COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,236: 13,953 26,379 7,428 710 327 140 5,545 2,988 14,200 3,291 2,952: 1,248 1,044
Old : 43,236: 13,953 26,379 7,428 710 327 140 5,545 2,988 14,200 3,291 2,952: 1,248 1,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 695: 374 279 -13 0 -75 -345 657 -114 776 -75 23: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 61.0 17.2 1.6 0.8 0.3 12.8 6.9 32.8 7.6 6.8: 2.9 2.4
Old : 100.0: 32.3 61.0 17.2 1.6 0.8 0.3 12.8 6.9 32.8 7.6 6.8: 2.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 15 14 4 . 4 . 7 5 7 7 6:
Old : 43: 15 14 4 . 4 . 7 5 7 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 63.8 60.3 77.5 34.1 51.2 52.3 59.8
Old : 36.0 63.8 60.3 77.5 34.1 51.2 52.3 59.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,679: 41,980 45,195 1,308 3,831 13,346 8,393 111 1,987 1,270 4,287 2,432: 963 490
Old : 71,679: 41,980 45,195 1,308 3,831 13,346 8,393 111 1,987 1,270 4,287 2,432: 963 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,249: 756 363 -427 -68 465 126 89 350 -23 48 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 63.1 1.8 5.3 18.6 11.7 0.2 2.8 1.8 6.0 3.4: 1.3 0.7
Old : 100.0: 58.6 63.1 1.8 5.3 18.6 11.7 0.2 2.8 1.8 6.0 3.4: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 28 . . . 4 . . 5 6 8:
Old : 55: 31 28 . . . 4 . . 5 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 : 42.1 41.9 64.2 63.3 28.7 23.8 39.3 34.9
Old : 42.1 41.9 64.2 63.3 28.7 23.8 39.3 34.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,933: 33,072 37,547 0 1,712 3,756 647 0 8 5,900 360 550: 0 0
Old : 43,933: 33,072 37,547 0 1,712 3,756 647 0 8 5,900 360 550: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,906: 980 1,827 0 -225 372 72 -300 8 250 0 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 85.5 0.0 3.9 8.5 1.5 0.0 0.0 13.4 0.8 1.3: 0.0 0.0
Old : 100.0: 75.3 85.5 0.0 3.9 8.5 1.5 0.0 0.0 13.4 0.8 1.3: 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 : 36: 22 18 0 . . . 0 . 7 . 4:
Old : 36: 22 18 0 . . . 0 . 7 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 60.5 73.1 84.6 40.6 46.1 49.8 55.5
Old : 57.7 60.5 73.1 84.6 40.6 46.1 49.8 55.5
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,752: 22,227 17,250 0 6,447 1,000 50 0 50 2,620 1,200 805: 0 0
Old : 26,752: 22,227 17,250 0 6,447 1,000 50 0 50 2,620 1,200 805: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 201: -139 146 0 -10 140 0 0 0 125 -150 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 64.5 0.0 24.1 3.7 0.2 0.0 0.2 9.8 4.5 3.0: 0.0 0.0
Old : 100.0: 83.1 64.5 0.0 24.1 3.7 0.2 0.0 0.2 9.8 4.5 3.0: 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 : 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 : 63.9 56.2 81.5 81.8 52.9 43.7 62.4 58.9
Old : 63.9 56.2 81.5 81.8 52.9 43.7 62.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,481: 142,679 135,035 11,288 11,497 7,660 7,425 9,137 3,000 2,416 8,253 1,726: 287 173
Old : 176,481: 142,679 135,035 11,288 11,497 7,660 7,425 9,137 3,000 2,416 8,253 1,726: 287 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -358: 788 -1,477 -595 173 465 285 1,500 -1,300 -130 153 130: -1 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 76.5 6.4 6.5 4.3 4.2 5.2 1.7 1.4 4.7 1.0: 0.2 0.1
Old : 100.0: 80.8 76.5 6.4 6.5 4.3 4.2 5.2 1.7 1.4 4.7 1.0: 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 : 54: 34 32 5 . 4 . . . 4 . .:
Old : 54: 34 32 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 59.5 56.0 74.7 35.3 49.3 50.6 61.7
Old : 38.3 59.5 56.0 74.7 35.3 49.3 50.6 61.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,638: 40,000 36,698 16,739 12,731 2,453 841 9,044 877 3,650 2,700 75: 3 60
Old : 64,638: 40,000 36,698 16,739 12,731 2,453 841 9,044 877 3,650 2,700 75: 3 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 3,417: 1,172 3,080 2,575 1,228 -870 -50 -141 -10 600 250 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 56.8 25.9 19.7 3.8 1.3 14.0 1.4 5.6 4.2 0.1: 0.0 0.1
Old : 100.0: 61.9 56.8 25.9 19.7 3.8 1.3 14.0 1.4 5.6 4.2 0.1: 0.0 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 : 37: 16 17 . . . . 4 . 7 . .:
Old : 37: 16 17 . . . . 4 . 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 : 78.6 68.3 90.0 87.2 78.0 61.1 83.2 79.6
Old : 78.6 68.3 90.0 87.2 78.0 61.1 83.2 79.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,757: 33,029 21,627 5,625 15,655 100 0 50 0 0 1,325 0: 3 0
Old : 38,757: 33,029 21,627 5,625 15,655 100 0 50 0 0 1,325 0: 3 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,647: 1,219 2,272 325 -850 100 0 0 0 0 125 0: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 55.8 14.5 40.4 0.3 0.0 0.1 0.0 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 85.2 55.8 14.5 40.4 0.3 0.0 0.1 0.0 0.0 3.4 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 : 21: 9 11 . . . 0 . 0 0 . 0:
Old : 21: 9 11 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.3 92.5 99.1 98.1 86.7 87.6 93.0 92.2
Old : 88.3 92.5 99.1 98.1 86.7 87.6 93.0 92.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,281: 40,196 38,435 3,635 3,140 6,105 0 3,175 0 1,496 575 724: 125 127
Old : 52,281: 40,196 38,435 3,635 3,140 6,105 0 3,175 0 1,496 575 724: 125 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -140: -275 1,320 525 80 -390 0 -1,200 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 73.5 7.0 6.0 11.7 0.0 6.1 0.0 2.9 1.1 1.4: 0.2 0.2
