COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,067: 12,237 16,486 3,140 342 515 695 9,058 959 12,144 1,948 609: 768 1,150
Old : 31,067: 12,237 16,486 3,140 342 515 695 9,058 959 12,144 1,948 609: 768 1,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -28: -66 -546 -328 0 114 -30 324 0 257 94 2: 23 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 53.1 10.1 1.1 1.7 2.2 29.2 3.1 39.1 6.3 2.0: 2.5 3.7
Old : 100.0: 39.4 53.1 10.1 1.1 1.7 2.2 29.2 3.1 39.1 6.3 2.0: 2.5 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 : 40.9 66.0 62.3 79.3 37.2 56.0 52.6 61.6
Old : 40.9 66.0 62.3 79.3 37.2 56.0 52.6 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,923: 1,878 2,444 75 262 68 0 0 0 1,303 543 260: 339 346
Old : 3,923: 1,878 2,444 75 262 68 0 0 0 1,303 543 260: 339 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 62.3 1.9 6.7 1.7 0.0 0.0 0.0 33.2 13.8 6.6: 8.6 8.8
Old : 100.0: 47.9 62.3 1.9 6.7 1.7 0.0 0.0 0.0 33.2 13.8 6.6: 8.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 5 . . . 0 0 0 5 . 4:
Old : 20: 6 5 . . . 0 0 0 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 65.5 81.3 81.6 57.6 56.0 66.2 65.9
Old : 64.4 65.5 81.3 81.6 57.6 56.0 66.2 65.9
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,621: 28,279 39,080 5,441 0 2,772 688 1,350 241 6,150 250 925: 125 3
Old : 44,621: 28,279 39,080 5,441 0 2,772 688 1,350 241 6,150 250 925: 125 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,123: -973 1,648 2,008 0 -799 71 0 221 700 100 -50: -55 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 87.6 12.2 0.0 6.2 1.5 3.0 0.5 13.8 0.6 2.1: 0.3 0.0
Old : 100.0: 63.4 87.6 12.2 0.0 6.2 1.5 3.0 0.5 13.8 0.6 2.1: 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 : 41: 20 21 . 0 . 4 . . 5 . .:
Old : 41: 20 21 . 0 . 4 . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 69.9 82.9 85.7 55.1 66.0 69.4 74.7
Old : 59.7 69.9 82.9 85.7 55.1 66.0 69.4 74.7
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,195: 17,606 18,210 1,110 3,450 475 25 0 0 3,025 175 825: 129 60
Old : 23,195: 17,606 18,210 1,110 3,450 475 25 0 0 3,025 175 825: 129 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 846: 130 825 775 255 -184 25 0 0 -75 -225 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 78.5 4.8 14.9 2.0 0.1 0.0 0.0 13.0 0.8 3.6: 0.6 0.3
Old : 100.0: 75.9 78.5 4.8 14.9 2.0 0.1 0.0 0.0 13.0 0.8 3.6: 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 : 31: 17 13 . . . . 0 0 . . .:
Old : 31: 17 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 76.4 87.0 92.1 70.1 72.1 81.1 83.4
Old : 70.7 76.4 87.0 92.1 70.1 72.1 81.1 83.4
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,950: 140,658 112,499 1,645 27,160 5,452 1,365 5,026 1,830 2,725 1,750 2,015: 260 218
Old : 155,950: 140,658 112,499 1,645 27,160 5,452 1,365 5,026 1,830 2,725 1,750 2,015: 260 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,890: 3,883 1,467 60 2,286 -1,188 60 125 100 35 150 -50: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 72.1 1.1 17.4 3.5 0.9 3.2 1.2 1.7 1.1 1.3: 0.2 0.1
Old : 100.0: 90.2 72.1 1.1 17.4 3.5 0.9 3.2 1.2 1.7 1.1 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 : 50: 30 32 . . 4 4 4 . . . .:
Old : 50: 30 32 . . 4 4 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 59.2 60.8 72.1 37.6 46.5 48.7 54.4
Old : 40.9 59.2 60.8 72.1 37.6 46.5 48.7 54.4
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,714: 31,311 29,317 9,392 5,481 2,208 451 5,311 707 125 1,290 400: 120 0
Old : 44,714: 31,311 29,317 9,392 5,481 2,208 451 5,311 707 125 1,290 400: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 526: 623 1,218 -523 -535 139 93 -600 179 25 75 50: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 65.6 21.0 12.3 4.9 1.0 11.9 1.6 0.3 2.9 0.9: 0.3 0.0
Old : 100.0: 70.0 65.6 21.0 12.3 4.9 1.0 11.9 1.6 0.3 2.9 0.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 15 18 . . . 4 . . . . .:
Old : 35: 15 18 . . . 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 : 79.3 65.9 90.5 83.2 73.6 53.7 76.9 70.1
Old : 79.3 65.9 90.5 83.2 73.6 53.7 76.9 70.1
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 24,656 20,085 3,874 8,445 910 150 0 0 0 150 0: 0 0
Old : 29,590: 24,656 20,085 3,874 8,445 910 150 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 16, 2018 :
: 0: -25 0 0 -25 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 67.9 13.1 28.5 3.1 0.5 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 83.3 67.9 13.1 28.5 3.1 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 : 88.8 91.7 98.5 97.0 83.1 81.1 86.5 85.0
Old : 88.8 91.7 98.5 97.0 83.1 81.1 86.5 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,647: 34,562 35,472 6,500 7,185 1,560 1,300 800 100 1,100 0 410: 115 120
Old : 45,647: 34,562 35,472 6,500 7,185 1,560 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 16, 2018 :
: 390: 145 -25 -270 -100 515 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 77.7 14.2 15.7 3.4 2.8 1.8 0.2 2.4 0.0 0.9: 0.3 0.3
Old : 100.0: 75.7 77.7 14.2 15.7 3.4 2.8 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 : 51.7 49.0 69.5 70.4 45.7 44.2 57.6 61.3
Old : 51.7 49.0 69.5 70.4 45.7 44.2 57.6 61.3
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,744: 46,722 45,869 7,009 19,730 4,210 11,215 1,320 235 1,605 0 380: 368 0
