3,339 1,595 2,901 -835 -367 -967 -112 558 -1,090 -776: 1,242 2,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 68.0 12.6 10.4 4.7 6.5 7.0 1.9 5.1 3.0 3.8: 0.8 1.2
Old : 100.0: 64.7 68.0 12.6 10.4 4.7 6.5 7.0 1.9 5.1 3.0 3.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 36 38 . . 5 11 5 7 11 5 12:
Old : 79: 36 38 . . 5 11 5 7 11 5 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 43.0 55.7 61.2 31.3 32.4 43.0 47.7
Old : 35.4 43.0 55.7 61.2 31.3 32.4 43.0 47.7
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,227: 16,560 33,112 10,137 0 0 1,005 0 20 6,008 280 235: 1,262 1,580
Old : 35,227: 16,560 33,112 10,137 0 0 1,005 0 20 6,008 280 235: 1,262 1,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,490: -770 2,020 525 0 0 0 0 0 2,770 20 -70: 1,035 1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 94.0 28.8 0.0 0.0 2.9 0.0 0.1 17.1 0.8 0.7: 3.6 4.5
Old : 100.0: 47.0 94.0 28.8 0.0 0.0 2.9 0.0 0.1 17.1 0.8 0.7: 3.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 . 0 0 . 0 . . . .:
Old : 29: 17 10 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 91.1 77.3 94.6 54.8 89.8 76.6 91.1
Old : 55.5 91.1 77.3 94.6 54.8 89.8 76.6 91.1
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,237: 15,953 30,642 10,737 0 0 250 1,235 280 5,968 130 330: 719 1,620
Old : 34,237: 15,953 30,642 10,737 0 0 250 1,235 280 5,968 130 330: 719 1,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,640: -225 2,080 550 0 0 0 0 0 2,885 20 -80: 510 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 89.5 31.4 0.0 0.0 0.7 3.6 0.8 17.4 0.4 1.0: 2.1 4.7
Old : 100.0: 46.6 89.5 31.4 0.0 0.0 0.7 3.6 0.8 17.4 0.4 1.0: 2.1 4.7
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 9 . 0 0 . . . . . .:
Old : 28: 17 9 . 0 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 88.2 82.4 94.1 59.1 86.5 81.6 90.3
Old : 60.0 88.2 82.4 94.1 59.1 86.5 81.6 90.3
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,952: 5,570 9,567 8,087 2,725 990 250 1,415 0 100 300 0: 1,955 1,955
Old : 16,952: 5,570 9,567 8,087 2,725 990 250 1,415 0 100 300 0: 1,955 1,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 0: -150 0 150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 56.4 47.7 16.1 5.8 1.5 8.3 0.0 0.6 1.8 0.0: 11.5 11.5
Old : 100.0: 32.9 56.4 47.7 16.1 5.8 1.5 8.3 0.0 0.6 1.8 0.0: 11.5 11.5
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 : 22: 12 12 . . . . . 0 . . 0:
Old : 22: 12 12 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6
Old : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,705: 2,715 9,110 7,165 885 600 100 165 35 175 0 0: 915 910
Old : 11,705: 2,715 9,110 7,165 885 600 100 165 35 175 0 0: 915 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 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: 23.2 77.8 61.2 7.6 5.1 0.9 1.4 0.3 1.5 0.0 0.0: 7.8 7.8
Old : 100.0: 23.2 77.8 61.2 7.6 5.1 0.9 1.4 0.3 1.5 0.0 0.0: 7.8 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 : 20: 8 12 . . . . . . . 0 0:
Old : 20: 8 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 66.6
Old : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,341: 28,793 21,317 14,553 26,715 0 9,305 5,855 1,750 1,570 0 3,735: 9,635 9,969
Old : 69,341: 28,793 21,317 14,553 26,715 0 9,305 5,855 1,750 1,570 0 3,735: 9,635 9,969
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 5,040: 1,240 -330 0 720 0 -2,530 0 1,570 1,570 -110 1,985: 1,205 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 30.7 21.0 38.5 0.0 13.4 8.4 2.5 2.3 0.0 5.4: 13.9 14.4
