COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,881: 13,050 26,508 7,080 710 489 570 4,828 3,067 14,374 3,247 3,084: 1,167 948
Old : 42,881: 13,050 26,508 7,080 710 489 570 4,828 3,067 14,374 3,247 3,084: 1,167 948
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 208: -213 -61 83 -12 140 -60 51 48 254 191 -104: 60 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 61.8 16.5 1.7 1.1 1.3 11.3 7.2 33.5 7.6 7.2: 2.7 2.2
Old : 100.0: 30.4 61.8 16.5 1.7 1.1 1.3 11.3 7.2 33.5 7.6 7.2: 2.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 13 13 4 . 4 . 6 5 8 7 6:
Old : 43: 13 13 4 . 4 . 6 5 8 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 63.4 61.0 77.5 31.9 50.7 50.9 59.4
Old : 37.1 63.4 61.0 77.5 31.9 50.7 50.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,659: 1,995 2,945 50 648 179 150 255 25 2,238 885 365: 657 357
Old : 5,659: 1,995 2,945 50 648 179 150 255 25 2,238 885 365: 657 357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 638: 368 563 0 5 55 0 10 0 230 0 0: -15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 52.0 0.9 11.5 3.2 2.7 4.5 0.4 39.5 15.6 6.4: 11.6 6.3
Old : 100.0: 35.3 52.0 0.9 11.5 3.2 2.7 4.5 0.4 39.5 15.6 6.4: 11.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 6 . . . . . . 6 . 4:
Old : 20: 5 6 . . . . . . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 59.4 68.8 83.0 31.6 51.5 48.3 61.9
Old : 44.7 59.4 68.8 83.0 31.6 51.5 48.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,088: 41,127 44,583 1,779 3,975 12,753 8,278 21 1,624 1,297 4,374 2,268: 963 490
Old : 70,088: 41,127 44,583 1,779 3,975 12,753 8,278 21 1,624 1,297 4,374 2,268: 963 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 110: 178 90 120 164 -151 -17 -5 -13 -71 -38 64: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 63.6 2.5 5.7 18.2 11.8 0.0 2.3 1.9 6.2 3.2: 1.4 0.7
Old : 100.0: 58.7 63.6 2.5 5.7 18.2 11.8 0.0 2.3 1.9 6.2 3.2: 1.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 31 28 . . . 5 . . 4 6 8:
Old : 54: 31 28 . . . 5 . . 4 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 42.2 65.0 63.9 29.5 24.6 40.9 36.3
Old : 43.2 42.2 65.0 63.9 29.5 24.6 40.9 36.3
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,474: 31,990 34,963 0 2,162 3,264 550 300 0 5,200 360 425: 45 0
Old : 41,474: 31,990 34,963 0 2,162 3,264 550 300 0 5,200 360 425: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 180: -240 660 0 125 -230 50 0 0 975 0 -375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 84.3 0.0 5.2 7.9 1.3 0.7 0.0 12.5 0.9 1.0: 0.1 0.0
Old : 100.0: 77.1 84.3 0.0 5.2 7.9 1.3 0.7 0.0 12.5 0.9 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 18 0 . . . . 0 7 . .:
Old : 36: 21 18 0 . . . . 0 7 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 58.3 72.1 83.1 41.3 46.8 52.1 57.7
Old : 56.0 58.3 72.1 83.1 41.3 46.8 52.1 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,916: 22,181 15,844 0 6,482 860 50 0 50 2,295 2,200 480: 0 0
Old : 25,916: 22,181 15,844 0 6,482 860 50 0 50 2,295 2,200 480: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -196: -841 359 0 -450 145 0 0 0 325 -425 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 61.1 0.0 25.0 3.3 0.2 0.0 0.2 8.9 8.5 1.9: 0.0 0.0
Old : 100.0: 85.6 61.1 0.0 25.0 3.3 0.2 0.0 0.2 8.9 8.5 1.9: 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 : 27: 16 15 0 . . . 0 . . . .:
Old : 27: 16 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 : 63.9 55.6 81.7 82.6 53.2 43.3 63.9 61.2
Old : 63.9 55.6 81.7 82.6 53.2 43.3 63.9 61.2
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 175,319: 138,828 134,860 12,970 10,793 6,793 6,865 7,637 5,345 2,546 8,100 1,596: 376 195
Old : 175,319: 138,828 134,860 12,970 10,793 6,793 6,865 7,637 5,345 2,546 8,100 1,596: 376 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,403: 1,971 2,386 -85 -102 357 325 200 -450 -35 -300 315: 5 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 76.9 7.4 6.2 3.9 3.9 4.4 3.0 1.5 4.6 0.9: 0.2 0.1
Old : 100.0: 79.2 76.9 7.4 6.2 3.9 3.9 4.4 3.0 1.5 4.6 0.9: 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 : 53: 34 32 4 . . . . . 4 . .:
Old : 53: 34 32 4 . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 60.6 55.9 76.4 35.7 50.6 51.5 64.0
Old : 37.9 60.6 55.9 76.4 35.7 50.6 51.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,245: 38,167 31,001 14,015 13,024 3,382 933 9,886 597 3,125 2,150 25: 1 180
Old : 60,245: 38,167 31,001 14,015 13,024 3,382 933 9,886 597 3,125 2,150 25: 1 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,267: -361 2,192 1,075 -1,886 911 82 516 159 450 425 -50: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 51.5 23.3 21.6 5.6 1.5 16.4 1.0 5.2 3.6 0.0: 0.0 0.3
Old : 100.0: 63.4 51.5 23.3 21.6 5.6 1.5 16.4 1.0 5.2 3.6 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 15 18 . . . . 4 . 5 . .:
Old : 35: 15 18 . . . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 66.7 90.9 84.9 76.6 58.5 81.6 76.1
Old : 79.1 66.7 90.9 84.9 76.6 58.5 81.6 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,135: 30,885 17,655 5,250 17,480 0 0 50 0 0 950 0: 0 0
Old : 36,135: 30,885 17,655 5,250 17,480 0 0 50 0 0 950 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -250: -250 2,250 0 -2,725 0 0 0 0 0 225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 48.9 14.5 48.4 0.0 0.0 0.1 0.0 0.0 2.6 0.0: 0.0 0.0
