COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,095: 12,303 17,032 3,468 342 401 725 8,734 959 11,887 1,854 607: 745 1,166
Old : 31,095: 12,303 17,032 3,468 342 401 725 8,734 959 11,887 1,854 607: 745 1,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -449: 2,160 1,841 132 15 -35 -325 -32 3 -286 -251 -1,989: -109 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 54.8 11.2 1.1 1.3 2.3 28.1 3.1 38.2 6.0 2.0: 2.4 3.7
Old : 100.0: 39.6 54.8 11.2 1.1 1.3 2.3 28.1 3.1 38.2 6.0 2.0: 2.4 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: 14 13 4 . . . 4 . 7 5 6:
Old : 40: 14 13 4 . . . 4 . 7 5 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 : 39.7 66.7 61.9 80.8 36.0 56.2 51.8 62.0
Old : 39.7 66.7 61.9 80.8 36.0 56.2 51.8 62.0
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,997: 19,235 22,267 0 3,779 3,889 7,101 0 92 506 1,417 84: 1,090 469
Old : 31,997: 19,235 22,267 0 3,779 3,889 7,101 0 92 506 1,417 84: 1,090 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 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: 60.1 69.6 0.0 11.8 12.2 22.2 0.0 0.3 1.6 4.4 0.3: 3.4 1.5
Old : 100.0: 60.1 69.6 0.0 11.8 12.2 22.2 0.0 0.3 1.6 4.4 0.3: 3.4 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 : 41: 22 19 0 4 . . 0 . 4 . .:
Old : 41: 22 19 0 4 . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 49.6 66.7 72.7 40.0 34.3 49.2 48.1
Old : 44.8 49.6 66.7 72.7 40.0 34.3 49.2 48.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,498: 29,252 37,432 3,433 0 3,571 617 1,350 20 5,450 150 975: 180 0
Old : 43,498: 29,252 37,432 3,433 0 3,571 617 1,350 20 5,450 150 975: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 497: -448 1,464 1,790 -255 -932 -83 375 20 375 50 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 86.1 7.9 0.0 8.2 1.4 3.1 0.0 12.5 0.3 2.2: 0.4 0.0
Old : 100.0: 67.2 86.1 7.9 0.0 8.2 1.4 3.1 0.0 12.5 0.3 2.2: 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 : 38: 20 20 . 0 . . . . 4 . .:
Old : 38: 20 20 . 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 : 59.3 69.1 80.8 86.8 53.7 65.2 66.5 71.9
Old : 59.3 69.1 80.8 86.8 53.7 65.2 66.5 71.9
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 22,349: 17,476 17,385 335 3,195 659 0 0 0 3,100 400 650: 129 60
Old : 22,349: 17,476 17,385 335 3,195 659 0 0 0 3,100 400 650: 129 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 939: 200 1,450 335 -490 -171 0 0 0 650 225 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 77.8 1.5 14.3 2.9 0.0 0.0 0.0 13.9 1.8 2.9: 0.6 0.3
Old : 100.0: 78.2 77.8 1.5 14.3 2.9 0.0 0.0 0.0 13.9 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 : 28: 16 13 . . . 0 0 0 . . .:
Old : 28: 16 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 75.6 85.3 92.6 70.0 70.5 80.4 81.9
Old : 70.3 75.6 85.3 92.6 70.0 70.5 80.4 81.9
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,060: 136,775 111,032 1,585 24,874 6,640 1,305 4,901 1,730 2,690 1,600 2,065: 270 218
Old : 153,060: 136,775 111,032 1,585 24,874 6,640 1,305 4,901 1,730 2,690 1,600 2,065: 270 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,064: 3,380 2,515 -70 309 -91 -780 -139 590 90 -50 -55: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 72.5 1.0 16.3 4.3 0.9 3.2 1.1 1.8 1.0 1.3: 0.2 0.1
Old : 100.0: 89.4 72.5 1.0 16.3 4.3 0.9 3.2 1.1 1.8 1.0 1.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 30 31 . . 4 . 4 . . . .:
Old : 49: 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 : 39.7 58.9 59.8 71.8 36.3 46.0 48.0 53.3
Old : 39.7 58.9 59.8 71.8 36.3 46.0 48.0 53.3
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,188: 30,688 28,099 9,915 6,016 2,069 358 5,911 528 100 1,215 350: 180 0
Old : 44,188: 30,688 28,099 9,915 6,016 2,069 358 5,911 528 100 1,215 350: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 278: 400 -29 286 110 102 -17 -82 -93 -600 70 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 63.6 22.4 13.6 4.7 0.8 13.4 1.2 0.2 2.7 0.8: 0.4 0.0
Old : 100.0: 69.4 63.6 22.4 13.6 4.7 0.8 13.4 1.2 0.2 2.7 0.8: 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 : 35: 14 18 . . . . . . . . .:
Old : 35: 14 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 68.4 91.0 85.1 74.8 56.7 77.6 72.1
Old : 80.2 68.4 91.0 85.1 74.8 56.7 77.6 72.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,590: 24,681 20,085 3,874 8,470 885 150 0 0 0 150 0: 0 0
Old : 29,590: 24,681 20,085 3,874 8,470 885 150 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 25: 0 0 0 -25 25 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 67.9 13.1 28.6 3.0 0.5 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 83.4 67.9 13.1 28.6 3.0 0.5 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 14 . . . . 0 0 0 . 0:
Old : 24: 10 14 . . . . 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 : 88.9 91.7 98.5 97.0 83.2 81.2 86.6 85.1
Old : 88.9 91.7 98.5 97.0 83.2 81.2 86.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,257: 34,417 35,497 6,770 7,285 1,045 1,300 800 100 1,100 0 410: 115 120
Old : 45,257: 34,417 35,497 6,770 7,285 1,045 1,300 800 100 1,100 0 410: 115 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 265: 330 725 -325 -720 260 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 78.4 15.0 16.1 2.3 2.9 1.8 0.2 2.4 0.0 0.9: 0.3 0.3
Old : 100.0: 76.0 78.4 15.0 16.1 2.3 2.9 1.8 0.2 2.4 0.0 0.9: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 25 . . . . . . . 0 .:
Old : 37: 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 : 54.8 48.1 71.0 69.8 47.4 43.4 59.7 60.8
Old : 54.8 48.1 71.0 69.8 47.4 43.4 59.7 60.8