Old : 100.0: 41.5 30.7 21.0 38.5 0.0 13.4 8.4 2.5 2.3 0.0 5.4: 13.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 18 . . 0 . . . . 0 .:
Old : 28: 15 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 : 55.5 52.8 77.7 68.8 52.1 52.4 67.9 65.4
Old : 55.5 52.8 77.7 68.8 52.1 52.4 67.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,581: 28,354 20,532 13,285 26,540 0 10,400 5,855 1,750 1,355 0 3,770: 8,667 9,134
Old : 67,581: 28,354 20,532 13,285 26,540 0 10,400 5,855 1,750 1,355 0 3,770: 8,667 9,134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 5,040: 1,451 -479 0 720 0 -2,710 0 1,570 1,355 -145 2,020: 1,354 1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 30.4 19.7 39.3 0.0 15.4 8.7 2.6 2.0 0.0 5.6: 12.8 13.5
Old : 100.0: 42.0 30.4 19.7 39.3 0.0 15.4 8.7 2.6 2.0 0.0 5.6: 12.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . 0 . . . . 0 .:
Old : 28: 14 18 . . 0 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 54.0 79.0 69.6 54.0 53.0 69.6 65.2
Old : 56.6 54.0 79.0 69.6 54.0 53.0 69.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,465: 13,435 5,500 2,575 0 1,125 205 10,525 85 115 600 2,435: 3,490 3,195
Old : 23,465: 13,435 5,500 2,575 0 1,125 205 10,525 85 115 600 2,435: 3,490 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,200: 50 50 0 0 0 0 2,050 50 115 -1,935 1,985: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 23.4 11.0 0.0 4.8 0.9 44.9 0.4 0.5 2.6 10.4: 14.9 13.6
Old : 100.0: 57.3 23.4 11.0 0.0 4.8 0.9 44.9 0.4 0.5 2.6 10.4: 14.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 9 . 0 . . . . . . .:
Old : 26: 14 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 67.0 69.1 77.0 38.7 58.9 55.3 65.8
Old : 45.6 67.0 69.1 77.0 38.7 58.9 55.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,480: 12,610 5,475 3,625 0 965 105 10,675 85 120 600 2,430: 3,540 3,250
Old : 23,480: 12,610 5,475 3,625 0 965 105 10,675 85 120 600 2,430: 3,540 3,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,200: 50 50 0 0 0 0 2,050 50 120 -1,930 1,980: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 23.3 15.4 0.0 4.1 0.4 45.5 0.4 0.5 2.6 10.3: 15.1 13.8
Old : 100.0: 53.7 23.3 15.4 0.0 4.1 0.4 45.5 0.4 0.5 2.6 10.3: 15.1 13.8
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 : 25: 15 9 . 0 . . . . . . .:
Old : 25: 15 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 67.5 68.9 77.6 40.1 59.5 55.7 66.1
Old : 47.3 67.5 68.9 77.6 40.1 59.5 55.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,745: 12,080 3,915 0 4,065 945 0 1,900 900 0 2,190 25: 1,795 1,805
Old : 15,745: 12,080 3,915 0 4,065 945 0 1,900 900 0 2,190 25: 1,795 1,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 24.9 0.0 25.8 6.0 0.0 12.1 5.7 0.0 13.9 0.2: 11.4 11.5
Old : 100.0: 76.7 24.9 0.0 25.8 6.0 0.0 12.1 5.7 0.0 13.9 0.2: 11.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 0 . . 0 . . 0 . .:
Old : 20: 12 7 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 58.1 76.8 86.4 51.3 49.1 66.2 65.1
Old : 51.4 58.1 76.8 86.4 51.3 49.1 66.2 65.1
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,800: 11,650 23,440 4,137 335 1,140 9,165 930 0 0 0 0: 2,708 2,955
Old : 28,800: 11,650 23,440 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 25, 2018 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 81.4 14.4 1.2 4.0 31.8 3.2 0.0 0.0 0.0 0.0: 9.4 10.3
