COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,152: 14,085 21,708 6,804 643 288 925 8,146 1,811 12,320 3,526 3,710: 1,209 1,320
Old : 41,152: 14,085 21,708 6,804 643 288 925 8,146 1,811 12,320 3,526 3,710: 1,209 1,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,291: 881 213 -57 54 -18 110 579 5 192 445 133: 45 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 52.8 16.5 1.6 0.7 2.2 19.8 4.4 29.9 8.6 9.0: 2.9 3.2
Old : 100.0: 34.2 52.8 16.5 1.6 0.7 2.2 19.8 4.4 29.9 8.6 9.0: 2.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 14 12 4 . 4 . 6 4 8 6 9:
Old : 43: 14 12 4 . 4 . 6 4 8 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 62.0 58.0 77.3 34.2 47.1 50.9 56.9
Old : 35.6 62.0 58.0 77.3 34.2 47.1 50.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,569: 37,734 41,130 594 3,837 12,664 8,157 471 2,569 1,825 3,191 2,163: 863 543
Old : 66,569: 37,734 41,130 594 3,837 12,664 8,157 471 2,569 1,825 3,191 2,163: 863 543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 531: 120 191 -39 -7 45 22 26 188 157 43 46: -9 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 61.8 0.9 5.8 19.0 12.3 0.7 3.9 2.7 4.8 3.2: 1.3 0.8
Old : 100.0: 56.7 61.8 0.9 5.8 19.0 12.3 0.7 3.9 2.7 4.8 3.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 30 29 . . . 4 . 4 6 4 7:
Old : 52: 30 29 . . . 4 . 4 6 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 : 41.0 42.9 62.2 63.8 28.2 22.8 37.3 33.6
Old : 41.0 42.9 62.2 63.8 28.2 22.8 37.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,067: 36,308 38,527 75 1,707 4,064 450 1,084 255 4,650 0 250: 15 180
Old : 46,067: 36,308 38,527 75 1,707 4,064 450 1,084 255 4,650 0 250: 15 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,086: 1,625 1,271 75 -90 532 25 253 130 -350 0 50: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 83.6 0.2 3.7 8.8 1.0 2.4 0.6 10.1 0.0 0.5: 0.0 0.4
Old : 100.0: 78.8 83.6 0.2 3.7 8.8 1.0 2.4 0.6 10.1 0.0 0.5: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 19 . . . . . . 6 0 .:
Old : 37: 22 19 . . . . . . 6 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 60.0 75.9 83.9 43.5 51.2 55.4 58.4
Old : 58.5 60.0 75.9 83.9 43.5 51.2 55.4 58.4
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,524: 22,119 13,277 50 8,212 680 75 0 25 420 1,175 1,155: 0 0
Old : 24,524: 22,119 13,277 50 8,212 680 75 0 25 420 1,175 1,155: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -192: 48 -627 -25 300 125 0 0 0 -400 -50 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 54.1 0.2 33.5 2.8 0.3 0.0 0.1 1.7 4.8 4.7: 0.0 0.0
Old : 100.0: 90.2 54.1 0.2 33.5 2.8 0.3 0.0 0.1 1.7 4.8 4.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 15 . . . . 0 . . . 5:
Old : 32: 19 15 . . . . 0 . . . 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 : 71.5 63.8 86.3 83.9 66.3 53.0 73.3 70.2
Old : 71.5 63.8 86.3 83.9 66.3 53.0 73.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,014: 141,550 124,144 8,661 10,785 11,414 7,730 19,352 1,140 2,610 6,247 2,672: 237 260
Old : 176,014: 141,550 124,144 8,661 10,785 11,414 7,730 19,352 1,140 2,610 6,247 2,672: 237 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 50: -1,002 -1,582 423 -177 -51 105 1,800 0 515 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 70.5 4.9 6.1 6.5 4.4 11.0 0.6 1.5 3.5 1.5: 0.1 0.1
Old : 100.0: 80.4 70.5 4.9 6.1 6.5 4.4 11.0 0.6 1.5 3.5 1.5: 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 : 53: 32 31 4 . 4 4 . . 4 . .:
Old : 53: 32 31 4 . 4 4 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 51.5 56.7 69.4 35.5 44.6 49.4 57.1
Old : 38.4 51.5 56.7 69.4 35.5 44.6 49.4 57.1
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 60,041: 35,354 35,943 17,797 10,305 3,186 1,176 8,572 957 1,375 1,002 75: 121 0
Old : 60,041: 35,354 35,943 17,797 10,305 3,186 1,176 8,572 957 1,375 1,002 75: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 357: 123 676 47 11 150 104 -913 -41 27 527 -52: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 59.9 29.6 17.2 5.3 2.0 14.3 1.6 2.3 1.7 0.1: 0.2 0.0
Old : 100.0: 58.9 59.9 29.6 17.2 5.3 2.0 14.3 1.6 2.3 1.7 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 16 . . . 5 . . 5 . .:
Old : 38: 18 16 . . . 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 : 76.8 67.8 87.4 88.9 71.4 58.4 76.6 77.3
Old : 76.8 67.8 87.4 88.9 71.4 58.4 76.6 77.3
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,075: 28,494 21,160 3,945 11,330 310 150 0 0 75 175 100: 1 0
Old : 33,075: 28,494 21,160 3,945 11,330 310 150 0 0 75 175 100: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -175: -250 100 -400 -225 225 75 0 0 75 -375 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 64.0 11.9 34.3 0.9 0.5 0.0 0.0 0.2 0.5 0.3: 0.0 0.0
Old : 100.0: 86.1 64.0 11.9 34.3 0.9 0.5 0.0 0.0 0.2 0.5 0.3: 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 : 21: 9 11 . . . . 0 0 . . .:
Old : 21: 9 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 : 87.6 92.6 97.9 97.6 84.9 87.3 90.7 90.8
Old : 87.6 92.6 97.9 97.6 84.9 87.3 90.7 90.8
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,230: 35,774 36,390 5,210 6,110 3,550 3,050 3,100 0 1,885 325 590: 171 165
Old : 50,230: 35,774 36,390 5,210 6,110 3,550 3,050 3,100 0 1,885 325 590: 171 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 15: 15 215 0 -250 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 72.4 10.4 12.2 7.1 6.1 6.2 0.0 3.8 0.6 1.2: 0.3 0.3
Old : 100.0: 71.2 72.4 10.4 12.2 7.1 6.1 6.2 0.0 3.8 0.6 1.2: 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 : 38: 23 23 . . . . . 0 . . .:
Old : 38: 23 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 : 46.3 46.4 70.1 64.4 42.4 34.4 59.1 48.5
Old : 46.3 46.4 70.1 64.4 42.4 34.4 59.1 48.5
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,776: 45,435 52,089 5,546 11,210 7,590 14,175 2,320 860 1,005 972 725: 440 10
