COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,541: 13,579 26,100 7,441 710 402 485 4,888 3,102 13,424 3,366 2,929: 1,179 1,044
Old : 42,541: 13,579 26,100 7,441 710 402 485 4,888 3,102 13,424 3,366 2,929: 1,179 1,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -340: 529 -408 361 0 -87 -85 60 35 -950 119 -155: 12 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 61.4 17.5 1.7 0.9 1.1 11.5 7.3 31.6 7.9 6.9: 2.8 2.5
Old : 100.0: 31.9 61.4 17.5 1.7 0.9 1.1 11.5 7.3 31.6 7.9 6.9: 2.8 2.5
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 : 43: 14 14 4 . 4 . 6 5 7 7 5:
Old : 43: 14 14 4 . 4 . 6 5 7 7 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 : 36.4 63.6 60.7 77.5 33.0 51.2 52.2 59.9
Old : 36.4 63.6 60.7 77.5 33.0 51.2 52.2 59.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,430: 41,225 44,832 1,735 3,899 12,881 8,267 22 1,637 1,292 4,239 2,430: 963 490
Old : 70,430: 41,225 44,832 1,735 3,899 12,881 8,267 22 1,637 1,292 4,239 2,430: 963 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 342: 98 248 -44 -76 128 -11 1 13 -5 -135 162: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 63.7 2.5 5.5 18.3 11.7 0.0 2.3 1.8 6.0 3.5: 1.4 0.7
Old : 100.0: 58.5 63.7 2.5 5.5 18.3 11.7 0.0 2.3 1.8 6.0 3.5: 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 : 43.0 42.0 64.9 63.7 29.2 24.4 40.5 36.1
Old : 43.0 42.0 64.9 63.7 29.2 24.4 40.5 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 42,026: 32,092 35,720 0 1,937 3,384 575 300 0 5,650 360 325: 0 0
Old : 42,026: 32,092 35,720 0 1,937 3,384 575 300 0 5,650 360 325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 553: 103 758 0 -225 120 25 0 0 450 0 -100: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 85.0 0.0 4.6 8.1 1.4 0.7 0.0 13.4 0.9 0.8: 0.0 0.0
Old : 100.0: 76.4 85.0 0.0 4.6 8.1 1.4 0.7 0.0 13.4 0.9 0.8: 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 : 37: 22 18 0 . . . . 0 7 . .:
Old : 37: 22 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 : 55.8 58.8 71.4 83.6 41.4 46.8 51.3 57.1
Old : 55.8 58.8 71.4 83.6 41.4 46.8 51.3 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,551: 22,366 17,104 0 6,457 860 50 0 50 2,495 1,350 730: 0 0
Old : 26,551: 22,366 17,104 0 6,457 860 50 0 50 2,495 1,350 730: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 635: 185 1,260 0 -25 0 0 0 0 200 -850 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 64.4 0.0 24.3 3.2 0.2 0.0 0.2 9.4 5.1 2.7: 0.0 0.0
Old : 100.0: 84.2 64.4 0.0 24.3 3.2 0.2 0.0 0.2 9.4 5.1 2.7: 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: 19 16 0 . . . 0 . . . 4:
Old : 27: 19 16 0 . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 55.4 81.5 81.4 53.2 43.5 62.7 59.3
Old : 64.4 55.4 81.5 81.4 53.2 43.5 62.7 59.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,839: 141,891 136,512 11,883 11,324 7,195 7,140 7,637 4,300 2,546 8,100 1,596: 288 175
Old : 176,839: 141,891 136,512 11,883 11,324 7,195 7,140 7,637 4,300 2,546 8,100 1,596: 288 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,520: 3,063 1,652 -1,087 531 402 275 0 -1,045 0 0 0: -88 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 77.2 6.7 6.4 4.1 4.0 4.3 2.4 1.4 4.6 0.9: 0.2 0.1
Old : 100.0: 80.2 77.2 6.7 6.4 4.1 4.0 4.3 2.4 1.4 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 : 55: 34 33 5 . 4 . . . 4 . .:
Old : 55: 34 33 5 . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 59.6 56.0 75.4 35.4 49.8 50.6 62.6
Old : 38.3 59.6 56.0 75.4 35.4 49.8 50.6 62.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,221: 38,828 33,618 14,164 11,503 3,324 891 9,185 887 3,050 2,450 75: 3 180
Old : 61,221: 38,828 33,618 14,164 11,503 3,324 891 9,185 887 3,050 2,450 75: 3 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 976: 661 2,617 149 -1,521 -59 -42 -701 290 -75 300 50: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 54.9 23.1 18.8 5.4 1.5 15.0 1.4 5.0 4.0 0.1: 0.0 0.3
Old : 100.0: 63.4 54.9 23.1 18.8 5.4 1.5 15.0 1.4 5.0 4.0 0.1: 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 17 . . . . 4 . 5 . .:
Old : 35: 15 17 . . . . 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 : 78.6 66.6 90.4 85.5 76.2 58.7 81.4 77.0
Old : 78.6 66.6 90.4 85.5 76.2 58.7 81.4 77.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,110: 31,810 19,355 5,300 16,505 0 0 50 0 0 1,200 0: 0 0
Old : 37,110: 31,810 19,355 5,300 16,505 0 0 50 0 0 1,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 975: 925 1,700 50 -975 0 0 0 0 0 250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 52.2 14.3 44.5 0.0 0.0 0.1 0.0 0.0 3.2 0.0: 0.0 0.0
Old : 100.0: 85.7 52.2 14.3 44.5 0.0 0.0 0.1 0.0 0.0 3.2 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 : 89.2 92.2 99.7 98.0 87.0 87.3 93.2 91.9
Old : 89.2 92.2 99.7 98.0 87.0 87.3 93.2 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,421: 40,471 37,115 3,110 3,060 6,495 0 4,375 0 1,496 525 724: 125 127