Old : 100.0: 76.9 73.5 7.0 6.0 11.7 0.0 6.1 0.0 2.9 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 : 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 : 48.7 45.0 75.1 63.9 35.7 26.3 48.2 41.3
Old : 48.7 45.0 75.1 63.9 35.7 26.3 48.2 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 71,703: 52,483 51,477 5,845 6,770 7,930 2,675 2,885 1,085 686 535 780: 219 241
Old : 71,703: 52,483 51,477 5,845 6,770 7,930 2,675 2,885 1,085 686 535 780: 219 241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,818: 788 1,238 -250 430 730 1,150 190 250 25 -130 125: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 71.8 8.2 9.4 11.1 3.7 4.0 1.5 1.0 0.7 1.1: 0.3 0.3
Old : 100.0: 73.2 71.8 8.2 9.4 11.1 3.7 4.0 1.5 1.0 0.7 1.1: 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 : 48: 26 26 . . 4 . 4 4 . . .:
Old : 48: 26 26 . . 4 . 4 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 51.8 67.4 70.5 38.4 43.9 52.5 58.9
Old : 41.9 51.8 67.4 70.5 38.4 43.9 52.5 58.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,476: 49,756 52,561 18,000 16,065 1,665 0 90 260 2,065 866 594: 136 375
Old : 72,476: 49,756 52,561 18,000 16,065 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 20, 2018 :
: 145: 145 -155 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 72.5 24.8 22.2 2.3 0.0 0.1 0.4 2.8 1.2 0.8: 0.2 0.5
Old : 100.0: 68.7 72.5 24.8 22.2 2.3 0.0 0.1 0.4 2.8 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 : 39: 21 23 . . . 0 . . . . .:
Old : 39: 21 23 . . . 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 : 49.9 74.0 68.0 86.5 48.1 72.0 65.7 83.2
Old : 49.9 74.0 68.0 86.5 48.1 72.0 65.7 83.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,504: 73,059 64,164 22,705 34,055 3,010 610 0 0 2,195 200 750: 175 325
Old : 102,504: 73,059 64,164 22,705 34,055 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 20, 2018 :
: 638: 738 338 -100 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 62.6 22.2 33.2 2.9 0.6 0.0 0.0 2.1 0.2 0.7: 0.2 0.3
Old : 100.0: 71.3 62.6 22.2 33.2 2.9 0.6 0.0 0.0 2.1 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 : 52.1 69.6 69.7 85.7 51.9 66.7 69.4 81.2
Old : 52.1 69.6 69.7 85.7 51.9 66.7 69.4 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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,831: 20,141 26,615 6,115 0 3,870 300 0 0 350 0 0: 55 346
Old : 30,831: 20,141 26,615 6,115 0 3,870 300 0 0 350 0 0: 55 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,460: 1,410 910 -550 0 550 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 86.3 19.8 0.0 12.6 1.0 0.0 0.0 1.1 0.0 0.0: 0.2 1.1
Old : 100.0: 65.3 86.3 19.8 0.0 12.6 1.0 0.0 0.0 1.1 0.0 0.0: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 14 4 0 . . 0 0 . 0 0:
Old : 27: 19 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 : 60.1 70.0 83.8 82.9 42.7 60.3 63.3 68.0
Old : 60.1 70.0 83.8 82.9 42.7 60.3 63.3 68.0
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,035: 27,470 27,225 1,155 1,515 3,995 0 0 0 300 0 0: 115 300
Old : 33,035: 27,470 27,225 1,155 1,515 3,995 0 0 0 300 0 0: 115 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -5: -5 175 0 0 0 0 0 0 0 -415 -65: 65 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 82.4 3.5 4.6 12.1 0.0 0.0 0.0 0.9 0.0 0.0: 0.3 0.9
Old : 100.0: 83.2 82.4 3.5 4.6 12.1 0.0 0.0 0.0 0.9 0.0 0.0: 0.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 15 . . . 0 0 0 . 0 0:
Old : 24: 19 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 62.3 80.4 89.8 39.0 53.0 50.1 58.6
Old : 61.0 62.3 80.4 89.8 39.0 53.0 50.1 58.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,048: 20,789 25,486 0 7,374 2,030 4,004 0 772 8,204 253 2,720: 528 413
Old : 39,048: 20,789 25,486 0 7,374 2,030 4,004 0 772 8,204 253 2,720: 528 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,331: 722 560 0 332 410 60 0 30 70 -40 44: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 65.3 0.0 18.9 5.2 10.3 0.0 2.0 21.0 0.6 7.0: 1.4 1.1
Old : 100.0: 53.2 65.3 0.0 18.9 5.2 10.3 0.0 2.0 21.0 0.6 7.0: 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 : 43: 17 22 0 . . 5 0 . 6 4 5:
Old : 43: 17 22 0 . . 5 0 . 6 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 : 45.9 54.1 63.8 69.7 43.0 45.3 53.1 54.0
Old : 45.9 54.1 63.8 69.7 43.0 45.3 53.1 54.0
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,688: 26,384 35,358 8,809 0 3,045 300 200 0 150 0 0: 0 85
Old : 38,688: 26,384 35,358 8,809 0 3,045 300 200 0 150 0 0: 0 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,420: 1,520 980 -590 0 440 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 91.4 22.8 0.0 7.9 0.8 0.5 0.0 0.4 0.0 0.0: 0.0 0.2
Old : 100.0: 68.2 91.4 22.8 0.0 7.9 0.8 0.5 0.0 0.4 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 : 54.2 66.3 78.4 82.9 41.3 59.2 63.9 69.8
Old : 54.2 66.3 78.4 82.9 41.3 59.2 63.9 69.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,758: 40,643 30,107 1,060 12,445 520 1,925 1,875 0 439 325 441: 730 45
Old : 45,758: 40,643 30,107 1,060 12,445 520 1,925 1,875 0 439 325 441: 730 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 247: 67 12 0 235 80 0 100 0 50 -230 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 65.8 2.3 27.2 1.1 4.2 4.1 0.0 1.0 0.7 1.0: 1.6 0.1
Old : 100.0: 88.8 65.8 2.3 27.2 1.1 4.2 4.1 0.0 1.0 0.7 1.0: 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 19 . . . . . 0 . . .:
Old : 38: 20 19 . . . . . 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 : 54.2 57.9 73.0 83.2 52.9 54.4 66.4 73.6
Old : 54.2 57.9 73.0 83.2 52.9 54.4 66.4 73.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,534: 33,011 36,401 8,391 7,405 175 700 0 0 1,799 0 163: 295 390
Old : 44,534: 33,011 36,401 8,391 7,405 175 700 0 0 1,799 0 163: 295 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,240: 790 1,450 320 -400 0 0 0 0 60 0 0: 70 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 81.7 18.8 16.6 0.4 1.6 0.0 0.0 4.0 0.0 0.4: 0.7 0.9
Old : 100.0: 74.1 81.7 18.8 16.6 0.4 1.6 0.0 0.0 4.0 0.0 0.4: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 17 . . . . 0 0 . 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 : 51.4 91.4 70.2 96.0 50.9 89.0 68.0 89.1
Old : 51.4 91.4 70.2 96.0 50.9 89.0 68.0 89.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,872: 37,920 37,909 8,679 9,020 898 0 0 0 2,120 1,500 175: 80 370
Old : 49,872: 37,920 37,909 8,679 9,020 898 0 0 0 2,120 1,500 175: 80 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,300: 730 1,580 420 -400 0 0 0 0 90 0 0: 60 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 76.0 17.4 18.1 1.8 0.0 0.0 0.0 4.3 3.0 0.4: 0.2 0.7
Old : 100.0: 76.0 76.0 17.4 18.1 1.8 0.0 0.0 0.0 4.3 3.0 0.4: 0.2 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 : 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 : 53.1 86.2 73.9 95.3 52.1 84.1 72.3 92.3
Old : 53.1 86.2 73.9 95.3 52.1 84.1 72.3 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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,041: 64,524 70,049 9,439 3,757 2,538 0 350 0 175 0 1,173: 192 174
Old : 78,041: 64,524 70,049 9,439 3,757 2,538 0 350 0 175 0 1,173: 192 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,038: -335 1,903 413 -840 658 0 0 0 175 -810 127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 89.8 12.1 4.8 3.3 0.0 0.4 0.0 0.2 0.0 1.5: 0.2 0.2
Old : 100.0: 82.7 89.8 12.1 4.8 3.3 0.0 0.4 0.0 0.2 0.0 1.5: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.1 60.9 71.7 79.9 50.7 55.7 69.0 70.8
Old : 51.1 60.9 71.7 79.9 50.7 55.7 69.0 70.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,122: 95,685 93,468 11,266 4,907 2,453 745 1,464 223 1,620 9,383 850: 280 374
Old : 113,122: 95,685 93,468 11,266 4,907 2,453 745 1,464 223 1,620 9,383 850: 280 374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 888: -384 1,476 350 -1,280 455 375 50 -63 30 110 130: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 82.6 10.0 4.3 2.2 0.7 1.3 0.2 1.4 8.3 0.8: 0.2 0.3
Old : 100.0: 84.6 82.6 10.0 4.3 2.2 0.7 1.3 0.2 1.4 8.3 0.8: 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 : 53: 24 23 . . 4 4 4 . 5 5 .:
Old : 53: 24 23 . . 4 4 4 . 5 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 45.8 73.1 67.5 46.1 41.3 65.5 57.4
Old : 49.7 45.8 73.1 67.5 46.1 41.3 65.5 57.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,160: 36,690 38,135 1,855 805 3,970 275 0 150 825 725 375: 20 0
Old : 44,160: 36,690 38,135 1,855 805 3,970 275 0 150 825 725 375: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,175: 4,400 3,200 -195 805 -105 -75 0 75 75 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 86.4 4.2 1.8 9.0 0.6 0.0 0.3 1.9 1.6 0.8: 0.0 0.0
Old : 100.0: 83.1 86.4 4.2 1.8 9.0 0.6 0.0 0.3 1.9 1.6 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 : 26: 11 14 . . . . 0 . . 4 .:
Old : 26: 11 14 . . . . 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 : 83.8 81.3 95.2 94.6 78.2 79.4 85.3 85.6
Old : 83.8 81.3 95.2 94.6 78.2 79.4 85.3 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,185: 27,105 24,315 2,720 5,395 2,095 975 1,850 250 375 143 972: 693 165
Old : 35,185: 27,105 24,315 2,720 5,395 2,095 975 1,850 250 375 143 972: 693 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 970: 240 1,050 1,000 300 -380 0 0 0 50 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 69.1 7.7 15.3 6.0 2.8 5.3 0.7 1.1 0.4 2.8: 2.0 0.5
Old : 100.0: 77.0 69.1 7.7 15.3 6.0 2.8 5.3 0.7 1.1 0.4 2.8: 2.0 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 : 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 : 46.5 64.5 68.8 83.0 37.0 47.9 49.5 56.3
Old : 46.5 64.5 68.8 83.0 37.0 47.9 49.5 56.3
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,573: 19,880 30,898 8,250 4,125 2,950 6,698 0 510 1,000 1,200 875: 410 15
Old : 40,573: 19,880 30,898 8,250 4,125 2,950 6,698 0 510 1,000 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 20, 2018 :
: 1,820: -170 1,820 2,350 390 -390 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 76.2 20.3 10.2 7.3 16.5 0.0 1.3 2.5 3.0 2.2: 1.0 0.0
Old : 100.0: 49.0 76.2 20.3 10.2 7.3 16.5 0.0 1.3 2.5 3.0 2.2: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.9 55.5 68.2 75.6 42.7 43.1 58.0 62.5
Old : 47.9 55.5 68.2 75.6 42.7 43.1 58.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,217: 20,663 38,578 20,899 0 210 0 1,646 0 50 1,249 51: 344 483
Old : 42,217: 20,663 38,578 20,899 0 210 0 1,646 0 50 1,249 51: 344 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 65: 205 5 -205 0 60 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 91.4 49.5 0.0 0.5 0.0 3.9 0.0 0.1 3.0 0.1: 0.8 1.1
Old : 100.0: 48.9 91.4 49.5 0.0 0.5 0.0 3.9 0.0 0.1 3.0 0.1: 0.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 11 4 0 . 0 . 0 . . .:
Old : 23: 10 11 4 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 82.3 89.9 93.1 67.8 75.6 84.7 85.2