Old : 71,744: 46,722 45,869 7,009 19,730 4,210 11,215 1,320 235 1,605 0 380: 368 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,992: -323 -28 1,015 2,220 -200 1,200 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 63.9 9.8 27.5 5.9 15.6 1.8 0.3 2.2 0.0 0.5: 0.5 0.0
Old : 100.0: 65.1 63.9 9.8 27.5 5.9 15.6 1.8 0.3 2.2 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: 27 25 4 . 4 7 . 4 . 0 .:
Old : 45: 27 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 : 41.9 58.7 62.6 74.3 37.2 56.0 53.7 64.2
Old : 41.9 58.7 62.6 74.3 37.2 56.0 53.7 64.2
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 76,596: 56,882 55,090 13,270 18,995 300 400 390 25 4,155 0 1,260: 304 536
Old : 76,596: 56,882 55,090 13,270 18,995 300 400 390 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 16, 2018 :
: 1,155: 1,155 255 0 900 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 71.9 17.3 24.8 0.4 0.5 0.5 0.0 5.4 0.0 1.6: 0.4 0.7
Old : 100.0: 74.3 71.9 17.3 24.8 0.4 0.5 0.5 0.0 5.4 0.0 1.6: 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: 21 23 . . . . . . 4 0 .:
Old : 40: 21 23 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 61.4 69.5 79.3 47.5 61.4 68.3 76.4
Old : 48.3 61.4 69.5 79.3 47.5 61.4 68.3 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,965: 79,790 69,609 22,725 38,770 1,055 970 130 0 5,210 0 825: 390 576
Old : 110,965: 79,790 69,609 22,725 38,770 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 16, 2018 :
: 1,745: 1,745 855 0 890 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 62.7 20.5 34.9 1.0 0.9 0.1 0.0 4.7 0.0 0.7: 0.4 0.5
Old : 100.0: 71.9 62.7 20.5 34.9 1.0 0.9 0.1 0.0 4.7 0.0 0.7: 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: 26 25 . . . . . 0 4 0 .:
Old : 45: 26 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 : 45.8 61.8 67.6 81.2 45.5 60.9 65.6 79.3
Old : 45.8 61.8 67.6 81.2 45.5 60.9 65.6 79.3
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,120: 27,150 36,690 9,330 50 1,890 455 0 0 75 75 100: 120 315
Old : 39,120: 27,150 36,690 9,330 50 1,890 455 0 0 75 75 100: 120 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,580: 2,340 2,730 290 0 -150 0 0 0 0 50 100: 0 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 93.8 23.8 0.1 4.8 1.2 0.0 0.0 0.2 0.2 0.3: 0.3 0.8
Old : 100.0: 69.4 93.8 23.8 0.1 4.8 1.2 0.0 0.0 0.2 0.2 0.3: 0.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 16 4 . . . 0 0 . . .:
Old : 33: 18 16 4 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 85.2 84.5 91.5 52.3 82.8 76.0 85.9
Old : 58.7 85.2 84.5 91.5 52.3 82.8 76.0 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,002: 23,662 22,837 0 1,280 2,525 0 300 0 695 0 60: 60 0
Old : 27,002: 23,662 22,837 0 1,280 2,525 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 16, 2018 :
: -420: -430 230 0 -660 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 84.6 0.0 4.7 9.4 0.0 1.1 0.0 2.6 0.0 0.2: 0.2 0.0
Old : 100.0: 87.6 84.6 0.0 4.7 9.4 0.0 1.1 0.0 2.6 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 : 49.7 54.3 73.2 77.3 40.7 44.7 51.0 53.4
Old : 49.7 54.3 73.2 77.3 40.7 44.7 51.0 53.4
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,439: 35,336 33,069 150 8,040 7,807 3,039 0 110 3,480 1,144 3,258: 259 11
Old : 53,439: 35,336 33,069 150 8,040 7,807 3,039 0 110 3,480 1,144 3,258: 259 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,276: 1,585 907 0 162 180 -378 0 0 76 222 -172: -15 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 61.9 0.3 15.0 14.6 5.7 0.0 0.2 6.5 2.1 6.1: 0.5 0.0
Old : 100.0: 66.1 61.9 0.3 15.0 14.6 5.7 0.0 0.2 6.5 2.1 6.1: 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 : 46: 24 24 . . . 5 0 . 6 . 5:
Old : 46: 24 24 . . . 5 0 . 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 46.1 65.8 65.5 22.1 25.4 32.3 34.1
Old : 43.7 46.1 65.8 65.5 22.1 25.4 32.3 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,290: 7,250 6,650 860 600 900 100 0 0 0 1,050 850: 330 240
Old : 10,290: 7,250 6,650 860 600 900 100 0 0 0 1,050 850: 330 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 300: 300 250 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 64.6 8.4 5.8 8.7 1.0 0.0 0.0 0.0 10.2 8.3: 3.2 2.3
Old : 100.0: 70.5 64.6 8.4 5.8 8.7 1.0 0.0 0.0 0.0 10.2 8.3: 3.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.5 44.9 73.8 70.3 33.9 40.4 51.2 57.9
Old : 50.5 44.9 73.8 70.3 33.9 40.4 51.2 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,768: 37,863 48,208 10,085 100 2,980 455 0 0 190 25 140: 55 315
Old : 51,768: 37,863 48,208 10,085 100 2,980 455 0 0 190 25 140: 55 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,170: 2,175 2,200 0 0 -25 0 0 0 0 0 0: 20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 93.1 19.5 0.2 5.8 0.9 0.0 0.0 0.4 0.0 0.3: 0.1 0.6
Old : 100.0: 73.1 93.1 19.5 0.2 5.8 0.9 0.0 0.0 0.4 0.0 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 : 55.1 75.1 83.8 88.9 48.2 73.2 70.3 77.5
Old : 55.1 75.1 83.8 88.9 48.2 73.2 70.3 77.5
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,339: 37,659 28,414 690 12,745 825 1,800 0 0 580 80 275: 510 0
Old : 42,339: 37,659 28,414 690 12,745 825 1,800 0 0 580 80 275: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -535: -620 840 0 -1,455 90 0 0 0 5 0 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 67.1 1.6 30.1 1.9 4.3 0.0 0.0 1.4 0.2 0.6: 1.2 0.0