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,752: 47,045 45,897 5,994 17,510 4,410 10,015 1,320 235 1,305 0 380: 368 0
Old : 69,752: 47,045 45,897 5,994 17,510 4,410 10,015 1,320 235 1,305 0 380: 368 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 223: -182 503 105 -600 70 130 200 50 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 65.8 8.6 25.1 6.3 14.4 1.9 0.3 1.9 0.0 0.5: 0.5 0.0
Old : 100.0: 67.4 65.8 8.6 25.1 6.3 14.4 1.9 0.3 1.9 0.0 0.5: 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 : 45: 26 25 4 . 4 7 . 4 . 0 .:
Old : 45: 26 25 4 . 4 7 . 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 : 41.2 58.4 62.2 73.4 36.3 55.8 51.6 64.3
Old : 41.2 58.4 62.2 73.4 36.3 55.8 51.6 64.3
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 75,441: 55,727 54,835 13,270 18,095 300 400 390 25 4,155 0 1,260: 304 536
Old : 75,441: 55,727 54,835 13,270 18,095 300 400 390 25 4,155 0 1,260: 304 536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,115: 2,115 2,045 0 70 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 72.7 17.6 24.0 0.4 0.5 0.5 0.0 5.5 0.0 1.7: 0.4 0.7
Old : 100.0: 73.9 72.7 17.6 24.0 0.4 0.5 0.5 0.0 5.5 0.0 1.7: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 23 . . . . . . 4 0 .:
Old : 40: 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 : 49.0 59.8 70.4 79.1 48.2 59.8 69.3 77.1
Old : 49.0 59.8 70.4 79.1 48.2 59.8 69.3 77.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,220: 78,045 68,754 22,725 37,880 1,055 970 130 0 5,210 0 825: 390 576
Old : 109,220: 78,045 68,754 22,725 37,880 1,055 970 130 0 5,210 0 825: 390 576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,855: 1,510 2,410 1,125 475 -30 250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 63.0 20.8 34.7 1.0 0.9 0.1 0.0 4.8 0.0 0.8: 0.4 0.5
Old : 100.0: 71.5 63.0 20.8 34.7 1.0 0.9 0.1 0.0 4.8 0.0 0.8: 0.4 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 : 45: 25 25 . . . . . 0 4 0 .:
Old : 45: 25 25 . . . . . 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 : 46.4 61.4 68.9 80.3 46.1 60.6 67.2 78.5
Old : 46.4 61.4 68.9 80.3 46.1 60.6 67.2 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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,540: 24,810 33,960 9,040 50 2,040 455 0 0 75 25 0: 120 465
Old : 36,540: 24,810 33,960 9,040 50 2,040 455 0 0 75 25 0: 120 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,955: 2,775 2,780 180 0 0 0 0 0 0 0 0: 0 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 92.9 24.7 0.1 5.6 1.2 0.0 0.0 0.2 0.1 0.0: 0.3 1.3
Old : 100.0: 67.9 92.9 24.7 0.1 5.6 1.2 0.0 0.0 0.2 0.1 0.0: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 16 4 . . . 0 0 . . 0:
Old : 31: 16 16 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 : 57.7 82.6 84.2 90.5 49.3 79.6 73.5 83.7
Old : 57.7 82.6 84.2 90.5 49.3 79.6 73.5 83.7
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,422: 24,092 22,607 0 1,940 2,515 0 300 0 695 0 60: 60 0
Old : 27,422: 24,092 22,607 0 1,940 2,515 0 300 0 695 0 60: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,375: 2,015 2,285 0 -270 360 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 82.4 0.0 7.1 9.2 0.0 1.1 0.0 2.5 0.0 0.2: 0.2 0.0
Old : 100.0: 87.9 82.4 0.0 7.1 9.2 0.0 1.1 0.0 2.5 0.0 0.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 19 0 . . 0 . 0 . 0 .:
Old : 27: 19 19 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 : 49.2 56.4 73.7 79.3 40.5 42.0 51.0 52.4
Old : 49.2 56.4 73.7 79.3 40.5 42.0 51.0 52.4
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,163: 33,751 32,162 150 7,878 7,627 3,417 0 110 3,404 922 3,430: 274 34
Old : 52,163: 33,751 32,162 150 7,878 7,627 3,417 0 110 3,404 922 3,430: 274 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,110: 621 840 0 -762 610 -5 0 -15 -16 498 -66: -19 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 61.7 0.3 15.1 14.6 6.6 0.0 0.2 6.5 1.8 6.6: 0.5 0.1
Old : 100.0: 64.7 61.7 0.3 15.1 14.6 6.6 0.0 0.2 6.5 1.8 6.6: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 25 . . . 5 0 . 5 . 6:
Old : 43: 22 25 . . . 5 0 . 5 . 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 : 44.6 46.1 65.8 65.5 22.6 25.3 32.1 33.8
Old : 44.6 46.1 65.8 65.5 22.6 25.3 32.1 33.8
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,990: 6,950 6,400 860 600 900 100 0 0 0 1,000 850: 330 240
Old : 9,990: 6,950 6,400 860 600 900 100 0 0 0 1,000 850: 330 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 200: 300 0 -200 0 200 -100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 64.1 8.6 6.0 9.0 1.0 0.0 0.0 0.0 10.0 8.5: 3.3 2.4
Old : 100.0: 69.6 64.1 8.6 6.0 9.0 1.0 0.0 0.0 0.0 10.0 8.5: 3.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 12 . . . . 0 0 0 . .:
Old : 24: 12 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 : 52.0 43.7 74.2 69.9 34.9 36.1 51.5 54.2
Old : 52.0 43.7 74.2 69.9 34.9 36.1 51.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,598: 35,688 46,008 10,085 100 3,005 455 0 0 190 25 140: 35 320
Old : 49,598: 35,688 46,008 10,085 100 3,005 455 0 0 190 25 140: 35 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,535: 3,030 3,355 205 0 0 0 0 0 190 0 140: -30 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 92.8 20.3 0.2 6.1 0.9 0.0 0.0 0.4 0.1 0.3: 0.1 0.6
Old : 100.0: 72.0 92.8 20.3 0.2 6.1 0.9 0.0 0.0 0.4 0.1 0.3: 0.1 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: 20 21 . . . . 0 0 . . .:
Old : 35: 20 21 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 73.0 83.1 87.8 45.6 71.0 68.1 75.2
Old : 54.0 73.0 83.1 87.8 45.6 71.0 68.1 75.2
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 42,874: 38,279 27,574 690 14,200 735 1,800 0 0 575 80 285: 510 0