Old : 75,776: 45,435 52,089 5,546 11,210 7,590 14,175 2,320 860 1,005 972 725: 440 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -135: -549 81 -50 -675 400 75 0 0 0 0 50: -61 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 68.7 7.3 14.8 10.0 18.7 3.1 1.1 1.3 1.3 1.0: 0.6 0.0
Old : 100.0: 60.0 68.7 7.3 14.8 10.0 18.7 3.1 1.1 1.3 1.3 1.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 25 26 . . 4 4 . 4 4 . .:
Old : 49: 25 26 . . 4 4 . 4 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 48.0 67.8 70.5 42.8 41.5 56.2 55.6
Old : 44.4 48.0 67.8 70.5 42.8 41.5 56.2 55.6
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 68,564: 45,603 49,184 16,535 15,510 1,690 600 90 275 2,170 195 1,260: 431 360
Old : 68,564: 45,603 49,184 16,535 15,510 1,690 600 90 275 2,170 195 1,260: 431 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 521: 420 180 0 360 0 0 0 0 0 0 0: 101 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 71.7 24.1 22.6 2.5 0.9 0.1 0.4 3.2 0.3 1.8: 0.6 0.5
Old : 100.0: 66.5 71.7 24.1 22.6 2.5 0.9 0.1 0.4 3.2 0.3 1.8: 0.6 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 : 40: 21 20 . . . . . . . . .:
Old : 40: 21 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 72.3 61.5 86.2 43.4 69.8 59.0 81.9
Old : 43.6 72.3 61.5 86.2 43.4 69.8 59.0 81.9
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 101,318: 67,563 62,679 25,120 34,424 2,990 1,260 0 0 2,950 50 920: 515 255
Old : 101,318: 67,563 62,679 25,120 34,424 2,990 1,260 0 0 2,950 50 920: 515 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,380: 1,405 775 0 610 0 0 0 0 -81 0 -74: 130 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 61.9 24.8 34.0 3.0 1.2 0.0 0.0 2.9 0.0 0.9: 0.5 0.3
Old : 100.0: 66.7 61.9 24.8 34.0 3.0 1.2 0.0 0.0 2.9 0.0 0.9: 0.5 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 : 45: 23 24 . 4 . . 0 0 . . .:
Old : 45: 23 24 . 4 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 69.0 63.8 84.9 43.5 66.0 62.7 78.9
Old : 43.6 69.0 63.8 84.9 43.5 66.0 62.7 78.9
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,940: 22,395 26,700 3,780 0 3,830 300 0 0 200 100 0: 435 310
Old : 30,940: 22,395 26,700 3,780 0 3,830 300 0 0 200 100 0: 435 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,675: 3,760 1,560 -2,525 0 230 0 0 0 0 50 0: 210 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 86.3 12.2 0.0 12.4 1.0 0.0 0.0 0.6 0.3 0.0: 1.4 1.0
Old : 100.0: 72.4 86.3 12.2 0.0 12.4 1.0 0.0 0.0 0.6 0.3 0.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 4 0 . . 0 0 . . 0:
Old : 29: 18 15 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 : 54.0 75.1 83.6 86.2 43.6 67.0 64.0 73.7
Old : 54.0 75.1 83.6 86.2 43.6 67.0 64.0 73.7
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,660: 24,275 24,240 1,075 1,680 4,375 0 300 0 715 0 60: 160 5
Old : 30,660: 24,275 24,240 1,075 1,680 4,375 0 300 0 715 0 60: 160 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -300: -1,495 -575 625 175 160 0 0 0 350 0 -60: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 79.1 3.5 5.5 14.3 0.0 1.0 0.0 2.3 0.0 0.2: 0.5 0.0
Old : 100.0: 79.2 79.1 3.5 5.5 14.3 0.0 1.0 0.0 2.3 0.0 0.2: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 15 . . . 0 . 0 . 0 .:
Old : 28: 19 15 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 69.1 72.5 89.3 35.6 54.5 46.0 57.4
Old : 51.7 69.1 72.5 89.3 35.6 54.5 46.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,951: 8,780 9,701 200 850 200 900 0 0 871 200 0: 0 0
Old : 10,951: 8,780 9,701 200 850 200 900 0 0 871 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -200: 400 -200 0 0 0 400 0 0 -1,000 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 88.6 1.8 7.8 1.8 8.2 0.0 0.0 8.0 1.8 0.0: 0.0 0.0
Old : 100.0: 80.2 88.6 1.8 7.8 1.8 8.2 0.0 0.0 8.0 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 8 . . . . 0 0 . . 0:
Old : 24: 14 8 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 81.9 70.9 97.1 47.8 77.3 65.7 83.5
Old : 51.7 81.9 70.9 97.1 47.8 77.3 65.7 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,624: 24,606 28,452 1,084 5,210 2,763 5,208 217 1,584 4,069 1,168 3,751: 559 479
Old : 43,624: 24,606 28,452 1,084 5,210 2,763 5,208 217 1,584 4,069 1,168 3,751: 559 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,647: 352 1,836 465 -524 348 369 68 36 609 335 -503: -28 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 65.2 2.5 11.9 6.3 11.9 0.5 3.6 9.3 2.7 8.6: 1.3 1.1
Old : 100.0: 56.4 65.2 2.5 11.9 6.3 11.9 0.5 3.6 9.3 2.7 8.6: 1.3 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 : 50: 23 24 . . . 4 . 5 7 5 7:
Old : 50: 23 24 . . . 4 . 5 7 5 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 : 41.4 39.9 60.5 56.6 34.7 28.6 42.7 38.6
Old : 41.4 39.9 60.5 56.6 34.7 28.6 42.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,800: 6,750 11,100 6,800 500 50 350 0 100 650 2,600 100: 0 350
Old : 14,800: 6,750 11,100 6,800 500 50 350 0 100 650 2,600 100: 0 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 75.0 45.9 3.4 0.3 2.4 0.0 0.7 4.4 17.6 0.7: 0.0 2.4
Old : 100.0: 45.6 75.0 45.9 3.4 0.3 2.4 0.0 0.7 4.4 17.6 0.7: 0.0 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 : 22: 10 6 . . . . 0 . . . .:
Old : 22: 10 6 . . . . 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 : 84.8 84.1 95.6 94.9 79.4 78.0 86.8 85.1
Old : 84.8 84.1 95.6 94.9 79.4 78.0 86.8 85.1
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,096: 29,976 36,511 6,845 0 2,720 300 600 0 250 195 5: 0 65
Old : 40,096: 29,976 36,511 6,845 0 2,720 300 600 0 250 195 5: 0 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,060: 4,500 1,925 -2,550 0 60 0 0 0 225 95 5: -180 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 91.1 17.1 0.0 6.8 0.7 1.5 0.0 0.6 0.5 0.0: 0.0 0.2
