COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 26,849: 11,126 12,269 2,449 83 640 289 9,337 719 10,251 1,877 695: 680 1,229
Old : 26,849: 11,126 12,269 2,449 83 640 289 9,337 719 10,251 1,877 695: 680 1,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 105: 117 -25 96 -23 -25 10 177 0 -93 18 38: -38 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 45.7 9.1 0.3 2.4 1.1 34.8 2.7 38.2 7.0 2.6: 2.5 4.6
Old : 100.0: 41.4 45.7 9.1 0.3 2.4 1.1 34.8 2.7 38.2 7.0 2.6: 2.5 4.6
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 : 40: 13 13 4 . . . 4 . 8 6 9:
Old : 40: 13 13 4 . . . 4 . 8 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 65.0 64.6 77.2 39.9 57.5 55.3 64.2
Old : 43.6 65.0 64.6 77.2 39.9 57.5 55.3 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 25,751: 14,718 17,843 0 3,582 3,168 5,932 0 0 981 695 82: 870 381
Old : 25,751: 14,718 17,843 0 3,582 3,168 5,932 0 0 981 695 82: 870 381
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 69.3 0.0 13.9 12.3 23.0 0.0 0.0 3.8 2.7 0.3: 3.4 1.5
Old : 100.0: 57.2 69.3 0.0 13.9 12.3 23.0 0.0 0.0 3.8 2.7 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: 21 21 0 . . . 0 0 4 . .:
Old : 41: 21 21 0 . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 53.0 68.7 73.5 43.2 37.2 52.5 52.6
Old : 49.2 53.0 68.7 73.5 43.2 37.2 52.5 52.6
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 42,464: 27,955 39,131 5,902 0 1,670 325 1,181 127 6,250 180 175: 60 0
Old : 42,464: 27,955 39,131 5,902 0 1,670 325 1,181 127 6,250 180 175: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -126: 230 -275 -425 0 25 -25 25 0 50 75 25: -6 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 92.2 13.9 0.0 3.9 0.8 2.8 0.3 14.7 0.4 0.4: 0.1 0.0
Old : 100.0: 65.8 92.2 13.9 0.0 3.9 0.8 2.8 0.3 14.7 0.4 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 20 . 0 . . . . 4 . .:
Old : 38: 20 20 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 75.5 88.8 88.2 62.7 71.5 80.0 80.1
Old : 65.2 75.5 88.8 88.2 62.7 71.5 80.0 80.1
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 23,628: 17,284 18,868 0 3,540 1,060 25 0 0 5,125 140 0: 134 20
Old : 23,628: 17,284 18,868 0 3,540 1,060 25 0 0 5,125 140 0: 134 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 830: 680 500 0 305 50 0 0 0 100 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 79.9 0.0 15.0 4.5 0.1 0.0 0.0 21.7 0.6 0.0: 0.6 0.1
Old : 100.0: 73.2 79.9 0.0 15.0 4.5 0.1 0.0 0.0 21.7 0.6 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 15 0 . . . 0 0 4 . 0:
Old : 29: 14 15 0 . . . 0 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 : 70.1 74.5 88.6 94.1 69.5 70.7 82.8 83.5
Old : 70.1 74.5 88.6 94.1 69.5 70.7 82.8 83.5
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 145,983: 130,924 104,081 1,722 29,532 3,229 370 2,380 2,730 4,147 1,194 2,599: 262 238
Old : 145,983: 130,924 104,081 1,722 29,532 3,229 370 2,380 2,730 4,147 1,194 2,599: 262 238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,649: 1,073 2,010 91 -1,656 462 -70 45 0 -5 694 114: -16 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 71.3 1.2 20.2 2.2 0.3 1.6 1.9 2.8 0.8 1.8: 0.2 0.2
Old : 100.0: 89.7 71.3 1.2 20.2 2.2 0.3 1.6 1.9 2.8 0.8 1.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 33 33 . . 4 . . . . . .:
Old : 50: 33 33 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 61.7 61.8 73.2 34.5 50.0 48.2 58.3
Old : 38.9 61.7 61.8 73.2 34.5 50.0 48.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 45,092: 37,359 32,588 4,397 4,241 2,084 275 4,817 572 175 625 150: 80 15
Old : 45,092: 37,359 32,588 4,397 4,241 2,084 275 4,817 572 175 625 150: 80 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,085: 1,680 1,110 -225 380 -280 -80 0 0 50 -50 -75: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 72.3 9.8 9.4 4.6 0.6 10.7 1.3 0.4 1.4 0.3: 0.2 0.0
Old : 100.0: 82.9 72.3 9.8 9.4 4.6 0.6 10.7 1.3 0.4 1.4 0.3: 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 : 35: 14 19 . . . . . . . . .:
Old : 35: 14 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 65.1 92.3 87.0 71.6 52.6 77.6 73.5
Old : 76.6 65.1 92.3 87.0 71.6 52.6 77.6 73.5
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 26,374: 22,735 18,285 2,962 7,592 455 150 0 0 8 0 42: 22 0
Old : 26,374: 22,735 18,285 2,962 7,592 455 150 0 0 8 0 42: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 365: 365 175 0 165 0 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 69.3 11.2 28.8 1.7 0.6 0.0 0.0 0.0 0.0 0.2: 0.1 0.0
Old : 100.0: 86.2 69.3 11.2 28.8 1.7 0.6 0.0 0.0 0.0 0.0 0.2: 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 : 20: 8 12 . . . . 0 0 . 0 .:
Old : 20: 8 12 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 94.3 98.3 98.6 85.4 82.8 87.5 87.1
Old : 85.7 94.3 98.3 98.6 85.4 82.8 87.5 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 49,015: 35,697 39,115 7,410 7,580 1,420 3,300 650 0 895 0 120: 173 130
Old : 49,015: 35,697 39,115 7,410 7,580 1,420 3,300 650 0 895 0 120: 173 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 3,063: 1,080 2,598 320 600 -75 1,800 0 0 0 0 -60: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 79.8 15.1 15.5 2.9 6.7 1.3 0.0 1.8 0.0 0.2: 0.4 0.3
Old : 100.0: 72.8 79.8 15.1 15.5 2.9 6.7 1.3 0.0 1.8 0.0 0.2: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 25 . . . . . 0 . 0 .:
Old : 34: 23 25 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 43.2 69.7 66.7 40.0 38.8 49.6 55.3
Old : 46.7 43.2 69.7 66.7 40.0 38.8 49.6 55.3
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 71,509: 43,262 43,709 5,181 21,330 5,070 15,435 1,015 225 1,584 0 160: 592 0
Old : 71,509: 43,262 43,709 5,181 21,330 5,070 15,435 1,015 225 1,584 0 160: 592 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,185: -78 85 30 1,650 -100 1,580 -10 0 0 0 -440: 193 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 61.1 7.2 29.8 7.1 21.6 1.4 0.3 2.2 0.0 0.2: 0.8 0.0
Old : 100.0: 60.5 61.1 7.2 29.8 7.1 21.6 1.4 0.3 2.2 0.0 0.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 25 4 . 4 . . . . 0 .:
Old : 39: 26 25 4 . 4 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 56.6 65.8 74.5 37.8 55.0 51.3 63.0
Old : 46.9 56.6 65.8 74.5 37.8 55.0 51.3 63.0
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 81,620: 62,803 58,384 13,098 21,235 300 920 110 5 3,447 210 835: 212 541
Old : 81,620: 62,803 58,384 13,098 21,235 300 920 110 5 3,447 210 835: 212 541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,970: 3,555 1,180 95 760 0 0 0 0 -1,440 210 -180: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 71.5 16.0 26.0 0.4 1.1 0.1 0.0 4.2 0.3 1.0: 0.3 0.7
Old : 100.0: 76.9 71.5 16.0 26.0 0.4 1.1 0.1 0.0 4.2 0.3 1.0: 0.3 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 : 39: 20 23 . . . . . . . . .:
Old : 39: 20 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 62.7 74.5 78.8 49.8 62.7 73.3 75.4
Old : 50.6 62.7 74.5 78.8 49.8 62.7 73.3 75.4
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 114,224: 83,660 72,439 22,924 39,100 1,055 930 110 0 4,406 0 970: 279 550
Old : 114,224: 83,660 72,439 22,924 39,100 1,055 930 110 0 4,406 0 970: 279 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 4,275: 5,425 4,010 290 10 0 0 0 0 -1,650 0 270: -60 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 63.4 20.1 34.2 0.9 0.8 0.1 0.0 3.9 0.0 0.8: 0.2 0.5
Old : 100.0: 73.2 63.4 20.1 34.2 0.9 0.8 0.1 0.0 3.9 0.0 0.8: 0.2 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 : 42: 24 24 . . . . . 0 4 0 .:
Old : 42: 24 24 . . . . . 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 : 48.8 59.9 71.6 79.9 48.6 59.0 69.8 78.1
Old : 48.8 59.9 71.6 79.9 48.6 59.0 69.8 78.1
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,305: 29,880 40,100 10,155 0 1,860 85 0 0 75 95 125: 125 125
Old : 42,305: 29,880 40,100 10,155 0 1,860 85 0 0 75 95 125: 125 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,605: 2,120 1,220 -900 0 385 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 94.8 24.0 0.0 4.4 0.2 0.0 0.0 0.2 0.2 0.3: 0.3 0.3
Old : 100.0: 70.6 94.8 24.0 0.0 4.4 0.2 0.0 0.0 0.2 0.2 0.3: 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 : 31: 17 17 4 0 . . 0 0 . . .:
Old : 31: 17 17 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 86.4 88.0 95.3 58.2 84.9 81.1 88.2
Old : 62.7 86.4 88.0 95.3 58.2 84.9 81.1 88.2
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 27,193: 23,440 22,343 0 1,996 2,749 0 0 0 649 10 95: 260 0
Old : 27,193: 23,440 22,343 0 1,996 2,749 0 0 0 649 10 95: 260 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -192: 73 -294 0 475 -295 0 0 0 30 -60 0: 0 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 82.2 0.0 7.3 10.1 0.0 0.0 0.0 2.4 0.0 0.3: 1.0 0.0
Old : 100.0: 86.2 82.2 0.0 7.3 10.1 0.0 0.0 0.0 2.4 0.0 0.3: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 19 0 . . 0 0 0 . . .:
Old : 26: 17 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 : 49.8 56.9 75.1 79.6 40.7 42.6 53.5 52.8
Old : 49.8 56.9 75.1 79.6 40.7 42.6 53.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,900: 6,360 7,350 190 50 400 0 100 0 950 0 0: 0 0
Old : 7,900: 6,360 7,350 190 50 400 0 100 0 950 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 93.0 2.4 0.6 5.1 0.0 1.3 0.0 12.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.5 93.0 2.4 0.6 5.1 0.0 1.3 0.0 12.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 . 0 . 0 0:
Old : 20: 10 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 76.7 80.5 96.2 47.0 58.4 63.4 65.8
Old : 54.6 76.7 80.5 96.2 47.0 58.4 63.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 55,295: 37,920 32,394 2,171 9,227 7,177 186 1,034 352 4,285 2,368 2,736: 468 7
Old : 55,295: 37,920 32,394 2,171 9,227 7,177 186 1,034 352 4,285 2,368 2,736: 468 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -718: -335 127 993 657 -1,423 -332 19 32 398 -10 -120: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 58.6 3.9 16.7 13.0 0.3 1.9 0.6 7.7 4.3 4.9: 0.8 0.0
Old : 100.0: 68.6 58.6 3.9 16.7 13.0 0.3 1.9 0.6 7.7 4.3 4.9: 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 : 48: 25 28 . . . . . . 6 . 5:
Old : 48: 25 28 . . . . . . 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 : 46.9 47.6 70.3 63.5 29.2 29.1 40.8 39.2
Old : 46.9 47.6 70.3 63.5 29.2 29.1 40.8 39.2
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,027: 5,903 7,163 2,571 600 200 0 950 0 1,300 960 750: 303 404
Old : 11,027: 5,903 7,163 2,571 600 200 0 950 0 1,300 960 750: 303 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,100: 700 1,100 400 0 0 0 0 0 0 60 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 65.0 23.3 5.4 1.8 0.0 8.6 0.0 11.8 8.7 6.8: 2.7 3.7
Old : 100.0: 53.5 65.0 23.3 5.4 1.8 0.0 8.6 0.0 11.8 8.7 6.8: 2.7 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 : 23: 12 12 . . . 0 . 0 . . .:
Old : 23: 12 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 44.8 81.1 70.7 48.9 41.4 67.8 60.5
Old : 59.3 44.8 81.1 70.7 48.9 41.4 67.8 60.5
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,371: 39,931 50,771 10,595 0 3,195 85 0 0 430 100 120: 15 185
Old : 54,371: 39,931 50,771 10,595 0 3,195 85 0 0 430 100 120: 15 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,483: 2,083 1,033 -1,050 0 450 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 93.4 19.5 0.0 5.9 0.2 0.0 0.0 0.8 0.2 0.2: 0.0 0.3
Old : 100.0: 73.4 93.4 19.5 0.0 5.9 0.2 0.0 0.0 0.8 0.2 0.2: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 20 . 0 . . 0 0 . . .:
Old : 34: 19 20 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 77.1 86.1 91.7 52.3 74.6 73.4 79.4
Old : 57.7 77.1 86.1 91.7 52.3 74.6 73.4 79.4
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 41,170: 37,213 28,080 630 12,360 50 2,310 170 0 277 270 240: 450 0
Old : 41,170: 37,213 28,080 630 12,360 50 2,310 170 0 277 270 240: 450 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -967: -956 -448 0 -229 -170 210 -10 0 -51 -110 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 68.2 1.5 30.0 0.1 5.6 0.4 0.0 0.7 0.7 0.6: 1.1 0.0