Old : 52,421: 40,471 37,115 3,110 3,060 6,495 0 4,375 0 1,496 525 724: 125 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -411: 1,154 45 200 1,695 -2,235 0 0 0 386 0 84: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 70.8 5.9 5.8 12.4 0.0 8.3 0.0 2.9 1.0 1.4: 0.2 0.2
Old : 100.0: 77.2 70.8 5.9 5.8 12.4 0.0 8.3 0.0 2.9 1.0 1.4: 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 : 38: 24 23 . . . 0 . 0 . . .:
Old : 38: 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 : 47.2 44.4 74.9 64.4 34.0 28.0 47.1 41.7
Old : 47.2 44.4 74.9 64.4 34.0 28.0 47.1 41.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,885: 51,695 50,239 6,095 6,340 7,200 1,525 2,695 835 661 665 655: 219 256
Old : 68,885: 51,695 50,239 6,095 6,340 7,200 1,525 2,695 835 661 665 655: 219 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,150: 280 1,390 430 -1,430 1,265 150 700 25 -200 0 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 72.9 8.8 9.2 10.5 2.2 3.9 1.2 1.0 1.0 1.0: 0.3 0.4
Old : 100.0: 75.0 72.9 8.8 9.2 10.5 2.2 3.9 1.2 1.0 1.0 1.0: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 25 . . 4 . 5 . . . .:
Old : 46: 25 25 . . 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 : 41.8 52.6 68.0 70.3 38.0 45.1 53.3 59.2
Old : 41.8 52.6 68.0 70.3 38.0 45.1 53.3 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,331: 49,611 52,716 18,000 15,765 1,665 0 90 260 2,065 866 594: 136 375
Old : 72,331: 49,611 52,716 18,000 15,765 1,665 0 90 260 2,065 866 594: 136 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,059: 1,645 1,449 950 1,235 -630 0 0 0 0 -84 84: 10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 72.9 24.9 21.8 2.3 0.0 0.1 0.4 2.9 1.2 0.8: 0.2 0.5
Old : 100.0: 68.6 72.9 24.9 21.8 2.3 0.0 0.1 0.4 2.9 1.2 0.8: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.0 74.0 68.1 86.8 48.2 72.0 65.8 83.1
Old : 50.0 74.0 68.1 86.8 48.2 72.0 65.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,866: 72,321 63,826 22,805 33,755 3,010 610 0 0 2,195 200 750: 175 325
Old : 101,866: 72,321 63,826 22,805 33,755 3,010 610 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 13, 2018 :
: 1,712: 1,077 1,207 1,310 1,180 -675 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 62.7 22.4 33.1 3.0 0.6 0.0 0.0 2.2 0.2 0.7: 0.2 0.3
Old : 100.0: 71.0 62.7 22.4 33.1 3.0 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 : 52.3 69.8 70.1 86.0 52.1 66.9 69.7 81.2
Old : 52.3 69.8 70.1 86.0 52.1 66.9 69.7 81.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,371: 18,731 25,705 6,665 0 3,320 300 0 0 300 0 0: 55 346
Old : 29,371: 18,731 25,705 6,665 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 13, 2018 :
: 115: 415 115 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 87.5 22.7 0.0 11.3 1.0 0.0 0.0 1.0 0.0 0.0: 0.2 1.2
Old : 100.0: 63.8 87.5 22.7 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 : 58.5 72.1 83.5 84.9 45.0 63.5 67.1 71.9
Old : 58.5 72.1 83.5 84.9 45.0 63.5 67.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,040: 27,475 27,050 1,155 1,515 3,995 0 0 0 300 415 65: 50 0
Old : 33,040: 27,475 27,050 1,155 1,515 3,995 0 0 0 300 415 65: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -220: -470 -220 300 0 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 81.9 3.5 4.6 12.1 0.0 0.0 0.0 0.9 1.3 0.2: 0.2 0.0
Old : 100.0: 83.2 81.9 3.5 4.6 12.1 0.0 0.0 0.0 0.9 1.3 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 : 61.2 62.0 80.6 89.6 39.3 52.9 50.7 59.5
Old : 61.2 62.0 80.6 89.6 39.3 52.9 50.7 59.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,718: 20,067 24,926 0 7,042 1,620 3,945 0 743 8,134 293 2,676: 533 418
Old : 37,718: 20,067 24,926 0 7,042 1,620 3,945 0 743 8,134 293 2,676: 533 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,460: 872 914 0 78 312 501 0 44 -409 6 138: 2 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 66.1 0.0 18.7 4.3 10.5 0.0 2.0 21.6 0.8 7.1: 1.4 1.1
Old : 100.0: 53.2 66.1 0.0 18.7 4.3 10.5 0.0 2.0 21.6 0.8 7.1: 1.4 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 : 41: 19 22 0 . . 6 0 . 4 4 5:
Old : 41: 19 22 0 . . 6 0 . 4 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 : 45.1 53.3 63.0 68.4 41.8 44.5 51.5 53.2
Old : 45.1 53.3 63.0 68.4 41.8 44.5 51.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,268: 24,864 34,378 9,399 0 2,605 300 200 0 100 0 0: 0 85
Old : 37,268: 24,864 34,378 9,399 0 2,605 300 200 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 13, 2018 :
: 865: 1,186 565 -621 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 92.2 25.2 0.0 7.0 0.8 0.5 0.0 0.3 0.0 0.0: 0.0 0.2
Old : 100.0: 66.7 92.2 25.2 0.0 7.0 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 19 4 0 . . . 0 . 0 0:
Old : 34: 22 19 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 : 52.8 67.1 77.9 83.4 44.1 60.8 66.1 71.9
Old : 52.8 67.1 77.9 83.4 44.1 60.8 66.1 71.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,511: 40,576 30,095 1,060 12,210 440 1,925 1,775 0 389 555 391: 730 45