Old : 100.0: 88.9 67.1 1.6 30.1 1.9 4.3 0.0 0.0 1.4 0.2 0.6: 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 : 34: 19 24 . . . . 0 0 . . .:
Old : 34: 19 24 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 61.2 76.2 79.4 48.8 58.4 63.4 73.0
Old : 59.2 61.2 76.2 79.4 48.8 58.4 63.4 73.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 61,695: 49,265 52,142 6,533 7,295 880 950 0 0 3,144 500 225: 698 653
Old : 61,695: 49,265 52,142 6,533 7,295 880 950 0 0 3,144 500 225: 698 653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,875: 2,625 3,525 100 -650 0 50 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 84.5 10.6 11.8 1.4 1.5 0.0 0.0 5.1 0.8 0.4: 1.1 1.1
Old : 100.0: 79.9 84.5 10.6 11.8 1.4 1.5 0.0 0.0 5.1 0.8 0.4: 1.1 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 : 53.7 84.6 68.3 95.4 48.9 79.9 62.1 82.3
Old : 53.7 84.6 68.3 95.4 48.9 79.9 62.1 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 68,817: 54,310 56,579 7,123 7,620 1,810 950 0 0 3,591 2,000 240: 793 568
Old : 68,817: 54,310 56,579 7,123 7,620 1,810 950 0 0 3,591 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 16, 2018 :
: 4,220: 3,300 4,450 50 -250 20 750 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 82.2 10.4 11.1 2.6 1.4 0.0 0.0 5.2 2.9 0.3: 1.2 0.8
Old : 100.0: 78.9 82.2 10.4 11.1 2.6 1.4 0.0 0.0 5.2 2.9 0.3: 1.2 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 : 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 : 55.0 80.9 70.0 94.3 50.0 77.8 63.9 83.7
Old : 55.0 80.9 70.0 94.3 50.0 77.8 63.9 83.7
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,837: 78,884 77,641 6,930 7,053 2,340 0 50 0 80 1,178 550: 53 25
Old : 88,837: 78,884 77,641 6,930 7,053 2,340 0 50 0 80 1,178 550: 53 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 5,276: 5,121 5,068 -527 639 406 0 0 0 80 -1,087 240: -44 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 87.4 7.8 7.9 2.6 0.0 0.1 0.0 0.1 1.3 0.6: 0.1 0.0
Old : 100.0: 88.8 87.4 7.8 7.9 2.6 0.0 0.1 0.0 0.1 1.3 0.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 23 . . 4 0 . 0 . . .:
Old : 37: 21 23 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 58.0 80.1 82.6 56.6 54.1 73.5 72.7
Old : 60.5 58.0 80.1 82.6 56.6 54.1 73.5 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,033: 101,175 101,806 8,766 7,680 2,201 315 601 219 1,184 1,784 1,682: 491 60
Old : 116,033: 101,175 101,806 8,766 7,680 2,201 315 601 219 1,184 1,784 1,682: 491 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 5,176: 4,986 4,145 -186 25 273 19 119 0 -1 487 109: -24 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 87.7 7.6 6.6 1.9 0.3 0.5 0.2 1.0 1.5 1.4: 0.4 0.1
Old : 100.0: 87.2 87.7 7.6 6.6 1.9 0.3 0.5 0.2 1.0 1.5 1.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 23 24 . . . . . . 4 4 4:
Old : 49: 23 24 . . . . . . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 50.5 77.3 74.3 52.3 50.4 65.8 66.2
Old : 56.3 50.5 77.3 74.3 52.3 50.4 65.8 66.2
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 51,300: 44,569 46,435 1,439 198 3,967 0 275 100 1,125 225 100: 0 0
Old : 51,300: 44,569 46,435 1,439 198 3,967 0 275 100 1,125 225 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 525: 175 600 225 -325 100 -25 50 25 0 50 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 90.5 2.8 0.4 7.7 0.0 0.5 0.2 2.2 0.4 0.2: 0.0 0.0
Old : 100.0: 86.9 90.5 2.8 0.4 7.7 0.0 0.5 0.2 2.2 0.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 12 17 . . . 0 . . . . .:
Old : 31: 12 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 : 87.3 82.1 97.2 95.0 83.1 81.3 90.0 87.2
Old : 87.3 82.1 97.2 95.0 83.1 81.3 90.0 87.2
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,642: 43,211 41,712 2,300 4,309 3,376 800 1,025 250 0 210 665: 1,040 95
Old : 51,642: 43,211 41,712 2,300 4,309 3,376 800 1,025 250 0 210 665: 1,040 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,985: 1,625 3,060 1,200 -75 50 0 50 0 0 -170 70: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 80.8 4.5 8.3 6.5 1.5 2.0 0.5 0.0 0.4 1.3: 2.0 0.2
Old : 100.0: 83.7 80.8 4.5 8.3 6.5 1.5 2.0 0.5 0.0 0.4 1.3: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 18 . . . . . . 0 . .:
Old : 27: 18 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 69.2 79.6 84.0 44.9 58.6 59.7 65.7
Old : 50.7 69.2 79.6 84.0 44.9 58.6 59.7 65.7
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,178: 31,076 49,412 0 4,245 3,585 23,565 900 5 0 655 305: 642 71
Old : 59,178: 31,076 49,412 0 4,245 3,585 23,565 900 5 0 655 305: 642 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,749: 1,804 2,249 0 -1,275 915 160 700 -5 0 300 -125: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 83.5 0.0 7.2 6.1 39.8 1.5 0.0 0.0 1.1 0.5: 1.1 0.1
Old : 100.0: 52.5 83.5 0.0 7.2 6.1 39.8 1.5 0.0 0.0 1.1 0.5: 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 : 64.4 60.9 80.8 78.4 60.7 53.7 69.2 66.5
Old : 64.4 60.9 80.8 78.4 60.7 53.7 69.2 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,344: 20,526 36,284 15,751 0 356 65 0 415 0 0 0: 231 289
Old : 37,344: 20,526 36,284 15,751 0 356 65 0 415 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 16, 2018 :