Old : 42,874: 38,279 27,574 690 14,200 735 1,800 0 0 575 80 285: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 688: 1,008 -97 0 655 70 0 0 0 -450 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 64.3 1.6 33.1 1.7 4.2 0.0 0.0 1.3 0.2 0.7: 1.2 0.0
Old : 100.0: 89.3 64.3 1.6 33.1 1.7 4.2 0.0 0.0 1.3 0.2 0.7: 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 : 35: 19 23 . . . . 0 0 . . .:
Old : 35: 19 23 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 63.9 76.5 81.7 51.6 61.4 65.3 74.7
Old : 60.4 63.9 76.5 81.7 51.6 61.4 65.3 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,820: 46,640 48,617 6,433 7,945 880 900 0 0 3,044 500 225: 698 653
Old : 58,820: 46,640 48,617 6,433 7,945 880 900 0 0 3,044 500 225: 698 653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 4,880: 4,880 4,400 -480 0 480 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 82.7 10.9 13.5 1.5 1.5 0.0 0.0 5.2 0.9 0.4: 1.2 1.1
Old : 100.0: 79.3 82.7 10.9 13.5 1.5 1.5 0.0 0.0 5.2 0.9 0.4: 1.2 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 : 32: 20 17 . . . . 0 0 . . .:
Old : 32: 20 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 : 52.1 85.6 67.1 95.1 49.3 81.6 61.9 83.4
Old : 52.1 85.6 67.1 95.1 49.3 81.6 61.9 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,597: 51,010 52,129 7,073 7,870 1,790 200 0 0 3,491 2,000 240: 793 568
Old : 64,597: 51,010 52,129 7,073 7,870 1,790 200 0 0 3,491 2,000 240: 793 568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 5,215: 4,565 4,735 145 0 480 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 80.7 10.9 12.2 2.8 0.3 0.0 0.0 5.4 3.1 0.4: 1.2 0.9
Old : 100.0: 79.0 80.7 10.9 12.2 2.8 0.3 0.0 0.0 5.4 3.1 0.4: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 14 . . . . 0 0 . . .:
Old : 31: 21 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 : 55.4 82.1 70.7 94.5 53.3 78.9 67.8 86.1
Old : 55.4 82.1 70.7 94.5 53.3 78.9 67.8 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,561: 73,763 72,573 7,457 6,414 1,934 0 50 0 0 2,265 310: 97 15
Old : 83,561: 73,763 72,573 7,457 6,414 1,934 0 50 0 0 2,265 310: 97 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 560: 481 338 135 -10 10 0 0 0 0 318 -96: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 86.9 8.9 7.7 2.3 0.0 0.1 0.0 0.0 2.7 0.4: 0.1 0.0
Old : 100.0: 88.3 86.9 8.9 7.7 2.3 0.0 0.1 0.0 0.0 2.7 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 24 . . 4 0 . 0 0 . .:
Old : 36: 21 24 . . 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 : 59.7 60.8 80.2 82.2 58.1 53.7 75.5 73.0
Old : 59.7 60.8 80.2 82.2 58.1 53.7 75.5 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,857: 96,189 97,661 8,952 7,655 1,928 296 482 219 1,185 1,297 1,573: 515 42
Old : 110,857: 96,189 97,661 8,952 7,655 1,928 296 482 219 1,185 1,297 1,573: 515 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 910: 772 533 145 46 -56 0 95 0 -17 392 -130: 196 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 88.1 8.1 6.9 1.7 0.3 0.4 0.2 1.1 1.2 1.4: 0.5 0.0
Old : 100.0: 86.8 88.1 8.1 6.9 1.7 0.3 0.4 0.2 1.1 1.2 1.4: 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 : 47: 21 26 . . . . . . . 4 .:
Old : 47: 21 26 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 49.5 77.3 74.3 53.4 49.3 66.7 66.1
Old : 55.7 49.5 77.3 74.3 53.4 49.3 66.7 66.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 50,775: 44,394 45,835 1,214 523 3,867 25 225 75 1,125 175 75: 0 0
Old : 50,775: 44,394 45,835 1,214 523 3,867 25 225 75 1,125 175 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,075: 350 1,175 350 -100 0 0 -75 75 350 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 90.3 2.4 1.0 7.6 0.0 0.4 0.1 2.2 0.3 0.1: 0.0 0.0
Old : 100.0: 87.4 90.3 2.4 1.0 7.6 0.0 0.4 0.1 2.2 0.3 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 11 16 . . . . . . . . .:
Old : 30: 11 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.9 81.6 97.3 95.0 83.5 80.7 90.2 87.4
Old : 87.9 81.6 97.3 95.0 83.5 80.7 90.2 87.4
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,657: 41,586 38,652 1,100 4,384 3,326 800 975 250 0 380 595: 1,000 95
Old : 48,657: 41,586 38,652 1,100 4,384 3,326 800 975 250 0 380 595: 1,000 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -286: 434 -226 -960 -300 240 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 79.4 2.3 9.0 6.8 1.6 2.0 0.5 0.0 0.8 1.2: 2.1 0.2
Old : 100.0: 85.5 79.4 2.3 9.0 6.8 1.6 2.0 0.5 0.0 0.8 1.2: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 18 . . . . . . 0 . .:
Old : 26: 18 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 67.0 78.5 82.8 44.2 55.8 58.0 63.4
Old : 50.7 67.0 78.5 82.8 44.2 55.8 58.0 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,429: 29,272 47,163 0 5,520 2,670 23,405 200 10 0 355 430: 642 81
Old : 56,429: 29,272 47,163 0 5,520 2,670 23,405 200 10 0 355 430: 642 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,138: 433 -113 0 1,585 -350 1,060 0 0 0 0 0: -5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 83.6 0.0 9.8 4.7 41.5 0.4 0.0 0.0 0.6 0.8: 1.1 0.1
Old : 100.0: 51.9 83.6 0.0 9.8 4.7 41.5 0.4 0.0 0.0 0.6 0.8: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 21 0 . . 5 . . 0 . .:
Old : 32: 21 21 0 . . 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 : 66.0 59.3 80.2 78.7 62.0 53.5 70.5 67.1
Old : 66.0 59.3 80.2 78.7 62.0 53.5 70.5 67.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 37,284: 20,466 36,174 15,751 0 356 65 50 415 0 0 0: 231 289