Old : 45,511: 40,576 30,095 1,060 12,210 440 1,925 1,775 0 389 555 391: 730 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 355: 345 635 0 -300 0 0 0 0 0 0 10: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 66.1 2.3 26.8 1.0 4.2 3.9 0.0 0.9 1.2 0.9: 1.6 0.1
Old : 100.0: 89.2 66.1 2.3 26.8 1.0 4.2 3.9 0.0 0.9 1.2 0.9: 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 : 54.8 57.8 74.6 83.6 53.5 54.9 68.6 74.3
Old : 54.8 57.8 74.6 83.6 53.5 54.9 68.6 74.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,294: 32,221 34,951 8,071 7,805 175 700 0 0 1,739 0 163: 225 200
Old : 43,294: 32,221 34,951 8,071 7,805 175 700 0 0 1,739 0 163: 225 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 127: -135 1,265 195 -1,080 0 0 0 0 65 0 2: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 80.7 18.6 18.0 0.4 1.6 0.0 0.0 4.0 0.0 0.4: 0.5 0.5
Old : 100.0: 74.4 80.7 18.6 18.0 0.4 1.6 0.0 0.0 4.0 0.0 0.4: 0.5 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 17 . . . . 0 0 . 0 .:
Old : 31: 20 17 . . . . 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 91.9 69.7 96.5 49.8 89.3 67.6 89.5
Old : 50.3 91.9 69.7 96.5 49.8 89.3 67.6 89.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,572: 37,190 36,329 8,259 9,420 898 0 0 0 2,030 1,500 175: 20 250
Old : 48,572: 37,190 36,329 8,259 9,420 898 0 0 0 2,030 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 13, 2018 :
: -218: -318 612 100 -810 -20 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 74.8 17.0 19.4 1.8 0.0 0.0 0.0 4.2 3.1 0.4: 0.0 0.5
Old : 100.0: 76.6 74.8 17.0 19.4 1.8 0.0 0.0 0.0 4.2 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 : 52.1 86.3 73.3 95.4 51.0 84.0 71.7 92.3
Old : 52.1 86.3 73.3 95.4 51.0 84.0 71.7 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,003: 64,859 68,146 9,026 4,597 1,880 0 350 0 0 810 1,046: 192 174
Old : 77,003: 64,859 68,146 9,026 4,597 1,880 0 350 0 0 810 1,046: 192 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,635: 2,643 1,973 110 0 -10 0 0 0 0 765 -108: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 88.5 11.7 6.0 2.4 0.0 0.5 0.0 0.0 1.1 1.4: 0.2 0.2
Old : 100.0: 84.2 88.5 11.7 6.0 2.4 0.0 0.5 0.0 0.0 1.1 1.4: 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 : 33: 24 22 . . 4 0 . 0 0 . .:
Old : 33: 24 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 : 52.1 61.5 72.9 80.3 51.6 56.6 70.5 72.0
Old : 52.1 61.5 72.9 80.3 51.6 56.6 70.5 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,234: 96,069 91,992 10,916 6,187 1,998 370 1,414 286 1,590 9,273 720: 285 364
Old : 112,234: 96,069 91,992 10,916 6,187 1,998 370 1,414 286 1,590 9,273 720: 285 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 3,148: 2,613 1,974 -380 -845 359 55 -119 126 10 1,288 365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 82.0 9.7 5.5 1.8 0.3 1.3 0.3 1.4 8.3 0.6: 0.3 0.3
Old : 100.0: 85.6 82.0 9.7 5.5 1.8 0.3 1.3 0.3 1.4 8.3 0.6: 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: 24 23 . . 4 . 4 . 5 5 .:
Old : 53: 24 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 : 50.5 45.0 73.4 67.5 46.6 40.8 65.7 58.4
Old : 50.5 45.0 73.4 67.5 46.6 40.8 65.7 58.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,985: 32,290 34,935 2,050 0 4,075 350 0 75 750 525 375: 20 0
Old : 39,985: 32,290 34,935 2,050 0 4,075 350 0 75 750 525 375: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,900: 1,175 1,750 600 0 0 50 0 0 75 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 87.4 5.1 0.0 10.2 0.9 0.0 0.2 1.9 1.3 0.9: 0.0 0.0
Old : 100.0: 80.8 87.4 5.1 0.0 10.2 0.9 0.0 0.2 1.9 1.3 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 82.9 80.4 95.3 95.2 76.0 79.4 83.0 84.2
Old : 82.9 80.4 95.3 95.2 76.0 79.4 83.0 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,215: 26,865 23,265 1,720 5,095 2,475 975 1,850 250 325 143 972: 633 165
Old : 34,215: 26,865 23,265 1,720 5,095 2,475 975 1,850 250 325 143 972: 633 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,075: 735 1,655 1,120 -80 -620 0 0 0 0 -2 2: -162 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 68.0 5.0 14.9 7.2 2.8 5.4 0.7 0.9 0.4 2.8: 1.9 0.5
Old : 100.0: 78.5 68.0 5.0 14.9 7.2 2.8 5.4 0.7 0.9 0.4 2.8: 1.9 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 : 28: 18 18 . . . . . . . . .:
Old : 28: 18 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 65.2 68.8 84.0 35.9 48.2 48.4 54.0
Old : 47.3 65.2 68.8 84.0 35.9 48.2 48.4 54.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,753: 20,050 29,078 5,900 3,735 3,340 6,698 0 510 970 1,200 875: 410 15
Old : 38,753: 20,050 29,078 5,900 3,735 3,340 6,698 0 510 970 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 13, 2018 :
: 2,431: 691 2,431 1,400 25 -25 350 0 0 15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 75.0 15.2 9.6 8.6 17.3 0.0 1.3 2.5 3.1 2.3: 1.1 0.0
Old : 100.0: 51.7 75.0 15.2 9.6 8.6 17.3 0.0 1.3 2.5 3.1 2.3: 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 : 44.2 54.5 66.7 74.8 38.2 40.5 54.6 60.2