Old : 68.1 82.3 89.9 93.1 67.8 75.6 84.7 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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,988: 17,192 32,828 17,750 70 985 0 1,920 0 51 125 0: 10 60
Old : 35,988: 17,192 32,828 17,750 70 985 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 20, 2018 :
: 100: 100 40 -60 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 91.2 49.3 0.2 2.7 0.0 5.3 0.0 0.1 0.3 0.0: 0.0 0.2
Old : 100.0: 47.8 91.2 49.3 0.2 2.7 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 : 69.7 89.0 90.0 96.1 67.0 86.3 84.6 90.8
Old : 69.7 89.0 90.0 96.1 67.0 86.3 84.6 90.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,444: 25,894 29,884 2,533 0 1,085 800 1,395 0 1,617 0 80: 435 0
Old : 32,444: 25,894 29,884 2,533 0 1,085 800 1,395 0 1,617 0 80: 435 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,413: 2,473 2,470 -43 0 -77 -50 20 0 100 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 92.1 7.8 0.0 3.3 2.5 4.3 0.0 5.0 0.0 0.2: 1.3 0.0
Old : 100.0: 79.8 92.1 7.8 0.0 3.3 2.5 4.3 0.0 5.0 0.0 0.2: 1.3 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 : 36: 19 17 5 0 4 . . 0 5 0 .:
Old : 36: 19 17 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 : 52.6 65.9 67.7 84.4 43.0 58.0 53.9 71.2
Old : 52.6 65.9 67.7 84.4 43.0 58.0 53.9 71.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,636: 19,730 22,240 1,800 290 491 0 125 320 740 10 50: 505 110
Old : 23,636: 19,730 22,240 1,800 290 491 0 125 320 740 10 50: 505 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 388: 5 485 425 -175 -2 0 50 -50 -50 10 50: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 94.1 7.6 1.2 2.1 0.0 0.5 1.4 3.1 0.0 0.2: 2.1 0.5
Old : 100.0: 83.5 94.1 7.6 1.2 2.1 0.0 0.5 1.4 3.1 0.0 0.2: 2.1 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 : 26: 13 15 . . . 0 . . . . .:
Old : 26: 13 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 70.0 82.5 86.9 62.3 69.2 77.6 82.7
Old : 66.2 70.0 82.5 86.9 62.3 69.2 77.6 82.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,721: 43,949 31,657 2,886 7,753 1,573 760 7,702 383 714 1,332 270: 186 51
Old : 50,721: 43,949 31,657 2,886 7,753 1,573 760 7,702 383 714 1,332 270: 186 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,716: 1,543 424 273 355 -113 -25 235 23 0 762 0: 15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 62.4 5.7 15.3 3.1 1.5 15.2 0.8 1.4 2.6 0.5: 0.4 0.1
Old : 100.0: 86.6 62.4 5.7 15.3 3.1 1.5 15.2 0.8 1.4 2.6 0.5: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 21 . . . . . . . . .:
Old : 37: 19 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 55.1 78.2 74.0 56.7 52.8 68.6 69.9
Old : 59.9 55.1 78.2 74.0 56.7 52.8 68.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 40,842: 35,819 26,574 3,991 9,453 395 0 3,400 135 125 864 1: 376 20
Old : 40,842: 35,819 26,574 3,991 9,453 395 0 3,400 135 125 864 1: 376 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,934: 2,235 555 -430 320 219 0 150 0 0 690 0: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 65.1 9.8 23.1 1.0 0.0 8.3 0.3 0.3 2.1 0.0: 0.9 0.0
Old : 100.0: 87.7 65.1 9.8 23.1 1.0 0.0 8.3 0.3 0.3 2.1 0.0: 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 : 30: 19 17 . . . 0 . . . . .:
Old : 30: 19 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 63.0 81.4 86.5 62.0 62.9 77.4 83.2
Old : 65.6 63.0 81.4 86.5 62.0 62.9 77.4 83.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,518: 9,608 17,132 8,675 0 3,075 0 1,290 0 0 0 0: 160 21
Old : 21,518: 9,608 17,132 8,675 0 3,075 0 1,290 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 20, 2018 :
: 47: -103 32 150 0 0 0 15 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 79.6 40.3 0.0 14.3 0.0 6.0 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 44.7 79.6 40.3 0.0 14.3 0.0 6.0 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 : 83.7 70.3 96.1 90.9 69.4 63.6 77.8 75.8
Old : 83.7 70.3 96.1 90.9 69.4 63.6 77.8 75.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,730: 8,345 12,545 3,270 0 835 135 300 0 960 50 0: 185 0
Old : 13,730: 8,345 12,545 3,270 0 835 135 300 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 20, 2018 :
: 175: -75 0 375 0 -125 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 91.4 23.8 0.0 6.1 1.0 2.2 0.0 7.0 0.4 0.0: 1.3 0.0
Old : 100.0: 60.8 91.4 23.8 0.0 6.1 1.0 2.2 0.0 7.0 0.4 0.0: 1.3 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 : 26: 15 8 . 0 . . . 0 . . 0:
Old : 26: 15 8 . 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 88.7 81.4 97.2 50.5 79.2 66.6 80.7
Old : 59.8 88.7 81.4 97.2 50.5 79.2 66.6 80.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,720: 8,365 12,545 3,420 0 825 185 300 0 760 50 0: 165 0
Old : 13,720: 8,365 12,545 3,420 0 825 185 300 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 20, 2018 :
: 275: -25 0 325 0 -25 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 91.4 24.9 0.0 6.0 1.3 2.2 0.0 5.5 0.4 0.0: 1.2 0.0
Old : 100.0: 61.0 91.4 24.9 0.0 6.0 1.3 2.2 0.0 5.5 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 : 27: 15 8 . 0 . . . 0 . . 0:
Old : 27: 15 8 . 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 88.5 82.7 97.2 51.8 78.9 70.3 80.4
Old : 58.6 88.5 82.7 97.2 51.8 78.9 70.3 80.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,455: 14,765 15,120 4,665 4,565 1,200 0 0 0 255 0 0: 570 570