Old : 100.0: 90.4 68.2 1.5 30.0 0.1 5.6 0.4 0.0 0.7 0.7 0.6: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 23 . . . 4 . 0 . . .:
Old : 36: 18 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 : 57.9 58.6 78.3 81.3 46.8 57.2 63.1 73.5
Old : 57.9 58.6 78.3 81.3 46.8 57.2 63.1 73.5
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,895: 56,980 63,800 8,060 5,675 1,440 600 0 0 4,120 300 7: 688 673
Old : 71,895: 56,980 63,800 8,060 5,675 1,440 600 0 0 4,120 300 7: 688 673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 2,897: 735 4,140 1,700 -1,400 175 0 0 0 305 0 -18: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 88.7 11.2 7.9 2.0 0.8 0.0 0.0 5.7 0.4 0.0: 1.0 0.9
Old : 100.0: 79.3 88.7 11.2 7.9 2.0 0.8 0.0 0.0 5.7 0.4 0.0: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 17 . . . . 0 0 . . .:
Old : 31: 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 : 53.4 87.0 71.6 96.0 48.9 80.8 64.6 81.0
Old : 53.4 87.0 71.6 96.0 48.9 80.8 64.6 81.0
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 76,730: 60,805 65,477 8,436 7,253 1,855 300 0 0 4,506 1,800 35: 793 310
Old : 76,730: 60,805 65,477 8,436 7,253 1,855 300 0 0 4,506 1,800 35: 793 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 4,180: 2,225 5,270 2,040 -700 -325 0 0 0 305 0 -65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 85.3 11.0 9.5 2.4 0.4 0.0 0.0 5.9 2.3 0.0: 1.0 0.4
Old : 100.0: 79.2 85.3 11.0 9.5 2.4 0.4 0.0 0.0 5.9 2.3 0.0: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 16 . . . . 0 0 . . .:
Old : 34: 23 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 81.5 73.3 94.1 49.4 76.8 64.2 82.2
Old : 51.4 81.5 73.3 94.1 49.4 76.8 64.2 82.2
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 93,574: 83,485 83,302 7,865 7,376 1,748 0 0 0 45 822 310: 121 16
Old : 93,574: 83,485 83,302 7,865 7,376 1,748 0 0 0 45 822 310: 121 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 694: 885 1,506 470 410 -600 0 0 0 0 -566 -57: -4 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 89.0 8.4 7.9 1.9 0.0 0.0 0.0 0.0 0.9 0.3: 0.1 0.0
Old : 100.0: 89.2 89.0 8.4 7.9 1.9 0.0 0.0 0.0 0.0 0.9 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 23 . 4 4 0 0 0 . . .:
Old : 36: 20 23 . 4 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 58.5 81.4 83.8 59.7 55.4 74.3 73.3
Old : 62.8 58.5 81.4 83.8 59.7 55.4 74.3 73.3
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 118,888: 105,354 105,242 9,457 7,913 2,302 50 1,368 25 1,085 1,766 201: 414 71
Old : 118,888: 105,354 105,242 9,457 7,913 2,302 50 1,368 25 1,085 1,766 201: 414 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,019: 1,032 289 12 304 23 -50 469 0 0 -100 16: -14 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 88.5 8.0 6.7 1.9 0.0 1.2 0.0 0.9 1.5 0.2: 0.3 0.1
Old : 100.0: 88.6 88.5 8.0 6.7 1.9 0.0 1.2 0.0 0.9 1.5 0.2: 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 : 46: 20 24 . 5 . . . . . 5 .:
Old : 46: 20 24 . 5 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 53.8 80.3 79.8 56.1 52.8 69.8 67.8
Old : 61.6 53.8 80.3 79.8 56.1 52.8 69.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 50,990: 44,015 46,770 3,480 0 3,495 0 225 0 0 500 0: 0 0
Old : 50,990: 44,015 46,770 3,480 0 3,495 0 225 0 0 500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 665: 415 645 280 0 -30 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 91.7 6.8 0.0 6.9 0.0 0.4 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 86.3 91.7 6.8 0.0 6.9 0.0 0.4 0.0 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . 0 . 0 . 0 0 . 0:
Old : 28: 13 13 . 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 : 87.4 86.6 97.9 96.2 83.5 85.8 91.0 90.2
Old : 87.4 86.6 97.9 96.2 83.5 85.8 91.0 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 40,719: 36,031 37,131 2,963 1,480 1,700 0 0 0 0 383 25: 0 0
Old : 40,719: 36,031 37,131 2,963 1,480 1,700 0 0 0 0 383 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 510: 650 435 0 140 -140 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 91.2 7.3 3.6 4.2 0.0 0.0 0.0 0.0 0.9 0.1: 0.0 0.0
Old : 100.0: 88.5 91.2 7.3 3.6 4.2 0.0 0.0 0.0 0.0 0.9 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 0 0 0 . .:
Old : 20: 10 9 . . . 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 : 87.9 94.9 97.6 98.9 87.2 89.7 93.4 93.6
Old : 87.9 94.9 97.6 98.9 87.2 89.7 93.4 93.6
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 46,221: 37,891 37,850 3,500 3,806 2,677 650 725 250 0 528 275: 978 110
Old : 46,221: 37,891 37,850 3,500 3,806 2,677 650 725 250 0 528 275: 978 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 33: 416 183 -300 -28 47 0 0 0 0 -12 -145: 15 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 81.9 7.6 8.2 5.8 1.4 1.6 0.5 0.0 1.1 0.6: 2.1 0.2
Old : 100.0: 82.0 81.9 7.6 8.2 5.8 1.4 1.6 0.5 0.0 1.1 0.6: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 18 . . . . . . 0 . .:
Old : 25: 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 : 53.6 69.5 79.2 82.7 42.2 58.4 61.5 64.6
Old : 53.6 69.5 79.2 82.7 42.2 58.4 61.5 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 55,284: 28,117 47,785 1,045 2,942 3,273 21,910 300 0 0 858 87: 852 39
Old : 55,284: 28,117 47,785 1,045 2,942 3,273 21,910 300 0 0 858 87: 852 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -678: 797 -497 -200 50 -240 -920 0 0 0 150 -128: 13 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 86.4 1.9 5.3 5.9 39.6 0.5 0.0 0.0 1.6 0.2: 1.5 0.1
Old : 100.0: 50.9 86.4 1.9 5.3 5.9 39.6 0.5 0.0 0.0 1.6 0.2: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 24 . . . 4 . 0 0 . .:
Old : 33: 21 24 . . . 4 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 56.3 83.8 74.5 63.4 51.0 69.3 64.6
Old : 68.4 56.3 83.8 74.5 63.4 51.0 69.3 64.6
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 36,919: 20,878 36,448 15,389 0 115 195 0 285 0 0 0: 57 71