Old : 44.2 54.5 66.7 74.8 38.2 40.5 54.6 60.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,152: 20,458 38,573 21,104 0 150 0 1,646 0 50 1,249 51: 339 483
Old : 42,152: 20,458 38,573 21,104 0 150 0 1,646 0 50 1,249 51: 339 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 30: 10 30 15 0 0 0 0 0 0 0 0: 5 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 12 4 0 . 0 . 0 . . .:
Old : 23: 10 12 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 : 68.2 82.3 89.9 93.2 68.1 75.5 84.9 85.2
Old : 68.2 82.3 89.9 93.2 68.1 75.5 84.9 85.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,888: 17,092 32,788 17,810 70 925 0 1,920 0 51 125 0: 10 60
Old : 35,888: 17,092 32,788 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 13, 2018 :
: 30: 30 30 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 91.4 49.6 0.2 2.6 0.0 5.3 0.0 0.1 0.3 0.0: 0.0 0.2
Old : 100.0: 47.6 91.4 49.6 0.2 2.6 0.0 5.3 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 89.1 89.9 96.2 67.2 86.4 84.8 90.9
Old : 69.8 89.1 89.9 96.2 67.2 86.4 84.8 90.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,031: 23,421 27,414 2,576 0 1,162 850 1,375 0 1,517 0 80: 425 0
Old : 30,031: 23,421 27,414 2,576 0 1,162 850 1,375 0 1,517 0 80: 425 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 650: 430 650 80 -125 125 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 91.3 8.6 0.0 3.9 2.8 4.6 0.0 5.1 0.0 0.3: 1.4 0.0
Old : 100.0: 78.0 91.3 8.6 0.0 3.9 2.8 4.6 0.0 5.1 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 5 0 4 . . 0 5 0 .:
Old : 35: 19 15 5 0 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 : 52.4 66.0 67.7 85.9 43.5 61.1 56.1 75.2
Old : 52.4 66.0 67.7 85.9 43.5 61.1 56.1 75.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,248: 19,725 21,755 1,375 465 493 0 75 370 790 0 0: 495 90
Old : 23,248: 19,725 21,755 1,375 465 493 0 75 370 790 0 0: 495 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 735: 410 710 275 0 25 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 93.6 5.9 2.0 2.1 0.0 0.3 1.6 3.4 0.0 0.0: 2.1 0.4
Old : 100.0: 84.8 93.6 5.9 2.0 2.1 0.0 0.3 1.6 3.4 0.0 0.0: 2.1 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 : 28: 14 16 . . . 0 . . . 0 0:
Old : 28: 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 : 67.9 71.4 84.4 88.1 65.3 71.2 80.5 85.7
Old : 67.9 71.4 84.4 88.1 65.3 71.2 80.5 85.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,005: 42,406 31,233 2,613 7,398 1,686 785 7,467 360 714 570 270: 171 21
Old : 49,005: 42,406 31,233 2,613 7,398 1,686 785 7,467 360 714 570 270: 171 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 3,418: 1,912 1,932 980 185 226 0 325 320 0 430 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 63.7 5.3 15.1 3.4 1.6 15.2 0.7 1.5 1.2 0.6: 0.3 0.0
Old : 100.0: 86.5 63.7 5.3 15.1 3.4 1.6 15.2 0.7 1.5 1.2 0.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 22 . . . . . . . . .:
Old : 38: 21 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 54.9 77.9 74.7 58.4 52.3 68.7 70.9
Old : 61.1 54.9 77.9 74.7 58.4 52.3 68.7 70.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,908: 33,584 26,019 4,421 9,133 176 0 3,250 135 125 174 1: 466 20
Old : 38,908: 33,584 26,019 4,421 9,133 176 0 3,250 135 125 174 1: 466 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,297: 2,328 1,943 -240 100 54 0 225 -25 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 66.9 11.4 23.5 0.5 0.0 8.4 0.3 0.3 0.4 0.0: 1.2 0.1
Old : 100.0: 86.3 66.9 11.4 23.5 0.5 0.0 8.4 0.3 0.3 0.4 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.0 64.4 79.6 87.7 60.6 63.6 75.5 83.0
Old : 64.0 64.4 79.6 87.7 60.6 63.6 75.5 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,471: 9,711 17,100 8,525 0 3,075 0 1,275 0 0 0 0: 160 21
Old : 21,471: 9,711 17,100 8,525 0 3,075 0 1,275 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 13, 2018 :
: 475: 150 25 325 0 0 0 450 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 79.6 39.7 0.0 14.3 0.0 5.9 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 45.2 79.6 39.7 0.0 14.3 0.0 5.9 0.0 0.0 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 12 . 0 . 0 . 0 0 0 0:
Old : 21: 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 : 83.0 70.3 96.1 91.1 68.7 63.7 77.8 75.9
Old : 83.0 70.3 96.1 91.1 68.7 63.7 77.8 75.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,445: 8,390 12,545 3,095 0 850 185 0 0 760 50 0: 165 0
Old : 13,445: 8,390 12,545 3,095 0 850 185 0 0 760 50 0: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 30: 0 0 -30 0 30 50 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 93.3 23.0 0.0 6.3 1.4 0.0 0.0 5.7 0.4 0.0: 1.2 0.0
Old : 100.0: 62.4 93.3 23.0 0.0 6.3 1.4 0.0 0.0 5.7 0.4 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 : 26: 15 8 . 0 . . 0 0 . . 0:
Old : 26: 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 : 60.6 90.3 82.4 98.3 50.5 79.4 66.6 79.8
Old : 60.6 90.3 82.4 98.3 50.5 79.4 66.6 79.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,335: 14,885 15,120 4,665 4,445 1,200 0 0 0 255 0 0: 330 570