Old : 100.0: 74.8 91.1 17.1 0.0 6.8 0.7 1.5 0.0 0.6 0.5 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 : 37: 21 21 4 0 . . . 0 . . .:
Old : 37: 21 21 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 : 51.4 66.4 81.0 82.1 45.1 60.0 67.2 70.3
Old : 51.4 66.4 81.0 82.1 45.1 60.0 67.2 70.3
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,439: 42,174 31,045 920 11,610 775 2,475 3,194 0 570 995 820: 705 0
Old : 48,439: 42,174 31,045 920 11,610 775 2,475 3,194 0 570 995 820: 705 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -274: -769 466 0 -850 135 0 -100 0 350 100 -25: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 64.1 1.9 24.0 1.6 5.1 6.6 0.0 1.2 2.1 1.7: 1.5 0.0
Old : 100.0: 87.1 64.1 1.9 24.0 1.6 5.1 6.6 0.0 1.2 2.1 1.7: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 18 . . . . . 0 . 4 .:
Old : 40: 20 18 . . . . . 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 : 48.2 56.0 69.2 81.5 45.9 54.3 66.5 76.9
Old : 48.2 56.0 69.2 81.5 45.9 54.3 66.5 76.9
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,654: 38,130 37,849 6,564 8,245 325 700 0 0 990 300 660: 285 275
Old : 47,654: 38,130 37,849 6,564 8,245 325 700 0 0 990 300 660: 285 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,160: 1,045 1,160 70 0 0 0 0 0 35 -10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 79.4 13.8 17.3 0.7 1.5 0.0 0.0 2.1 0.6 1.4: 0.6 0.6
Old : 100.0: 80.0 79.4 13.8 17.3 0.7 1.5 0.0 0.0 2.1 0.6 1.4: 0.6 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 : 31: 19 16 . . . . 0 0 . . .:
Old : 31: 19 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 : 58.8 87.2 73.5 93.9 58.4 84.8 71.6 88.0
Old : 58.8 87.2 73.5 93.9 58.4 84.8 71.6 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,276: 43,495 39,816 6,596 9,450 890 0 0 0 1,500 2,200 650: 145 270
Old : 53,276: 43,495 39,816 6,596 9,450 890 0 0 0 1,500 2,200 650: 145 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,800: 1,740 1,460 20 0 0 0 0 0 40 400 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 74.7 12.4 17.7 1.7 0.0 0.0 0.0 2.8 4.1 1.2: 0.3 0.5
Old : 100.0: 81.6 74.7 12.4 17.7 1.7 0.0 0.0 0.0 2.8 4.1 1.2: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 16 . . . 0 0 0 . . .:
Old : 31: 20 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 84.6 77.2 94.6 58.9 82.7 76.0 91.9
Old : 59.5 84.6 77.2 94.6 58.9 82.7 76.0 91.9
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,265: 65,815 71,308 8,914 3,212 2,179 0 300 0 145 0 1,101: 111 165
Old : 78,265: 65,815 71,308 8,914 3,212 2,179 0 300 0 145 0 1,101: 111 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -570: -1,518 -65 360 0 0 0 0 0 31 -1,047 522: 35 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 91.1 11.4 4.1 2.8 0.0 0.4 0.0 0.2 0.0 1.4: 0.1 0.2
Old : 100.0: 84.1 91.1 11.4 4.1 2.8 0.0 0.4 0.0 0.2 0.0 1.4: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 22 . . 4 0 . 0 . 0 .:
Old : 34: 22 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 : 56.0 59.6 75.1 78.3 55.2 53.0 70.2 68.0
Old : 56.0 59.6 75.1 78.3 55.2 53.0 70.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 116,333: 99,399 99,749 11,254 3,459 2,759 75 2,166 135 1,368 6,732 1,118: 225 215
Old : 116,333: 99,399 99,749 11,254 3,459 2,759 75 2,166 135 1,368 6,732 1,118: 225 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,451: 497 3,926 565 -330 -20 0 14 0 10 -2,503 364: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 85.7 9.7 3.0 2.4 0.1 1.9 0.1 1.2 5.8 1.0: 0.2 0.2
Old : 100.0: 85.4 85.7 9.7 3.0 2.4 0.1 1.9 0.1 1.2 5.8 1.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 21 . . . . 5 . 4 . .:
Old : 46: 22 21 . . . . 5 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 44.5 78.8 66.9 53.0 43.7 67.8 58.7
Old : 57.0 44.5 78.8 66.9 53.0 43.7 67.8 58.7
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,010: 46,586 46,805 2,479 1,735 2,870 0 225 75 0 300 0: 0 0
Old : 52,010: 46,586 46,805 2,479 1,735 2,870 0 225 75 0 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 650: 775 1,425 225 -575 -325 0 150 0 -25 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 90.0 4.8 3.3 5.5 0.0 0.4 0.1 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 89.6 90.0 4.8 3.3 5.5 0.0 0.4 0.1 0.0 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 15 . . . 0 . . 0 . 0:
Old : 28: 11 15 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.1 85.2 97.9 96.3 88.8 83.8 92.2 90.7
Old : 92.1 85.2 97.9 96.3 88.8 83.8 92.2 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,899: 31,519 29,409 705 4,655 3,525 950 1,650 250 1,805 0 325: 820 85
Old : 39,899: 31,519 29,409 705 4,655 3,525 950 1,650 250 1,805 0 325: 820 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 379: 159 579 250 -130 -70 0 0 0 50 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 73.7 1.8 11.7 8.8 2.4 4.1 0.6 4.5 0.0 0.8: 2.1 0.2
Old : 100.0: 79.0 73.7 1.8 11.7 8.8 2.4 4.1 0.6 4.5 0.0 0.8: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 18 . . . . . . . 0 .:
Old : 27: 18 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 56.9 71.1 79.9 30.1 38.6 41.5 48.6
Old : 52.0 56.9 71.1 79.9 30.1 38.6 41.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,868: 25,540 34,693 5,080 3,160 3,620 6,903 1,300 690 2,670 1,200 205: 160 0
Old : 44,868: 25,540 34,693 5,080 3,160 3,620 6,903 1,300 690 2,670 1,200 205: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 294: 259 689 -100 -380 -20 180 0 0 -30 0 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 77.3 11.3 7.0 8.1 15.4 2.9 1.5 6.0 2.7 0.5: 0.4 0.0
Old : 100.0: 56.9 77.3 11.3 7.0 8.1 15.4 2.9 1.5 6.0 2.7 0.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 20 . . . 5 . . 4 . .:
Old : 35: 21 20 . . . 5 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 47.1 63.7 73.5 34.0 36.2 50.4 58.3