: 60: 60 110 0 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 97.2 42.2 0.0 1.0 0.2 0.0 1.1 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 55.0 97.2 42.2 0.0 1.0 0.2 0.0 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 : 21: 13 14 4 0 . . 0 . 0 0 0:
Old : 21: 13 14 4 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 86.4 84.7 93.6 61.2 79.2 79.5 85.7
Old : 61.8 86.4 84.7 93.6 61.2 79.2 79.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,826: 19,960 32,546 13,131 0 470 0 555 0 100 0 0: 165 255
Old : 33,826: 19,960 32,546 13,131 0 470 0 555 0 100 0 0: 165 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 90: -85 85 175 0 0 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 96.2 38.8 0.0 1.4 0.0 1.6 0.0 0.3 0.0 0.0: 0.5 0.8
Old : 100.0: 59.0 96.2 38.8 0.0 1.4 0.0 1.6 0.0 0.3 0.0 0.0: 0.5 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 : 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 : 64.2 85.8 87.3 94.8 64.0 79.6 83.1 88.3
Old : 64.2 85.8 87.3 94.8 64.0 79.6 83.1 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,876: 31,742 31,602 1,217 644 1,210 75 850 0 193 270 300: 139 0
Old : 34,876: 31,742 31,602 1,217 644 1,210 75 850 0 193 270 300: 139 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 455: 445 340 0 115 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 90.6 3.5 1.8 3.5 0.2 2.4 0.0 0.6 0.8 0.9: 0.4 0.0
Old : 100.0: 91.0 90.6 3.5 1.8 3.5 0.2 2.4 0.0 0.6 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: 19 18 . . . . . 0 . . .:
Old : 33: 19 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 55.5 83.9 76.4 70.3 53.5 80.0 72.7
Old : 71.4 55.5 83.9 76.4 70.3 53.5 80.0 72.7
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,687: 20,785 23,415 2,338 100 446 0 55 195 260 0 290: 373 186
Old : 24,687: 20,785 23,415 2,338 100 446 0 55 195 260 0 290: 373 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 310: 130 655 625 0 -445 0 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 94.8 9.5 0.4 1.8 0.0 0.2 0.8 1.1 0.0 1.2: 1.5 0.8
Old : 100.0: 84.2 94.8 9.5 0.4 1.8 0.0 0.2 0.8 1.1 0.0 1.2: 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: 16 20 . . . 0 . . . 0 .:
Old : 30: 16 20 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 66.6 83.1 82.5 64.0 65.3 75.1 78.8
Old : 67.6 66.6 83.1 82.5 64.0 65.3 75.1 78.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,353: 38,064 32,395 5,510 10,049 429 0 1,384 735 300 12 243: 72 106
Old : 45,353: 38,064 32,395 5,510 10,049 429 0 1,384 735 300 12 243: 72 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 668: -389 1,429 1,082 -810 25 0 34 0 -58 12 -22: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 71.4 12.1 22.2 0.9 0.0 3.1 1.6 0.7 0.0 0.5: 0.2 0.2
Old : 100.0: 83.9 71.4 12.1 22.2 0.9 0.0 3.1 1.6 0.7 0.0 0.5: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 20 . . . 0 . . . . .:
Old : 35: 22 20 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 54.6 77.4 74.7 48.2 52.6 61.5 65.4
Old : 61.7 54.6 77.4 74.7 48.2 52.6 61.5 65.4
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,303: 35,349 27,465 3,383 12,547 826 1,390 0 90 0 285 65: 200 25
Old : 41,303: 35,349 27,465 3,383 12,547 826 1,390 0 90 0 285 65: 200 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 389: 309 679 245 -315 15 -10 0 0 -185 10 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 66.5 8.2 30.4 2.0 3.4 0.0 0.2 0.0 0.7 0.2: 0.5 0.1
Old : 100.0: 85.6 66.5 8.2 30.4 2.0 3.4 0.0 0.2 0.0 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 . 0 . .:
Old : 30: 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 : 60.9 63.7 81.0 84.3 46.9 58.6 61.3 69.8
Old : 60.9 63.7 81.0 84.3 46.9 58.6 61.3 69.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,208: 10,266 17,063 3,400 96 4,040 3,128 0 0 150 0 0: 224 9
Old : 21,208: 10,266 17,063 3,400 96 4,040 3,128 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 16, 2018 :
: -135: 250 25 -380 -455 295 -300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 80.5 16.0 0.5 19.0 14.7 0.0 0.0 0.7 0.0 0.0: 1.1 0.0
Old : 100.0: 48.4 80.5 16.0 0.5 19.0 14.7 0.0 0.0 0.7 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 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 : 67.9 73.5 91.7 96.0 55.7 68.8 73.2 77.4
Old : 67.9 73.5 91.7 96.0 55.7 68.8 73.2 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,470: 11,495 16,945 2,709 0 2,050 0 1,050 0 3,841 75 350: 25 0
Old : 20,470: 11,495 16,945 2,709 0 2,050 0 1,050 0 3,841 75 350: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 200: 0 200 -481 0 0 0 0 0 681 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 82.8 13.2 0.0 10.0 0.0 5.1 0.0 18.8 0.4 1.7: 0.1 0.0
Old : 100.0: 56.2 82.8 13.2 0.0 10.0 0.0 5.1 0.0 18.8 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 : 52.6 86.5 83.0 97.0 42.1 81.6 69.7 83.5
Old : 52.6 86.5 83.0 97.0 42.1 81.6 69.7 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,100: 12,835 17,170 2,931 0 1,680 0 1,825 0 3,209 75 350: 95 0
Old : 21,100: 12,835 17,170 2,931 0 1,680 0 1,825 0 3,209 75 350: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -150: -50 -25 -379 0 -150 0 25 0 429 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 81.4 13.9 0.0 8.0 0.0 8.6 0.0 15.2 0.4 1.7: 0.5 0.0