Old : 21,335: 14,885 15,120 4,665 4,445 1,200 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 13, 2018 :
: 1,275: 1,275 0 -1,200 75 1,200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 70.9 21.9 20.8 5.6 0.0 0.0 0.0 1.2 0.0 0.0: 1.5 2.7
Old : 100.0: 69.8 70.9 21.9 20.8 5.6 0.0 0.0 0.0 1.2 0.0 0.0: 1.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . . 0 0 0 . 0 0:
Old : 20: 8 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 : 72.2 74.9 93.9 93.5 69.5 74.9 88.2 88.7
Old : 72.2 74.9 93.9 93.5 69.5 74.9 88.2 88.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,175: 8,084 15,955 11,185 3,720 1,300 250 200 0 100 0 0: 256 0
Old : 21,175: 8,084 15,955 11,185 3,720 1,300 250 200 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 13, 2018 :
: 380: 140 315 0 0 65 175 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 75.3 52.8 17.6 6.1 1.2 0.9 0.0 0.5 0.0 0.0: 1.2 0.0
Old : 100.0: 38.2 75.3 52.8 17.6 6.1 1.2 0.9 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 : 27: 12 10 . . . . . 0 . 0 0:
Old : 27: 12 10 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 64.1 92.0 90.8 71.2 58.6 78.4 79.7
Old : 77.5 64.1 92.0 90.8 71.2 58.6 78.4 79.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,880: 7,189 13,685 8,550 2,720 2,475 250 0 0 100 0 0: 316 0
Old : 18,880: 7,189 13,685 8,550 2,720 2,475 250 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 13, 2018 :
: 325: 100 200 -75 0 125 175 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 72.5 45.3 14.4 13.1 1.3 0.0 0.0 0.5 0.0 0.0: 1.7 0.0
Old : 100.0: 38.1 72.5 45.3 14.4 13.1 1.3 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 : 23: 11 8 . . . . 0 0 . 0 0:
Old : 23: 11 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 : 76.9 71.6 90.6 96.1 61.3 58.1 68.4 73.8
Old : 76.9 71.6 90.6 96.1 61.3 58.1 68.4 73.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,390: 5,255 4,475 0 1,615 250 660 0 0 0 0 0: 225 50
Old : 6,390: 5,255 4,475 0 1,615 250 660 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 13, 2018 :
: 125: 125 250 0 -125 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 70.0 0.0 25.3 3.9 10.3 0.0 0.0 0.0 0.0 0.0: 3.5 0.8
Old : 100.0: 82.2 70.0 0.0 25.3 3.9 10.3 0.0 0.0 0.0 0.0 0.0: 3.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 0 . . . 0 0 0 0 0:
Old : 22: 13 13 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 : 45.9 63.9 77.7 89.3 43.2 55.3 69.6 76.4
Old : 45.9 63.9 77.7 89.3 43.2 55.3 69.6 76.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,895: 5,235 4,485 120 945 415 0 0 0 0 0 0: 125 50
Old : 5,895: 5,235 4,485 120 945 415 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 13, 2018 :
: 130: 125 250 120 -5 -115 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 76.1 2.0 16.0 7.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 0.8
Old : 100.0: 88.8 76.1 2.0 16.0 7.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . . . 0 0 0 0 0 0:
Old : 21: 13 13 . . . 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 : 48.3 66.3 80.5 88.2 45.3 60.0 67.5 72.8
Old : 48.3 66.3 80.5 88.2 45.3 60.0 67.5 72.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,003: 18,424 24,848 5,325 0 3,245 600 175 25 300 0 1,665: 419 45
Old : 30,003: 18,424 24,848 5,325 0 3,245 600 175 25 300 0 1,665: 419 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 3,285: 985 4,375 1,420 -445 -785 -25 150 25 0 -1,700 1,665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 82.8 17.7 0.0 10.8 2.0 0.6 0.1 1.0 0.0 5.5: 1.4 0.1
Old : 100.0: 61.4 82.8 17.7 0.0 10.8 2.0 0.6 0.1 1.0 0.0 5.5: 1.4 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 : 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 : 51.4 83.3 80.1 95.6 47.7 77.1 70.7 80.4
Old : 51.4 83.3 80.1 95.6 47.7 77.1 70.7 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,351: 18,719 24,179 5,143 785 3,477 600 175 25 300 0 1,665: 422 45
Old : 30,351: 18,719 24,179 5,143 785 3,477 600 175 25 300 0 1,665: 422 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 3,270: 985 4,375 1,200 -665 -580 -25 150 25 0 -1,700 1,665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 79.7 16.9 2.6 11.5 2.0 0.6 0.1 1.0 0.0 5.5: 1.4 0.1
Old : 100.0: 61.7 79.7 16.9 2.6 11.5 2.0 0.6 0.1 1.0 0.0 5.5: 1.4 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 : 30: 14 17 . . . . . . . 0 .:
Old : 30: 14 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 : 53.4 85.1 79.5 95.4 50.0 73.7 69.8 79.5
Old : 53.4 85.1 79.5 95.4 50.0 73.7 69.8 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 109,615: 89,719 75,822 8,810 23,137 5,366 25 790 600 1,905 725 2,920: 270 255
Old : 109,615: 89,719 75,822 8,810 23,137 5,366 25 790 600 1,905 725 2,920: 270 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -521: 405 -3,530 0 2,380 -956 0 -80 0 -1,090 550 1,115: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 69.2 8.0 21.1 4.9 0.0 0.7 0.5 1.7 0.7 2.7: 0.2 0.2