Old : 43.6 47.1 63.7 73.5 34.0 36.2 50.4 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,219: 21,944 37,831 18,836 0 272 10 1,305 50 0 1,317 3: 104 441
Old : 41,219: 21,944 37,831 18,836 0 272 10 1,305 50 0 1,317 3: 104 441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -80: -10 -87 -80 0 10 0 -3 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 91.8 45.7 0.0 0.7 0.0 3.2 0.1 0.0 3.2 0.0: 0.3 1.1
Old : 100.0: 53.2 91.8 45.7 0.0 0.7 0.0 3.2 0.1 0.0 3.2 0.0: 0.3 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 : 25: 12 13 4 0 . . . . 0 . .:
Old : 25: 12 13 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 : 66.0 80.6 87.6 92.6 65.5 74.6 83.0 83.8
Old : 66.0 80.6 87.6 92.6 65.5 74.6 83.0 83.8
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,569: 26,876 29,826 3,503 40 943 591 2,445 270 868 25 0: 518 20
Old : 33,569: 26,876 29,826 3,503 40 943 591 2,445 270 868 25 0: 518 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,405: 1,335 1,380 80 0 0 25 0 0 -25 25 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 88.8 10.4 0.1 2.8 1.8 7.3 0.8 2.6 0.1 0.0: 1.5 0.1
Old : 100.0: 80.1 88.8 10.4 0.1 2.8 1.8 7.3 0.8 2.6 0.1 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 18 4 . 4 . . . . . 0:
Old : 37: 16 18 4 . 4 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 57.6 75.8 79.9 49.9 52.5 66.5 72.2
Old : 59.0 57.6 75.8 79.9 49.9 52.5 66.5 72.2
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,407: 19,092 21,522 1,739 95 460 0 105 165 525 0 0: 426 60
Old : 22,407: 19,092 21,522 1,739 95 460 0 105 165 525 0 0: 426 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,310: 1,200 1,310 110 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 96.1 7.8 0.4 2.1 0.0 0.5 0.7 2.3 0.0 0.0: 1.9 0.3
Old : 100.0: 85.2 96.1 7.8 0.4 2.1 0.0 0.5 0.7 2.3 0.0 0.0: 1.9 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 : 26: 13 16 . . . 0 . . . 0 0:
Old : 26: 13 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 68.1 84.3 88.5 63.8 67.7 79.1 86.2
Old : 67.1 68.1 84.3 88.5 63.8 67.7 79.1 86.2
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,602: 47,252 33,040 3,656 12,426 858 1,110 7,636 356 949 0 198: 223 88
Old : 54,602: 47,252 33,040 3,656 12,426 858 1,110 7,636 356 949 0 198: 223 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 471: 1,224 154 -1,295 -320 405 -78 214 61 102 -95 53: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 60.5 6.7 22.8 1.6 2.0 14.0 0.7 1.7 0.0 0.4: 0.4 0.2
Old : 100.0: 86.5 60.5 6.7 22.8 1.6 2.0 14.0 0.7 1.7 0.0 0.4: 0.4 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: 21 22 . . . . . . 4 0 .:
Old : 38: 21 22 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 58.3 76.9 77.0 49.2 56.8 61.7 67.7
Old : 59.0 58.3 76.9 77.0 49.2 56.8 61.7 67.7
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,265: 39,925 27,130 4,016 13,677 693 0 3,515 0 0 115 105: 526 30
Old : 45,265: 39,925 27,130 4,016 13,677 693 0 3,515 0 0 115 105: 526 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 209: 597 -43 -667 0 217 0 75 0 0 -80 40: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 59.9 8.9 30.2 1.5 0.0 7.8 0.0 0.0 0.3 0.2: 1.2 0.1
Old : 100.0: 88.2 59.9 8.9 30.2 1.5 0.0 7.8 0.0 0.0 0.3 0.2: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 16 . . . 0 . 0 0 . .:
Old : 28: 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 : 54.3 65.2 78.2 86.8 48.4 61.7 65.8 74.5
Old : 54.3 65.2 78.2 86.8 48.4 61.7 65.8 74.5
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,004: 11,226 19,702 6,170 0 2,775 2,350 284 225 100 0 0: 158 18
Old : 23,004: 11,226 19,702 6,170 0 2,775 2,350 284 225 100 0 0: 158 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,751: 550 2,138 -349 0 -150 1,650 -237 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 85.6 26.8 0.0 12.1 10.2 1.2 1.0 0.4 0.0 0.0: 0.7 0.1
Old : 100.0: 48.8 85.6 26.8 0.0 12.1 10.2 1.2 1.0 0.4 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 : 26: 11 13 . 0 . . . . . 0 0:
Old : 26: 11 13 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 76.3 93.1 94.1 57.2 75.0 78.7 83.1
Old : 68.4 76.3 93.1 94.1 57.2 75.0 78.7 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,740: 12,035 16,815 4,540 0 1,925 50 950 0 1,075 50 0: 115 0
Old : 19,740: 12,035 16,815 4,540 0 1,925 50 950 0 1,075 50 0: 115 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: -250: -300 -200 125 0 -75 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 85.2 23.0 0.0 9.8 0.3 4.8 0.0 5.4 0.3 0.0: 0.6 0.0
Old : 100.0: 61.0 85.2 23.0 0.0 9.8 0.3 4.8 0.0 5.4 0.3 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . 0 . . . 0 4 . 0:
Old : 26: 15 9 . 0 . . . 0 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 86.2 83.8 97.9 56.4 80.8 71.3 83.5
Old : 63.9 86.2 83.8 97.9 56.4 80.8 71.3 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,990: 13,535 16,870 5,275 0 1,120 50 2,900 0 775 100 0: 235 0
Old : 20,990: 13,535 16,870 5,275 0 1,120 50 2,900 0 775 100 0: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 280: 80 -195 350 0 -150 0 600 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 80.4 25.1 0.0 5.3 0.2 13.8 0.0 3.7 0.5 0.0: 1.1 0.0
Old : 100.0: 64.5 80.4 25.1 0.0 5.3 0.2 13.8 0.0 3.7 0.5 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 8 . 0 . . . 0 . . 0:
Old : 26: 16 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 : 63.4 87.3 83.9 97.5 60.1 84.8 75.5 88.3
Old : 63.4 87.3 83.9 97.5 60.1 84.8 75.5 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 252,734: 198,231 119,974 340 69,935 28,272 0 640 16,351 0 8,361 9,199: 340 0
Old : 252,734: 198,231 119,974 340 69,935 28,272 0 640 16,351 0 8,361 9,199: 340 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 586: 2,572 1,046 0 1,755 -1,339 0 -485 -486 0 257 -161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 47.5 0.1 27.7 11.2 0.0 0.3 6.5 0.0 3.3 3.6: 0.1 0.0