Old : 100.0: 85.5 48.9 14.5 48.4 0.0 0.0 0.1 0.0 0.0 2.6 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: 9 10 . . 0 0 . 0 0 . 0:
Old : 20: 9 10 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 93.0 99.7 98.1 86.7 88.0 93.0 91.9
Old : 89.0 93.0 99.7 98.1 86.7 88.0 93.0 91.9
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,832: 39,317 37,070 2,910 1,365 8,730 0 4,375 0 1,110 525 640: 125 127
Old : 52,832: 39,317 37,070 2,910 1,365 8,730 0 4,375 0 1,110 525 640: 125 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,535: 1,100 1,860 275 -645 340 0 0 0 0 0 0: -180 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 70.2 5.5 2.6 16.5 0.0 8.3 0.0 2.1 1.0 1.2: 0.2 0.2
Old : 100.0: 74.4 70.2 5.5 2.6 16.5 0.0 8.3 0.0 2.1 1.0 1.2: 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 : 37: 24 23 . . . 0 . 0 . . .:
Old : 37: 24 23 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 46.4 75.4 66.7 32.3 26.3 43.1 38.4
Old : 48.4 46.4 75.4 66.7 32.3 26.3 43.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,735: 51,415 48,849 5,665 7,770 5,935 1,375 1,995 810 861 665 455: 219 256
Old : 66,735: 51,415 48,849 5,665 7,770 5,935 1,375 1,995 810 861 665 455: 219 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 199: 89 634 -20 -250 -105 270 -60 0 0 -45 25: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 73.2 8.5 11.6 8.9 2.1 3.0 1.2 1.3 1.0 0.7: 0.3 0.4
Old : 100.0: 77.0 73.2 8.5 11.6 8.9 2.1 3.0 1.2 1.3 1.0 0.7: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 25 4 . 4 . . . . . .:
Old : 44: 25 25 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 : 41.8 54.4 67.3 72.5 38.0 49.2 53.1 62.5
Old : 41.8 54.4 67.3 72.5 38.0 49.2 53.1 62.5
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,272: 47,966 51,267 17,050 14,530 2,295 0 90 260 2,065 950 510: 126 370
Old : 70,272: 47,966 51,267 17,050 14,530 2,295 0 90 260 2,065 950 510: 126 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,115: 270 635 475 1,550 -70 0 0 0 1,440 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 73.0 24.3 20.7 3.3 0.0 0.1 0.4 2.9 1.4 0.7: 0.2 0.5
Old : 100.0: 68.3 73.0 24.3 20.7 3.3 0.0 0.1 0.4 2.9 1.4 0.7: 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 : 38: 21 22 . . . 0 . . . . .:
Old : 38: 21 22 . . . 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 : 49.6 74.4 68.2 87.0 47.8 71.4 65.9 81.5
Old : 49.6 74.4 68.2 87.0 47.8 71.4 65.9 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,154: 71,244 62,619 21,495 32,575 3,685 610 0 0 2,195 200 750: 175 325
Old : 100,154: 71,244 62,619 21,495 32,575 3,685 610 0 0 2,195 200 750: 175 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,975: 470 610 215 1,515 -150 0 0 0 1,440 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 62.5 21.5 32.5 3.7 0.6 0.0 0.0 2.2 0.2 0.7: 0.2 0.3
Old : 100.0: 71.1 62.5 21.5 32.5 3.7 0.6 0.0 0.0 2.2 0.2 0.7: 0.2 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 : 42: 23 24 . . . . 0 0 . . .:
Old : 42: 23 24 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 69.6 70.1 85.5 51.4 66.0 69.3 79.8
Old : 51.6 69.6 70.1 85.5 51.4 66.0 69.3 79.8
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,256: 18,316 25,590 6,965 0 3,320 300 0 0 300 0 0: 55 346
Old : 29,256: 18,316 25,590 6,965 0 3,320 300 0 0 300 0 0: 55 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -1,323: -1,603 -1,269 450 0 -155 0 0 0 -65 0 0: 50 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 87.5 23.8 0.0 11.3 1.0 0.0 0.0 1.0 0.0 0.0: 0.2 1.2
Old : 100.0: 62.6 87.5 23.8 0.0 11.3 1.0 0.0 0.0 1.0 0.0 0.0: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 14 4 0 . . 0 0 . 0 0:
Old : 27: 18 14 4 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 71.7 84.9 85.2 46.5 64.8 68.8 73.4
Old : 59.7 71.7 84.9 85.2 46.5 64.8 68.8 73.4
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,260: 27,945 27,270 855 1,515 3,995 0 0 0 350 415 65: 50 0
Old : 33,260: 27,945 27,270 855 1,515 3,995 0 0 0 350 415 65: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -715: -480 -710 -115 40 -40 0 0 0 -50 20 -20: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 82.0 2.6 4.6 12.0 0.0 0.0 0.0 1.1 1.2 0.2: 0.2 0.0
Old : 100.0: 84.0 82.0 2.6 4.6 12.0 0.0 0.0 0.0 1.1 1.2 0.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 15 . . . 0 0 0 . . .:
Old : 25: 19 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 : 59.8 62.5 79.4 89.9 39.2 53.7 49.6 60.3
Old : 59.8 62.5 79.4 89.9 39.2 53.7 49.6 60.3
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,258: 19,195 24,012 0 6,964 1,308 3,444 0 699 8,543 287 2,538: 531 450
Old : 36,258: 19,195 24,012 0 6,964 1,308 3,444 0 699 8,543 287 2,538: 531 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -1,304: -1,140 595 0 -832 14 312 -111 -241 227 -288 -464: -11 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 66.2 0.0 19.2 3.6 9.5 0.0 1.9 23.6 0.8 7.0: 1.5 1.2
Old : 100.0: 52.9 66.2 0.0 19.2 3.6 9.5 0.0 1.9 23.6 0.8 7.0: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 21 0 . . 6 0 . 5 . 5:
Old : 39: 18 21 0 . . 6 0 . 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 : 45.7 53.9 63.9 68.8 42.3 46.1 51.6 54.9
Old : 45.7 53.9 63.9 68.8 42.3 46.1 51.6 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,403: 23,678 33,813 10,020 0 2,305 300 200 0 100 0 0: 0 85
