COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,780: 12,823 20,237 6,914 533 65 1,109 7,248 2,358 11,853 4,424 3,580: 1,078 1,335
Old : 39,780: 12,823 20,237 6,914 533 65 1,109 7,248 2,358 11,853 4,424 3,580: 1,078 1,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 320: -306 84 217 0 -107 64 -165 206 289 136 -91: 48 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 50.9 17.4 1.3 0.2 2.8 18.2 5.9 29.8 11.1 9.0: 2.7 3.4
Old : 100.0: 32.2 50.9 17.4 1.3 0.2 2.8 18.2 5.9 29.8 11.1 9.0: 2.7 3.4
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 : 42: 14 11 4 . . . 4 4 7 7 8:
Old : 42: 14 11 4 . . . 4 4 7 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 61.3 58.2 77.2 33.3 48.7 49.7 58.3
Old : 33.9 61.3 58.2 77.2 33.3 48.7 49.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,609: 2,095 2,579 183 304 139 265 55 30 1,237 829 341: 319 332
Old : 4,609: 2,095 2,579 183 304 139 265 55 30 1,237 829 341: 319 332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 219: 119 224 39 15 0 5 0 0 205 5 -25: -124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 56.0 4.0 6.6 3.0 5.7 1.2 0.7 26.8 18.0 7.4: 6.9 7.2
Old : 100.0: 45.5 56.0 4.0 6.6 3.0 5.7 1.2 0.7 26.8 18.0 7.4: 6.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 5 6 . . . . . . 7 4 5:
Old : 23: 5 6 . . . . . . 7 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 57.2 70.1 75.0 29.8 46.0 46.5 52.4
Old : 46.2 57.2 70.1 75.0 29.8 46.0 46.5 52.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,424: 35,086 38,651 192 3,323 12,269 8,083 733 2,552 1,693 2,949 2,448: 1,099 498
Old : 63,424: 35,086 38,651 192 3,323 12,269 8,083 733 2,552 1,693 2,949 2,448: 1,099 498
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,084: 32 396 0 -173 515 17 -61 118 17 -71 391: -5 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 60.9 0.3 5.2 19.3 12.7 1.2 4.0 2.7 4.7 3.9: 1.7 0.8
Old : 100.0: 55.3 60.9 0.3 5.2 19.3 12.7 1.2 4.0 2.7 4.7 3.9: 1.7 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: 29 30 . . . 4 . 5 6 4 8:
Old : 52: 29 30 . . . 4 . 5 6 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 41.7 61.2 62.3 27.3 21.7 35.3 31.1
Old : 40.6 41.7 61.2 62.3 27.3 21.7 35.3 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,441: 37,071 39,593 1,350 1,650 4,435 400 843 325 3,500 225 350: 10 20
Old : 47,441: 37,071 39,593 1,350 1,650 4,435 400 843 325 3,500 225 350: 10 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,193: 478 358 240 220 700 0 -25 0 -175 50 -50: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 83.5 2.8 3.5 9.3 0.8 1.8 0.7 7.4 0.5 0.7: 0.0 0.0
Old : 100.0: 78.1 83.5 2.8 3.5 9.3 0.8 1.8 0.7 7.4 0.5 0.7: 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 : 37: 22 17 . . . . . . 4 . .:
Old : 37: 22 17 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 60.9 81.6 84.5 50.4 57.3 61.3 64.4
Old : 60.5 60.9 81.6 84.5 50.4 57.3 61.3 64.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 23,971: 21,041 15,439 25 5,597 1,130 100 0 0 1,020 1,150 655: 0 0
Old : 23,971: 21,041 15,439 25 5,597 1,130 100 0 0 1,020 1,150 655: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,100: 375 800 0 475 -25 0 0 0 775 -125 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 64.4 0.1 23.3 4.7 0.4 0.0 0.0 4.3 4.8 2.7: 0.0 0.0
Old : 100.0: 87.8 64.4 0.1 23.3 4.7 0.4 0.0 0.0 4.3 4.8 2.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 15 . . . . 0 0 . . .:
Old : 28: 17 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 : 68.8 60.1 86.9 84.3 62.6 48.7 70.9 69.4
Old : 68.8 60.1 86.9 84.3 62.6 48.7 70.9 69.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 164,639: 133,084 116,234 6,355 11,675 10,811 7,735 16,487 1,270 2,468 5,219 2,649: 267 294