Old : 37,284: 20,466 36,174 15,751 0 356 65 50 415 0 0 0: 231 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 476: 419 494 38 0 73 50 0 -50 0 0 0: -54 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 97.0 42.2 0.0 1.0 0.2 0.1 1.1 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 54.9 97.0 42.2 0.0 1.0 0.2 0.1 1.1 0.0 0.0 0.0: 0.6 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 : 22: 13 14 4 0 . . . . 0 0 0:
Old : 22: 13 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 : 61.7 86.4 84.7 93.4 61.2 79.2 79.4 85.5
Old : 61.7 86.4 84.7 93.4 61.2 79.2 79.4 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,736: 20,045 32,461 12,956 0 470 0 555 0 100 0 0: 165 250
Old : 33,736: 20,045 32,461 12,956 0 470 0 555 0 100 0 0: 165 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 375: 435 385 -60 0 0 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 96.2 38.4 0.0 1.4 0.0 1.6 0.0 0.3 0.0 0.0: 0.5 0.7
Old : 100.0: 59.4 96.2 38.4 0.0 1.4 0.0 1.6 0.0 0.3 0.0 0.0: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 4 0 . 0 . 0 . 0 0:
Old : 23: 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 : 64.8 85.9 87.3 94.8 64.6 79.8 83.0 88.3
Old : 64.8 85.9 87.3 94.8 64.6 79.8 83.0 88.3
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,421: 31,297 31,262 1,217 529 1,210 75 850 0 183 270 300: 139 0
Old : 34,421: 31,297 31,262 1,217 529 1,210 75 850 0 183 270 300: 139 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 530: 730 -105 0 385 -150 0 450 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 90.8 3.5 1.5 3.5 0.2 2.5 0.0 0.5 0.8 0.9: 0.4 0.0
Old : 100.0: 90.9 90.8 3.5 1.5 3.5 0.2 2.5 0.0 0.5 0.8 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 : 33: 18 18 . . . . . 0 . . .:
Old : 33: 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 : 71.3 55.6 83.9 76.2 70.2 53.6 79.8 72.8
Old : 71.3 55.6 83.9 76.2 70.2 53.6 79.8 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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,377: 20,655 22,760 1,713 100 891 0 55 195 360 0 190: 373 186
Old : 24,377: 20,655 22,760 1,713 100 891 0 55 195 360 0 190: 373 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 0: 60 0 -60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 93.4 7.0 0.4 3.7 0.0 0.2 0.8 1.5 0.0 0.8: 1.5 0.8
Old : 100.0: 84.7 93.4 7.0 0.4 3.7 0.0 0.2 0.8 1.5 0.0 0.8: 1.5 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 : 30: 15 19 . . . 0 . . . 0 .:
Old : 30: 15 19 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 64.0 84.3 80.9 64.5 62.3 74.6 75.6
Old : 67.3 64.0 84.3 80.9 64.5 62.3 74.6 75.6
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,685: 38,453 30,966 4,428 10,859 404 0 1,350 735 358 0 265: 42 106
Old : 44,685: 38,453 30,966 4,428 10,859 404 0 1,350 735 358 0 265: 42 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 612: 321 977 65 285 -40 0 -991 435 -45 0 -65: -59 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 69.3 9.9 24.3 0.9 0.0 3.0 1.6 0.8 0.0 0.6: 0.1 0.2
Old : 100.0: 86.1 69.3 9.9 24.3 0.9 0.0 3.0 1.6 0.8 0.0 0.6: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 20 . . . 0 . . 4 0 .:
Old : 35: 21 20 . . . 0 . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 55.8 76.4 75.9 46.8 53.8 59.6 66.4
Old : 59.9 55.8 76.4 75.9 46.8 53.8 59.6 66.4
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 40,914: 35,040 26,786 3,138 12,862 811 1,400 0 90 185 275 65: 185 25
Old : 40,914: 35,040 26,786 3,138 12,862 811 1,400 0 90 185 275 65: 185 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 548: -102 783 50 15 25 780 0 -195 65 0 -65: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 65.5 7.7 31.4 2.0 3.4 0.0 0.2 0.5 0.7 0.2: 0.5 0.1
Old : 100.0: 85.6 65.5 7.7 31.4 2.0 3.4 0.0 0.2 0.5 0.7 0.2: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 17 . . . . 0 . . . .:
Old : 30: 20 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 : 60.1 63.9 81.4 85.2 46.3 58.9 63.0 70.1
Old : 60.1 63.9 81.4 85.2 46.3 58.9 63.0 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,343: 10,016 17,038 3,780 551 3,745 3,428 0 0 150 0 0: 224 9
Old : 21,343: 10,016 17,038 3,780 551 3,745 3,428 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: October 9, 2018 :
: 545: -150 25 -50 275 245 500 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 79.8 17.7 2.6 17.5 16.1 0.0 0.0 0.7 0.0 0.0: 1.0 0.0
Old : 100.0: 46.9 79.8 17.7 2.6 17.5 16.1 0.0 0.0 0.7 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 . . . . 0 0 . 0 0:
Old : 21: 8 10 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 72.3 92.8 95.7 59.1 67.9 75.0 78.3
Old : 71.0 72.3 92.8 95.7 59.1 67.9 75.0 78.3
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,270: 11,495 16,745 3,190 0 2,050 0 1,050 0 3,160 75 350: 25 0
Old : 20,270: 11,495 16,745 3,190 0 2,050 0 1,050 0 3,160 75 350: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 0: -200 0 0 0 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 82.6 15.7 0.0 10.1 0.0 5.2 0.0 15.6 0.4 1.7: 0.1 0.0
Old : 100.0: 56.7 82.6 15.7 0.0 10.1 0.0 5.2 0.0 15.6 0.4 1.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . 0 . 0 . 0 . . .:
Old : 23: 12 8 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 87.4 84.6 97.1 43.9 82.4 71.3 84.4
Old : 54.5 87.4 84.6 97.1 43.9 82.4 71.3 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,250: 12,885 17,195 3,310 0 1,830 0 1,800 0 2,780 75 350: 95 0
Old : 21,250: 12,885 17,195 3,310 0 1,830 0 1,800 0 2,780 75 350: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -50: 0 -50 0 0 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 80.9 15.6 0.0 8.6 0.0 8.5 0.0 13.1 0.4 1.6: 0.4 0.0
Old : 100.0: 60.6 80.9 15.6 0.0 8.6 0.0 8.5 0.0 13.1 0.4 1.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . 0 . 0 . 0 . . .:
Old : 22: 12 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 : 52.0 84.5 83.6 95.9 42.0 83.0 70.7 84.9
Old : 52.0 84.5 83.6 95.9 42.0 83.0 70.7 84.9
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,225: 13,335 13,030 5,800 7,105 970 0 0 0 960 0 0: 160 120
Old : 21,225: 13,335 13,030 5,800 7,105 970 0 0 0 960 0 0: 160 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 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: 62.8 61.4 27.3 33.5 4.6 0.0 0.0 0.0 4.5 0.0 0.0: 0.8 0.6
Old : 100.0: 62.8 61.4 27.3 33.5 4.6 0.0 0.0 0.0 4.5 0.0 0.0: 0.8 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 : 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 : 77.1 80.2 91.6 91.8 71.9 73.9 83.8 82.6
Old : 77.1 80.2 91.6 91.8 71.9 73.9 83.8 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,776: 11,394 17,530 9,275 4,565 335 140 100 60 3,770 2,680 490: 312 16
Old : 25,776: 11,394 17,530 9,275 4,565 335 140 100 60 3,770 2,680 490: 312 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 465: 390 340 0 0 0 -50 0 25 0 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 68.0 36.0 17.7 1.3 0.5 0.4 0.2 14.6 10.4 1.9: 1.2 0.1
Old : 100.0: 44.2 68.0 36.0 17.7 1.3 0.5 0.4 0.2 14.6 10.4 1.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 11 . . . . . . . . .:
Old : 27: 11 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 60.4 92.1 84.7 67.9 57.1 89.5 80.2
Old : 69.6 60.4 92.1 84.7 67.9 57.1 89.5 80.2
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,275: 9,806 14,005 8,090 4,265 635 140 125 60 2,775 2,680 495: 274 10
Old : 22,275: 9,806 14,005 8,090 4,265 635 140 125 60 2,775 2,680 495: 274 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 365: 871 240 0 0 0 -50 0 25 -100 0 100: -481 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 62.9 36.3 19.1 2.9 0.6 0.6 0.3 12.5 12.0 2.2: 1.2 0.0
Old : 100.0: 44.0 62.9 36.3 19.1 2.9 0.6 0.6 0.3 12.5 12.0 2.2: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 9 . . . . . . . . .:
Old : 25: 11 9 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 67.5 89.7 90.4 66.8 62.3 86.9 83.7
Old : 69.6 67.5 89.7 90.4 66.8 62.3 86.9 83.7
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,258: 35,788 45,186 8,060 0 4,095 575 0 0 1,490 1,210 1,750: 500 17
Old : 52,258: 35,788 45,186 8,060 0 4,095 575 0 0 1,490 1,210 1,750: 500 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 455: 1,530 -195 -25 0 0 0 0 0 -540 1,160 -510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 86.5 15.4 0.0 7.8 1.1 0.0 0.0 2.9 2.3 3.3: 1.0 0.0
Old : 100.0: 68.5 86.5 15.4 0.0 7.8 1.1 0.0 0.0 2.9 2.3 3.3: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 13 . 0 . . 0 0 . . .:
Old : 32: 17 13 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 81.8 81.1 94.6 56.3 78.8 73.2 82.9
Old : 61.4 81.8 81.1 94.6 56.3 78.8 73.2 82.9
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,100: 35,564 45,120 8,061 0 3,455 575 0 0 690 50 2,475: 280 0
Old : 51,100: 35,564 45,120 8,061 0 3,455 575 0 0 690 50 2,475: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 455: 1,530 -195 -25 0 0 0 0 0 -1,700 0 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 88.3 15.8 0.0 6.8 1.1 0.0 0.0 1.4 0.1 4.8: 0.5 0.0
Old : 100.0: 69.6 88.3 15.8 0.0 6.8 1.1 0.0 0.0 1.4 0.1 4.8: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 14 4 0 . . 0 0 . . .:
Old : 34: 17 14 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 82.1 81.7 93.9 58.1 78.8 74.3 81.5
Old : 61.8 82.1 81.7 93.9 58.1 78.8 74.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,114: 87,232 80,124 14,470 19,353 2,526 1,075 0 1,145 5,571 9,077 2,784: 311 105
Old : 115,114: 87,232 80,124 14,470 19,353 2,526 1,075 0 1,145 5,571 9,077 2,784: 311 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,000: 545 2,005 0 -85 30 -500 0 25 660 -1,215 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 69.6 12.6 16.8 2.2 0.9 0.0 1.0 4.8 7.9 2.4: 0.3 0.1
Old : 100.0: 75.8 69.6 12.6 16.8 2.2 0.9 0.0 1.0 4.8 7.9 2.4: 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 : 54: 31 27 . 4 4 . 0 . 6 . 4:
Old : 54: 31 27 . 4 4 . 0 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 44.6 61.1 76.0 37.3 42.8 53.5 65.0
Old : 39.4 44.6 61.1 76.0 37.3 42.8 53.5 65.0
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,048: 97,990 83,748 16,980 26,656 1,859 2,710 1,695 575 6,221 12,056 2,344: 369 115
Old : 129,048: 97,990 83,748 16,980 26,656 1,859 2,710 1,695 575 6,221 12,056 2,344: 369 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 954: 654 2,344 0 -265 -85 -475 -75 0 610 -1,215 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 64.9 13.2 20.7 1.4 2.1 1.3 0.4 4.8 9.3 1.8: 0.3 0.1
Old : 100.0: 75.9 64.9 13.2 20.7 1.4 2.1 1.3 0.4 4.8 9.3 1.8: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 34 29 . 4 5 . . . 5 4 4:
Old : 59: 34 29 . 4 5 . . . 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 : 38.3 45.6 57.3 75.9 35.8 42.8 52.2 66.8
Old : 38.3 45.6 57.3 75.9 35.8 42.8 52.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 247,588: 161,000 168,199 38,820 25,317 10,879 10,215 18,625 6,635 8,336 6,816 10,995: 708 122
Old : 247,588: 161,000 168,199 38,820 25,317 10,879 10,215 18,625 6,635 8,336 6,816 10,995: 708 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 3,583: 2,079 1,465 3,201 -1,312 719 -1,799 214 1,505 -2,948 177 969: -143 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 67.9 15.7 10.2 4.4 4.1 7.5 2.7 3.4 2.8 4.4: 0.3 0.0
Old : 100.0: 65.0 67.9 15.7 10.2 4.4 4.1 7.5 2.7 3.4 2.8 4.4: 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 : 85: 35 37 5 . 5 10 7 8 12 8 13:
Old : 85: 35 37 5 . 5 10 7 8 12 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 42.3 56.9 62.3 33.6 31.7 44.9 48.8