Old : 36,403: 23,678 33,813 10,020 0 2,305 300 200 0 100 0 0: 0 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -2,558: -2,678 -1,888 640 0 -495 25 0 -25 -25 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 92.9 27.5 0.0 6.3 0.8 0.5 0.0 0.3 0.0 0.0: 0.0 0.2
Old : 100.0: 65.0 92.9 27.5 0.0 6.3 0.8 0.5 0.0 0.3 0.0 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 20 4 0 . . . 0 . 0 0:
Old : 34: 22 20 4 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 66.2 78.6 81.9 47.1 60.6 66.4 71.2
Old : 54.7 66.2 78.6 81.9 47.1 60.6 66.4 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 45,156: 40,231 29,460 1,060 12,510 440 1,925 1,775 0 389 555 381: 730 35
Old : 45,156: 40,231 29,460 1,060 12,510 440 1,925 1,775 0 389 555 381: 730 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -453: 602 -348 -130 405 -515 25 125 0 -200 -100 -20: -215 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 65.2 2.3 27.7 1.0 4.3 3.9 0.0 0.9 1.2 0.8: 1.6 0.1
Old : 100.0: 89.1 65.2 2.3 27.7 1.0 4.3 3.9 0.0 0.9 1.2 0.8: 1.6 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 : 38: 20 20 . . . . . 0 . . .:
Old : 38: 20 20 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 59.8 72.3 84.7 51.3 56.4 66.8 75.8
Old : 52.6 59.8 72.3 84.7 51.3 56.4 66.8 75.8
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,167: 32,356 33,686 7,876 8,885 175 700 0 0 1,674 0 161: 225 260
Old : 43,167: 32,356 33,686 7,876 8,885 175 700 0 0 1,674 0 161: 225 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,515: 1,910 2,525 600 0 0 0 0 0 0 0 0: 5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 78.0 18.2 20.6 0.4 1.6 0.0 0.0 3.9 0.0 0.4: 0.5 0.6
Old : 100.0: 75.0 78.0 18.2 20.6 0.4 1.6 0.0 0.0 3.9 0.0 0.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 14 . . . . 0 0 . 0 .:
Old : 30: 19 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 93.1 71.4 97.4 49.2 90.8 67.0 91.6
Old : 49.7 93.1 71.4 97.4 49.2 90.8 67.0 91.6
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,790: 37,508 35,717 8,159 10,230 918 0 0 0 2,010 1,500 175: 20 250
Old : 48,790: 37,508 35,717 8,159 10,230 918 0 0 0 2,010 1,500 175: 20 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,350: 1,985 2,350 600 0 0 0 0 0 0 0 0: -235 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 73.2 16.7 21.0 1.9 0.0 0.0 0.0 4.1 3.1 0.4: 0.0 0.5
Old : 100.0: 76.9 73.2 16.7 21.0 1.9 0.0 0.0 0.0 4.1 3.1 0.4: 0.0 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 : 31: 20 16 . . . 0 0 0 . . .:
Old : 31: 20 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 86.7 71.8 95.7 49.6 82.6 70.2 90.7
Old : 50.7 86.7 71.8 95.7 49.6 82.6 70.2 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,368: 62,216 66,173 8,916 4,597 1,890 0 350 0 0 45 1,154: 192 159
Old : 74,368: 62,216 66,173 8,916 4,597 1,890 0 350 0 0 45 1,154: 192 159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 47: -191 439 -300 -300 295 0 0 0 0 -630 243: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 89.0 12.0 6.2 2.5 0.0 0.5 0.0 0.0 0.1 1.6: 0.3 0.2
Old : 100.0: 83.7 89.0 12.0 6.2 2.5 0.0 0.5 0.0 0.0 0.1 1.6: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 22 . . 4 0 . 0 0 . .:
Old : 33: 23 22 . . 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 : 50.6 61.9 71.6 81.0 49.9 56.6 68.9 71.9
Old : 50.6 61.9 71.6 81.0 49.9 56.6 68.9 71.9
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,086: 93,456 90,018 11,296 7,032 1,639 315 1,533 160 1,580 7,985 355: 285 364
Old : 109,086: 93,456 90,018 11,296 7,032 1,639 315 1,533 160 1,580 7,985 355: 285 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,564: 1,609 1,552 -270 -300 0 -110 -1 0 105 8 230: 0 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 82.5 10.4 6.4 1.5 0.3 1.4 0.1 1.4 7.3 0.3: 0.3 0.3
Old : 100.0: 85.7 82.5 10.4 6.4 1.5 0.3 1.4 0.1 1.4 7.3 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 : 53: 25 23 . . 4 . 4 . 5 5 .:
Old : 53: 25 23 . . 4 . 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 : 49.4 45.3 72.9 68.7 45.7 41.7 65.6 58.5
Old : 49.4 45.3 72.9 68.7 45.7 41.7 65.6 58.5
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,085: 31,115 33,185 1,450 0 4,075 300 0 75 675 375 375: 20 0
Old : 38,085: 31,115 33,185 1,450 0 4,075 300 0 75 675 375 375: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,400: 1,175 500 -525 0 700 -75 0 75 125 200 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 87.1 3.8 0.0 10.7 0.8 0.0 0.2 1.8 1.0 1.0: 0.1 0.0
Old : 100.0: 81.7 87.1 3.8 0.0 10.7 0.8 0.0 0.2 1.8 1.0 1.0: 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 : 24: 10 14 . 0 . . 0 . . . .:
Old : 24: 10 14 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 79.9 95.2 95.4 75.3 78.9 82.3 83.7
Old : 82.6 79.9 95.2 95.4 75.3 78.9 82.3 83.7
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,140: 26,130 21,610 600 5,175 3,095 975 1,850 250 325 145 970: 795 45
Old : 33,140: 26,130 21,610 600 5,175 3,095 975 1,850 250 325 145 970: 795 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 425: 280 445 0 -50 150 0 0 0 0 0 0: -5 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 65.2 1.8 15.6 9.3 2.9 5.6 0.8 1.0 0.4 2.9: 2.4 0.1
Old : 100.0: 78.8 65.2 1.8 15.6 9.3 2.9 5.6 0.8 1.0 0.4 2.9: 2.4 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 : 26: 17 17 . . . . . . . . .:
Old : 26: 17 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 65.1 68.6 85.7 36.8 47.5 47.6 52.4
Old : 47.9 65.1 68.6 85.7 36.8 47.5 47.6 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,322: 19,359 26,647 4,500 3,710 3,365 6,348 0 510 955 1,200 875: 410 15
Old : 36,322: 19,359 26,647 4,500 3,710 3,365 6,348 0 510 955 1,200 875: 410 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 81: -147 81 0 -75 75 153 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 73.4 12.4 10.2 9.3 17.5 0.0 1.4 2.6 3.3 2.4: 1.1 0.0
Old : 100.0: 53.3 73.4 12.4 10.2 9.3 17.5 0.0 1.4 2.6 3.3 2.4: 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 : 34: 21 19 . . . 4 0 . 4 . .:
Old : 34: 21 19 . . . 4 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 57.8 66.9 78.1 38.7 42.6 53.8 62.3
Old : 44.4 57.8 66.9 78.1 38.7 42.6 53.8 62.3
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,122: 20,448 38,543 21,089 0 150 0 1,646 0 50 1,249 51: 334 483
Old : 42,122: 20,448 38,543 21,089 0 150 0 1,646 0 50 1,249 51: 334 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 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: 48.5 91.5 50.1 0.0 0.4 0.0 3.9 0.0 0.1 3.0 0.1: 0.8 1.1
Old : 100.0: 48.5 91.5 50.1 0.0 0.4 0.0 3.9 0.0 0.1 3.0 0.1: 0.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 11 4 0 . 0 . 0 . . .:
Old : 23: 10 11 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 : 68.3 82.2 89.9 93.3 68.1 75.1 84.9 85.3
Old : 68.3 82.2 89.9 93.3 68.1 75.1 84.9 85.3
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,858: 17,062 32,758 17,810 70 925 0 1,920 0 51 125 0: 10 60
Old : 35,858: 17,062 32,758 17,810 70 925 0 1,920 0 51 125 0: 10 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -20: -75 0 50 0 0 0 0 0 0 0 0: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 91.4 49.7 0.2 2.6 0.0 5.4 0.0 0.1 0.3 0.0: 0.0 0.2
Old : 100.0: 47.6 91.4 49.7 0.2 2.6 0.0 5.4 0.0 0.1 0.3 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . . . 0 . 0 . . 0:
Old : 23: 13 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 : 69.8 88.6 90.0 95.8 67.2 85.9 84.6 90.4
Old : 69.8 88.6 90.0 95.8 67.2 85.9 84.6 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,381: 22,991 26,764 2,496 125 1,037 850 1,375 0 1,517 0 80: 410 0
Old : 29,381: 22,991 26,764 2,496 125 1,037 850 1,375 0 1,517 0 80: 410 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 50: 75 0 -75 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 91.1 8.5 0.4 3.5 2.9 4.7 0.0 5.2 0.0 0.3: 1.4 0.0
Old : 100.0: 78.3 91.1 8.5 0.4 3.5 2.9 4.7 0.0 5.2 0.0 0.3: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 15 4 . 4 . . 0 5 0 .:
Old : 35: 19 15 4 . 4 . . 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 65.1 66.7 85.4 43.6 60.0 55.1 74.4
Old : 50.3 65.1 66.7 85.4 43.6 60.0 55.1 74.4
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,513: 19,315 21,045 1,100 465 468 0 75 370 765 0 0: 495 90
Old : 22,513: 19,315 21,045 1,100 465 468 0 75 370 765 0 0: 495 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 273: 185 335 100 -50 -12 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 93.5 4.9 2.1 2.1 0.0 0.3 1.6 3.4 0.0 0.0: 2.2 0.4
Old : 100.0: 85.8 93.5 4.9 2.1 2.1 0.0 0.3 1.6 3.4 0.0 0.0: 2.2 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 : 27: 14 16 . . . 0 . . . 0 0:
Old : 27: 14 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 70.5 84.7 87.9 65.1 70.5 80.9 85.3
Old : 68.0 70.5 84.7 87.9 65.1 70.5 80.9 85.3
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 45,587: 40,494 29,301 1,633 7,213 1,460 785 7,142 40 714 140 270: 191 21
Old : 45,587: 40,494 29,301 1,633 7,213 1,460 785 7,142 40 714 140 270: 191 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -2,171: -2,311 -3,165 -10 280 90 50 624 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 64.3 3.6 15.8 3.2 1.7 15.7 0.1 1.6 0.3 0.6: 0.4 0.0
Old : 100.0: 88.8 64.3 3.6 15.8 3.2 1.7 15.7 0.1 1.6 0.3 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 : 36: 20 20 . . . . . . . . .:
Old : 36: 20 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 53.4 79.7 75.1 59.7 51.5 69.7 69.9
Old : 63.2 53.4 79.7 75.1 59.7 51.5 69.7 69.9
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,611: 31,256 24,076 4,661 9,033 122 0 3,025 160 125 174 1: 286 20
Old : 36,611: 31,256 24,076 4,661 9,033 122 0 3,025 160 125 174 1: 286 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 327: 357 22 -30 0 0 0 310 0 0 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 65.8 12.7 24.7 0.3 0.0 8.3 0.4 0.3 0.5 0.0: 0.8 0.1
Old : 100.0: 85.4 65.8 12.7 24.7 0.3 0.0 8.3 0.4 0.3 0.5 0.0: 0.8 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: 19 17 . . . 0 . . . . .:
Old : 29: 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 : 64.7 62.7 80.2 87.4 61.9 61.9 76.5 83.4
Old : 64.7 62.7 80.2 87.4 61.9 61.9 76.5 83.4
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,996: 9,561 17,075 8,200 0 3,075 0 825 0 0 0 0: 160 21
Old : 20,996: 9,561 17,075 8,200 0 3,075 0 825 0 0 0 0: 160 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 100: 50 100 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 81.3 39.1 0.0 14.6 0.0 3.9 0.0 0.0 0.0 0.0: 0.8 0.1
Old : 100.0: 45.5 81.3 39.1 0.0 14.6 0.0 3.9 0.0 0.0 0.0 0.0: 0.8 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 : 20: 10 12 . 0 . 0 . 0 0 0 0:
Old : 20: 10 12 . 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 : 82.6 71.3 96.0 92.9 67.9 64.5 77.3 76.7
Old : 82.6 71.3 96.0 92.9 67.9 64.5 77.3 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,555: 8,420 12,545 2,895 0 960 135 0 0 960 50 0: 185 0
Old : 13,555: 8,420 12,545 2,895 0 960 135 0 0 960 50 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -150: -150 0 150 0 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 92.5 21.4 0.0 7.1 1.0 0.0 0.0 7.1 0.4 0.0: 1.4 0.0
Old : 100.0: 62.1 92.5 21.4 0.0 7.1 1.0 0.0 0.0 7.1 0.4 0.0: 1.4 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 : 25: 15 8 . 0 . . 0 0 . . 0:
Old : 25: 15 8 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 90.4 81.2 98.3 48.4 79.2 64.7 79.5
Old : 59.3 90.4 81.2 98.3 48.4 79.2 64.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,415: 8,390 12,545 3,125 0 820 135 0 0 760 50 0: 185 0
Old : 13,415: 8,390 12,545 3,125 0 820 135 0 0 760 50 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -150: -130 0 130 0 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 93.5 23.3 0.0 6.1 1.0 0.0 0.0 5.7 0.4 0.0: 1.4 0.0
Old : 100.0: 62.5 93.5 23.3 0.0 6.1 1.0 0.0 0.0 5.7 0.4 0.0: 1.4 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 : 25: 15 8 . 0 . . 0 0 . . 0:
Old : 25: 15 8 . 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 : 60.7 90.5 82.6 98.3 50.8 79.6 66.9 80.0
Old : 60.7 90.5 82.6 98.3 50.8 79.6 66.9 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 257,348: 193,034 123,829 426 57,861 32,463 0 4,988 19,088 0 6,995 11,912: 426 213
Old : 257,348: 193,034 123,829 426 57,861 32,463 0 4,988 19,088 0 6,995 11,912: 426 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -7,974: -4,760 -7,489 0 3,290 -2,354 0 -636 -532 0 74 -328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 48.1 0.2 22.5 12.6 0.0 1.9 7.4 0.0 2.7 4.6: 0.2 0.1
Old : 100.0: 75.0 48.1 0.2 22.5 12.6 0.0 1.9 7.4 0.0 2.7 4.6: 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 : 20: 11 13 . . . 0 . . 0 . .:
Old : 20: 11 13 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 56.4 92.5 83.8 44.3 37.0 44.8 42.9
Old : 71.7 56.4 92.5 83.8 44.3 37.0 44.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,060: 13,610 15,120 5,865 4,370 0 0 0 0 255 0 0: 330 570
Old : 20,060: 13,610 15,120 5,865 4,370 0 0 0 0 255 0 0: 330 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 600: 600 0 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 75.4 29.2 21.8 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.6 2.8
Old : 100.0: 67.8 75.4 29.2 21.8 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . 0 0 0 0 . 0 0:
Old : 20: 8 10 . . 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 : 70.8 79.2 93.5 95.2 70.8 79.2 93.4 93.9
Old : 70.8 79.2 93.5 95.2 70.8 79.2 93.4 93.9
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,795: 7,944 15,640 11,185 3,720 1,235 75 200 0 100 0 0: 256 0
Old : 20,795: 7,944 15,640 11,185 3,720 1,235 75 200 0 100 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 835: 50 1,025 975 0 -190 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 75.2 53.8 17.9 5.9 0.4 1.0 0.0 0.5 0.0 0.0: 1.2 0.0
Old : 100.0: 38.2 75.2 53.8 17.9 5.9 0.4 1.0 0.0 0.5 0.0 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 10 . . . . . 0 . 0 0:
Old : 25: 11 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 : 78.6 65.3 93.2 91.3 72.7 59.7 79.7 80.2
Old : 78.6 65.3 93.2 91.3 72.7 59.7 79.7 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,555: 7,089 13,485 8,625 2,720 2,350 75 0 0 100 0 0: 316 0
Old : 18,555: 7,089 13,485 8,625 2,720 2,350 75 0 0 100 0 0: 316 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 400: 100 650 550 0 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 72.7 46.5 14.7 12.7 0.4 0.0 0.0 0.5 0.0 0.0: 1.7 0.0
Old : 100.0: 38.2 72.7 46.5 14.7 12.7 0.4 0.0 0.0 0.5 0.0 0.0: 1.7 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: 10 8 . . . . 0 0 . 0 0:
Old : 21: 10 8 . . . . 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 : 78.0 72.9 92.5 96.7 62.7 59.1 70.5 74.0
Old : 78.0 72.9 92.5 96.7 62.7 59.1 70.5 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,265: 5,130 4,225 0 1,740 250 660 0 0 0 0 0: 225 50
Old : 6,265: 5,130 4,225 0 1,740 250 660 0 0 0 0 0: 225 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 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: 81.9 67.4 0.0 27.8 4.0 10.5 0.0 0.0 0.0 0.0 0.0: 3.6 0.8
Old : 100.0: 81.9 67.4 0.0 27.8 4.0 10.5 0.0 0.0 0.0 0.0 0.0: 3.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 0 . . . 0 0 0 0 0:
Old : 21: 11 12 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 : 46.6 68.0 80.0 91.5 44.1 61.2 75.3 81.6
Old : 46.6 68.0 80.0 91.5 44.1 61.2 75.3 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,765: 5,110 4,235 0 950 530 0 0 0 0 0 0: 125 50
Old : 5,765: 5,110 4,235 0 950 530 0 0 0 0 0 0: 125 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 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: 88.6 73.5 0.0 16.5 9.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.9
Old : 100.0: 88.6 73.5 0.0 16.5 9.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 12 0 . . 0 0 0 0 0 0:
Old : 20: 11 12 0 . . 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 : 50.3 68.7 83.1 90.5 46.4 64.4 73.8 76.1
Old : 50.3 68.7 83.1 90.5 46.4 64.4 73.8 76.1