Old : 164,639: 133,084 116,234 6,355 11,675 10,811 7,735 16,487 1,270 2,468 5,219 2,649: 267 294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -1,182: -1,433 -962 -1,000 91 475 550 -630 30 110 -270 50: 36 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 70.6 3.9 7.1 6.6 4.7 10.0 0.8 1.5 3.2 1.6: 0.2 0.2
Old : 100.0: 80.8 70.6 3.9 7.1 6.6 4.7 10.0 0.8 1.5 3.2 1.6: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 31 4 . 4 . . . . . 4:
Old : 52: 31 31 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 : 35.9 49.1 54.6 66.1 30.8 41.6 43.4 54.3
Old : 35.9 49.1 54.6 66.1 30.8 41.6 43.4 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,070: 37,211 31,338 14,572 13,496 2,333 611 5,905 748 175 1,950 300: 120 0
Old : 56,070: 37,211 31,338 14,572 13,496 2,333 611 5,905 748 175 1,950 300: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -176: -84 -499 150 6 50 -334 0 17 0 225 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 55.9 26.0 24.1 4.2 1.1 10.5 1.3 0.3 3.5 0.5: 0.2 0.0
Old : 100.0: 66.4 55.9 26.0 24.1 4.2 1.1 10.5 1.3 0.3 3.5 0.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 17 . . . 4 . . . 4 4:
Old : 35: 18 17 . . . 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 : 76.3 73.6 87.8 87.8 73.6 66.3 78.4 78.0
Old : 76.3 73.6 87.8 87.8 73.6 66.3 78.4 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,595: 28,350 20,660 3,630 11,595 290 150 0 0 150 25 25: 0 0
Old : 32,595: 28,350 20,660 3,630 11,595 290 150 0 0 150 25 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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: 87.0 63.4 11.1 35.6 0.9 0.5 0.0 0.0 0.5 0.1 0.1: 0.0 0.0
Old : 100.0: 87.0 63.4 11.1 35.6 0.9 0.5 0.0 0.0 0.5 0.1 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . . . . 0 0 . . .:
Old : 22: 10 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 : 88.4 93.1 97.6 97.9 85.1 87.0 89.4 90.1
Old : 88.4 93.1 97.6 97.9 85.1 87.0 89.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,470: 32,989 36,825 5,520 5,230 3,330 3,050 1,050 0 1,850 300 565: 166 170
Old : 47,470: 32,989 36,825 5,520 5,230 3,330 3,050 1,050 0 1,850 300 565: 166 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 320: 470 1,030 -100 0 0 0 -700 0 -50 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 77.6 11.6 11.0 7.0 6.4 2.2 0.0 3.9 0.6 1.2: 0.3 0.4
Old : 100.0: 69.5 77.6 11.6 11.0 7.0 6.4 2.2 0.0 3.9 0.6 1.2: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 25 . . . . . 0 . . .:
Old : 37: 21 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 : 47.2 48.8 69.1 67.9 42.8 38.4 59.0 53.2
Old : 47.2 48.8 69.1 67.9 42.8 38.4 59.0 53.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,406: 48,340 53,666 5,116 10,280 8,685 12,060 2,905 800 1,674 450 446: 285 174
Old : 77,406: 48,340 53,666 5,116 10,280 8,685 12,060 2,905 800 1,674 450 446: 285 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 90: -210 -640 -40 160 10 325 400 0 0 0 0: 5 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 69.3 6.6 13.3 11.2 15.6 3.8 1.0 2.2 0.6 0.6: 0.4 0.2
Old : 100.0: 62.4 69.3 6.6 13.3 11.2 15.6 3.8 1.0 2.2 0.6 0.6: 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 : 46: 25 27 . . 4 . 4 . 4 . .:
Old : 46: 25 27 . . 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 : 44.3 49.6 66.9 71.4 41.7 41.3 57.2 56.3
Old : 44.3 49.6 66.9 71.4 41.7 41.3 57.2 56.3
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,904: 47,063 49,744 16,925 16,450 1,270 600 770 45 2,335 170 1,190: 476 265