Old : 37.1 42.3 56.9 62.3 33.6 31.7 44.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,184: 15,849 32,549 9,712 0 0 1,305 0 20 5,768 230 385: 145 0
Old : 33,184: 15,849 32,549 9,712 0 0 1,305 0 20 5,768 230 385: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 144: -241 44 -50 0 0 375 0 0 -40 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 98.1 29.3 0.0 0.0 3.9 0.0 0.1 17.4 0.7 1.2: 0.4 0.0
Old : 100.0: 47.8 98.1 29.3 0.0 0.0 3.9 0.0 0.1 17.4 0.7 1.2: 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 : 29: 17 9 . 0 0 . 0 . . . .:
Old : 29: 17 9 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 95.3 80.1 99.1 56.3 94.2 78.5 95.0
Old : 57.5 95.3 80.1 99.1 56.3 94.2 78.5 95.0
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,194: 14,857 30,194 10,209 0 0 650 1,345 195 5,731 80 380: 172 0
Old : 32,194: 14,857 30,194 10,209 0 0 650 1,345 195 5,731 80 380: 172 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 99: -261 24 -50 0 0 400 25 0 -40 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 93.8 31.7 0.0 0.0 2.0 4.2 0.6 17.8 0.2 1.2: 0.5 0.0
Old : 100.0: 46.1 93.8 31.7 0.0 0.0 2.0 4.2 0.6 17.8 0.2 1.2: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 60.7 92.7 83.5 98.9 59.7 91.4 82.3 94.8
Old : 60.7 92.7 83.5 98.9 59.7 91.4 82.3 94.8
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,877: 4,740 9,107 9,277 2,320 760 200 2,590 600 100 300 0: 2,200 2,200
Old : 17,877: 4,740 9,107 9,277 2,320 760 200 2,590 600 100 300 0: 2,200 2,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,910: 0 110 960 -350 0 0 1,200 600 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 50.9 51.9 13.0 4.3 1.1 14.5 3.4 0.6 1.7 0.0: 12.3 12.3
Old : 100.0: 26.5 50.9 51.9 13.0 4.3 1.1 14.5 3.4 0.6 1.7 0.0: 12.3 12.3
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: 12 13 . . . . . . . . 0:
Old : 23: 12 13 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 58.3 82.0 74.3 69.9 51.1 72.8 65.8
Old : 74.1 58.3 82.0 74.3 69.9 51.1 72.8 65.8
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,795: 2,385 8,585 7,790 450 900 75 1,340 635 125 0 0: 885 885
Old : 12,795: 2,385 8,585 7,790 450 900 75 1,340 635 125 0 0: 885 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,910: 0 110 960 -350 300 0 1,200 600 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 67.1 60.9 3.5 7.0 0.6 10.5 5.0 1.0 0.0 0.0: 6.9 6.9
Old : 100.0: 18.6 67.1 60.9 3.5 7.0 0.6 10.5 5.0 1.0 0.0 0.0: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 13 . . . . . . . 0 0:
Old : 21: 8 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 : 78.2 46.2 89.8 77.8 72.6 38.5 74.2 63.0
Old : 78.2 46.2 89.8 77.8 72.6 38.5 74.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,809: 29,375 22,266 15,148 27,480 0 8,035 5,540 1,750 3,065 0 2,400: 9,036 9,373
Old : 68,809: 29,375 22,266 15,148 27,480 0 8,035 5,540 1,750 3,065 0 2,400: 9,036 9,373
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,155: 1,376 1,496 960 2,100 0 -100 0 0 1,360 0 -1,200: -241 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 32.4 22.0 39.9 0.0 11.7 8.1 2.5 4.5 0.0 3.5: 13.1 13.6
Old : 100.0: 42.7 32.4 22.0 39.9 0.0 11.7 8.1 2.5 4.5 0.0 3.5: 13.1 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 : 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 : 58.1 53.2 78.9 68.1 55.0 53.2 68.9 66.2
Old : 58.1 53.2 78.9 68.1 55.0 53.2 68.9 66.2
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,086: 29,089 21,452 13,825 27,275 0 8,970 5,540 1,750 2,850 0 2,435: 8,167 8,634
Old : 67,086: 29,089 21,452 13,825 27,275 0 8,970 5,540 1,750 2,850 0 2,435: 8,167 8,634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,205: 1,450 1,520 960 2,150 0 -100 0 0 1,360 0 -1,200: -265 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 32.0 20.6 40.7 0.0 13.4 8.3 2.6 4.2 0.0 3.6: 12.2 12.9
Old : 100.0: 43.4 32.0 20.6 40.7 0.0 13.4 8.3 2.6 4.2 0.0 3.6: 12.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 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 : 59.7 54.0 80.4 68.7 57.1 54.0 71.0 66.1
Old : 59.7 54.0 80.4 68.7 57.1 54.0 71.0 66.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,965: 12,890 5,200 2,435 0 1,165 110 10,675 80 745 600 2,280: 3,260 2,965
Old : 22,965: 12,890 5,200 2,435 0 1,165 110 10,675 80 745 600 2,280: 3,260 2,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 0: 40 0 -40 0 40 0 0 0 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 22.6 10.6 0.0 5.1 0.5 46.5 0.3 3.2 2.6 9.9: 14.2 12.9
Old : 100.0: 56.1 22.6 10.6 0.0 5.1 0.5 46.5 0.3 3.2 2.6 9.9: 14.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 . 0 . . . . . . .:
Old : 25: 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 : 47.0 68.0 69.7 78.2 37.3 60.4 54.7 66.9
Old : 47.0 68.0 69.7 78.2 37.3 60.4 54.7 66.9
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,140: 12,100 5,225 3,400 0 965 110 10,625 80 545 600 2,480: 3,460 3,165
Old : 23,140: 12,100 5,225 3,400 0 965 110 10,625 80 545 600 2,480: 3,460 3,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 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: 52.3 22.6 14.7 0.0 4.2 0.5 45.9 0.3 2.4 2.6 10.7: 15.0 13.7
Old : 100.0: 52.3 22.6 14.7 0.0 4.2 0.5 45.9 0.3 2.4 2.6 10.7: 15.0 13.7
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 : 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 : 48.7 68.1 68.7 78.2 39.1 59.7 54.5 65.9
Old : 48.7 68.1 68.7 78.2 39.1 59.7 54.5 65.9
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,895: 11,515 3,955 0 3,495 1,035 0 1,225 1,500 0 2,885 0: 1,845 1,800