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,718: 17,439 20,473 3,905 445 4,030 625 25 0 300 1,700 0: 419 45
Old : 26,718: 17,439 20,473 3,905 445 4,030 625 25 0 300 1,700 0: 419 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,602: 1,577 3,102 -150 -1,450 150 25 0 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 76.6 14.6 1.7 15.1 2.3 0.1 0.0 1.1 6.4 0.0: 1.6 0.2
Old : 100.0: 65.3 76.6 14.6 1.7 15.1 2.3 0.1 0.0 1.1 6.4 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 16 . . . . . 0 . . 0:
Old : 28: 14 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 : 53.1 77.9 83.8 94.5 46.8 71.4 72.7 79.8
Old : 53.1 77.9 83.8 94.5 46.8 71.4 72.7 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,081: 17,734 19,804 3,943 1,450 4,057 625 25 0 300 1,700 0: 422 45
Old : 27,081: 17,734 19,804 3,943 1,450 4,057 625 25 0 300 1,700 0: 422 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,327: 1,302 3,027 -150 -1,650 150 25 0 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 73.1 14.6 5.4 15.0 2.3 0.1 0.0 1.1 6.3 0.0: 1.6 0.2
Old : 100.0: 65.5 73.1 14.6 5.4 15.0 2.3 0.1 0.0 1.1 6.3 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 17 . . . . . 0 . . 0:
Old : 30: 14 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 : 55.4 80.1 83.0 94.3 49.4 69.3 71.6 79.9
Old : 55.4 80.1 83.0 94.3 49.4 69.3 71.6 79.9
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 110,136: 89,314 79,352 8,810 20,757 6,322 25 870 600 2,995 175 1,805: 265 255
Old : 110,136: 89,314 79,352 8,810 20,757 6,322 25 870 600 2,995 175 1,805: 265 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -1,148: 542 -2,133 0 2,630 -1,550 0 -95 0 -140 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 72.0 8.0 18.8 5.7 0.0 0.8 0.5 2.7 0.2 1.6: 0.2 0.2
Old : 100.0: 81.1 72.0 8.0 18.8 5.7 0.0 0.8 0.5 2.7 0.2 1.6: 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 : 51: 29 25 . . 5 . 4 . 5 . 4:
Old : 51: 29 25 . . 5 . 4 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 54.1 59.8 81.5 35.1 46.1 51.4 64.1
Old : 39.0 54.1 59.8 81.5 35.1 46.1 51.4 64.1
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,063: 105,561 90,776 9,920 25,847 5,510 25 2,310 85 3,375 168 1,342: 245 25
Old : 126,063: 105,561 90,776 9,920 25,847 5,510 25 2,310 85 3,375 168 1,342: 245 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,256: 2,676 -1,884 0 4,495 -1,280 0 -95 0 -140 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 72.0 7.9 20.5 4.4 0.0 1.8 0.1 2.7 0.1 1.1: 0.2 0.0
Old : 100.0: 83.7 72.0 7.9 20.5 4.4 0.0 1.8 0.1 2.7 0.1 1.1: 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 : 55: 32 28 . 4 4 . 5 . 6 . 4:
Old : 55: 32 28 . 4 4 . 5 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 55.1 59.3 80.9 36.3 48.5 54.2 66.8
Old : 38.3 55.1 59.3 80.9 36.3 48.5 54.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 267,580: 185,728 209,558 6,503 3,176 28,045 24,210 5,620 5,474 8,632 7,036 8,664: 325 8
Old : 267,580: 185,728 209,558 6,503 3,176 28,045 24,210 5,620 5,474 8,632 7,036 8,664: 325 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 7,211: 4,473 6,275 912 -208 321 1,682 735 -114 26 268 -59: -31 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 78.3 2.4 1.2 10.5 9.0 2.1 2.0 3.2 2.6 3.2: 0.1 0.0
Old : 100.0: 69.4 78.3 2.4 1.2 10.5 9.0 2.1 2.0 3.2 2.6 3.2: 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 : 91: 36 41 4 4 5 9 8 8 12 10 15:
Old : 91: 36 41 4 4 5 9 8 8 12 10 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 46.7 54.3 63.3 31.2 36.4 41.0 46.1
Old : 38.6 46.7 54.3 63.3 31.2 36.4 41.0 46.1
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,767: 23,937 30,506 3,897 0 2,921 840 0 175 1,723 150 0: 274 15
Old : 33,767: 23,937 30,506 3,897 0 2,921 840 0 175 1,723 150 0: 274 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 165: 150 -70 -100 0 235 -120 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 90.3 11.5 0.0 8.7 2.5 0.0 0.5 5.1 0.4 0.0: 0.8 0.0
Old : 100.0: 70.9 90.3 11.5 0.0 8.7 2.5 0.0 0.5 5.1 0.4 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 10 . 0 . . 0 . . . 0:
Old : 27: 19 10 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 87.0 72.5 97.6 47.7 78.6 62.9 79.2
Old : 49.8 87.0 72.5 97.6 47.7 78.6 62.9 79.2
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,098: 22,606 28,905 4,622 0 2,178 110 0 850 1,358 50 100: 274 15
Old : 32,098: 22,606 28,905 4,622 0 2,178 110 0 850 1,358 50 100: 274 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 130: 150 -70 -100 0 200 -120 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 90.1 14.4 0.0 6.8 0.3 0.0 2.6 4.2 0.2 0.3: 0.9 0.0
Old : 100.0: 70.4 90.1 14.4 0.0 6.8 0.3 0.0 2.6 4.2 0.2 0.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 9 . 0 . . 0 . . . .:
Old : 27: 18 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 : 51.2 85.6 73.4 97.1 48.2 78.6 63.8 79.6
Old : 51.2 85.6 73.4 97.1 48.2 78.6 63.8 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,255: 11,440 26,758 14,440 1,680 1,420 6,805 0 0 0 4,325 0: 4,150 4,072
Old : 38,255: 11,440 26,758 14,440 1,680 1,420 6,805 0 0 0 4,325 0: 4,150 4,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 6,515: 695 4,315 380 1,680 15 4,920 0 0 0 0 0: 505 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 69.9 37.7 4.4 3.7 17.8 0.0 0.0 0.0 11.3 0.0: 10.8 10.6