Old : 100.0: 60.8 81.4 13.9 0.0 8.0 0.0 8.6 0.0 15.2 0.4 1.7: 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 : 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 : 49.2 85.1 80.9 95.8 40.1 83.6 69.2 85.5
Old : 49.2 85.1 80.9 95.8 40.1 83.6 69.2 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,720: 10,535 10,240 3,650 5,505 875 0 0 0 960 100 0: 700 0
Old : 16,720: 10,535 10,240 3,650 5,505 875 0 0 0 960 100 0: 700 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 61.2 21.8 32.9 5.2 0.0 0.0 0.0 5.7 0.6 0.0: 4.2 0.0
Old : 100.0: 63.0 61.2 21.8 32.9 5.2 0.0 0.0 0.0 5.7 0.6 0.0: 4.2 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 : 21: 10 10 . . . 0 0 0 . . 0:
Old : 21: 10 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 : 72.8 82.3 88.2 94.2 70.7 77.1 82.6 86.6
Old : 72.8 82.3 88.2 94.2 70.7 77.1 82.6 86.6
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,325: 13,435 13,150 5,800 7,105 970 0 0 0 960 100 0: 160 0
Old : 21,325: 13,435 13,150 5,800 7,105 970 0 0 0 960 100 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 100: 100 120 0 0 0 0 0 0 0 100 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 61.7 27.2 33.3 4.5 0.0 0.0 0.0 4.5 0.5 0.0: 0.8 0.0
Old : 100.0: 63.0 61.7 27.2 33.3 4.5 0.0 0.0 0.0 4.5 0.5 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 . . . 0 0 0 . . 0:
Old : 22: 10 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 : 76.8 79.8 91.1 91.4 71.6 73.6 83.4 82.2
Old : 76.8 79.8 91.1 91.4 71.6 73.6 83.4 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,976: 11,494 16,680 9,275 5,165 335 140 100 60 3,820 3,080 540: 312 16
Old : 25,976: 11,494 16,680 9,275 5,165 335 140 100 60 3,820 3,080 540: 312 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 200: 100 -850 0 600 0 0 0 0 50 400 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 64.2 35.7 19.9 1.3 0.5 0.4 0.2 14.7 11.9 2.1: 1.2 0.1
Old : 100.0: 44.2 64.2 35.7 19.9 1.3 0.5 0.4 0.2 14.7 11.9 2.1: 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 : 69.5 58.2 92.2 84.7 67.6 54.9 89.4 80.2
Old : 69.5 58.2 92.2 84.7 67.6 54.9 89.4 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,475: 9,906 13,155 8,090 4,865 635 140 125 60 2,825 3,080 545: 274 10
Old : 22,475: 9,906 13,155 8,090 4,865 635 140 125 60 2,825 3,080 545: 274 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 200: 100 -850 0 600 0 0 0 0 50 400 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 58.5 36.0 21.6 2.8 0.6 0.6 0.3 12.6 13.7 2.4: 1.2 0.0
Old : 100.0: 44.1 58.5 36.0 21.6 2.8 0.6 0.6 0.3 12.6 13.7 2.4: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.5 64.9 89.8 90.3 66.4 59.8 86.8 83.7
Old : 69.5 64.9 89.8 90.3 66.4 59.8 86.8 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,073: 38,098 46,171 7,810 0 4,095 600 0 0 890 1,710 2,080: 500 17
Old : 54,073: 38,098 46,171 7,810 0 4,095 600 0 0 890 1,710 2,080: 500 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,815: 2,310 985 -250 0 0 25 0 0 -600 500 330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 85.4 14.4 0.0 7.6 1.1 0.0 0.0 1.6 3.2 3.8: 0.9 0.0
Old : 100.0: 70.5 85.4 14.4 0.0 7.6 1.1 0.0 0.0 1.6 3.2 3.8: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 13 . 0 . . 0 0 . . .:
Old : 32: 18 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 : 59.2 82.0 78.1 94.4 54.2 78.9 70.6 82.8
Old : 59.2 82.0 78.1 94.4 54.2 78.9 70.6 82.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,060: 37,869 45,920 7,631 0 3,560 600 0 0 0 460 3,120: 280 0
Old : 53,060: 37,869 45,920 7,631 0 3,560 600 0 0 0 460 3,120: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,960: 2,305 800 -430 0 105 25 0 0 -690 410 645: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 86.5 14.4 0.0 6.7 1.1 0.0 0.0 0.0 0.9 5.9: 0.5 0.0
Old : 100.0: 71.4 86.5 14.4 0.0 6.7 1.1 0.0 0.0 0.0 0.9 5.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 14 4 0 . . 0 0 0 . .:
Old : 34: 18 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 : 59.0 81.5 78.5 93.1 55.3 77.3 72.0 80.0
Old : 59.0 81.5 78.5 93.1 55.3 77.3 72.0 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,142: 86,677 81,229 14,470 18,953 2,699 950 60 1,170 6,621 8,687 3,249: 306 95
Old : 116,142: 86,677 81,229 14,470 18,953 2,699 950 60 1,170 6,621 8,687 3,249: 306 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,028: -555 1,105 0 -400 173 -125 60 25 1,050 -390 465: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 69.9 12.5 16.3 2.3 0.8 0.1 1.0 5.7 7.5 2.8: 0.3 0.1
Old : 100.0: 74.6 69.9 12.5 16.3 2.3 0.8 0.1 1.0 5.7 7.5 2.8: 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 : 56: 32 27 . 4 4 . . . 6 . 4:
Old : 56: 32 27 . 4 4 . . . 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 : 39.2 44.4 60.5 75.9 37.2 42.2 53.3 64.0
Old : 39.2 44.4 60.5 75.9 37.2 42.2 53.3 64.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,534: 98,254 85,259 16,980 25,939 1,796 2,635 2,505 585 7,121 11,516 2,809: 354 125
Old : 130,534: 98,254 85,259 16,980 25,939 1,796 2,635 2,505 585 7,121 11,516 2,809: 354 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,486: 264 1,511 0 -717 -63 -75 810 10 900 -540 465: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 65.3 13.0 19.9 1.4 2.0 1.9 0.4 5.5 8.8 2.2: 0.3 0.1
Old : 100.0: 75.3 65.3 13.0 19.9 1.4 2.0 1.9 0.4 5.5 8.8 2.2: 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 : 61: 35 29 . 4 5 . . . 5 4 4:
Old : 61: 35 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 : 37.6 45.4 56.9 75.3 35.2 42.1 50.8 66.0
Old : 37.6 45.4 56.9 75.3 35.2 42.1 50.8 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 253,622: 165,292 170,525 39,619 26,496 10,076 10,651 19,334 6,304 8,347 8,201 12,484: 849 202
Old : 253,622: 165,292 170,525 39,619 26,496 10,076 10,651 19,334 6,304 8,347 8,201 12,484: 849 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 6,034: 4,292 2,326 799 1,179 -803 436 709 -331 11 1,385 1,489: 141 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 67.2 15.6 10.4 4.0 4.2 7.6 2.5 3.3 3.2 4.9: 0.3 0.1
Old : 100.0: 65.2 67.2 15.6 10.4 4.0 4.2 7.6 2.5 3.3 3.2 4.9: 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 : 85: 36 37 4 . 5 10 7 8 12 8 14:
Old : 85: 36 37 4 . 5 10 7 8 12 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 41.9 56.8 62.0 34.6 31.5 45.5 48.7
Old : 37.9 41.9 56.8 62.0 34.6 31.5 45.5 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 15,829 32,549 9,632 0 0 1,405 0 20 5,768 230 385: 145 0
Old : 33,184: 15,829 32,549 9,632 0 0 1,405 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 16, 2018 :
: 0: -20 0 -80 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 98.1 29.0 0.0 0.0 4.2 0.0 0.1 17.4 0.7 1.2: 0.4 0.0
Old : 100.0: 47.7 98.1 29.0 0.0 0.0 4.2 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 : 57.2 95.3 79.8 99.1 56.1 94.2 78.2 95.0
Old : 57.2 95.3 79.8 99.1 56.1 94.2 78.2 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10,109 0 0 750 1,345 195 5,731 80 380: 172 0
Old : 32,194: 14,857 30,194 10,109 0 0 750 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 16, 2018 :
: 0: 0 0 -100 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 93.8 31.4 0.0 0.0 2.3 4.2 0.6 17.8 0.2 1.2: 0.5 0.0
Old : 100.0: 46.1 93.8 31.4 0.0 0.0 2.3 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 : 60.4 92.7 83.2 98.9 59.3 91.4 82.0 94.8
Old : 60.4 92.7 83.2 98.9 59.3 91.4 82.0 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,057: 5,170 9,387 8,677 2,070 760 200 2,390 950 100 300 0: 2,200 2,200
Old : 18,057: 5,170 9,387 8,677 2,070 760 200 2,390 950 100 300 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 16, 2018 :
: 180: 430 280 -600 -250 0 0 -200 350 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 52.0 48.1 11.5 4.2 1.1 13.2 5.3 0.6 1.7 0.0: 12.2 12.2
Old : 100.0: 28.6 52.0 48.1 11.5 4.2 1.1 13.2 5.3 0.6 1.7 0.0: 12.2 12.2
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: 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 : 73.8 57.1 82.2 73.0 67.4 48.1 71.3 63.0
Old : 73.8 57.1 82.2 73.0 67.4 48.1 71.3 63.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,575: 2,365 8,665 7,590 150 900 75 1,340 635 125 0 0: 885 885
Old : 12,575: 2,365 8,665 7,590 150 900 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 16, 2018 :
: -220: -20 80 -200 -300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 68.9 60.4 1.2 7.2 0.6 10.7 5.0 1.0 0.0 0.0: 7.0 7.0
Old : 100.0: 18.8 68.9 60.4 1.2 7.2 0.6 10.7 5.0 1.0 0.0 0.0: 7.0 7.0
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 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 : 77.9 46.3 89.8 76.8 72.3 39.2 73.9 64.0
Old : 77.9 46.3 89.8 76.8 72.3 39.2 73.9 64.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,704: 30,565 22,076 14,848 28,160 175 7,735 5,540 1,750 2,965 0 2,400: 9,266 9,603
Old : 69,704: 30,565 22,076 14,848 28,160 175 7,735 5,540 1,750 2,965 0 2,400: 9,266 9,603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 895: 1,190 -190 -300 680 175 -300 0 0 -100 0 0: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 31.7 21.3 40.4 0.3 11.1 7.9 2.5 4.3 0.0 3.4: 13.3 13.8
Old : 100.0: 43.8 31.7 21.3 40.4 0.3 11.1 7.9 2.5 4.3 0.0 3.4: 13.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 18 . . . . . . . 0 .:
Old : 28: 15 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 : 57.4 53.8 78.7 68.7 54.3 53.8 68.8 66.8
Old : 57.4 53.8 78.7 68.7 54.3 53.8 68.8 66.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,131: 30,354 21,487 13,575 27,955 175 8,970 5,540 1,750 2,550 0 2,435: 8,322 8,789
Old : 68,131: 30,354 21,487 13,575 27,955 175 8,970 5,540 1,750 2,550 0 2,435: 8,322 8,789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,045: 1,265 35 -250 680 175 0 0 0 -300 0 0: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 31.5 19.9 41.0 0.3 13.2 8.1 2.6 3.7 0.0 3.6: 12.2 12.9
Old : 100.0: 44.6 31.5 19.9 41.0 0.3 13.2 8.1 2.6 3.7 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 .:
Old : 28: 14 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 : 59.5 54.3 79.4 68.9 56.7 54.3 70.0 66.2
Old : 59.5 54.3 79.4 68.9 56.7 54.3 70.0 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,365: 12,965 5,300 2,285 0 1,165 35 10,525 310 845 600 2,280: 3,480 3,185
Old : 23,365: 12,965 5,300 2,285 0 1,165 35 10,525 310 845 600 2,280: 3,480 3,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 400: 75 100 -150 0 0 -75 -150 230 100 0 0: 220 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 22.7 9.8 0.0 5.0 0.1 45.0 1.3 3.6 2.6 9.8: 14.9 13.6
Old : 100.0: 55.5 22.7 9.8 0.0 5.0 0.1 45.0 1.3 3.6 2.6 9.8: 14.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . 0 . . . . . . .:
Old : 26: 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 : 46.0 67.0 68.3 77.1 36.1 58.7 53.4 65.1
Old : 46.0 67.0 68.3 77.1 36.1 58.7 53.4 65.1
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,490: 12,150 5,325 3,200 0 965 60 10,425 285 645 600 2,480: 3,705 3,410
Old : 23,490: 12,150 5,325 3,200 0 965 60 10,425 285 645 600 2,480: 3,705 3,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 350: 50 100 -200 0 0 -50 -200 205 100 0 0: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 22.7 13.6 0.0 4.1 0.3 44.4 1.2 2.7 2.6 10.6: 15.8 14.5
Old : 100.0: 51.7 22.7 13.6 0.0 4.1 0.3 44.4 1.2 2.7 2.6 10.6: 15.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 . 0 . . . . . . .:
Old : 25: 15 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 67.1 67.3 77.0 37.6 58.0 52.4 64.1
Old : 47.5 67.1 67.3 77.0 37.6 58.0 52.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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: 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,926: 10,736 21,801 4,117 1,855 385 9,930 880 0 0 0 0: 2,758 3,005
Old : 27,926: 10,736 21,801 4,117 1,855 385 9,930 880 0 0 0 0: 2,758 3,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 260: -40 160 200 0 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 78.1 14.7 6.6 1.4 35.6 3.2 0.0 0.0 0.0 0.0: 9.9 10.8
Old : 100.0: 38.4 78.1 14.7 6.6 1.4 35.6 3.2 0.0 0.0 0.0 0.0: 9.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 13 . . . . . 0 0 0 0:
Old : 20: 8 13 . . . . . 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 72.2 87.2 82.2 71.6 70.8 83.4 79.4
Old : 71.6 72.2 87.2 82.2 71.6 70.8 83.4 79.4
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,565: 14,575 31,435 10,255 0 490 3,900 1,350 150 4,665 875 775: 2,755 2,490
Old : 37,565: 14,575 31,435 10,255 0 490 3,900 1,350 150 4,665 875 775: 2,755 2,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 445: 220 670 0 0 0 -150 0 0 500 -100 -175: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 83.7 27.3 0.0 1.3 10.4 3.6 0.4 12.4 2.3 2.1: 7.3 6.6
Old : 100.0: 38.8 83.7 27.3 0.0 1.3 10.4 3.6 0.4 12.4 2.3 2.1: 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 : 53.8 77.7 78.6 89.6 51.1 76.8 75.1 87.7
Old : 53.8 77.7 78.6 89.6 51.1 76.8 75.1 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,825: 13,105 29,075 9,375 0 340 3,640 1,400 350 4,615 525 775: 2,625 2,360
Old : 34,825: 13,105 29,075 9,375 0 340 3,640 1,400 350 4,615 525 775: 2,625 2,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 430: 245 695 0 0 0 -150 0 0 500 -100 -175: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 83.5 26.9 0.0 1.0 10.5 4.0 1.0 13.3 1.5 2.2: 7.5 6.8
Old : 100.0: 37.6 83.5 26.9 0.0 1.0 10.5 4.0 1.0 13.3 1.5 2.2: 7.5 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 : 54.5 77.3 78.4 89.2 51.6 76.4 75.1 87.2
Old : 54.5 77.3 78.4 89.2 51.6 76.4 75.1 87.2
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 4,645 50 0 2,155 0 0 325 100: 1,285 940
Old : 10,590: 8,080 2,375 1,075 4,645 50 0 2,155 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 16, 2018 :
: 0: 0 0 0 -200 0 0 200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 22.4 10.2 43.9 0.5 0.0 20.3 0.0 0.0 3.1 0.9: 12.1 8.9
Old : 100.0: 76.3 22.4 10.2 43.9 0.5 0.0 20.3 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 72.6 84.4 84.9 73.3 67.9 78.9 77.6
Old : 74.9 72.6 84.4 84.9 73.3 67.9 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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,350: 26,110 15,260 0 12,570 1,265 1,475 9,665 340 9,465 125 2,930: 1,765 1,195
Old : 43,350: 26,110 15,260 0 12,570 1,265 1,475 9,665 340 9,465 125 2,930: 1,765 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 310: -5 1,070 0 -1,125 0 -100 -125 70 -75 0 260: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 35.2 0.0 29.0 2.9 3.4 22.3 0.8 21.8 0.3 6.8: 4.1 2.8
Old : 100.0: 60.2 35.2 0.0 29.0 2.9 3.4 22.3 0.8 21.8 0.3 6.8: 4.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 15 0 . . . . 4 . . .:
Old : 31: 16 15 0 . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 62.9 82.3 85.7 63.3 59.7 73.0 76.6
Old : 70.6 62.9 82.3 85.7 63.3 59.7 73.0 76.6
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,945: 26,700 14,125 0 13,210 1,265 875 9,640 515 8,985 125 2,840: 1,765 1,225
Old : 42,945: 26,700 14,125 0 13,210 1,265 875 9,640 515 8,985 125 2,840: 1,765 1,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 310: 40 1,115 0 -1,125 0 -100 -125 70 -75 0 260: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 32.9 0.0 30.8 2.9 2.0 22.4 1.2 20.9 0.3 6.6: 4.1 2.9
Old : 100.0: 62.2 32.9 0.0 30.8 2.9 2.0 22.4 1.2 20.9 0.3 6.6: 4.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 0 . . . . 4 . . .:
Old : 31: 17 15 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 : 71.7 64.3 83.1 85.9 64.9 60.8 74.1 75.0
Old : 71.7 64.3 83.1 85.9 64.9 60.8 74.1 75.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,330: 23,295 17,075 0 18,560 430 14,630 50 975 2,080 4,320 2,455: 2,465 2,465
Old : 46,330: 23,295 17,075 0 18,560 430 14,630 50 975 2,080 4,320 2,455: 2,465 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 3,870: 25 3,200 0 350 220 3,575 0 0 0 50 350: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 36.9 0.0 40.1 0.9 31.6 0.1 2.1 4.5 9.3 5.3: 5.3 5.3