Old : 100.0: 81.8 69.2 8.0 21.1 4.9 0.0 0.7 0.5 1.7 0.7 2.7: 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 . 4 . 5:
Old : 51: 29 25 . . 5 . 4 . 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 : 39.3 53.1 59.0 78.9 35.2 45.2 50.4 60.7
Old : 39.3 53.1 59.0 78.9 35.2 45.2 50.4 60.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,290: 105,789 86,907 9,920 28,322 4,416 25 2,380 85 2,345 710 2,465: 245 5
Old : 125,290: 105,789 86,907 9,920 28,322 4,416 25 2,380 85 2,345 710 2,465: 245 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -773: 228 -3,869 0 2,475 -1,094 0 70 0 -1,030 542 1,123: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 69.4 7.9 22.6 3.5 0.0 1.9 0.1 1.9 0.6 2.0: 0.2 0.0
Old : 100.0: 84.4 69.4 7.9 22.6 3.5 0.0 1.9 0.1 1.9 0.6 2.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 31 28 . 4 4 . 6 . 5 . 5:
Old : 56: 31 28 . 4 4 . 6 . 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 : 39.2 53.7 59.6 79.0 37.2 47.3 54.2 64.7
Old : 39.2 53.7 59.6 79.0 37.2 47.3 54.2 64.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 270,407: 190,081 209,082 4,206 3,633 28,834 23,523 6,260 5,736 8,945 8,095 8,752: 330 14
Old : 270,407: 190,081 209,082 4,206 3,633 28,834 23,523 6,260 5,736 8,945 8,095 8,752: 330 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,826: 4,352 -476 -2,297 457 789 -688 640 262 313 1,059 88: 5 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 77.3 1.6 1.3 10.7 8.7 2.3 2.1 3.3 3.0 3.2: 0.1 0.0
Old : 100.0: 70.3 77.3 1.6 1.3 10.7 8.7 2.3 2.1 3.3 3.0 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 : 90: 37 39 4 4 5 9 7 9 13 10 15:
Old : 90: 37 39 4 4 5 9 7 9 13 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 : 39.2 46.4 54.6 63.0 32.2 35.9 41.6 45.5
Old : 39.2 46.4 54.6 63.0 32.2 35.9 41.6 45.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,496: 24,191 31,285 4,412 0 2,871 840 0 175 1,723 150 0: 284 15
Old : 34,496: 24,191 31,285 4,412 0 2,871 840 0 175 1,723 150 0: 284 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 729: 254 779 515 0 -50 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 90.7 12.8 0.0 8.3 2.4 0.0 0.5 5.0 0.4 0.0: 0.8 0.0
Old : 100.0: 70.1 90.7 12.8 0.0 8.3 2.4 0.0 0.5 5.0 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 : 28: 19 11 . 0 . . 0 . . . 0:
Old : 28: 19 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 : 50.1 87.5 72.4 97.6 46.7 78.6 61.6 79.2
Old : 50.1 87.5 72.4 97.6 46.7 78.6 61.6 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,757: 22,755 29,579 5,137 0 2,163 110 0 850 1,358 50 100: 284 15
Old : 32,757: 22,755 29,579 5,137 0 2,163 110 0 850 1,358 50 100: 284 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 659: 149 674 515 0 -15 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 90.3 15.7 0.0 6.6 0.3 0.0 2.6 4.1 0.2 0.3: 0.9 0.0
Old : 100.0: 69.5 90.3 15.7 0.0 6.6 0.3 0.0 2.6 4.1 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 : 28: 18 10 . 0 . . 0 . . . .:
Old : 28: 18 10 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 86.0 73.4 97.4 47.2 78.8 64.1 79.6
Old : 51.7 86.0 73.4 97.4 47.2 78.8 64.1 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 167,425: 68,253 113,952 41,918 15,945 33,537 22,362 0 1,327 0 2,636 28: 0 0
Old : 167,425: 68,253 113,952 41,918 15,945 33,537 22,362 0 1,327 0 2,636 28: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 68.1 25.0 9.5 20.0 13.4 0.0 0.8 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 40.8 68.1 25.0 9.5 20.0 13.4 0.0 0.8 0.0 1.6 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: 14 10 . . . . 0 . 0 . .:
Old : 20: 14 10 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 77.0 90.0 94.5 48.1 51.4 54.1 55.1
Old : 73.3 77.0 90.0 94.5 48.1 51.4 54.1 55.1
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,410: 11,805 27,053 15,895 2,460 710 6,205 0 175 0 4,325 0: 5,620 5,687
Old : 40,410: 11,805 27,053 15,895 2,460 710 6,205 0 175 0 4,325 0: 5,620 5,687
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,155: 365 295 1,455 780 -710 -600 0 175 0 0 0: 1,470 1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 66.9 39.3 6.1 1.8 15.4 0.0 0.4 0.0 10.7 0.0: 13.9 14.1
Old : 100.0: 29.2 66.9 39.3 6.1 1.8 15.4 0.0 0.4 0.0 10.7 0.0: 13.9 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 18 . . . . 0 . 0 . 0:
Old : 27: 15 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 35.3 75.4 60.6 60.8 30.5 68.2 52.2
Old : 63.6 35.3 75.4 60.6 60.8 30.5 68.2 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,136: 10,506 25,299 15,415 2,260 1,060 6,205 0 175 0 4,325 0: 4,775 5,017
Old : 38,136: 10,506 25,299 15,415 2,260 1,060 6,205 0 175 0 4,325 0: 4,775 5,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,680: 55 585 1,455 180 -360 -600 0 175 0 0 0: 955 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 66.3 40.4 5.9 2.8 16.3 0.0 0.5 0.0 11.3 0.0: 12.5 13.2
Old : 100.0: 27.5 66.3 40.4 5.9 2.8 16.3 0.0 0.5 0.0 11.3 0.0: 12.5 13.2
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:
Old : 25: 13 17 . . . . 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 : 66.6 36.4 78.6 64.5 62.6 33.0 68.5 53.5
Old : 66.6 36.4 78.6 64.5 62.6 33.0 68.5 53.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,540: 18,095 5,795 450 2,775 3,305 0 9,605 50 0 520 0: 2,640 2,490
Old : 24,540: 18,095 5,795 450 2,775 3,305 0 9,605 50 0 520 0: 2,640 2,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 50: 50 0 0 50 -50 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 23.6 1.8 11.3 13.5 0.0 39.1 0.2 0.0 2.1 0.0: 10.8 10.1
Old : 100.0: 73.7 23.6 1.8 11.3 13.5 0.0 39.1 0.2 0.0 2.1 0.0: 10.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.2 74.1 71.0 85.0 43.7 62.8 60.5 71.7
Old : 49.2 74.1 71.0 85.0 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 13, 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,640: 14,875 31,590 16,935 0 545 1,400 75 250 0 1,545 0: 2,635 2,635
Old : 36,640: 14,875 31,590 16,935 0 545 1,400 75 250 0 1,545 0: 2,635 2,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 350: 350 850 150 0 0 350 0 0 0 0 0: -500 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 86.2 46.2 0.0 1.5 3.8 0.2 0.7 0.0 4.2 0.0: 7.2 7.2
Old : 100.0: 40.6 86.2 46.2 0.0 1.5 3.8 0.2 0.7 0.0 4.2 0.0: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.0 83.7 82.3 89.6 66.0 82.6 80.6 88.3
Old : 67.0 83.7 82.3 89.6 66.0 82.6 80.6 88.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,385: 13,325 30,170 16,865 0 395 1,600 75 100 0 1,545 0: 2,100 2,100
Old : 34,385: 13,325 30,170 16,865 0 395 1,600 75 100 0 1,545 0: 2,100 2,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 350: 350 850 150 0 0 350 0 0 0 0 0: -500 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 87.7 49.0 0.0 1.1 4.7 0.2 0.3 0.0 4.5 0.0: 6.1 6.1
Old : 100.0: 38.8 87.7 49.0 0.0 1.1 4.7 0.2 0.3 0.0 4.5 0.0: 6.1 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 : 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 : 68.2 84.2 83.3 91.5 67.1 83.9 81.9 91.0
Old : 68.2 84.2 83.3 91.5 67.1 83.9 81.9 91.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,445: 13,610 6,505 0 2,970 1,530 0 4,265 0 0 0 0: 1,305 1,175
Old : 16,445: 13,610 6,505 0 2,970 1,530 0 4,265 0 0 0 0: 1,305 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 115: 100 -175 0 175 100 0 100 0 0 0 0: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 39.6 0.0 18.1 9.3 0.0 25.9 0.0 0.0 0.0 0.0: 7.9 7.1
Old : 100.0: 82.8 39.6 0.0 18.1 9.3 0.0 25.9 0.0 0.0 0.0 0.0: 7.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 8 0 . . 0 . 0 0 0 0:
Old : 21: 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 : 70.1 70.5 83.4 89.0 62.2 56.2 69.4 68.7
Old : 70.1 70.5 83.4 89.0 62.2 56.2 69.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,720: 12,190 6,705 0 2,060 1,840 0 3,555 0 0 0 0: 1,690 1,560
Old : 15,720: 12,190 6,705 0 2,060 1,840 0 3,555 0 0 0 0: 1,690 1,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 42.7 0.0 13.1 11.7 0.0 22.6 0.0 0.0 0.0 0.0: 10.8 9.9
Old : 100.0: 77.5 42.7 0.0 13.1 11.7 0.0 22.6 0.0 0.0 0.0 0.0: 10.8 9.9
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: 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 : 67.3 70.7 80.5 88.5 58.6 54.1 66.1 66.8
Old : 67.3 70.7 80.5 88.5 58.6 54.1 66.1 66.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,585: 18,685 12,660 0 9,615 900 1,420 0 400 1,200 0 105: 2,875 1,905
Old : 25,585: 18,685 12,660 0 9,615 900 1,420 0 400 1,200 0 105: 2,875 1,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,795: 530 1,670 0 -490 160 650 0 0 0 0 0: 455 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 49.5 0.0 37.6 3.5 5.6 0.0 1.6 4.7 0.0 0.4: 11.2 7.4
Old : 100.0: 73.0 49.5 0.0 37.6 3.5 5.6 0.0 1.6 4.7 0.0 0.4: 11.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 0 . . . 0 . . 0 .:
Old : 24: 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 : 56.2 67.0 71.6 85.8 47.4 61.9 61.0 75.4
Old : 56.2 67.0 71.6 85.8 47.4 61.9 61.0 75.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,035: 16,520 10,355 0 9,810 765 1,420 0 400 1,230 0 75: 2,625 1,630
Old : 23,035: 16,520 10,355 0 9,810 765 1,420 0 400 1,230 0 75: 2,625 1,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,295: 500 1,090 0 60 0 650 0 0 0 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 45.0 0.0 42.6 3.3 6.2 0.0 1.7 5.3 0.0 0.3: 11.4 7.1
Old : 100.0: 71.7 45.0 0.0 42.6 3.3 6.2 0.0 1.7 5.3 0.0 0.3: 11.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 0 . . . 0 . . 0 .:
Old : 24: 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 : 53.7 69.3 70.7 86.8 48.2 63.1 63.5 77.9
Old : 53.7 69.3 70.7 86.8 48.2 63.1 63.5 77.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,545: 26,110 10,495 0 25,120 0 8,455 0 440 2,160 1,125 0: 1,380 1,365
Old : 38,545: 26,110 10,495 0 25,120 0 8,455 0 440 2,160 1,125 0: 1,380 1,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 290: 390 -135 0 725 0 125 0 0 0 -75 0: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 27.2 0.0 65.2 0.0 21.9 0.0 1.1 5.6 2.9 0.0: 3.6 3.5