Old : 36,919: 20,878 36,448 15,389 0 115 195 0 285 0 0 0: 57 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 234: -247 235 455 0 0 0 0 0 0 0 0: 26 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 98.7 41.7 0.0 0.3 0.5 0.0 0.8 0.0 0.0 0.0: 0.2 0.2
Old : 100.0: 56.6 98.7 41.7 0.0 0.3 0.5 0.0 0.8 0.0 0.0 0.0: 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 : 24: 14 15 4 0 . . 0 . 0 0 0:
Old : 24: 14 15 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 : 63.0 90.9 84.8 96.3 63.0 85.0 81.6 89.5
Old : 63.0 90.9 84.8 96.3 63.0 85.0 81.6 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,712: 20,785 33,242 12,507 0 180 0 265 0 0 0 0: 240 25
Old : 33,712: 20,785 33,242 12,507 0 180 0 265 0 0 0 0: 240 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 90: 10 370 360 0 -280 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 98.6 37.1 0.0 0.5 0.0 0.8 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 61.7 98.6 37.1 0.0 0.5 0.0 0.8 0.0 0.0 0.0 0.0: 0.7 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 : 23: 13 11 4 0 . 0 . 0 0 0 0:
Old : 23: 13 11 4 0 . 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 : 60.4 88.8 85.4 97.0 60.2 83.5 82.7 89.1
Old : 60.4 88.8 85.4 97.0 60.2 83.5 82.7 89.1
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,859: 30,512 30,207 818 300 1,741 140 600 100 66 570 300: 182 41
Old : 33,859: 30,512 30,207 818 300 1,741 140 600 100 66 570 300: 182 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 195: 210 90 135 110 -145 0 0 0 0 135 0: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 89.2 2.4 0.9 5.1 0.4 1.8 0.3 0.2 1.7 0.9: 0.5 0.1
Old : 100.0: 90.1 89.2 2.4 0.9 5.1 0.4 1.8 0.3 0.2 1.7 0.9: 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 : 34: 18 19 . . . . . . . . .:
Old : 34: 18 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 58.3 88.9 78.3 76.0 57.5 82.9 76.4
Old : 77.1 58.3 88.9 78.3 76.0 57.5 82.9 76.4
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 24,375: 20,957 23,287 2,246 100 343 15 0 250 275 250 110: 179 35
Old : 24,375: 20,957 23,287 2,246 100 343 15 0 250 275 250 110: 179 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,465: 1,202 1,301 310 0 100 0 0 0 0 250 0: -147 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 95.5 9.2 0.4 1.4 0.1 0.0 1.0 1.1 1.0 0.5: 0.7 0.1
Old : 100.0: 86.0 95.5 9.2 0.4 1.4 0.1 0.0 1.0 1.1 1.0 0.5: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 17 . . . . 0 . . . .:
Old : 29: 15 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 : 70.2 67.5 85.8 87.6 67.8 67.0 81.9 81.9
Old : 70.2 67.5 85.8 87.6 67.8 67.0 81.9 81.9
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 46,035: 39,280 33,120 4,346 10,040 398 70 1,027 1,135 510 75 200: 96 40
Old : 46,035: 39,280 33,120 4,346 10,040 398 70 1,027 1,135 510 75 200: 96 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 296: 787 307 -482 -309 79 -10 216 7 -25 10 -25: -35 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 71.9 9.4 21.8 0.9 0.2 2.2 2.5 1.1 0.2 0.4: 0.2 0.1
Old : 100.0: 85.3 71.9 9.4 21.8 0.9 0.2 2.2 2.5 1.1 0.2 0.4: 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 : 34: 19 21 . . . . . . . . .:
Old : 34: 19 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 54.4 76.9 74.2 42.2 52.0 59.7 62.3
Old : 56.1 54.4 76.9 74.2 42.2 52.0 59.7 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,571: 34,254 26,126 3,003 12,393 722 1,157 0 65 90 225 10: 270 30
Old : 39,571: 34,254 26,126 3,003 12,393 722 1,157 0 65 90 225 10: 270 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 875: 1,113 1,078 -365 222 15 32 0 0 0 -455 10: 70 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 66.0 7.6 31.3 1.8 2.9 0.0 0.2 0.2 0.6 0.0: 0.7 0.1
Old : 100.0: 86.6 66.0 7.6 31.3 1.8 2.9 0.0 0.2 0.2 0.6 0.0: 0.7 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: 19 17 . . . . 0 . . . .:
Old : 30: 19 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 : 63.8 65.3 81.1 86.6 48.0 60.7 61.0 71.0
Old : 63.8 65.3 81.1 86.6 48.0 60.7 61.0 71.0
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,210: 11,708 13,554 1,580 1,609 1,969 1,535 0 75 150 0 0: 193 3
Old : 17,210: 11,708 13,554 1,580 1,609 1,969 1,535 0 75 150 0 0: 193 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 0: 0 -25 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 78.8 9.2 9.3 11.4 8.9 0.0 0.4 0.9 0.0 0.0: 1.1 0.0
Old : 100.0: 68.0 78.8 9.2 9.3 11.4 8.9 0.0 0.4 0.9 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 : 22: 11 11 . . . . 0 . . 0 0:
Old : 22: 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 : 58.0 71.8 87.5 94.4 52.7 55.8 71.5 74.1
Old : 58.0 71.8 87.5 94.4 52.7 55.8 71.5 74.1
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,981: 9,996 15,836 2,919 0 1,640 0 300 50 3,216 0 155: 5 0
Old : 17,981: 9,996 15,836 2,919 0 1,640 0 300 50 3,216 0 155: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -375: 0 0 50 0 -50 0 0 0 -50 0 -325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 88.1 16.2 0.0 9.1 0.0 1.7 0.3 17.9 0.0 0.9: 0.0 0.0
Old : 100.0: 55.6 88.1 16.2 0.0 9.1 0.0 1.7 0.3 17.9 0.0 0.9: 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: 13 7 . 0 . 0 . . 4 0 .:
Old : 24: 13 7 . 0 . 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 : 55.1 88.1 81.8 97.8 47.0 81.8 72.2 84.0
Old : 55.1 88.1 81.8 97.8 47.0 81.8 72.2 84.0
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,699: 11,209 15,994 3,181 0 1,230 0 1,050 50 2,609 0 375: 45 0
Old : 18,699: 11,209 15,994 3,181 0 1,230 0 1,050 50 2,609 0 375: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -425: 0 0 50 0 -50 0 0 0 -50 0 -375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 85.5 17.0 0.0 6.6 0.0 5.6 0.3 14.0 0.0 2.0: 0.2 0.0
Old : 100.0: 59.9 85.5 17.0 0.0 6.6 0.0 5.6 0.3 14.0 0.0 2.0: 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 : 23: 13 9 . 0 . 0 . . . 0 .:
Old : 23: 13 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 : 51.2 84.6 80.2 96.3 44.1 83.0 70.5 84.2
Old : 51.2 84.6 80.2 96.3 44.1 83.0 70.5 84.2