Old : 100.0: 29.9 69.9 37.7 4.4 3.7 17.8 0.0 0.0 0.0 11.3 0.0: 10.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 17 . . . . 0 0 0 . 0:
Old : 25: 13 17 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 35.7 80.2 62.3 64.9 31.7 72.6 52.5
Old : 66.5 35.7 80.2 62.3 64.9 31.7 72.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,456: 10,451 24,714 13,960 2,080 1,420 6,805 0 0 0 4,325 0: 3,820 3,917
Old : 36,456: 10,451 24,714 13,960 2,080 1,420 6,805 0 0 0 4,325 0: 3,820 3,917
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 6,560: 665 4,285 720 2,020 -325 4,920 0 0 0 0 0: 580 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 67.8 38.3 5.7 3.9 18.7 0.0 0.0 0.0 11.9 0.0: 10.5 10.7
Old : 100.0: 28.7 67.8 38.3 5.7 3.9 18.7 0.0 0.0 0.0 11.9 0.0: 10.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 16 . . . . 0 0 0 . 0:
Old : 23: 11 16 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 37.6 83.1 66.8 66.1 34.2 71.6 54.6
Old : 69.5 37.6 83.1 66.8 66.1 34.2 71.6 54.6
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,490: 18,045 5,795 450 2,725 3,355 0 9,605 50 0 520 0: 2,590 2,440
Old : 24,490: 18,045 5,795 450 2,725 3,355 0 9,605 50 0 520 0: 2,590 2,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 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: 73.7 23.7 1.8 11.1 13.7 0.0 39.2 0.2 0.0 2.1 0.0: 10.6 10.0
Old : 100.0: 73.7 23.7 1.8 11.1 13.7 0.0 39.2 0.2 0.0 2.1 0.0: 10.6 10.0
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 . 0:
Old : 27: 17 9 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 74.2 71.3 85.2 43.7 62.8 60.5 71.7
Old : 49.5 74.2 71.3 85.2 43.7 62.8 60.5 71.7
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,650: 17,940 5,855 450 2,760 3,855 0 9,405 50 0 520 0: 2,355 2,205
Old : 24,650: 17,940 5,855 450 2,760 3,855 0 9,405 50 0 520 0: 2,355 2,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 23.8 1.8 11.2 15.6 0.0 38.2 0.2 0.0 2.1 0.0: 9.6 8.9
Old : 100.0: 72.8 23.8 1.8 11.2 15.6 0.0 38.2 0.2 0.0 2.1 0.0: 9.6 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: 17 10 . . . 0 . . 0 . 0:
Old : 27: 17 10 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 75.7 72.8 86.9 44.1 62.3 59.1 70.1
Old : 52.6 75.7 72.8 86.9 44.1 62.3 59.1 70.1
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,290: 14,525 30,740 16,785 0 545 1,050 75 250 0 1,545 0: 3,135 3,135
Old : 36,290: 14,525 30,740 16,785 0 545 1,050 75 250 0 1,545 0: 3,135 3,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 250: 0 375 -825 0 50 1,050 -150 150 0 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 84.7 46.3 0.0 1.5 2.9 0.2 0.7 0.0 4.3 0.0: 8.6 8.6
Old : 100.0: 40.0 84.7 46.3 0.0 1.5 2.9 0.2 0.7 0.0 4.3 0.0: 8.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . 0 . . . . 0 . 0:
Old : 26: 13 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 : 67.2 83.5 82.6 88.6 66.3 82.5 80.9 86.8
Old : 67.2 83.5 82.6 88.6 66.3 82.5 80.9 86.8
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,035: 12,975 29,320 16,715 0 395 1,250 75 100 0 1,545 0: 2,600 2,600
Old : 34,035: 12,975 29,320 16,715 0 395 1,250 75 100 0 1,545 0: 2,600 2,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 250: 0 375 -825 0 50 1,100 -100 100 0 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 86.1 49.1 0.0 1.2 3.7 0.2 0.3 0.0 4.5 0.0: 7.6 7.6
Old : 100.0: 38.1 86.1 49.1 0.0 1.2 3.7 0.2 0.3 0.0 4.5 0.0: 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 : 26: 13 11 . 0 . . . . 0 . 0:
Old : 26: 13 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 : 68.5 84.0 83.7 90.6 67.3 83.7 82.3 89.4
Old : 68.5 84.0 83.7 90.6 67.3 83.7 82.3 89.4
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,330: 13,510 6,680 0 2,795 1,430 0 4,165 0 0 0 0: 1,390 1,260
Old : 16,330: 13,510 6,680 0 2,795 1,430 0 4,165 0 0 0 0: 1,390 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 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: 82.7 40.9 0.0 17.1 8.8 0.0 25.5 0.0 0.0 0.0 0.0: 8.5 7.7
Old : 100.0: 82.7 40.9 0.0 17.1 8.8 0.0 25.5 0.0 0.0 0.0 0.0: 8.5 7.7
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 : 20: 14 8 0 . . 0 . 0 0 0 0:
Old : 20: 14 8 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 : 69.4 72.0 82.8 89.2 62.0 58.3 69.2 69.1
Old : 69.4 72.0 82.8 89.2 62.0 58.3 69.2 69.1
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,790: 18,155 10,990 0 10,105 740 770 0 400 1,200 0 105: 2,420 1,450
Old : 23,790: 18,155 10,990 0 10,105 740 770 0 400 1,200 0 105: 2,420 1,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,295: 310 700 0 175 105 350 0 0 0 0 0: 530 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 46.2 0.0 42.5 3.1 3.2 0.0 1.7 5.0 0.0 0.4: 10.2 6.1
Old : 100.0: 76.3 46.2 0.0 42.5 3.1 3.2 0.0 1.7 5.0 0.0 0.4: 10.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . . 0 . . 0 .:
Old : 23: 13 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 : 58.3 71.3 74.4 88.9 51.1 66.5 65.6 78.8
Old : 58.3 71.3 74.4 88.9 51.1 66.5 65.6 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,740: 16,020 9,265 0 9,750 765 770 0 400 1,230 0 75: 2,480 1,485
Old : 21,740: 16,020 9,265 0 9,750 765 770 0 400 1,230 0 75: 2,480 1,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,280: 525 700 0 175 165 350 0 0 0 0 0: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 42.6 0.0 44.8 3.5 3.5 0.0 1.8 5.7 0.0 0.3: 11.4 6.8