Old : 100.0: 67.7 27.2 0.0 65.2 0.0 21.9 0.0 1.1 5.6 2.9 0.0: 3.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 0 . 0 . 0 . . . 0:
Old : 26: 15 9 0 . 0 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 81.5 82.8 93.2 61.1 80.2 81.2 89.0
Old : 62.3 81.5 82.8 93.2 61.1 80.2 81.2 89.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,095: 22,870 12,825 0 18,220 20 7,225 0 20 2,060 1,125 0: 1,900 1,885
Old : 34,095: 22,870 12,825 0 18,220 20 7,225 0 20 2,060 1,125 0: 1,900 1,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 350: 450 -75 0 725 -215 125 0 0 0 -75 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 37.6 0.0 53.4 0.1 21.2 0.0 0.1 6.0 3.3 0.0: 5.6 5.5
Old : 100.0: 67.1 37.6 0.0 53.4 0.1 21.2 0.0 0.1 6.0 3.3 0.0: 5.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 0 . . . 0 . . . 0:
Old : 25: 14 9 0 . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 77.7 80.4 90.6 57.1 76.1 79.1 85.7
Old : 57.9 77.7 80.4 90.6 57.1 76.1 79.1 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,010: 41,030 81,990 33,965 0 315 8,000 75 2,640 1,545 2,460 0: 7,515 7,530
Old : 95,010: 41,030 81,990 33,965 0 315 8,000 75 2,640 1,545 2,460 0: 7,515 7,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 980: 1,030 540 710 0 90 -950 75 25 -175 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 86.3 35.7 0.0 0.3 8.4 0.1 2.8 1.6 2.6 0.0: 7.9 7.9
Old : 100.0: 43.2 86.3 35.7 0.0 0.3 8.4 0.1 2.8 1.6 2.6 0.0: 7.9 7.9
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 : 42: 17 26 . 0 . . . . . . 0:
Old : 42: 17 26 . 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 : 64.0 58.2 76.9 71.6 60.8 57.5 72.5 69.7
Old : 64.0 58.2 76.9 71.6 60.8 57.5 72.5 69.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,920: 41,580 73,550 25,345 0 520 7,560 75 2,290 1,515 2,360 0: 9,110 9,125
Old : 87,920: 41,580 73,550 25,345 0 520 7,560 75 2,290 1,515 2,360 0: 9,110 9,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,075: 780 615 1,085 0 100 -1,000 75 25 -175 0 0: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 83.7 28.8 0.0 0.6 8.6 0.1 2.6 1.7 2.7 0.0: 10.4 10.4
Old : 100.0: 47.3 83.7 28.8 0.0 0.6 8.6 0.1 2.6 1.7 2.7 0.0: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 14 24 . 0 . . . . . . 0:
Old : 41: 14 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 : 62.2 50.9 77.9 66.2 59.3 50.9 72.4 65.4
Old : 62.2 50.9 77.9 66.2 59.3 50.9 72.4 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,070: 13,635 8,555 0 3,615 3,790 0 3,920 175 2,275 0 0: 2,195 2,015
Old : 22,070: 13,635 8,555 0 3,615 3,790 0 3,920 175 2,275 0 0: 2,195 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,135: -1,485 1,645 0 -1,900 2,065 0 170 0 1,400 0 0: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 38.8 0.0 16.4 17.2 0.0 17.8 0.8 10.3 0.0 0.0: 9.9 9.1
Old : 100.0: 61.8 38.8 0.0 16.4 17.2 0.0 17.8 0.8 10.3 0.0 0.0: 9.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 0 . . 0 . . . 0 0:
Old : 27: 14 14 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 51.7 74.6 75.3 45.4 37.4 56.9 54.4
Old : 57.5 51.7 74.6 75.3 45.4 37.4 56.9 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,725: 10,540 8,185 0 5,115 3,475 0 175 0 2,875 0 0: 835 775
Old : 17,725: 10,540 8,185 0 5,115 3,475 0 175 0 2,875 0 0: 835 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 46.2 0.0 28.9 19.6 0.0 1.0 0.0 16.2 0.0 0.0: 4.7 4.4
Old : 100.0: 59.5 46.2 0.0 28.9 19.6 0.0 1.0 0.0 16.2 0.0 0.0: 4.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 0 . . 0 . 0 . 0 0:
Old : 20: 12 12 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 : 71.2 72.8 85.5 88.5 38.1 37.3 45.0 47.6
Old : 71.2 72.8 85.5 88.5 38.1 37.3 45.0 47.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,540: 33,305 30,160 0 1,735 5,570 200 810 920 0 800 0: 7,545 7,545
Old : 47,540: 33,305 30,160 0 1,735 5,570 200 810 920 0 800 0: 7,545 7,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 370: 300 0 0 390 -70 0 -90 70 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 63.4 0.0 3.6 11.7 0.4 1.7 1.9 0.0 1.7 0.0: 15.9 15.9
Old : 100.0: 70.1 63.4 0.0 3.6 11.7 0.4 1.7 1.9 0.0 1.7 0.0: 15.9 15.9
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 : 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 40.4 74.8 57.1 50.1 30.6 52.6 42.7
Old : 59.7 40.4 74.8 57.1 50.1 30.6 52.6 42.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,500: 18,765 18,535 100 1,220 3,900 1,790 0 0 0 600 0: 8,945 9,245
Old : 33,500: 18,765 18,535 100 1,220 3,900 1,790 0 0 0 600 0: 8,945 9,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 160: 300 0 -90 300 20 90 0 0 0 0 0: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 55.3 0.3 3.6 11.6 5.3 0.0 0.0 0.0 1.8 0.0: 26.7 27.6
Old : 100.0: 56.0 55.3 0.3 3.6 11.6 5.3 0.0 0.0 0.0 1.8 0.0: 26.7 27.6
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 : 50.0 33.7 64.7 51.3 43.7 22.5 45.8 35.4
Old : 50.0 33.7 64.7 51.3 43.7 22.5 45.8 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2018