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,565: 11,000 9,125 3,350 6,345 695 0 0 0 900 400 0: 620 0
Old : 16,565: 11,000 9,125 3,350 6,345 695 0 0 0 900 400 0: 620 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,255: 1,290 15 0 1,200 0 0 0 0 0 300 0: -35 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 55.1 20.2 38.3 4.2 0.0 0.0 0.0 5.4 2.4 0.0: 3.7 0.0
Old : 100.0: 66.4 55.1 20.2 38.3 4.2 0.0 0.0 0.0 5.4 2.4 0.0: 3.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . . . 0 0 0 . . 0:
Old : 21: 11 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 82.5 87.3 93.6 69.4 77.3 81.6 85.5
Old : 71.6 82.5 87.3 93.6 69.4 77.3 81.6 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 PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,060: 13,570 11,805 5,500 7,885 970 0 0 0 900 400 0: 120 0
Old : 21,060: 13,570 11,805 5,500 7,885 970 0 0 0 900 400 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,255: 1,290 15 0 1,200 0 0 0 0 0 300 0: -35 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 56.1 26.1 37.4 4.6 0.0 0.0 0.0 4.3 1.9 0.0: 0.6 0.0
Old : 100.0: 64.4 56.1 26.1 37.4 4.6 0.0 0.0 0.0 4.3 1.9 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . . . 0 0 0 . . 0:
Old : 22: 11 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 : 76.6 79.8 91.1 91.7 71.3 73.2 80.7 80.2
Old : 76.6 79.8 91.1 91.7 71.3 73.2 80.7 80.2
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,714: 10,890 13,560 9,395 8,568 170 90 0 110 4,150 2,805 450: 459 51
Old : 25,714: 10,890 13,560 9,395 8,568 170 90 0 110 4,150 2,805 450: 459 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 178: 0 -600 30 1,250 0 0 0 0 540 0 -460: 68 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 52.7 36.5 33.3 0.7 0.4 0.0 0.4 16.1 10.9 1.8: 1.8 0.2
Old : 100.0: 42.4 52.7 36.5 33.3 0.7 0.4 0.0 0.4 16.1 10.9 1.8: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 13 . . . . 0 . . . .:
Old : 28: 11 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 : 70.7 63.0 91.1 85.4 69.4 62.3 88.8 82.3
Old : 70.7 63.0 91.1 85.4 69.4 62.3 88.8 82.3
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,442: 9,631 11,190 8,808 8,456 270 90 25 110 3,555 2,805 550: 428 36
Old : 23,442: 9,631 11,190 8,808 8,456 270 90 25 110 3,555 2,805 550: 428 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 236: 0 -600 30 1,250 0 0 0 0 540 0 -400: 66 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 47.7 37.6 36.1 1.2 0.4 0.1 0.5 15.2 12.0 2.3: 1.8 0.2
Old : 100.0: 41.1 47.7 37.6 36.1 1.2 0.4 0.1 0.5 15.2 12.0 2.3: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 11 . . . . . . . . .:
Old : 26: 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 : 71.3 66.7 89.9 91.1 69.4 65.5 87.2 86.7
Old : 71.3 66.7 89.9 91.1 69.4 65.5 87.2 86.7
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,574: 34,752 42,784 8,355 0 3,425 0 475 225 0 400 2,265: 552 0
Old : 49,574: 34,752 42,784 8,355 0 3,425 0 475 225 0 400 2,265: 552 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -46: -151 -42 50 0 0 0 0 0 0 0 0: 55 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 86.3 16.9 0.0 6.9 0.0 1.0 0.5 0.0 0.8 4.6: 1.1 0.0
Old : 100.0: 70.1 86.3 16.9 0.0 6.9 0.0 1.0 0.5 0.0 0.8 4.6: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . 0 . 0 . . 0 . .:
Old : 30: 17 15 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 84.1 79.2 93.6 52.6 78.8 72.3 81.9
Old : 58.3 84.1 79.2 93.6 52.6 78.8 72.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,221: 35,076 42,487 8,264 0 2,874 0 475 225 245 910 2,250: 287 0
Old : 49,221: 35,076 42,487 8,264 0 2,874 0 475 225 245 910 2,250: 287 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 185: 86 200 80 0 -15 0 0 0 0 0 0: 34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 86.3 16.8 0.0 5.8 0.0 1.0 0.5 0.5 1.8 4.6: 0.6 0.0
Old : 100.0: 71.3 86.3 16.8 0.0 5.8 0.0 1.0 0.5 0.5 1.8 4.6: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 14 4 0 . 0 . . . . .:
Old : 31: 17 14 4 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 82.1 79.6 92.2 54.6 78.6 73.1 82.2
Old : 59.0 82.1 79.6 92.2 54.6 78.6 73.1 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 120,383: 89,480 90,421 14,530 14,434 3,643 1,755 655 290 10,072 10,522 353: 260 65
Old : 120,383: 89,480 90,421 14,530 14,434 3,643 1,755 655 290 10,072 10,522 353: 260 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 5,512: 5,362 7,332 0 -1,590 325 0 0 0 1,080 700 -1,255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 75.1 12.1 12.0 3.0 1.5 0.5 0.2 8.4 8.7 0.3: 0.2 0.1
Old : 100.0: 74.3 75.1 12.1 12.0 3.0 1.5 0.5 0.2 8.4 8.7 0.3: 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 : 52: 32 24 . 4 . . . . 5 . 5:
Old : 52: 32 24 . 4 . . . . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 54.9 63.4 82.3 41.2 50.1 61.5 73.8
Old : 41.6 54.9 63.4 82.3 41.2 50.1 61.5 73.8
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 126,886: 97,202 87,224 17,040 21,717 2,569 330 775 1,060 8,127 13,238 238: 320 65
Old : 126,886: 97,202 87,224 17,040 21,717 2,569 330 775 1,060 8,127 13,238 238: 320 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 2,373: 4,317 3,887 0 -1,400 231 0 0 0 50 1,880 -2,225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 68.7 13.4 17.1 2.0 0.3 0.6 0.8 6.4 10.4 0.2: 0.3 0.1
Old : 100.0: 76.6 68.7 13.4 17.1 2.0 0.3 0.6 0.8 6.4 10.4 0.2: 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 : 57: 32 28 . 4 4 . . 4 4 . 4:
Old : 57: 32 28 . 4 4 . . 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 : 42.9 48.6 61.5 78.0 41.8 45.7 57.6 71.3
Old : 42.9 48.6 61.5 78.0 41.8 45.7 57.6 71.3
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 249,455: 159,653 170,823 46,631 26,094 9,907 8,564 23,614 4,149 11,470 6,588 8,101: 980 179
Old : 249,455: 159,653 170,823 46,631 26,094 9,907 8,564 23,614 4,149 11,470 6,588 8,101: 980 179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 4,074: 2,688 5,846 270 -1,653 1,525 516 5 -28 347 -328 -1,311: 67 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 68.5 18.7 10.5 4.0 3.4 9.5 1.7 4.6 2.6 3.2: 0.4 0.1