Old : 15,895: 11,515 3,955 0 3,495 1,035 0 1,225 1,500 0 2,885 0: 1,845 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 70: 10 0 0 0 0 0 0 0 0 70 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 24.9 0.0 22.0 6.5 0.0 7.7 9.4 0.0 18.2 0.0: 11.6 11.3
Old : 100.0: 72.4 24.9 0.0 22.0 6.5 0.0 7.7 9.4 0.0 18.2 0.0: 11.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 7 0 . . 0 . . 0 . 0:
Old : 20: 11 7 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 58.4 76.8 86.1 48.7 49.1 62.8 61.4
Old : 50.7 58.4 76.8 86.1 48.7 49.1 62.8 61.4
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,666: 10,776 21,641 3,917 1,855 385 9,930 880 0 0 0 0: 2,658 2,905
Old : 27,666: 10,776 21,641 3,917 1,855 385 9,930 880 0 0 0 0: 2,658 2,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,165: 0 0 0 1,800 -635 1,800 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 78.2 14.2 6.7 1.4 35.9 3.2 0.0 0.0 0.0 0.0: 9.6 10.5
Old : 100.0: 39.0 78.2 14.2 6.7 1.4 35.9 3.2 0.0 0.0 0.0 0.0: 9.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . . 0 0 0 0:
Old : 20: 8 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 72.6 87.4 82.7 71.5 71.2 84.0 79.9
Old : 71.6 72.6 87.4 82.7 71.5 71.2 84.0 79.9
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,120: 14,355 30,765 10,255 0 490 4,050 1,350 150 4,165 975 950: 2,705 2,440
Old : 37,120: 14,355 30,765 10,255 0 490 4,050 1,350 150 4,165 975 950: 2,705 2,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 220: 25 -25 100 0 0 50 0 0 -175 25 250: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 82.9 27.6 0.0 1.3 10.9 3.6 0.4 11.2 2.6 2.6: 7.3 6.6
Old : 100.0: 38.7 82.9 27.6 0.0 1.3 10.9 3.6 0.4 11.2 2.6 2.6: 7.3 6.6
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: 13 9 . 0 . . . . . . .:
Old : 27: 13 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 : 53.9 76.7 78.4 89.5 50.6 75.8 74.4 87.1
Old : 53.9 76.7 78.4 89.5 50.6 75.8 74.4 87.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,395: 12,860 28,380 9,375 0 340 3,790 1,400 350 4,115 625 950: 2,615 2,350
Old : 34,395: 12,860 28,380 9,375 0 340 3,790 1,400 350 4,115 625 950: 2,615 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 250: 25 -25 100 0 0 50 0 0 -175 25 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 82.5 27.3 0.0 1.0 11.0 4.1 1.0 12.0 1.8 2.8: 7.6 6.8
Old : 100.0: 37.4 82.5 27.3 0.0 1.0 11.0 4.1 1.0 12.0 1.8 2.8: 7.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 8 . 0 . . . . . . .:
Old : 26: 13 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 : 54.6 76.2 78.1 89.0 51.1 75.3 74.2 86.5
Old : 54.6 76.2 78.1 89.0 51.1 75.3 74.2 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,590: 8,080 2,375 1,075 4,845 50 0 1,955 0 0 325 100: 1,285 940
Old : 10,590: 8,080 2,375 1,075 4,845 50 0 1,955 0 0 325 100: 1,285 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 22.4 10.2 45.8 0.5 0.0 18.5 0.0 0.0 3.1 0.9: 12.1 8.9
Old : 100.0: 76.3 22.4 10.2 45.8 0.5 0.0 18.5 0.0 0.0 3.1 0.9: 12.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 . 0 0 . .:
Old : 20: 10 9 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 74.5 84.4 84.9 73.3 69.2 78.9 77.6
Old : 74.9 74.5 84.4 84.9 73.3 69.2 78.9 77.6
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,040: 26,115 14,190 0 13,695 1,265 1,575 9,790 270 9,540 125 2,670: 1,605 1,035
Old : 43,040: 26,115 14,190 0 13,695 1,265 1,575 9,790 270 9,540 125 2,670: 1,605 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,230: 1,430 2,035 0 275 0 0 -375 85 480 -25 210: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 33.0 0.0 31.8 2.9 3.7 22.7 0.6 22.2 0.3 6.2: 3.7 2.4
Old : 100.0: 60.7 33.0 0.0 31.8 2.9 3.7 22.7 0.6 22.2 0.3 6.2: 3.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 15 0 . . . . . . . .:
Old : 31: 15 15 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 65.3 82.9 86.3 64.8 62.0 74.4 77.8
Old : 71.6 65.3 82.9 86.3 64.8 62.0 74.4 77.8
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,635: 26,660 13,010 0 14,335 1,265 975 9,765 445 9,060 125 2,580: 1,650 1,110
Old : 42,635: 26,660 13,010 0 14,335 1,265 975 9,765 445 9,060 125 2,580: 1,650 1,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,450: 1,690 2,295 0 275 0 0 -375 85 480 -25 210: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 30.5 0.0 33.6 3.0 2.3 22.9 1.0 21.3 0.3 6.1: 3.9 2.6
Old : 100.0: 62.5 30.5 0.0 33.6 3.0 2.3 22.9 1.0 21.3 0.3 6.1: 3.9 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 : 31: 16 15 0 . . . . . . . .:
Old : 31: 16 15 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 66.7 83.8 87.2 66.3 63.2 75.2 77.3
Old : 72.6 66.7 83.8 87.2 66.3 63.2 75.2 77.3
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,460: 23,270 13,875 0 18,210 210 11,055 50 975 2,080 4,270 2,105: 2,765 2,765
Old : 42,460: 23,270 13,875 0 18,210 210 11,055 50 975 2,080 4,270 2,105: 2,765 2,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,585: 90 560 0 900 -250 4,050 50 0 120 2,750 -1,025: -400 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 32.7 0.0 42.9 0.5 26.0 0.1 2.3 4.9 10.1 5.0: 6.5 6.5
Old : 100.0: 54.8 32.7 0.0 42.9 0.5 26.0 0.1 2.3 4.9 10.1 5.0: 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 : 30: 19 10 0 . . . . . . . .:
Old : 30: 19 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 : 56.4 69.7 77.7 89.7 56.2 63.5 75.0 82.1
Old : 56.4 69.7 77.7 89.7 56.2 63.5 75.0 82.1
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,145: 20,805 15,290 0 14,185 315 11,030 50 1,035 1,960 4,270 2,105: 2,895 2,895
Old : 40,145: 20,805 15,290 0 14,185 315 11,030 50 1,035 1,960 4,270 2,105: 2,895 2,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 2,465: 120 470 0 900 -300 4,050 50 0 0 2,750 -1,025: -380 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 38.1 0.0 35.3 0.8 27.5 0.1 2.6 4.9 10.6 5.2: 7.2 7.2