Old : 100.0: 78.4 47.5 0.1 27.7 11.2 0.0 0.3 6.5 0.0 3.3 3.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 13 . . . 0 . . 0 . .:
Old : 20: 11 13 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 58.7 90.9 83.9 46.0 42.1 46.4 45.3
Old : 72.4 58.7 90.9 83.9 46.0 42.1 46.4 45.3
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,115: 13,015 15,650 6,750 4,810 1,595 0 0 0 85 0 0: 670 60
Old : 22,115: 13,015 15,650 6,750 4,810 1,595 0 0 0 85 0 0: 670 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 70.8 30.5 21.7 7.2 0.0 0.0 0.0 0.4 0.0 0.0: 3.0 0.3
Old : 100.0: 58.9 70.8 30.5 21.7 7.2 0.0 0.0 0.0 0.4 0.0 0.0: 3.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 13 . . . 0 0 0 . 0 0:
Old : 22: 10 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 : 74.4 66.8 91.5 88.8 67.7 66.8 77.6 79.0
Old : 74.4 66.8 91.5 88.8 67.7 66.8 77.6 79.0
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,285: 8,431 17,205 11,365 3,855 1,050 1,000 0 0 0 75 100: 339 0
Old : 22,285: 8,431 17,205 11,365 3,855 1,050 1,000 0 0 0 75 100: 339 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 225: 170 225 50 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 77.2 51.0 17.3 4.7 4.5 0.0 0.0 0.0 0.3 0.4: 1.5 0.0
Old : 100.0: 37.8 77.2 51.0 17.3 4.7 4.5 0.0 0.0 0.0 0.3 0.4: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 8 . . . . 0 0 0 . .:
Old : 26: 12 8 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 72.7 89.7 93.9 71.7 68.3 81.8 85.7
Old : 75.6 72.7 89.7 93.9 71.7 68.3 81.8 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,720: 6,796 12,695 7,735 3,055 1,845 1,000 0 0 0 25 100: 244 0
Old : 17,720: 6,796 12,695 7,735 3,055 1,845 1,000 0 0 0 25 100: 244 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 25: 20 0 -25 0 25 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 71.6 43.7 17.2 10.4 5.6 0.0 0.0 0.0 0.1 0.6: 1.4 0.0
Old : 100.0: 38.4 71.6 43.7 17.2 10.4 5.6 0.0 0.0 0.0 0.1 0.6: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 7 . . . . 0 0 0 . .:
Old : 24: 12 7 . . . . 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 : 73.4 76.1 87.7 98.6 62.4 65.3 72.3 78.2
Old : 73.4 76.1 87.7 98.6 62.4 65.3 72.3 78.2
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,795: 7,215 4,595 1,000 70 1,655 0 3,775 0 600 525 125: 200 50
Old : 10,795: 7,215 4,595 1,000 70 1,655 0 3,775 0 600 525 125: 200 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,220: 805 805 0 -600 415 0 0 0 -75 525 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 42.6 9.3 0.6 15.3 0.0 35.0 0.0 5.6 4.9 1.2: 1.9 0.5
Old : 100.0: 66.8 42.6 9.3 0.6 15.3 0.0 35.0 0.0 5.6 4.9 1.2: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 13 . . . 0 . 0 . . .:
Old : 23: 12 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 66.5 83.1 88.1 48.7 59.8 63.4 68.4
Old : 59.9 66.5 83.1 88.1 48.7 59.8 63.4 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,625: 5,645 4,845 225 395 960 0 675 0 600 625 75: 120 50
Old : 7,625: 5,645 4,845 225 395 960 0 675 0 600 625 75: 120 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,315: 1,000 1,000 0 -600 315 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 63.5 3.0 5.2 12.6 0.0 8.9 0.0 7.9 8.2 1.0: 1.6 0.7
Old : 100.0: 74.0 63.5 3.0 5.2 12.6 0.0 8.9 0.0 7.9 8.2 1.0: 1.6 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 : 23: 12 13 . . . 0 . 0 . . .:
Old : 23: 12 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 53.0 82.4 83.1 50.3 49.3 62.3 67.0
Old : 54.2 53.0 82.4 83.1 50.3 49.3 62.3 67.0
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,606: 25,597 33,185 11,015 0 1,285 1,000 75 0 200 5,025 0: 509 36
Old : 39,606: 25,597 33,185 11,015 0 1,285 1,000 75 0 200 5,025 0: 509 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 205: 425 675 100 0 -320 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 83.8 27.8 0.0 3.2 2.5 0.2 0.0 0.5 12.7 0.0: 1.3 0.1
Old : 100.0: 64.6 83.8 27.8 0.0 3.2 2.5 0.2 0.0 0.5 12.7 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 . 0 . . . 0 . . 0:
Old : 28: 15 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 : 59.3 91.1 80.8 98.2 56.5 90.4 77.4 95.0
Old : 59.3 91.1 80.8 98.2 56.5 90.4 77.4 95.0
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,460: 26,422 32,690 9,775 82 1,552 1,000 75 0 200 5,025 0: 511 36
Old : 39,460: 26,422 32,690 9,775 82 1,552 1,000 75 0 200 5,025 0: 511 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 460: 500 750 100 0 -140 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 82.8 24.8 0.2 3.9 2.5 0.2 0.0 0.5 12.7 0.0: 1.3 0.1
Old : 100.0: 67.0 82.8 24.8 0.2 3.9 2.5 0.2 0.0 0.5 12.7 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . . . 0 . . 0:
Old : 29: 15 12 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 91.5 79.9 97.6 54.5 90.8 76.1 94.2
Old : 57.8 91.5 79.9 97.6 54.5 90.8 76.1 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,853: 76,906 71,824 14,940 27,205 3,181 1,000 1,520 1,150 8,031 309 1,409: 236 255
Old : 106,853: 76,906 71,824 14,940 27,205 3,181 1,000 1,520 1,150 8,031 309 1,409: 236 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 2,550: 1,800 597 0 1,733 250 0 0 0 530 0 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 67.2 14.0 25.5 3.0 0.9 1.4 1.1 7.5 0.3 1.3: 0.2 0.2
Old : 100.0: 72.0 67.2 14.0 25.5 3.0 0.9 1.4 1.1 7.5 0.3 1.3: 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 : 49: 28 24 . 4 4 . . . 6 . 4:
Old : 49: 28 24 . 4 4 . . . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 54.9 61.2 77.2 38.4 46.3 56.5 61.8
Old : 40.3 54.9 61.2 77.2 38.4 46.3 56.5 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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,121: 92,743 86,746 17,180 35,206 1,877 5,850 2,310 600 8,682 383 964: 225 35