Old : 100.0: 40.5 81.4 14.4 1.2 4.0 31.8 3.2 0.0 0.0 0.0 0.0: 9.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 68.2 72.5 86.6 83.0 68.0 70.6 80.6 78.2
Old : 68.2 72.5 86.6 83.0 68.0 70.6 80.6 78.2
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,990: 14,865 32,595 10,900 0 490 4,700 1,355 50 3,315 50 900: 2,770 2,550
Old : 37,990: 14,865 32,595 10,900 0 490 4,700 1,355 50 3,315 50 900: 2,770 2,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,245: 35 1,910 400 0 0 75 175 50 1,535 0 -50: 200 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 85.8 28.7 0.0 1.3 12.4 3.6 0.1 8.7 0.1 2.4: 7.3 6.7
Old : 100.0: 39.1 85.8 28.7 0.0 1.3 12.4 3.6 0.1 8.7 0.1 2.4: 7.3 6.7
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: 14 9 . 0 . . . . . . .:
Old : 28: 14 9 . 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 : 53.0 79.4 76.3 90.5 50.6 78.4 72.5 87.4
Old : 53.0 79.4 76.3 90.5 50.6 78.4 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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,360: 13,555 30,060 9,835 0 340 4,740 1,355 50 3,115 50 900: 2,825 2,605
Old : 35,360: 13,555 30,060 9,835 0 340 4,740 1,355 50 3,115 50 900: 2,825 2,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,245: 35 1,910 400 0 0 175 175 50 1,435 0 -50: 200 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 85.0 27.8 0.0 1.0 13.4 3.8 0.1 8.8 0.1 2.5: 8.0 7.4
Old : 100.0: 38.3 85.0 27.8 0.0 1.0 13.4 3.8 0.1 8.8 0.1 2.5: 8.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 8 . 0 . . . . . . .:
Old : 27: 14 8 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 78.2 75.4 90.2 50.2 77.3 71.8 86.8
Old : 52.2 78.2 75.4 90.2 50.2 77.3 71.8 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,255: 9,465 3,160 1,400 5,120 50 0 2,785 100 0 175 0: 1,240 865
Old : 12,255: 9,465 3,160 1,400 5,120 50 0 2,785 100 0 175 0: 1,240 865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 25.8 11.4 41.8 0.4 0.0 22.7 0.8 0.0 1.4 0.0: 10.1 7.1
Old : 100.0: 77.2 25.8 11.4 41.8 0.4 0.0 22.7 0.8 0.0 1.4 0.0: 10.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . . 0 4 . 0 . 0:
Old : 20: 9 9 . . . 0 4 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 73.3 88.0 85.6 75.5 65.9 77.7 74.7
Old : 79.4 73.3 88.0 85.6 75.5 65.9 77.7 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,135: 24,940 12,055 0 15,500 1,015 1,725 3,465 185 3,890 150 2,930: 1,450 835
Old : 36,135: 24,940 12,055 0 15,500 1,015 1,725 3,465 185 3,890 150 2,930: 1,450 835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,770: 2,850 480 0 -1,175 600 50 75 140 -3,545 0 2,290: 385 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 33.4 0.0 42.9 2.8 4.8 9.6 0.5 10.8 0.4 8.1: 4.0 2.3
Old : 100.0: 69.0 33.4 0.0 42.9 2.8 4.8 9.6 0.5 10.8 0.4 8.1: 4.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 14 0 . . . . 4 . . .:
Old : 30: 15 14 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 : 69.6 63.0 82.1 85.0 60.6 59.6 72.2 75.9
Old : 69.6 63.0 82.1 85.0 60.6 59.6 72.2 75.9
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,525: 25,615 10,595 0 16,130 1,015 1,125 3,440 360 3,010 150 2,840: 1,560 995
Old : 35,525: 25,615 10,595 0 16,130 1,015 1,125 3,440 360 3,010 150 2,840: 1,560 995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,970: 3,040 645 0 -1,175 600 50 100 140 -3,545 0 2,350: 335 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 29.8 0.0 45.4 2.9 3.2 9.7 1.0 8.5 0.4 8.0: 4.4 2.8