Old : 21,455: 14,765 15,120 4,665 4,565 1,200 0 0 0 255 0 0: 570 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 120: -120 0 0 120 0 0 0 0 0 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 70.5 21.7 21.3 5.6 0.0 0.0 0.0 1.2 0.0 0.0: 2.7 2.7
Old : 100.0: 68.8 70.5 21.7 21.3 5.6 0.0 0.0 0.0 1.2 0.0 0.0: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.2 75.0 92.8 93.5 68.5 75.0 87.1 88.7
Old : 71.2 75.0 92.8 93.5 68.5 75.0 87.1 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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,035: 8,059 16,980 12,060 3,720 1,135 175 0 200 150 0 0: 256 0
Old : 22,035: 8,059 16,980 12,060 3,720 1,135 175 0 200 150 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 860: -25 1,025 875 0 -165 -75 -200 200 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 77.1 54.7 16.9 5.2 0.8 0.0 0.9 0.7 0.0 0.0: 1.2 0.0
Old : 100.0: 36.6 77.1 54.7 16.9 5.2 0.8 0.0 0.9 0.7 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 : 77.7 64.9 91.7 91.8 72.4 59.8 79.5 81.1
Old : 77.7 64.9 91.7 91.8 72.4 59.8 79.5 81.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,085: 7,164 14,110 8,825 2,720 2,255 375 0 0 150 0 0: 316 0
Old : 19,085: 7,164 14,110 8,825 2,720 2,255 375 0 0 150 0 0: 316 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 205: -25 425 275 0 -220 125 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 73.9 46.2 14.3 11.8 2.0 0.0 0.0 0.8 0.0 0.0: 1.7 0.0
Old : 100.0: 37.5 73.9 46.2 14.3 11.8 2.0 0.0 0.0 0.8 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 : 24: 11 8 . . . . 0 0 . 0 0:
Old : 24: 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 : 76.4 71.1 89.8 97.1 62.0 58.1 69.5 75.1
Old : 76.4 71.1 89.8 97.1 62.0 58.1 69.5 75.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,900: 6,315 4,410 0 1,140 700 660 1,600 0 0 0 0: 225 50
Old : 7,900: 6,315 4,410 0 1,140 700 660 1,600 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 20, 2018 :
: 1,510: 1,060 -65 0 -475 450 0 1,600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 55.8 0.0 14.4 8.9 8.4 20.3 0.0 0.0 0.0 0.0: 2.8 0.6
Old : 100.0: 79.9 55.8 0.0 14.4 8.9 8.4 20.3 0.0 0.0 0.0 0.0: 2.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 0 . . . . 0 0 0 0:
Old : 23: 13 13 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 60.7 75.1 87.5 43.8 53.9 65.1 70.3
Old : 45.9 60.7 75.1 87.5 43.8 53.9 65.1 70.3
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,000: 5,345 4,570 95 945 435 0 0 0 0 0 0: 125 50
Old : 6,000: 5,345 4,570 95 945 435 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 20, 2018 :
: 105: 110 85 -25 0 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 76.2 1.6 15.8 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 0.8
Old : 100.0: 89.1 76.2 1.6 15.8 7.3 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 : 47.5 64.9 79.0 88.4 44.5 57.7 66.3 71.9
Old : 47.5 64.9 79.0 88.4 44.5 57.7 66.3 71.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,598: 18,844 25,898 6,080 0 2,930 1,025 25 0 300 700 1,000: 419 45
Old : 30,598: 18,844 25,898 6,080 0 2,930 1,025 25 0 300 700 1,000: 419 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 595: 420 1,050 755 0 -315 425 -150 -25 0 700 -665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 84.6 19.9 0.0 9.6 3.3 0.1 0.0 1.0 2.3 3.3: 1.4 0.1
Old : 100.0: 61.6 84.6 19.9 0.0 9.6 3.3 0.1 0.0 1.0 2.3 3.3: 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 : 51.8 82.9 79.0 96.3 46.8 78.1 69.7 83.0
Old : 51.8 82.9 79.0 96.3 46.8 78.1 69.7 83.0
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,571: 19,159 25,229 5,143 50 3,522 1,025 25 0 300 700 1,000: 422 45
Old : 30,571: 19,159 25,229 5,143 50 3,522 1,025 25 0 300 700 1,000: 422 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 220: 440 1,050 0 -735 45 425 -150 -25 0 700 -665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 82.5 16.8 0.2 11.5 3.4 0.1 0.0 1.0 2.3 3.3: 1.4 0.1
Old : 100.0: 62.7 82.5 16.8 0.2 11.5 3.4 0.1 0.0 1.0 2.3 3.3: 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 : 53.2 84.6 78.1 96.0 49.6 75.7 69.7 80.8
Old : 53.2 84.6 78.1 96.0 49.6 75.7 69.7 80.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,321: 90,925 76,048 8,810 24,457 3,576 325 1,405 600 2,005 175 2,805: 275 255
Old : 109,321: 90,925 76,048 8,810 24,457 3,576 325 1,405 600 2,005 175 2,805: 275 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -294: 1,206 226 0 1,320 -1,790 300 615 0 100 -550 -115: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 69.6 8.1 22.4 3.3 0.3 1.3 0.5 1.8 0.2 2.6: 0.3 0.2
Old : 100.0: 83.2 69.6 8.1 22.4 3.3 0.3 1.3 0.5 1.8 0.2 2.6: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 29 25 . . 5 . . . 5 . 5:
Old : 50: 29 25 . . 5 . . . 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 : 39.3 51.8 59.5 78.7 35.9 45.5 51.2 61.8
Old : 39.3 51.8 59.5 78.7 35.9 45.5 51.2 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,966: 106,029 86,338 9,920 31,056 2,992 1,675 2,745 335 2,420 160 2,325: 270 15
Old : 125,966: 106,029 86,338 9,920 31,056 2,992 1,675 2,745 335 2,420 160 2,325: 270 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 676: 240 -569 0 2,734 -1,424 1,650 365 250 75 -550 -140: 25 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 68.5 7.9 24.7 2.4 1.3 2.2 0.3 1.9 0.1 1.8: 0.2 0.0
Old : 100.0: 84.2 68.5 7.9 24.7 2.4 1.3 2.2 0.3 1.9 0.1 1.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 28 . 5 4 . . . 6 . 5:
Old : 55: 31 28 . 5 4 . . . 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 53.0 58.7 78.5 36.7 47.8 53.6 64.7
Old : 38.2 53.0 58.7 78.5 36.7 47.8 53.6 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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 274,434: 195,050 209,581 1,306 3,684 30,798 22,572 6,405 6,432 9,172 8,505 8,773: 331 256
Old : 274,434: 195,050 209,581 1,306 3,684 30,798 22,572 6,405 6,432 9,172 8,505 8,773: 331 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,028: 4,969 499 -2,900 51 1,964 -951 145 696 227 410 21: 1 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 76.4 0.5 1.3 11.2 8.2 2.3 2.3 3.3 3.1 3.2: 0.1 0.1
Old : 100.0: 71.1 76.4 0.5 1.3 11.2 8.2 2.3 2.3 3.3 3.1 3.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 36 38 . 5 5 9 7 9 15 8 15:
Old : 89: 36 38 . 5 5 9 7 9 15 8 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 45.8 53.4 62.7 31.9 34.8 41.3 44.2
Old : 38.5 45.8 53.4 62.7 31.9 34.8 41.3 44.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,961: 24,366 32,030 5,022 0 2,591 800 0 175 1,723 150 0: 284 15
Old : 34,961: 24,366 32,030 5,022 0 2,591 800 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 20, 2018 :
: 465: 175 745 610 0 -280 -40 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 91.6 14.4 0.0 7.4 2.3 0.0 0.5 4.9 0.4 0.0: 0.8 0.0
Old : 100.0: 69.7 91.6 14.4 0.0 7.4 2.3 0.0 0.5 4.9 0.4 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 11 . 0 . . 0 . . . 0:
Old : 27: 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 : 50.5 87.8 73.2 97.7 46.9 80.2 62.5 80.7
Old : 50.5 87.8 73.2 97.7 46.9 80.2 62.5 80.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,247: 22,950 30,344 5,747 0 1,888 70 0 850 1,358 50 100: 284 15
Old : 33,247: 22,950 30,344 5,747 0 1,888 70 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 20, 2018 :
: 490: 195 765 610 0 -275 -40 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 91.3 17.3 0.0 5.7 0.2 0.0 2.6 4.1 0.2 0.3: 0.9 0.0
Old : 100.0: 69.0 91.3 17.3 0.0 5.7 0.2 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 : 27: 18 10 . 0 . . 0 . . . .:
Old : 27: 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 : 52.1 86.4 74.3 97.5 47.4 80.4 65.9 81.1
Old : 52.1 86.4 74.3 97.5 47.4 80.4 65.9 81.1
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 168,118: 69,048 113,398 41,647 17,616 33,666 22,410 0 1,318 0 2,090 29: 0 0
Old : 168,118: 69,048 113,398 41,647 17,616 33,666 22,410 0 1,318 0 2,090 29: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 693: 795 -554 -272 1,671 129 48 0 -8 0 -545 1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 67.5 24.8 10.5 20.0 13.3 0.0 0.8 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 41.1 67.5 24.8 10.5 20.0 13.3 0.0 0.8 0.0 1.2 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: 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 77.4 90.1 94.8 48.2 51.8 54.3 55.1
Old : 73.3 77.4 90.1 94.8 48.2 51.8 54.3 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,747: 4,860 10,097 4,912 820 1,150 1,530 300 0 0 100 0: 1,295 1,280
Old : 13,747: 4,860 10,097 4,912 820 1,150 1,530 300 0 0 100 0: 1,295 1,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 73.4 35.7 6.0 8.4 11.1 2.2 0.0 0.0 0.7 0.0: 9.4 9.3
Old : 100.0: 35.4 73.4 35.7 6.0 8.4 11.1 2.2 0.0 0.0 0.7 0.0: 9.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . . 0 0 . 0:
Old : 20: 8 12 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 49.9 89.2 72.3 66.9 38.7 68.7 58.7
Old : 70.4 49.9 89.2 72.3 66.9 38.7 68.7 58.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,370: 11,755 26,553 15,895 3,060 570 6,355 0 175 0 4,325 0: 5,620 5,687
Old : 40,370: 11,755 26,553 15,895 3,060 570 6,355 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 20, 2018 :
: -40: -50 -500 0 600 -140 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 65.8 39.4 7.6 1.4 15.7 0.0 0.4 0.0 10.7 0.0: 13.9 14.1
Old : 100.0: 29.1 65.8 39.4 7.6 1.4 15.7 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 : 64.0 35.0 75.4 60.5 61.2 32.0 68.7 52.7
Old : 64.0 35.0 75.4 60.5 61.2 32.0 68.7 52.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,921: 10,411 24,784 15,415 2,860 745 6,385 0 175 0 4,325 0: 4,790 5,032
Old : 37,921: 10,411 24,784 15,415 2,860 745 6,385 0 175 0 4,325 0: 4,790 5,032
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -215: -95 -515 0 600 -315 180 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 65.4 40.7 7.5 2.0 16.8 0.0 0.5 0.0 11.4 0.0: 12.6 13.3
Old : 100.0: 27.5 65.4 40.7 7.5 2.0 16.8 0.0 0.5 0.0 11.4 0.0: 12.6 13.3
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 : 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 : 67.0 36.4 78.2 64.3 63.5 34.4 69.7 54.6
Old : 67.0 36.4 78.2 64.3 63.5 34.4 69.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,610: 17,995 5,745 450 2,850 3,205 100 9,680 50 0 420 60: 2,750 2,600
Old : 24,610: 17,995 5,745 450 2,850 3,205 100 9,680 50 0 420 60: 2,750 2,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 70: -100 -50 0 75 -100 100 75 0 0 -100 60: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 23.3 1.8 11.6 13.0 0.4 39.3 0.2 0.0 1.7 0.2: 11.2 10.6
Old : 100.0: 73.1 23.3 1.8 11.6 13.0 0.4 39.3 0.2 0.0 1.7 0.2: 11.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 . . . . . . 0 . .:
Old : 27: 17 9 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 73.8 70.4 84.6 43.8 63.0 60.5 71.7