Old : 100.0: 73.7 42.6 0.0 44.8 3.5 3.5 0.0 1.8 5.7 0.0 0.3: 11.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . . 0 . . 0 .:
Old : 23: 13 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 : 54.6 71.2 72.3 88.0 48.7 64.7 64.7 77.4
Old : 54.6 71.2 72.3 88.0 48.7 64.7 64.7 77.4
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,255: 25,720 10,630 0 24,395 0 8,330 0 440 2,160 1,200 0: 1,605 1,590
Old : 38,255: 25,720 10,630 0 24,395 0 8,330 0 440 2,160 1,200 0: 1,605 1,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -125: 0 -450 0 500 0 0 0 0 0 -50 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 27.8 0.0 63.8 0.0 21.8 0.0 1.2 5.6 3.1 0.0: 4.2 4.2
Old : 100.0: 67.2 27.8 0.0 63.8 0.0 21.8 0.0 1.2 5.6 3.1 0.0: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 8 0 . 0 . 0 . . . 0:
Old : 24: 15 8 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 : 62.7 80.2 83.0 92.6 61.5 79.6 81.8 89.4
Old : 62.7 80.2 83.0 92.6 61.5 79.6 81.8 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,745: 22,420 12,900 0 17,495 235 7,100 0 20 2,060 1,200 0: 1,910 1,895
Old : 33,745: 22,420 12,900 0 17,495 235 7,100 0 20 2,060 1,200 0: 1,910 1,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 70: 195 -255 0 500 -50 0 0 0 0 -50 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 38.2 0.0 51.8 0.7 21.0 0.0 0.1 6.1 3.6 0.0: 5.7 5.6
Old : 100.0: 66.4 38.2 0.0 51.8 0.7 21.0 0.0 0.1 6.1 3.6 0.0: 5.7 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: 14 8 0 . . . 0 . . . 0:
Old : 23: 14 8 0 . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 77.0 80.6 90.5 57.7 75.5 79.8 86.2
Old : 58.4 77.0 80.6 90.5 57.7 75.5 79.8 86.2
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,030: 40,000 81,450 33,255 0 225 8,950 0 2,615 1,720 2,460 0: 7,265 7,280
Old : 94,030: 40,000 81,450 33,255 0 225 8,950 0 2,615 1,720 2,460 0: 7,265 7,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 500: -470 145 2,190 0 0 -1,525 0 325 -50 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 86.6 35.4 0.0 0.2 9.5 0.0 2.8 1.8 2.6 0.0: 7.7 7.7
Old : 100.0: 42.5 86.6 35.4 0.0 0.2 9.5 0.0 2.8 1.8 2.6 0.0: 7.7 7.7
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 : 42: 17 26 . 0 . 4 0 . . . 0:
Old : 42: 17 26 . 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 : 64.9 58.8 77.0 72.0 61.7 57.8 73.5 70.0
Old : 64.9 58.8 77.0 72.0 61.7 57.8 73.5 70.0
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,845: 40,800 72,935 24,260 0 420 8,560 0 2,265 1,690 2,360 0: 8,850 8,865
Old : 86,845: 40,800 72,935 24,260 0 420 8,560 0 2,265 1,690 2,360 0: 8,850 8,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 400: -370 245 2,190 0 0 -1,525 0 325 -50 0 0: -170 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 84.0 27.9 0.0 0.5 9.9 0.0 2.6 1.9 2.7 0.0: 10.2 10.2
Old : 100.0: 47.0 84.0 27.9 0.0 0.5 9.9 0.0 2.6 1.9 2.7 0.0: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 15 24 . 0 . 4 0 . . . 0:
Old : 41: 15 24 . 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 : 62.9 51.6 79.0 66.3 60.0 51.6 73.6 65.6
Old : 62.9 51.6 79.0 66.3 60.0 51.6 73.6 65.6
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 - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,935: 15,120 6,910 0 5,515 1,725 0 3,750 175 875 0 0: 2,040 1,860
Old : 19,935: 15,120 6,910 0 5,515 1,725 0 3,750 175 875 0 0: 2,040 1,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 375: 0 300 0 -200 0 0 100 175 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 34.7 0.0 27.7 8.7 0.0 18.8 0.9 4.4 0.0 0.0: 10.2 9.3
Old : 100.0: 75.8 34.7 0.0 27.7 8.7 0.0 18.8 0.9 4.4 0.0 0.0: 10.2 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 : 26: 13 13 0 . . 0 . . . 0 0:
Old : 26: 13 13 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 55.6 71.9 79.0 50.6 47.0 63.2 66.3
Old : 55.2 55.6 71.9 79.0 50.6 47.0 63.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,170: 33,005 30,160 0 1,345 5,640 200 900 850 0 800 0: 7,475 7,475
Old : 47,170: 33,005 30,160 0 1,345 5,640 200 900 850 0 800 0: 7,475 7,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 250: -30 120 0 50 -50 200 -200 100 0 200 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 63.9 0.0 2.9 12.0 0.4 1.9 1.8 0.0 1.7 0.0: 15.8 15.8
Old : 100.0: 70.0 63.9 0.0 2.9 12.0 0.4 1.9 1.8 0.0 1.7 0.0: 15.8 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 19 0 . . . . . 0 . 0:
Old : 30: 16 19 0 . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 40.0 74.9 56.9 49.8 30.8 52.4 42.4
Old : 59.7 40.0 74.9 56.9 49.8 30.8 52.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, March 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,340: 18,465 18,535 190 920 3,880 1,700 0 0 0 600 0: 9,105 9,405
Old : 33,340: 18,465 18,535 190 920 3,880 1,700 0 0 0 600 0: 9,105 9,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 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: 55.4 55.6 0.6 2.8 11.6 5.1 0.0 0.0 0.0 1.8 0.0: 27.3 28.2
Old : 100.0: 55.4 55.6 0.6 2.8 11.6 5.1 0.0 0.0 0.0 1.8 0.0: 27.3 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 17 . . . . 0 0 0 . 0:
Old : 25: 13 17 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 32.9 64.1 50.6 42.7 22.6 45.1 34.7
Old : 49.6 32.9 64.1 50.6 42.7 22.6 45.1 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2018