Old : 100.0: 72.1 29.8 0.0 45.4 2.9 3.2 9.7 1.0 8.5 0.4 8.0: 4.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 13 0 . . . . 4 . . .:
Old : 30: 16 13 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 : 70.6 65.6 82.8 88.2 62.1 62.4 73.0 78.2
Old : 70.6 65.6 82.8 88.2 62.1 62.4 73.0 78.2
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,890: 24,290 13,410 0 18,920 250 6,945 50 975 2,045 900 3,730: 2,655 2,655
Old : 40,890: 24,290 13,410 0 18,920 250 6,945 50 975 2,045 900 3,730: 2,655 2,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,000: 575 1,305 0 1,350 -175 -975 -25 125 0 -2,975 3,325: 125 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 32.8 0.0 46.3 0.6 17.0 0.1 2.4 5.0 2.2 9.1: 6.5 6.5
Old : 100.0: 59.4 32.8 0.0 46.3 0.6 17.0 0.1 2.4 5.0 2.2 9.1: 6.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 10 0 . . . . . . . .:
Old : 29: 18 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 : 55.5 69.1 77.3 89.3 53.6 62.9 70.6 77.4
Old : 55.5 69.1 77.3 89.3 53.6 62.9 70.6 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,145: 21,530 15,065 0 14,535 300 6,695 50 1,035 2,020 595 3,730: 2,835 2,835
Old : 38,145: 21,530 15,065 0 14,535 300 6,695 50 1,035 2,020 595 3,730: 2,835 2,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,180: 825 1,360 0 1,350 -175 -1,175 -25 185 0 -2,975 3,325: 195 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 39.5 0.0 38.1 0.8 17.6 0.1 2.7 5.3 1.6 9.8: 7.4 7.4
Old : 100.0: 56.4 39.5 0.0 38.1 0.8 17.6 0.1 2.7 5.3 1.6 9.8: 7.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 0 . . . . 4 . . .:
Old : 29: 17 10 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 : 56.0 61.1 76.7 87.7 52.1 57.2 68.4 74.7
Old : 56.0 61.1 76.7 87.7 52.1 57.2 68.4 74.7
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,250: 44,540 81,555 33,220 0 2,155 7,645 15 4,145 200 4,035 5,520: 9,825 9,825
Old : 107,250: 44,540 81,555 33,220 0 2,155 7,645 15 4,145 200 4,035 5,520: 9,825 9,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 6,335: 1,210 1,770 -500 0 525 3,210 -465 -310 -670 1,990 2,035: 835 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 76.0 31.0 0.0 2.0 7.1 0.0 3.9 0.2 3.8 5.1: 9.2 9.2
Old : 100.0: 41.5 76.0 31.0 0.0 2.0 7.1 0.0 3.9 0.2 3.8 5.1: 9.2 9.2
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 : 40: 19 25 . 0 . . . 4 . . .:
Old : 40: 19 25 . 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 : 59.8 52.8 76.0 67.3 56.0 49.7 64.1 59.9
Old : 59.8 52.8 76.0 67.3 56.0 49.7 64.1 59.9
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,659: 40,040 74,765 29,315 0 1,965 8,682 75 3,262 200 3,340 6,460: 10,735 10,792
Old : 100,659: 40,040 74,765 29,315 0 1,965 8,682 75 3,262 200 3,340 6,460: 10,735 10,792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 6,620: 1,535 2,320 -500 0 455 3,875 75 -850 -1,240 1,320 2,555: 790 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 74.3 29.1 0.0 2.0 8.6 0.1 3.2 0.2 3.3 6.4: 10.7 10.7
Old : 100.0: 39.8 74.3 29.1 0.0 2.0 8.6 0.1 3.2 0.2 3.3 6.4: 10.7 10.7
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 : 38: 18 22 . 0 . . . 4 . . .:
Old : 38: 18 22 . 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 : 58.1 51.1 74.9 65.0 54.3 47.0 63.3 58.4
Old : 58.1 51.1 74.9 65.0 54.3 47.0 63.3 58.4
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,900: 11,100 20,905 9,750 3,475 3,335 5,975 1,600 0 0 1,200 50: 1,690 1,335