Old : 48.7 73.8 70.4 84.6 43.8 63.0 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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,735: 17,115 5,880 450 1,935 4,655 100 9,480 50 0 520 0: 2,365 2,215
Old : 24,735: 17,115 5,880 450 1,935 4,655 100 9,480 50 0 520 0: 2,365 2,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 85: -825 25 0 -825 800 100 75 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 23.8 1.8 7.8 18.8 0.4 38.3 0.2 0.0 2.1 0.0: 9.6 9.0
Old : 100.0: 69.2 23.8 1.8 7.8 18.8 0.4 38.3 0.2 0.0 2.1 0.0: 9.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 11 . . . . . . 0 . 0:
Old : 27: 18 11 . . . . . . 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 : 52.5 75.4 72.5 86.6 40.4 58.8 55.5 66.6
Old : 52.5 75.4 72.5 86.6 40.4 58.8 55.5 66.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,415: 14,975 32,390 17,560 0 545 1,475 75 250 0 1,545 0: 2,610 2,610
Old : 37,415: 14,975 32,390 17,560 0 545 1,475 75 250 0 1,545 0: 2,610 2,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 775: 100 800 625 0 0 75 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 86.6 46.9 0.0 1.5 3.9 0.2 0.7 0.0 4.1 0.0: 7.0 7.0
Old : 100.0: 40.0 86.6 46.9 0.0 1.5 3.9 0.2 0.7 0.0 4.1 0.0: 7.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.3 83.5 82.2 89.7 66.4 82.5 80.6 88.6
Old : 67.3 83.5 82.2 89.7 66.4 82.5 80.6 88.6
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,010: 13,475 30,820 17,290 0 395 1,675 75 100 0 1,545 0: 2,075 2,075
Old : 35,010: 13,475 30,820 17,290 0 395 1,675 75 100 0 1,545 0: 2,075 2,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 625: 150 650 425 0 0 75 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 88.0 49.4 0.0 1.1 4.8 0.2 0.3 0.0 4.4 0.0: 5.9 5.9
Old : 100.0: 38.5 88.0 49.4 0.0 1.1 4.8 0.2 0.3 0.0 4.4 0.0: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 83.8 83.0 91.5 67.1 83.5 81.7 91.1
Old : 68.2 83.8 83.0 91.5 67.1 83.5 81.7 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,645: 13,660 6,405 0 2,895 1,705 0 4,490 0 0 0 0: 1,280 1,150
Old : 16,645: 13,660 6,405 0 2,895 1,705 0 4,490 0 0 0 0: 1,280 1,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 200: 50 -100 0 -75 175 0 225 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 38.5 0.0 17.4 10.2 0.0 27.0 0.0 0.0 0.0 0.0: 7.7 6.9
Old : 100.0: 82.1 38.5 0.0 17.4 10.2 0.0 27.0 0.0 0.0 0.0 0.0: 7.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 8 0 . . 0 4 0 0 0 0:
Old : 22: 14 8 0 . . 0 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 : 70.0 70.2 83.8 88.0 61.7 55.1 68.8 66.8
Old : 70.0 70.2 83.8 88.0 61.7 55.1 68.8 66.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,820: 12,140 6,605 0 1,885 2,015 0 3,780 0 0 0 0: 1,665 1,535
Old : 15,820: 12,140 6,605 0 1,885 2,015 0 3,780 0 0 0 0: 1,665 1,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 100: -50 -100 0 -175 175 0 225 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 41.8 0.0 11.9 12.7 0.0 23.9 0.0 0.0 0.0 0.0: 10.5 9.7
Old : 100.0: 76.7 41.8 0.0 11.9 12.7 0.0 23.9 0.0 0.0 0.0 0.0: 10.5 9.7
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 : 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 : 67.7 70.3 80.8 87.3 57.9 52.7 65.4 64.6
Old : 67.7 70.3 80.8 87.3 57.9 52.7 65.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,975: 19,190 12,635 0 9,980 900 1,545 50 400 1,200 0 105: 2,635 1,905
Old : 25,975: 19,190 12,635 0 9,980 900 1,545 50 400 1,200 0 105: 2,635 1,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 390: 505 -25 0 365 0 125 50 0 0 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 48.6 0.0 38.4 3.5 5.9 0.2 1.5 4.6 0.0 0.4: 10.1 7.3
Old : 100.0: 73.9 48.6 0.0 38.4 3.5 5.9 0.2 1.5 4.6 0.0 0.4: 10.1 7.3
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 : 25: 13 11 0 . . . . . . 0 .:
Old : 25: 13 11 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 67.4 71.3 85.9 46.6 62.4 61.1 75.7
Old : 55.4 67.4 71.3 85.9 46.6 62.4 61.1 75.7
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,425: 16,785 9,780 0 10,725 765 1,545 50 400 1,230 0 75: 2,625 1,630
Old : 23,425: 16,785 9,780 0 10,725 765 1,545 50 400 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 20, 2018 :
: 390: 265 -575 0 915 0 125 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 41.8 0.0 45.8 3.3 6.6 0.2 1.7 5.3 0.0 0.3: 11.2 7.0
Old : 100.0: 71.7 41.8 0.0 45.8 3.3 6.6 0.2 1.7 5.3 0.0 0.3: 11.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 11 0 . . . . . . 0 .:
Old : 26: 14 11 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 69.7 70.4 86.9 47.4 64.5 63.4 78.2
Old : 52.8 69.7 70.4 86.9 47.4 64.5 63.4 78.2
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,695: 26,260 10,645 0 24,970 0 8,355 50 540 2,160 1,125 0: 1,380 1,365
Old : 38,695: 26,260 10,645 0 24,970 0 8,355 50 540 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 20, 2018 :
: 150: 150 150 0 -150 0 -100 50 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 27.5 0.0 64.5 0.0 21.6 0.1 1.4 5.6 2.9 0.0: 3.6 3.5
Old : 100.0: 67.9 27.5 0.0 64.5 0.0 21.6 0.1 1.4 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 : 27: 15 10 0 . 0 . . . . . 0:
Old : 27: 15 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 : 62.0 80.8 82.5 92.4 60.9 79.1 80.9 87.9
Old : 62.0 80.8 82.5 92.4 60.9 79.1 80.9 87.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,245: 23,020 12,975 0 18,070 20 7,125 50 120 2,060 1,125 0: 1,900 1,885