Old : 100.0: 64.0 68.5 18.7 10.5 4.0 3.4 9.5 1.7 4.6 2.6 3.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 41 38 . . 5 11 5 8 9 6 12:
Old : 82: 41 38 . . 5 11 5 8 9 6 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 46.0 58.9 65.6 36.2 37.1 48.4 48.9
Old : 39.5 46.0 58.9 65.6 36.2 37.1 48.4 48.9
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,585: 14,749 28,130 7,665 0 0 980 0 70 4,820 205 180: 121 0
Old : 28,585: 14,749 28,130 7,665 0 0 980 0 70 4,820 205 180: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -450: 0 0 0 0 0 0 0 0 0 0 -450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 98.4 26.8 0.0 0.0 3.4 0.0 0.2 16.9 0.7 0.6: 0.4 0.0
Old : 100.0: 51.6 98.4 26.8 0.0 0.0 3.4 0.0 0.2 16.9 0.7 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 10 . 0 0 . 0 . . . .:
Old : 28: 18 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 : 53.6 96.2 80.3 99.0 53.0 94.9 79.2 95.6
Old : 53.6 96.2 80.3 99.0 53.0 94.9 79.2 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,510: 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 255: 138 0
Old : 27,510: 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 255: 138 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -400: 0 0 0 0 0 0 0 0 0 0 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 93.2 29.3 0.0 0.0 1.5 5.1 0.6 18.2 0.2 0.9: 0.5 0.0
Old : 100.0: 49.1 93.2 29.3 0.0 0.0 1.5 5.1 0.6 18.2 0.2 0.9: 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 : 27: 17 9 . 0 0 . . . . . .:
Old : 27: 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 : 57.9 94.0 84.5 98.7 57.1 92.7 83.5 95.1
Old : 57.9 94.0 84.5 98.7 57.1 92.7 83.5 95.1
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,227: 4,705 8,832 8,312 1,920 345 50 2,465 850 450 300 0: 1,515 1,515
Old : 16,227: 4,705 8,832 8,312 1,920 345 50 2,465 850 450 300 0: 1,515 1,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -25: -25 -75 25 -75 0 -25 125 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 54.4 51.2 11.8 2.1 0.3 15.2 5.2 2.8 1.8 0.0: 9.3 9.3
Old : 100.0: 29.0 54.4 51.2 11.8 2.1 0.3 15.2 5.2 2.8 1.8 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 . . . . . . . . 0:
Old : 23: 11 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 62.7 85.7 79.5 71.3 54.5 77.3 70.1
Old : 74.5 62.7 85.7 79.5 71.3 54.5 77.3 70.1
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,660: 1,850 7,130 6,720 200 780 25 1,265 660 25 25 0: 600 600
Old : 10,660: 1,850 7,130 6,720 200 780 25 1,265 660 25 25 0: 600 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 0: 0 -100 0 0 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 66.9 63.0 1.9 7.3 0.2 11.9 6.2 0.2 0.2 0.0: 5.6 5.6
Old : 100.0: 17.4 66.9 63.0 1.9 7.3 0.2 11.9 6.2 0.2 0.2 0.0: 5.6 5.6
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 : 23: 9 13 . . . . . . . . 0:
Old : 23: 9 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 : 80.5 51.3 91.6 80.2 72.0 44.1 73.1 66.4
Old : 80.5 51.3 91.6 80.2 72.0 44.1 73.1 66.4
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,468: 27,170 21,143 15,908 24,620 180 3,160 4,890 3,775 4,755 0 2,845: 8,675 9,015
Old : 66,468: 27,170 21,143 15,908 24,620 180 3,160 4,890 3,775 4,755 0 2,845: 8,675 9,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 155: -520 200 -465 0 0 600 0 -100 585 0 -110: 165 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 31.8 23.9 37.0 0.3 4.8 7.4 5.7 7.2 0.0 4.3: 13.1 13.6
Old : 100.0: 40.9 31.8 23.9 37.0 0.3 4.8 7.4 5.7 7.2 0.0 4.3: 13.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 18 . . . . . . . 0 .:
Old : 27: 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 : 57.8 52.5 81.2 69.4 53.0 51.7 67.1 64.8
Old : 57.8 52.5 81.2 69.4 53.0 51.7 67.1 64.8
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,666: 27,447 20,216 14,365 24,490 175 4,025 4,890 3,875 4,170 0 2,765: 7,844 8,255
Old : 64,666: 27,447 20,216 14,365 24,490 175 4,025 4,890 3,875 4,170 0 2,765: 7,844 8,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 190: -545 175 -465 0 0 500 0 0 685 0 -175: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 31.3 22.2 37.9 0.3 6.2 7.6 6.0 6.4 0.0 4.3: 12.1 12.8
Old : 100.0: 42.4 31.3 22.2 37.9 0.3 6.2 7.6 6.0 6.4 0.0 4.3: 12.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 18 . . . . . . . 0 .:
Old : 28: 13 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 : 59.3 54.7 79.8 71.3 52.5 53.4 65.8 64.6
Old : 59.3 54.7 79.8 71.3 52.5 53.4 65.8 64.6
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,295: 13,670 4,915 2,745 0 815 0 7,055 565 0 4,760 500: 4,000 3,685
Old : 22,295: 13,670 4,915 2,745 0 815 0 7,055 565 0 4,760 500: 4,000 3,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 125: 600 50 -200 0 0 0 -2,000 110 0 2,350 -575: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 22.0 12.3 0.0 3.7 0.0 31.6 2.5 0.0 21.4 2.2: 17.9 16.5
Old : 100.0: 61.3 22.0 12.3 0.0 3.7 0.0 31.6 2.5 0.0 21.4 2.2: 17.9 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 9 . 0 . 0 4 . 0 . .:
Old : 27: 14 9 . 0 . 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 : 43.5 65.1 66.9 75.3 42.4 60.6 63.0 69.8
Old : 43.5 65.1 66.9 75.3 42.4 60.6 63.0 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,425: 12,965 4,975 3,460 0 615 0 6,955 565 0 4,810 620: 4,200 3,885
Old : 22,425: 12,965 4,975 3,460 0 615 0 6,955 565 0 4,810 620: 4,200 3,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 95: 600 50 -200 0 0 0 -2,000 110 0 2,350 -605: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 22.2 15.4 0.0 2.7 0.0 31.0 2.5 0.0 21.4 2.8: 18.7 17.3
Old : 100.0: 57.8 22.2 15.4 0.0 2.7 0.0 31.0 2.5 0.0 21.4 2.8: 18.7 17.3
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 : 27: 15 9 . 0 . 0 4 . 0 . .:
Old : 27: 15 9 . 0 . 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 : 42.4 65.0 65.3 74.9 40.8 60.0 60.3 69.2
Old : 42.4 65.0 65.3 74.9 40.8 60.0 60.3 69.2