Old : 31,900: 11,100 20,905 9,750 3,475 3,335 5,975 1,600 0 0 1,200 50: 1,690 1,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -255: -290 -230 -200 0 -100 25 0 0 0 50 0: 310 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 65.5 30.6 10.9 10.5 18.7 5.0 0.0 0.0 3.8 0.2: 5.3 4.2
Old : 100.0: 34.8 65.5 30.6 10.9 10.5 18.7 5.0 0.0 0.0 3.8 0.2: 5.3 4.2
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: 13 17 . . . . . 0 0 . .:
Old : 28: 13 17 . . . . . 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 46.4 84.7 64.6 62.2 43.0 72.0 58.9
Old : 70.9 46.4 84.7 64.6 62.2 43.0 72.0 58.9
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,255: 8,255 15,385 8,770 3,335 2,790 2,565 100 350 0 1,200 0: 1,525 1,095
Old : 24,255: 8,255 15,385 8,770 3,335 2,790 2,565 100 350 0 1,200 0: 1,525 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 460: -125 470 -120 0 0 355 0 -10 0 0 0: 360 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 63.4 36.2 13.7 11.5 10.6 0.4 1.4 0.0 4.9 0.0: 6.3 4.5
Old : 100.0: 34.0 63.4 36.2 13.7 11.5 10.6 0.4 1.4 0.0 4.9 0.0: 6.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.5 45.9 87.5 67.0 61.8 39.7 67.4 59.8
Old : 75.5 45.9 87.5 67.0 61.8 39.7 67.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,365: 8,530 10,895 0 4,865 1,910 8,450 1,400 0 0 0 0: 1,475 1,295
Old : 20,365: 8,530 10,895 0 4,865 1,910 8,450 1,400 0 0 0 0: 1,475 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 0: 0 25 0 0 0 0 -25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 53.5 0.0 23.9 9.4 41.5 6.9 0.0 0.0 0.0 0.0: 7.2 6.4
Old : 100.0: 41.9 53.5 0.0 23.9 9.4 41.5 6.9 0.0 0.0 0.0 0.0: 7.2 6.4
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 : 23: 12 11 0 . . . . 0 0 0 0:
Old : 23: 12 11 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 63.7 87.2 85.3 73.8 56.5 77.4 73.3
Old : 73.8 63.7 87.2 85.3 73.8 56.5 77.4 73.3
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, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,970: 32,160 30,040 4,940 910 8,380 50 6,285 890 25 0 25: 11,500 11,440
Old : 57,970: 32,160 30,040 4,940 910 8,380 50 6,285 890 25 0 25: 11,500 11,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 45: 85 -15 470 570 -630 0 50 0 25 -25 25: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 51.8 8.5 1.6 14.5 0.1 10.8 1.5 0.0 0.0 0.0: 19.8 19.7
Old : 100.0: 55.5 51.8 8.5 1.6 14.5 0.1 10.8 1.5 0.0 0.0 0.0: 19.8 19.7
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 : 30: 17 19 . . . . . . . 0 .:
Old : 30: 17 19 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.7 67.1 56.0 36.8 26.7 45.0 40.5
Old : 47.9 34.7 67.1 56.0 36.8 26.7 45.0 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, October 02, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,915: 21,180 19,325 920 1,630 6,595 1,040 2,825 200 0 0 0: 12,980 12,340
Old : 42,915: 21,180 19,325 920 1,630 6,595 1,040 2,825 200 0 0 0: 12,980 12,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 495: 505 -625 -420 380 -80 0 450 0 0 0 0: 490 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 45.0 2.1 3.8 15.4 2.4 6.6 0.5 0.0 0.0 0.0: 30.2 28.8
Old : 100.0: 49.4 45.0 2.1 3.8 15.4 2.4 6.6 0.5 0.0 0.0 0.0: 30.2 28.8
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 : 25: 15 18 . . . . . . 0 0 0:
Old : 25: 15 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 : 43.1 32.4 59.8 49.9 27.9 20.0 34.3 30.4
Old : 43.1 32.4 59.8 49.9 27.9 20.0 34.3 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2018