Old : 34,245: 23,020 12,975 0 18,070 20 7,125 50 120 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 20, 2018 :
: 150: 150 150 0 -150 0 -100 50 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 37.9 0.0 52.8 0.1 20.8 0.1 0.4 6.0 3.3 0.0: 5.5 5.5
Old : 100.0: 67.2 37.9 0.0 52.8 0.1 20.8 0.1 0.4 6.0 3.3 0.0: 5.5 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 : 26: 14 10 0 . . . . . . . 0:
Old : 26: 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 : 57.7 76.9 80.1 89.8 56.9 74.9 78.8 84.4
Old : 57.7 76.9 80.1 89.8 56.9 74.9 78.8 84.4
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,800: 41,985 84,255 34,065 0 315 9,235 0 2,670 1,445 2,460 0: 8,085 8,100
Old : 97,800: 41,985 84,255 34,065 0 315 9,235 0 2,670 1,445 2,460 0: 8,085 8,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,790: 955 2,265 100 0 0 1,235 -75 30 -100 0 0: 570 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 86.2 34.8 0.0 0.3 9.4 0.0 2.7 1.5 2.5 0.0: 8.3 8.3
Old : 100.0: 42.9 86.2 34.8 0.0 0.3 9.4 0.0 2.7 1.5 2.5 0.0: 8.3 8.3
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: 17 26 . 0 . 4 0 . . . 0:
Old : 42: 17 26 . 0 . 4 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 56.2 77.3 69.7 60.3 56.2 73.0 68.3
Old : 63.5 56.2 77.3 69.7 60.3 56.2 73.0 68.3
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,125: 41,930 75,010 25,145 0 520 8,795 0 2,320 1,515 2,360 0: 9,900 9,915
Old : 90,125: 41,930 75,010 25,145 0 520 8,795 0 2,320 1,515 2,360 0: 9,900 9,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 2,205: 350 1,460 -200 0 0 1,235 -75 30 0 0 0: 790 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 83.2 27.9 0.0 0.6 9.8 0.0 2.6 1.7 2.6 0.0: 11.0 11.0
Old : 100.0: 46.5 83.2 27.9 0.0 0.6 9.8 0.0 2.6 1.7 2.6 0.0: 11.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 15 25 . 0 . 4 0 . . . 0:
Old : 41: 15 25 . 0 . 4 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 49.9 77.2 65.7 57.6 49.9 72.0 64.9
Old : 60.4 49.9 77.2 65.7 57.6 49.9 72.0 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,020: 14,585 9,155 0 3,915 3,790 0 3,970 175 2,275 0 0: 2,195 2,015
Old : 23,020: 14,585 9,155 0 3,915 3,790 0 3,970 175 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 20, 2018 :
: 950: 950 600 0 300 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 39.8 0.0 17.0 16.5 0.0 17.2 0.8 9.9 0.0 0.0: 9.5 8.8
Old : 100.0: 63.4 39.8 0.0 17.0 16.5 0.0 17.2 0.8 9.9 0.0 0.0: 9.5 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 0 . . 0 . . . 0 0:
Old : 28: 15 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 : 59.0 53.5 75.3 76.3 47.8 40.0 58.5 56.3
Old : 59.0 53.5 75.3 76.3 47.8 40.0 58.5 56.3
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,325: 10,450 7,645 0 5,515 3,475 0 175 0 2,825 0 0: 575 515
Old : 17,325: 10,450 7,645 0 5,515 3,475 0 175 0 2,825 0 0: 575 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -400: -90 -540 0 400 0 0 0 0 -50 0 0: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 44.1 0.0 31.8 20.1 0.0 1.0 0.0 16.3 0.0 0.0: 3.3 3.0
Old : 100.0: 60.3 44.1 0.0 31.8 20.1 0.0 1.0 0.0 16.3 0.0 0.0: 3.3 3.0
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: 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 : 75.2 70.2 88.5 89.8 46.6 43.1 52.8 54.7
Old : 75.2 70.2 88.5 89.8 46.6 43.1 52.8 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,315: 5,650 12,120 260 135 2,035 8,020 0 0 0 1,675 0: 1,350 1,350
Old : 17,315: 5,650 12,120 260 135 2,035 8,020 0 0 0 1,675 0: 1,350 1,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 70.0 1.5 0.8 11.8 46.3 0.0 0.0 0.0 9.7 0.0: 7.8 7.8
Old : 100.0: 32.6 70.0 1.5 0.8 11.8 46.3 0.0 0.0 0.0 9.7 0.0: 7.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 10 . . . . 0 0 0 . 0:
Old : 20: 7 10 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 69.2 88.5 89.0 66.0 68.3 78.8 78.3
Old : 66.0 69.2 88.5 89.0 66.0 68.3 78.8 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,890: 33,530 30,360 0 2,435 5,320 200 335 1,245 0 600 100: 7,495 7,495
Old : 47,890: 33,530 30,360 0 2,435 5,320 200 335 1,245 0 600 100: 7,495 7,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 350: 225 200 0 700 -250 0 -475 325 0 -200 100: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 63.4 0.0 5.1 11.1 0.4 0.7 2.6 0.0 1.3 0.2: 15.7 15.7
Old : 100.0: 70.0 63.4 0.0 5.1 11.1 0.4 0.7 2.6 0.0 1.3 0.2: 15.7 15.7
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 : 30: 17 19 0 . . . . . 0 . .:
Old : 30: 17 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 41.0 73.5 57.3 49.0 30.7 51.5 43.9
Old : 58.0 41.0 73.5 57.3 49.0 30.7 51.5 43.9
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 27, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,610: 18,785 18,810 0 1,820 3,400 2,265 0 0 0 400 100: 9,060 9,080
Old : 33,610: 18,785 18,810 0 1,820 3,400 2,265 0 0 0 400 100: 9,060 9,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 110: 20 275 -100 600 -500 475 0 0 0 -200 100: 115 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 56.0 0.0 5.4 10.1 6.7 0.0 0.0 0.0 1.2 0.3: 27.0 27.0
Old : 100.0: 55.9 56.0 0.0 5.4 10.1 6.7 0.0 0.0 0.0 1.2 0.3: 27.0 27.0
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: 14 18 0 . . . 0 0 0 . .:
Old : 26: 14 18 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 : 48.6 32.1 63.6 50.1 44.2 22.0 46.0 35.2
Old : 48.6 32.1 63.6 50.1 44.2 22.0 46.0 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018