Old : 100.0: 50.3 36.9 0.0 40.1 0.9 31.6 0.1 2.1 4.5 9.3 5.3: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 10 0 . . . . . . . .:
Old : 30: 18 10 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 72.6 80.3 91.2 59.9 66.4 77.1 83.8
Old : 60.0 72.6 80.3 91.2 59.9 66.4 77.1 83.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,110: 20,830 18,490 0 14,535 585 14,605 50 1,035 1,960 4,320 2,455: 2,640 2,640
Old : 44,110: 20,830 18,490 0 14,535 585 14,605 50 1,035 1,960 4,320 2,455: 2,640 2,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 3,965: 25 3,200 0 350 270 3,575 0 0 0 50 350: -255 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 41.9 0.0 33.0 1.3 33.1 0.1 2.3 4.4 9.8 5.6: 6.0 6.0
Old : 100.0: 47.2 41.9 0.0 33.0 1.3 33.1 0.1 2.3 4.4 9.8 5.6: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 10 0 . . . . 4 . . .:
Old : 30: 17 10 0 . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 68.3 80.0 90.0 60.2 61.3 75.8 81.8
Old : 60.6 68.3 80.0 90.0 60.2 61.3 75.8 81.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,420: 51,410 81,545 29,505 1,650 1,345 9,555 105 5,355 1,000 8,110 5,785: 9,465 9,525
Old : 113,420: 51,410 81,545 29,505 1,650 1,345 9,555 105 5,355 1,000 8,110 5,785: 9,465 9,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,560: 4,755 -370 -975 1,650 -705 -1,375 0 1,390 -100 1,025 -425: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 71.9 26.0 1.5 1.2 8.4 0.1 4.7 0.9 7.2 5.1: 8.3 8.4
Old : 100.0: 45.3 71.9 26.0 1.5 1.2 8.4 0.1 4.7 0.9 7.2 5.1: 8.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 26 . . . . . 4 . . .:
Old : 41: 20 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 : 60.7 53.6 75.9 66.9 55.0 48.7 62.2 59.1
Old : 60.7 53.6 75.9 66.9 55.0 48.7 62.2 59.1
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,674: 46,850 75,210 26,155 1,260 1,375 10,467 180 4,092 650 7,235 6,585: 10,500 10,737
Old : 106,674: 46,850 75,210 26,155 1,260 1,375 10,467 180 4,092 650 7,235 6,585: 10,500 10,737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,900: 5,050 -100 -1,315 1,260 -385 -1,425 25 1,350 -100 1,025 -450: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 70.5 24.5 1.2 1.3 9.8 0.2 3.8 0.6 6.8 6.2: 9.8 10.1
Old : 100.0: 43.9 70.5 24.5 1.2 1.3 9.8 0.2 3.8 0.6 6.8 6.2: 9.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 24 . . . . . 4 . . .:
Old : 39: 17 24 . . . . . 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 : 59.5 52.1 75.5 65.7 53.7 46.1 62.5 58.2
Old : 59.5 52.1 75.5 65.7 53.7 46.1 62.5 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,335: 10,245 21,795 11,530 2,930 3,155 6,595 1,550 250 0 2,450 0: 1,560 1,205
Old : 33,335: 10,245 21,795 11,530 2,930 3,155 6,595 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 16, 2018 :
: 585: 10 730 0 -420 275 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 65.4 34.6 8.8 9.5 19.8 4.6 0.7 0.0 7.3 0.0: 4.7 3.6
Old : 100.0: 30.7 65.4 34.6 8.8 9.5 19.8 4.6 0.7 0.0 7.3 0.0: 4.7 3.6
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 : 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 : 73.8 43.1 87.2 61.2 65.7 40.7 74.8 57.8
Old : 73.8 43.1 87.2 61.2 65.7 40.7 74.8 57.8
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,685: 7,890 16,460 11,025 3,175 2,040 3,195 75 370 0 2,400 0: 1,165 1,165
Old : 25,685: 7,890 16,460 11,025 3,175 2,040 3,195 75 370 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 16, 2018 :
: 865: 180 650 400 280 -15 350 0 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 64.1 42.9 12.4 7.9 12.4 0.3 1.4 0.0 9.3 0.0: 4.5 4.5
Old : 100.0: 30.7 64.1 42.9 12.4 7.9 12.4 0.3 1.4 0.0 9.3 0.0: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.4 40.6 87.9 60.3 64.8 36.3 71.4 55.1
Old : 75.4 40.6 87.9 60.3 64.8 36.3 71.4 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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: 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 : 75.2 67.4 88.1 86.4 75.2 60.1 81.6 78.0
Old : 75.2 67.4 88.1 86.4 75.2 60.1 81.6 78.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,975: 32,815 28,845 5,590 1,100 8,535 50 8,920 455 350 0 0: 10,180 10,120
Old : 57,975: 32,815 28,845 5,590 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 16, 2018 :
: 195: -130 195 325 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 49.8 9.6 1.9 14.7 0.1 15.4 0.8 0.6 0.0 0.0: 17.6 17.5
Old : 100.0: 56.6 49.8 9.6 1.9 14.7 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 : 49.3 37.6 69.4 58.6 39.3 28.3 47.3 42.5
Old : 49.3 37.6 69.4 58.6 39.3 28.3 47.3 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, October 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,615: 22,345 18,050 1,000 1,905 6,320 855 4,875 0 0 0 0: 12,095 11,465
Old : 42,615: 22,345 18,050 1,000 1,905 6,320 855 4,875 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 16, 2018 :
: 350: -70 0 120 -300 300 0 350 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 42.4 2.3 4.5 14.8 2.0 11.4 0.0 0.0 0.0 0.0: 28.4 26.9
Old : 100.0: 52.4 42.4 2.3 4.5 14.8 2.0 11.4 0.0 0.0 0.0 0.0: 28.4 26.9
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: 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 : 43.8 36.5 62.3 52.9 32.0 23.4 39.1 34.2
Old : 43.8 36.5 62.3 52.9 32.0 23.4 39.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2018