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,362: 10,677 23,877 4,097 3,255 385 11,185 780 0 2,200 0 0: 2,818 3,065
Old : 31,362: 10,677 23,877 4,097 3,255 385 11,185 780 0 2,200 0 0: 2,818 3,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 3,500: 880 3,280 250 0 0 50 0 0 2,100 0 0: 220 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 76.1 13.1 10.4 1.2 35.7 2.5 0.0 7.0 0.0 0.0: 9.0 9.8
Old : 100.0: 34.0 76.1 13.1 10.4 1.2 35.7 2.5 0.0 7.0 0.0 0.0: 9.0 9.8
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: 8 13 . . . . . 0 . 0 0:
Old : 23: 8 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 : 68.0 72.2 86.0 82.9 67.9 71.0 83.9 81.6
Old : 68.0 72.2 86.0 82.9 67.9 71.0 83.9 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,930: 10,730 19,881 3,875 5,760 410 9,700 780 0 2,100 0 0: 3,115 3,099
Old : 29,930: 10,730 19,881 3,875 5,760 410 9,700 780 0 2,100 0 0: 3,115 3,099
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 66.4 12.9 19.2 1.4 32.4 2.6 0.0 7.0 0.0 0.0: 10.4 10.4
Old : 100.0: 35.9 66.4 12.9 19.2 1.4 32.4 2.6 0.0 7.0 0.0 0.0: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 11 . . . . . 0 . 0 0:
Old : 20: 7 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 : 64.4 76.2 85.3 85.8 63.9 74.9 83.0 83.9
Old : 64.4 76.2 85.3 85.8 63.9 74.9 83.0 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,265: 13,790 31,305 9,245 0 220 3,975 790 80 5,620 550 1,995: 3,340 3,325
Old : 38,265: 13,790 31,305 9,245 0 220 3,975 790 80 5,620 550 1,995: 3,340 3,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 710: 100 410 -120 0 35 -50 0 50 480 0 0: 215 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 81.8 24.2 0.0 0.6 10.4 2.1 0.2 14.7 1.4 5.2: 8.7 8.7
Old : 100.0: 36.0 81.8 24.2 0.0 0.6 10.4 2.1 0.2 14.7 1.4 5.2: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 10 . 0 . 4 . . . . .:
Old : 28: 13 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 : 52.7 74.6 75.7 87.7 47.5 73.4 70.2 82.1
Old : 52.7 74.6 75.7 87.7 47.5 73.4 70.2 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,550: 12,505 29,585 8,575 0 170 3,475 790 80 6,005 200 1,545: 3,195 3,180
Old : 35,550: 12,505 29,585 8,575 0 170 3,475 790 80 6,005 200 1,545: 3,195 3,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 460: 100 410 -120 0 35 -50 0 -200 480 0 0: 215 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 83.2 24.1 0.0 0.5 9.8 2.2 0.2 16.9 0.6 4.3: 9.0 8.9
Old : 100.0: 35.2 83.2 24.1 0.0 0.5 9.8 2.2 0.2 16.9 0.6 4.3: 9.0 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 : 27: 13 9 . 0 . 4 . . . . .:
Old : 27: 13 9 . 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 : 53.2 76.1 75.8 88.0 48.7 75.0 71.2 83.1
Old : 53.2 76.1 75.8 88.0 48.7 75.0 71.2 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,500: 8,710 2,655 775 4,925 50 0 1,755 190 0 435 810: 965 680
Old : 11,500: 8,710 2,655 775 4,925 50 0 1,755 190 0 435 810: 965 680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 710: -30 600 0 120 0 0 0 90 0 -750 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 23.1 6.7 42.8 0.4 0.0 15.3 1.7 0.0 3.8 7.0: 8.4 5.9
Old : 100.0: 75.7 23.1 6.7 42.8 0.4 0.0 15.3 1.7 0.0 3.8 7.0: 8.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 9 . . . 0 . . 0 . .:
Old : 21: 13 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 : 63.0 70.7 79.2 86.4 61.0 62.0 69.6 70.9
Old : 63.0 70.7 79.2 86.4 61.0 62.0 69.6 70.9
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,870: 8,065 2,230 1,075 4,825 0 0 1,735 90 0 635 610: 1,030 745
Old : 10,870: 8,065 2,230 1,075 4,825 0 0 1,735 90 0 635 610: 1,030 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 530: -30 600 0 120 0 0 0 90 0 -750 470: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 20.5 9.9 44.4 0.0 0.0 16.0 0.8 0.0 5.8 5.6: 9.5 6.9
Old : 100.0: 74.2 20.5 9.9 44.4 0.0 0.0 16.0 0.8 0.0 5.8 5.6: 9.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 9 . . 0 0 . . 0 . .:
Old : 21: 13 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 : 64.8 72.8 78.8 87.5 64.6 64.8 73.0 77.4
Old : 64.8 72.8 78.8 87.5 64.6 64.8 73.0 77.4
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,355: 31,505 18,710 0 7,705 2,915 1,325 12,720 455 5,760 80 4,805: 2,590 1,965
Old : 49,355: 31,505 18,710 0 7,705 2,915 1,325 12,720 455 5,760 80 4,805: 2,590 1,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,115: 1,700 815 0 -125 0 -65 35 -35 -910 0 260: 165 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 37.9 0.0 15.6 5.9 2.7 25.8 0.9 11.7 0.2 9.7: 5.2 4.0
Old : 100.0: 63.8 37.9 0.0 15.6 5.9 2.7 25.8 0.9 11.7 0.2 9.7: 5.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 0 . . . . . . . .:
Old : 29: 16 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 64.8 78.0 88.5 52.7 57.3 64.9 72.5
Old : 63.0 64.8 78.0 88.5 52.7 57.3 64.9 72.5
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,845: 31,510 17,475 0 8,335 2,915 715 12,685 605 5,780 80 4,640: 2,680 2,110
Old : 48,845: 31,510 17,475 0 8,335 2,915 715 12,685 605 5,780 80 4,640: 2,680 2,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,150: 1,735 850 0 -125 0 -100 0 0 -910 0 260: 165 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 35.8 0.0 17.1 6.0 1.5 26.0 1.2 11.8 0.2 9.5: 5.5 4.3
Old : 100.0: 64.5 35.8 0.0 17.1 6.0 1.5 26.0 1.2 11.8 0.2 9.5: 5.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 0 . . . . . . . .:
Old : 29: 15 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 66.2 79.1 87.9 54.0 59.4 67.4 71.7
Old : 63.9 66.2 79.1 87.9 54.0 59.4 67.4 71.7
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,815: 21,970 13,615 0 18,310 210 15,495 40 360 1,980 7,480 1,280: 2,520 2,520
Old : 43,815: 21,970 13,615 0 18,310 210 15,495 40 360 1,980 7,480 1,280: 2,520 2,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 905: 495 1,210 0 225 0 -20 -50 0 0 -910 535: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 31.1 0.0 41.8 0.5 35.4 0.1 0.8 4.5 17.1 2.9: 5.8 5.8
Old : 100.0: 50.1 31.1 0.0 41.8 0.5 35.4 0.1 0.8 4.5 17.1 2.9: 5.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 0 . . . . . . . .:
Old : 29: 19 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 : 58.0 72.2 76.4 91.8 58.0 68.4 75.7 86.6
Old : 58.0 72.2 76.4 91.8 58.0 68.4 75.7 86.6
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,010: 19,485 15,100 0 14,555 315 15,120 40 360 1,860 6,770 1,340: 2,530 2,530
Old : 41,010: 19,485 15,100 0 14,555 315 15,120 40 360 1,860 6,770 1,340: 2,530 2,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 985: 495 1,360 0 75 0 -70 -50 0 0 -960 560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 36.8 0.0 35.5 0.8 36.9 0.1 0.9 4.5 16.5 3.3: 6.2 6.2
Old : 100.0: 47.5 36.8 0.0 35.5 0.8 36.9 0.1 0.9 4.5 16.5 3.3: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . . . . . . . .:
Old : 29: 18 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 : 58.8 65.8 76.6 90.8 58.7 61.8 75.9 85.6
Old : 58.8 65.8 76.6 90.8 58.7 61.8 75.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 112,344: 50,580 83,139 27,875 0 3,395 4,229 910 7,295 3,675 2,280 6,795: 8,500 8,530
Old : 112,344: 50,580 83,139 27,875 0 3,395 4,229 910 7,295 3,675 2,280 6,795: 8,500 8,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 2,285: 360 2,790 2,905 -2,375 740 -2,370 30 1,025 -450 0 335: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 74.0 24.8 0.0 3.0 3.8 0.8 6.5 3.3 2.0 6.0: 7.6 7.6
Old : 100.0: 45.0 74.0 24.8 0.0 3.0 3.8 0.8 6.5 3.3 2.0 6.0: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 25 . 0 . . . 4 . . .:
Old : 41: 22 25 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 48.1 76.7 65.8 51.5 46.7 59.2 56.5
Old : 60.6 48.1 76.7 65.8 51.5 46.7 59.2 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 106,903: 47,360 76,984 24,170 0 4,180 5,896 530 5,907 2,270 2,095 8,190: 8,930 9,017
Old : 106,903: 47,360 76,984 24,170 0 4,180 5,896 530 5,907 2,270 2,095 8,190: 8,930 9,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,835: 535 2,775 2,205 -2,835 1,485 -2,220 30 355 -550 0 460: -435 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 72.0 22.6 0.0 3.9 5.5 0.5 5.5 2.1 2.0 7.7: 8.4 8.4
Old : 100.0: 44.3 72.0 22.6 0.0 3.9 5.5 0.5 5.5 2.1 2.0 7.7: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 23 . 0 . . . 4 . . .:
Old : 39: 18 23 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 48.8 77.4 64.7 51.9 45.6 59.6 57.7
Old : 60.6 48.8 77.4 64.7 51.9 45.6 59.6 57.7
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,235: 11,140 19,300 12,345 4,200 1,570 4,720 2,700 250 0 2,075 0: 1,210 1,140
Old : 31,235: 11,140 19,300 12,345 4,200 1,570 4,720 2,700 250 0 2,075 0: 1,210 1,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 340: 740 -660 -250 650 0 -500 0 0 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 61.8 39.5 13.4 5.0 15.1 8.6 0.8 0.0 6.6 0.0: 3.9 3.6
Old : 100.0: 35.7 61.8 39.5 13.4 5.0 15.1 8.6 0.8 0.0 6.6 0.0: 3.9 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: 15 17 . . . . . . 0 . 0:
Old : 29: 15 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 : 73.2 42.6 87.1 64.6 68.2 40.3 80.0 60.7
Old : 73.2 42.6 87.1 64.6 68.2 40.3 80.0 60.7
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,130: 8,155 15,305 11,960 4,435 900 2,100 1,225 360 0 1,250 0: 655 655
Old : 24,130: 8,155 15,305 11,960 4,435 900 2,100 1,225 360 0 1,250 0: 655 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 600: 1,050 -350 0 900 0 -500 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 63.4 49.6 18.4 3.7 8.7 5.1 1.5 0.0 5.2 0.0: 2.7 2.7
Old : 100.0: 33.8 63.4 49.6 18.4 3.7 8.7 5.1 1.5 0.0 5.2 0.0: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 15 . . . . . . 0 . 0:
Old : 26: 15 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 : 74.5 44.0 90.9 64.7 70.7 37.4 76.8 57.1
Old : 74.5 44.0 90.9 64.7 70.7 37.4 76.8 57.1
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,770: 8,435 10,585 0 6,525 1,880 9,250 695 130 0 0 0: 1,075 955
Old : 20,770: 8,435 10,585 0 6,525 1,880 9,250 695 130 0 0 0: 1,075 955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 40: 40 40 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 51.0 0.0 31.4 9.1 44.5 3.3 0.6 0.0 0.0 0.0: 5.2 4.6
Old : 100.0: 40.6 51.0 0.0 31.4 9.1 44.5 3.3 0.6 0.0 0.0 0.0: 5.2 4.6
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 : 23: 12 11 0 . . . . . 0 0 0:
Old : 23: 12 11 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 68.8 89.8 85.3 74.8 59.1 81.1 74.8
Old : 75.4 68.8 89.8 85.3 74.8 59.1 81.1 74.8
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,295: 34,240 31,550 3,635 170 9,850 0 7,615 135 1,400 0 0: 11,035 10,975
Old : 60,295: 34,240 31,550 3,635 170 9,850 0 7,615 135 1,400 0 0: 11,035 10,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,215: 405 565 -370 170 665 0 -500 0 200 0 0: 315 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 52.3 6.0 0.3 16.3 0.0 12.6 0.2 2.3 0.0 0.0: 18.3 18.2
Old : 100.0: 56.8 52.3 6.0 0.3 16.3 0.0 12.6 0.2 2.3 0.0 0.0: 18.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 19 . . . 0 4 . . 0 0:
Old : 32: 17 19 . . . 0 4 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 31.0 66.1 50.9 35.0 20.1 40.1 32.8
Old : 47.6 31.0 66.1 50.9 35.0 20.1 40.1 32.8
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, December 18, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,600: 22,645 20,720 975 795 7,620 535 3,775 150 525 0 0: 14,150 13,540
Old : 46,600: 22,645 20,720 975 795 7,620 535 3,775 150 525 0 0: 14,150 13,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,080: 415 565 125 625 330 0 -500 0 150 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 44.5 2.1 1.7 16.4 1.1 8.1 0.3 1.1 0.0 0.0: 30.4 29.1
Old : 100.0: 48.6 44.5 2.1 1.7 16.4 1.1 8.1 0.3 1.1 0.0 0.0: 30.4 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 . . . . . . . 0 0:
Old : 26: 15 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 : 43.1 31.4 60.7 48.8 25.8 20.0 29.7 26.8
Old : 43.1 31.4 60.7 48.8 25.8 20.0 29.7 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2018