Old : 128,121: 92,743 86,746 17,180 35,206 1,877 5,850 2,310 600 8,682 383 964: 225 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 3,267: 2,257 1,333 0 2,039 -65 650 0 -50 480 0 -5: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 67.7 13.4 27.5 1.5 4.6 1.8 0.5 6.8 0.3 0.8: 0.2 0.0
Old : 100.0: 72.4 67.7 13.4 27.5 1.5 4.6 1.8 0.5 6.8 0.3 0.8: 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: 30 27 . 5 4 . . . 7 . 4:
Old : 55: 30 27 . 5 4 . . . 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 : 38.3 53.7 59.3 79.3 36.7 51.0 56.4 68.3
Old : 38.3 53.7 59.3 79.3 36.7 51.0 56.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 289,105: 203,413 193,413 5,240 6,600 28,474 19,009 26,648 13,331 9,642 11,311 9,314: 683 15
Old : 289,105: 203,413 193,413 5,240 6,600 28,474 19,009 26,648 13,331 9,642 11,311 9,314: 683 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 4,707: -522 3,646 2,290 753 -1,261 845 -883 1,416 1,298 426 615: 27 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 66.9 1.8 2.3 9.8 6.6 9.2 4.6 3.3 3.9 3.2: 0.2 0.0
Old : 100.0: 70.4 66.9 1.8 2.3 9.8 6.6 9.2 4.6 3.3 3.9 3.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 86: 36 39 4 4 5 9 7 7 14 7 11:
Old : 86: 36 39 4 4 5 9 7 7 14 7 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 44.1 53.8 60.2 25.8 34.1 37.2 43.2
Old : 33.8 44.1 53.8 60.2 25.8 34.1 37.2 43.2
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,017: 22,361 29,481 4,847 0 2,056 580 200 175 1,723 100 0: 275 5
Old : 32,017: 22,361 29,481 4,847 0 2,056 580 200 175 1,723 100 0: 275 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,065: 1,015 1,065 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 92.1 15.1 0.0 6.4 1.8 0.6 0.5 5.4 0.3 0.0: 0.9 0.0
Old : 100.0: 69.8 92.1 15.1 0.0 6.4 1.8 0.6 0.5 5.4 0.3 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 : 25: 18 8 . 0 . . . . . . 0:
Old : 25: 18 8 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 92.7 74.2 98.1 46.4 85.8 66.8 86.1
Old : 49.3 92.7 74.2 98.1 46.4 85.8 66.8 86.1
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,708: 21,125 28,055 5,657 0 1,498 0 355 695 1,358 0 100: 275 5
Old : 30,708: 21,125 28,055 5,657 0 1,498 0 355 695 1,358 0 100: 275 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,200: 1,200 1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 91.4 18.4 0.0 4.9 0.0 1.2 2.3 4.4 0.0 0.3: 0.9 0.0
Old : 100.0: 68.8 91.4 18.4 0.0 4.9 0.0 1.2 2.3 4.4 0.0 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 : 24: 17 8 . 0 . 0 . . . 0 .:
Old : 24: 17 8 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 90.3 77.4 97.7 47.9 85.1 71.7 85.6
Old : 52.8 90.3 77.4 97.7 47.9 85.1 71.7 85.6
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,582: 7,190 11,827 4,982 1,670 1,000 1,350 100 100 50 0 0: 1,910 1,885
Old : 16,582: 7,190 11,827 4,982 1,670 1,000 1,350 100 100 50 0 0: 1,910 1,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 320: 20 380 360 0 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 71.3 30.0 10.1 6.0 8.1 0.6 0.6 0.3 0.0 0.0: 11.5 11.4
Old : 100.0: 43.4 71.3 30.0 10.1 6.0 8.1 0.6 0.6 0.3 0.0 0.0: 11.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . . . . . . 0 0:
Old : 20: 9 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 : 69.4 44.5 85.3 71.4 64.6 42.4 70.0 60.8
Old : 69.4 44.5 85.3 71.4 64.6 42.4 70.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,900: 4,175 11,485 6,165 425 415 1,200 75 175 450 0 0: 1,320 1,325
Old : 13,900: 4,175 11,485 6,165 425 415 1,200 75 175 450 0 0: 1,320 1,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 82.6 44.4 3.1 3.0 8.6 0.5 1.3 3.2 0.0 0.0: 9.5 9.5
Old : 100.0: 30.0 82.6 44.4 3.1 3.0 8.6 0.5 1.3 3.2 0.0 0.0: 9.5 9.5
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 : 20: 8 12 . . . . . . . 0 0:
Old : 20: 8 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 46.5 86.2 73.6 67.6 45.9 75.5 65.6
Old : 71.1 46.5 86.2 73.6 67.6 45.9 75.5 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,769: 15,151 24,696 15,185 14,095 0 13,145 0 275 575 5,250 625: 5,813 5,828
Old : 50,769: 15,151 24,696 15,185 14,095 0 13,145 0 275 575 5,250 625: 5,813 5,828
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 286: 203 -544 0 420 0 -180 0 0 0 170 0: 263 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 48.6 29.9 27.8 0.0 25.9 0.0 0.5 1.1 10.3 1.2: 11.4 11.5
Old : 100.0: 29.8 48.6 29.9 27.8 0.0 25.9 0.0 0.5 1.1 10.3 1.2: 11.4 11.5
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: 16 19 . . 0 . 0 . . . .:
Old : 27: 16 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 : 66.2 51.2 77.6 70.4 64.0 50.3 72.2 68.1
Old : 66.2 51.2 77.6 70.4 64.0 50.3 72.2 68.1
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,153: 14,223 22,706 13,985 14,075 0 13,315 0 175 575 5,250 625: 5,255 5,322
Old : 48,153: 14,223 22,706 13,985 14,075 0 13,315 0 175 575 5,250 625: 5,255 5,322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 600: 490 -280 0 420 0 -180 0 0 0 170 0: 290 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 47.2 29.0 29.2 0.0 27.7 0.0 0.4 1.2 10.9 1.3: 10.9 11.1
Old : 100.0: 29.5 47.2 29.0 29.2 0.0 27.7 0.0 0.4 1.2 10.9 1.3: 10.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 19 . . 0 . 0 . . . .:
Old : 27: 14 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 : 67.1 53.5 79.5 73.0 64.6 52.9 73.9 70.4
Old : 67.1 53.5 79.5 73.0 64.6 52.9 73.9 70.4
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,920: 15,540 6,730 100 835 2,435 0 8,835 50 565 25 35: 3,195 2,975
Old : 21,920: 15,540 6,730 100 835 2,435 0 8,835 50 565 25 35: 3,195 2,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 30.7 0.5 3.8 11.1 0.0 40.3 0.2 2.6 0.1 0.2: 14.6 13.6
Old : 100.0: 70.9 30.7 0.5 3.8 11.1 0.0 40.3 0.2 2.6 0.1 0.2: 14.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 . . . 0 . . . . .:
Old : 25: 14 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 68.5 69.5 82.2 45.0 61.4 62.8 71.1
Old : 46.9 68.5 69.5 82.2 45.0 61.4 62.8 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,965: 14,405 6,620 635 0 2,770 50 8,635 0 0 60 0: 3,105 2,880
Old : 20,965: 14,405 6,620 635 0 2,770 50 8,635 0 0 60 0: 3,105 2,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 31.6 3.0 0.0 13.2 0.2 41.2 0.0 0.0 0.3 0.0: 14.8 13.7
Old : 100.0: 68.7 31.6 3.0 0.0 13.2 0.2 41.2 0.0 0.0 0.3 0.0: 14.8 13.7
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 : 25: 15 10 . 0 . . . 0 0 . 0:
Old : 25: 15 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 : 49.8 69.2 71.2 83.5 42.8 64.1 59.7 69.5
Old : 49.8 69.2 71.2 83.5 42.8 64.1 59.7 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,581: 12,036 22,191 1,930 1,665 730 10,750 0 0 0 600 0: 3,135 3,395
Old : 28,581: 12,036 22,191 1,930 1,665 730 10,750 0 0 0 600 0: 3,135 3,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,030: 620 1,050 150 0 0 300 0 0 0 0 0: -40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 77.6 6.8 5.8 2.6 37.6 0.0 0.0 0.0 2.1 0.0: 11.0 11.9
Old : 100.0: 42.1 77.6 6.8 5.8 2.6 37.6 0.0 0.0 0.0 2.1 0.0: 11.0 11.9
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 : 23: 11 12 . . . . 0 0 0 . 0:
Old : 23: 11 12 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 65.9 85.3 78.3 70.9 63.6 80.1 74.3
Old : 71.1 65.9 85.3 78.3 70.9 63.6 80.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,689: 8,669 17,734 1,035 865 855 9,725 0 0 0 600 0: 3,405 3,635
Old : 23,689: 8,669 17,734 1,035 865 855 9,725 0 0 0 600 0: 3,405 3,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 350: 0 300 0 0 0 300 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 74.9 4.4 3.7 3.6 41.1 0.0 0.0 0.0 2.5 0.0: 14.4 15.3
Old : 100.0: 36.6 74.9 4.4 3.7 3.6 41.1 0.0 0.0 0.0 2.5 0.0: 14.4 15.3
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 11 . . . . 0 0 0 . 0:
Old : 20: 8 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 64.3 83.7 77.6 74.5 60.6 79.4 73.2
Old : 75.3 64.3 83.7 77.6 74.5 60.6 79.4 73.2
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,215: 14,080 33,090 15,285 0 1,275 5,130 0 25 0 1,585 0: 2,420 2,240
Old : 38,215: 14,080 33,090 15,285 0 1,275 5,130 0 25 0 1,585 0: 2,420 2,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 290: 155 280 300 0 0 -20 0 0 0 0 0: -145 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 86.6 40.0 0.0 3.3 13.4 0.0 0.1 0.0 4.1 0.0: 6.3 5.9
Old : 100.0: 36.8 86.6 40.0 0.0 3.3 13.4 0.0 0.1 0.0 4.1 0.0: 6.3 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 : 27: 14 9 . 0 . . 0 . 0 . 0:
Old : 27: 14 9 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 83.5 78.9 92.0 59.5 83.2 77.1 90.1
Old : 60.9 83.5 78.9 92.0 59.5 83.2 77.1 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,335: 12,410 29,770 13,685 0 875 5,080 0 25 0 1,585 0: 2,260 2,080
Old : 34,335: 12,410 29,770 13,685 0 875 5,080 0 25 0 1,585 0: 2,260 2,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 25: 190 15 0 0 0 -20 0 0 0 0 0: -145 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 86.7 39.9 0.0 2.5 14.8 0.0 0.1 0.0 4.6 0.0: 6.6 6.1
Old : 100.0: 36.1 86.7 39.9 0.0 2.5 14.8 0.0 0.1 0.0 4.6 0.0: 6.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 9 . 0 . . 0 . 0 . 0:
Old : 27: 14 9 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 82.7 78.7 92.0 60.2 82.4 76.5 90.7
Old : 61.7 82.7 78.7 92.0 60.2 82.4 76.5 90.7
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,515: 12,105 4,010 400 4,995 305 0 3,275 0 0 500 0: 1,705 1,430
Old : 14,515: 12,105 4,010 400 4,995 305 0 3,275 0 0 500 0: 1,705 1,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 270: 250 20 0 250 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 27.6 2.8 34.4 2.1 0.0 22.6 0.0 0.0 3.4 0.0: 11.7 9.9
Old : 100.0: 83.4 27.6 2.8 34.4 2.1 0.0 22.6 0.0 0.0 3.4 0.0: 11.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 8 . . . 0 . 0 0 . 0:
Old : 21: 13 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 : 72.0 71.9 83.8 86.3 68.0 65.6 74.9 75.4
Old : 72.0 71.9 83.8 86.3 68.0 65.6 74.9 75.4
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,020: 10,180 3,685 400 3,795 805 0 3,255 0 0 100 0: 1,635 1,380
Old : 13,020: 10,180 3,685 400 3,795 805 0 3,255 0 0 100 0: 1,635 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 270: 250 0 0 250 0 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 28.3 3.1 29.1 6.2 0.0 25.0 0.0 0.0 0.8 0.0: 12.6 10.6
Old : 100.0: 78.2 28.3 3.1 29.1 6.2 0.0 25.0 0.0 0.0 0.8 0.0: 12.6 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 : 20: 13 7 . . . 0 . 0 0 . 0:
Old : 20: 13 7 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 76.3 81.3 87.1 63.6 65.6 72.3 75.1
Old : 65.6 76.3 81.3 87.1 63.6 65.6 72.3 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,540: 22,310 10,210 0 14,240 300 1,295 220 500 870 0 295: 970 775
Old : 26,540: 22,310 10,210 0 14,240 300 1,295 220 500 870 0 295: 970 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 50: 430 0 0 50 0 0 0 0 -380 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 38.5 0.0 53.7 1.1 4.9 0.8 1.9 3.3 0.0 1.1: 3.7 2.9
Old : 100.0: 84.1 38.5 0.0 53.7 1.1 4.9 0.8 1.9 3.3 0.0 1.1: 3.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 0 . . . . . . 0 .:
Old : 29: 18 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 72.1 79.5 86.6 57.5 69.5 71.3 82.0
Old : 64.1 72.1 79.5 86.6 57.5 69.5 71.3 82.0
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,220: 20,560 8,395 0 14,795 300 1,295 120 500 880 0 285: 1,400 825
Old : 25,220: 20,560 8,395 0 14,795 300 1,295 120 500 880 0 285: 1,400 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 50: 430 0 0 50 0 0 0 0 -380 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 33.3 0.0 58.7 1.2 5.1 0.5 2.0 3.5 0.0 1.1: 5.6 3.3