Old : 100.0: 51.8 38.1 0.0 35.3 0.8 27.5 0.1 2.6 4.9 10.6 5.2: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 10 0 . . . . 4 . . .:
Old : 30: 18 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 : 56.9 64.5 77.3 88.4 56.5 56.9 73.4 80.0
Old : 56.9 64.5 77.3 88.4 56.5 56.9 73.4 80.0
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,860: 46,655 81,915 30,480 0 2,050 10,930 105 3,965 1,100 7,085 6,210: 9,470 9,530
Old : 110,860: 46,655 81,915 30,480 0 2,050 10,930 105 3,965 1,100 7,085 6,210: 9,470 9,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -325: 2,010 1,375 1,015 0 -75 -4,410 -25 750 0 -2,795 805: -420 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 73.9 27.5 0.0 1.8 9.9 0.1 3.6 1.0 6.4 5.6: 8.5 8.6
Old : 100.0: 42.1 73.9 27.5 0.0 1.8 9.9 0.1 3.6 1.0 6.4 5.6: 8.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 26 . 0 . . . 4 . . .:
Old : 41: 19 26 . 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 : 58.6 54.4 74.2 68.6 54.2 49.1 61.1 59.5
Old : 58.6 54.4 74.2 68.6 54.2 49.1 61.1 59.5
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,774: 41,800 75,310 27,470 0 1,760 11,892 155 2,742 750 6,210 7,035: 10,325 10,562
Old : 103,774: 41,800 75,310 27,470 0 1,760 11,892 155 2,742 750 6,210 7,035: 10,325 10,562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -470: 1,550 1,345 1,295 0 -75 -4,410 -25 725 0 -3,065 755: -310 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 72.6 26.5 0.0 1.7 11.5 0.1 2.6 0.7 6.0 6.8: 9.9 10.2
Old : 100.0: 40.3 72.6 26.5 0.0 1.7 11.5 0.1 2.6 0.7 6.0 6.8: 9.9 10.2
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 : 39: 17 23 . 0 . . . 4 . . .:
Old : 39: 17 23 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 53.1 73.3 66.8 52.9 46.6 61.3 58.9
Old : 57.3 53.1 73.3 66.8 52.9 46.6 61.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,750: 10,235 21,065 11,530 3,350 2,880 6,295 1,550 250 0 2,450 0: 1,560 1,205
Old : 32,750: 10,235 21,065 11,530 3,350 2,880 6,295 1,550 250 0 2,450 0: 1,560 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 610: 270 400 -200 -10 140 370 50 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 64.3 35.2 10.2 8.8 19.2 4.7 0.8 0.0 7.5 0.0: 4.8 3.7
Old : 100.0: 31.3 64.3 35.2 10.2 8.8 19.2 4.7 0.8 0.0 7.5 0.0: 4.8 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 : 29: 13 17 . . . . . . 0 . 0:
Old : 29: 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 : 74.2 43.8 87.0 61.3 66.0 41.5 75.2 57.2
Old : 74.2 43.8 87.0 61.3 66.0 41.5 75.2 57.2
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,820: 7,710 15,810 10,625 2,895 2,055 2,845 75 420 0 2,400 0: 1,165 1,165
Old : 24,820: 7,710 15,810 10,625 2,895 2,055 2,845 75 420 0 2,400 0: 1,165 1,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 450: 70 300 0 40 50 270 0 30 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 63.7 42.8 11.7 8.3 11.5 0.3 1.7 0.0 9.7 0.0: 4.7 4.7
Old : 100.0: 31.1 63.7 42.8 11.7 8.3 11.5 0.3 1.7 0.0 9.7 0.0: 4.7 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 : 26: 14 15 . . . . . . 0 . 0:
Old : 26: 14 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 : 76.4 41.6 87.9 61.9 64.7 37.1 70.9 56.4
Old : 76.4 41.6 87.9 61.9 64.7 37.1 70.9 56.4
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,635: 8,925 11,875 0 6,760 1,580 9,500 1,170 80 1,200 0 0: 1,350 1,170
Old : 22,635: 8,925 11,875 0 6,760 1,580 9,500 1,170 80 1,200 0 0: 1,350 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,400: 250 1,400 0 30 -30 1,150 -30 30 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 52.5 0.0 29.9 7.0 42.0 5.2 0.4 5.3 0.0 0.0: 6.0 5.2
Old : 100.0: 39.4 52.5 0.0 29.9 7.0 42.0 5.2 0.4 5.3 0.0 0.0: 6.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 0 . . . . . . 0 0:
Old : 23: 11 11 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 67.4 87.0 86.4 73.8 60.1 80.3 76.7
Old : 73.8 67.4 87.0 86.4 73.8 60.1 80.3 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, October 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,780: 32,945 28,650 5,265 1,100 8,535 50 8,920 455 350 0 0: 10,180 10,120
Old : 57,780: 32,945 28,650 5,265 1,100 8,535 50 8,920 455 350 0 0: 10,180 10,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,405: 850 -75 500 225 -145 50 1,550 0 300 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 49.6 9.1 1.9 14.8 0.1 15.4 0.8 0.6 0.0 0.0: 17.6 17.5
Old : 100.0: 57.0 49.6 9.1 1.9 14.8 0.1 15.4 0.8 0.6 0.0 0.0: 17.6 17.5
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 : 32: 18 18 . . . . . . . 0 0:
Old : 32: 18 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 : 49.2 37.7 69.3 58.6 39.2 28.5 47.2 42.6
Old : 49.2 37.7 69.3 58.6 39.2 28.5 47.2 42.6
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 16, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,265: 22,415 18,050 880 2,205 6,020 855 4,525 0 0 0 0: 12,095 11,465
Old : 42,265: 22,415 18,050 880 2,205 6,020 855 4,525 0 0 0 0: 12,095 11,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 850: 1,000 -250 0 0 0 0 1,250 0 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 42.7 2.1 5.2 14.2 2.0 10.7 0.0 0.0 0.0 0.0: 28.6 27.1
Old : 100.0: 53.0 42.7 2.1 5.2 14.2 2.0 10.7 0.0 0.0 0.0 0.0: 28.6 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 16 . . . . . 0 0 0 0:
Old : 25: 15 16 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 36.0 61.8 52.5 32.3 23.0 39.2 33.9
Old : 43.7 36.0 61.8 52.5 32.3 23.0 39.2 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2018