Old : 100.0: 81.5 33.3 0.0 58.7 1.2 5.1 0.5 2.0 3.5 0.0 1.1: 5.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 0 . . . . . . 0 .:
Old : 29: 18 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 75.9 78.4 88.0 60.3 74.7 73.9 84.0
Old : 62.6 75.9 78.4 88.0 60.3 74.7 73.9 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,170: 26,855 10,130 0 23,795 0 6,835 300 365 2,160 1,650 0: 955 930
Old : 37,170: 26,855 10,130 0 23,795 0 6,835 300 365 2,160 1,650 0: 955 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 60: 120 20 0 80 0 -40 0 0 0 0 0: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 27.3 0.0 64.0 0.0 18.4 0.8 1.0 5.8 4.4 0.0: 2.6 2.5
Old : 100.0: 72.2 27.3 0.0 64.0 0.0 18.4 0.8 1.0 5.8 4.4 0.0: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 7 0 . 0 . . . . . 0:
Old : 26: 15 7 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 80.7 83.9 94.8 62.6 80.0 81.0 91.0
Old : 63.6 80.7 83.9 94.8 62.6 80.0 81.0 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,940: 23,340 12,835 0 17,695 0 7,105 350 0 2,060 1,650 0: 1,435 1,410
Old : 33,940: 23,340 12,835 0 17,695 0 7,105 350 0 2,060 1,650 0: 1,435 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 580: 0 20 0 560 0 560 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 37.8 0.0 52.1 0.0 20.9 1.0 0.0 6.1 4.9 0.0: 4.2 4.2
Old : 100.0: 68.8 37.8 0.0 52.1 0.0 20.9 1.0 0.0 6.1 4.9 0.0: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 8 0 . 0 . . 0 . . 0:
Old : 25: 14 8 0 . 0 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 75.0 82.7 93.0 61.9 74.1 81.1 88.7
Old : 62.2 75.0 82.7 93.0 61.9 74.1 81.1 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,920: 37,040 86,965 42,440 0 200 7,585 5 2,870 2,070 2,160 20: 6,695 6,700
Old : 98,920: 37,040 86,965 42,440 0 200 7,585 5 2,870 2,070 2,160 20: 6,695 6,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 730: 635 1,000 -170 0 200 40 -70 40 -50 -475 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 87.9 42.9 0.0 0.2 7.7 0.0 2.9 2.1 2.2 0.0: 6.8 6.8
Old : 100.0: 37.4 87.9 42.9 0.0 0.2 7.7 0.0 2.9 2.1 2.2 0.0: 6.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 15 25 . 0 . . . . . . .:
Old : 40: 15 25 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 56.7 80.0 72.0 61.3 56.4 74.2 70.0
Old : 64.8 56.7 80.0 72.0 61.3 56.4 74.2 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,455: 36,500 78,010 34,695 0 175 6,860 240 2,270 2,260 2,060 0: 7,695 7,700
Old : 90,455: 36,500 78,010 34,695 0 175 6,860 240 2,270 2,260 2,060 0: 7,695 7,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 750: 675 920 310 0 175 -560 -70 30 -50 -475 0: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 86.2 38.4 0.0 0.2 7.6 0.3 2.5 2.5 2.3 0.0: 8.5 8.5
Old : 100.0: 40.4 86.2 38.4 0.0 0.2 7.6 0.3 2.5 2.5 2.3 0.0: 8.5 8.5
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: 15 24 . 0 . . . . . . 0:
Old : 39: 15 24 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 52.9 78.3 68.6 60.7 52.6 74.4 68.3
Old : 62.0 52.9 78.3 68.6 60.7 52.6 74.4 68.3
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,800: 13,465 15,135 7,140 3,505 3,205 0 3,670 350 2,525 1,000 200: 1,915 1,735
Old : 28,800: 13,465 15,135 7,140 3,505 3,205 0 3,670 350 2,525 1,000 200: 1,915 1,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 52.6 24.8 12.2 11.1 0.0 12.7 1.2 8.8 3.5 0.7: 6.6 6.0
Old : 100.0: 46.8 52.6 24.8 12.2 11.1 0.0 12.7 1.2 8.8 3.5 0.7: 6.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 16 . . . 0 . . . . .:
Old : 28: 14 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 44.5 83.0 67.5 57.8 39.8 70.2 57.5
Old : 68.3 44.5 83.0 67.5 57.8 39.8 70.2 57.5
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, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,275: 9,745 13,380 5,900 4,125 3,865 180 175 70 2,975 1,300 0: 540 360
Old : 23,275: 9,745 13,380 5,900 4,125 3,865 180 175 70 2,975 1,300 0: 540 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 25: 25 -75 0 0 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 57.5 25.3 17.7 16.6 0.8 0.8 0.3 12.8 5.6 0.0: 2.3 1.5
Old : 100.0: 41.9 57.5 25.3 17.7 16.6 0.8 0.8 0.3 12.8 5.6 0.0: 2.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 13 . . . . . . . . 0:
Old : 25: 12 13 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 54.4 92.6 75.9 58.2 40.3 63.4 57.8
Old : 82.8 54.4 92.6 75.9 58.2 40.3 63.4 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,730: 33,515 32,105 0 1,190 7,335 380 0 1,180 0 600 100: 8,220 8,220
Old : 50,730: 33,515 32,105 0 1,190 7,335 380 0 1,180 0 600 100: 8,220 8,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 630: 380 540 -340 -125 135 80 -295 145 0 0 0: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 63.3 0.0 2.3 14.5 0.7 0.0 2.3 0.0 1.2 0.2: 16.2 16.2
Old : 100.0: 66.1 63.3 0.0 2.3 14.5 0.7 0.0 2.3 0.0 1.2 0.2: 16.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 20 0 . . . 0 . 0 . .:
Old : 30: 18 20 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 38.9 75.0 57.0 48.4 25.5 50.7 38.4
Old : 60.3 38.9 75.0 57.0 48.4 25.5 50.7 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, May 15, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,760: 20,420 20,585 0 1,905 5,460 2,330 0 0 0 400 100: 10,450 10,310
Old : 38,760: 20,420 20,585 0 1,905 5,460 2,330 0 0 0 400 100: 10,450 10,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 515: 200 200 -215 160 15 375 0 0 0 0 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 53.1 0.0 4.9 14.1 6.0 0.0 0.0 0.0 1.0 0.3: 27.0 26.6
Old : 100.0: 52.7 53.1 0.0 4.9 14.1 6.0 0.0 0.0 0.0 1.0 0.3: 27.0 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 49.1 37.3 65.3 54.5 43.7 24.1 44.7 36.6
Old : 49.1 37.3 65.3 54.5 43.7 24.1 44.7 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2018