Old : 69,904: 47,063 49,744 16,925 16,450 1,270 600 770 45 2,335 170 1,190: 476 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,735: 1,555 1,985 600 120 -420 0 100 0 50 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 71.2 24.2 23.5 1.8 0.9 1.1 0.1 3.3 0.2 1.7: 0.7 0.4
Old : 100.0: 67.3 71.2 24.2 23.5 1.8 0.9 1.1 0.1 3.3 0.2 1.7: 0.7 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 : 40: 21 23 . . . . . . . . .:
Old : 40: 21 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 68.5 62.0 83.9 41.6 66.7 59.8 79.7
Old : 42.2 68.5 62.0 83.9 41.6 66.7 59.8 79.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,147: 69,319 64,258 25,595 35,029 2,650 1,000 0 0 3,050 170 890: 643 150
Old : 103,147: 69,319 64,258 25,595 35,029 2,650 1,000 0 0 3,050 170 890: 643 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,730: 2,057 3,350 600 -280 -340 400 0 0 0 0 0: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 62.3 24.8 34.0 2.6 1.0 0.0 0.0 3.0 0.2 0.9: 0.6 0.1
Old : 100.0: 67.2 62.3 24.8 34.0 2.6 1.0 0.0 0.0 3.0 0.2 0.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 24 . 4 . . 0 0 . . .:
Old : 43: 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 : 45.5 69.7 64.9 85.0 45.1 67.2 64.4 80.9
Old : 45.5 69.7 64.9 85.0 45.1 67.2 64.4 80.9
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,045: 22,220 26,150 3,860 0 3,520 300 0 0 125 130 20: 0 225
Old : 30,045: 22,220 26,150 3,860 0 3,520 300 0 0 125 130 20: 0 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 120: 135 105 -25 0 10 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 87.0 12.8 0.0 11.7 1.0 0.0 0.0 0.4 0.4 0.1: 0.0 0.7
Old : 100.0: 74.0 87.0 12.8 0.0 11.7 1.0 0.0 0.0 0.4 0.4 0.1: 0.0 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 : 29: 18 15 4 0 . . 0 0 . . .:
Old : 29: 18 15 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 : 54.4 75.6 83.7 86.5 44.6 67.9 64.5 73.8
Old : 54.4 75.6 83.7 86.5 44.6 67.9 64.5 73.8
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,150: 23,170 22,770 285 1,410 4,275 0 300 0 1,150 0 0: 270 395
Old : 29,150: 23,170 22,770 285 1,410 4,275 0 300 0 1,150 0 0: 270 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -10: -130 -10 0 0 0 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 78.1 1.0 4.8 14.7 0.0 1.0 0.0 3.9 0.0 0.0: 0.9 1.4
Old : 100.0: 79.5 78.1 1.0 4.8 14.7 0.0 1.0 0.0 3.9 0.0 0.0: 0.9 1.4
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 : 26: 17 15 . . . 0 . 0 . 0 0:
Old : 26: 17 15 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 71.2 74.3 89.4 40.0 58.3 51.7 61.7
Old : 54.2 71.2 74.3 89.4 40.0 58.3 51.7 61.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,630: 10,455 9,780 50 750 200 225 0 50 650 850 0: 0 0
Old : 11,630: 10,455 9,780 50 750 200 225 0 50 650 850 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 500: 500 0 0 0 0 0 0 0 0 500 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 84.1 0.4 6.4 1.7 1.9 0.0 0.4 5.6 7.3 0.0: 0.0 0.0
Old : 100.0: 89.9 84.1 0.4 6.4 1.7 1.9 0.0 0.4 5.6 7.3 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 : 25: 14 7 . . . . 0 . . . 0:
Old : 25: 14 7 . . . . 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 : 61.1 71.9 80.5 94.8 51.2 66.0 66.0 77.3
Old : 61.1 71.9 80.5 94.8 51.2 66.0 66.0 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,090: 27,072 32,673 450 6,438 4,220 5,403 161 622 7,200 786 3,693: 429 497
Old : 49,090: 27,072 32,673 450 6,438 4,220 5,403 161 622 7,200 786 3,693: 429 497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,312: 22 539 0 -268 735 109 0 7 141 -18 308: -11 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 66.6 0.9 13.1 8.6 11.0 0.3 1.3 14.7 1.6 7.5: 0.9 1.0
Old : 100.0: 55.1 66.6 0.9 13.1 8.6 11.0 0.3 1.3 14.7 1.6 7.5: 0.9 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 : 52: 23 26 . . . 6 . 5 10 4 8:
Old : 52: 23 26 . . . 6 . 5 10 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 38.3 64.5 59.9 33.4 24.3 47.0 39.3
Old : 41.3 38.3 64.5 59.9 33.4 24.3 47.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,815: 6,815 5,745 312 950 1,310 0 0 0 200 570 800: 378 440
Old : 9,815: 6,815 5,745 312 950 1,310 0 0 0 200 570 800: 378 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 58.5 3.2 9.7 13.3 0.0 0.0 0.0 2.0 5.8 8.2: 3.9 4.5
Old : 100.0: 69.4 58.5 3.2 9.7 13.3 0.0 0.0 0.0 2.0 5.8 8.2: 3.9 4.5
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: 12 11 . . . 0 0 0 . . .:
Old : 20: 12 11 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 43.1 73.0 69.4 32.2 30.9 43.8 42.9
Old : 50.3 43.1 73.0 69.4 32.2 30.9 43.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,358: 31,258 36,083 5,080 0 3,495 300 600 0 225 125 0: 0 55
Old : 40,358: 31,258 36,083 5,080 0 3,495 300 600 0 225 125 0: 0 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 80: 80 80 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 89.4 12.6 0.0 8.7 0.7 1.5 0.0 0.6 0.3 0.0: 0.0 0.1
Old : 100.0: 77.5 89.4 12.6 0.0 8.7 0.7 1.5 0.0 0.6 0.3 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 21 4 0 . . . 0 . . 0:
Old : 37: 24 21 4 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 67.5 80.0 83.9 48.0 58.8 69.1 69.7
Old : 51.9 67.5 80.0 83.9 48.0 58.8 69.1 69.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,675: 36,505 29,559 850 9,540 640 2,500 1,236 70 970 1,130 500: 640 0
Old : 42,675: 36,505 29,559 850 9,540 640 2,500 1,236 70 970 1,130 500: 640 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 5: -260 255 0 0 0 70 -250 0 195 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 69.3 2.0 22.4 1.5 5.9 2.9 0.2 2.3 2.6 1.2: 1.5 0.0
Old : 100.0: 85.5 69.3 2.0 22.4 1.5 5.9 2.9 0.2 2.3 2.6 1.2: 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 : 38: 21 20 . . . . . . . . .:
Old : 38: 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 : 50.0 58.1 70.9 83.5 48.6 57.1 67.7 77.6
Old : 50.0 58.1 70.9 83.5 48.6 57.1 67.7 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,151: 39,614 39,813 6,509 8,495 175 1,700 0 0 1,015 300 585: 553 783
Old : 50,151: 39,614 39,813 6,509 8,495 175 1,700 0 0 1,015 300 585: 553 783
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 3,707: 2,604 3,104 120 480 0 1,000 0 0 -45 -15 -35: 63 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 79.4 13.0 16.9 0.3 3.4 0.0 0.0 2.0 0.6 1.2: 1.1 1.6
Old : 100.0: 79.0 79.4 13.0 16.9 0.3 3.4 0.0 0.0 2.0 0.6 1.2: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 14 . . . . 0 0 . . .:
Old : 30: 17 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 88.4 73.1 94.5 59.6 86.2 72.3 89.6
Old : 59.6 88.4 73.1 94.5 59.6 86.2 72.3 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,316: 46,165 44,038 6,078 8,455 945 1,500 0 0 1,535 2,600 550: 543 728
Old : 57,316: 46,165 44,038 6,078 8,455 945 1,500 0 0 1,535 2,600 550: 543 728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 3,943: 2,640 3,020 120 440 0 1,200 0 0 -80 300 0: 63 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 76.8 10.6 14.8 1.6 2.6 0.0 0.0 2.7 4.5 1.0: 0.9 1.3
Old : 100.0: 80.5 76.8 10.6 14.8 1.6 2.6 0.0 0.0 2.7 4.5 1.0: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 . . . . 0 0 . . .:
Old : 31: 17 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 : 57.6 81.1 74.6 92.9 57.0 79.4 73.4 89.5
Old : 57.6 81.1 74.6 92.9 57.0 79.4 73.4 89.5
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,229: 67,189 70,583 8,686 4,597 2,106 0 400 0 0 485 1,058: 190 0
Old : 79,229: 67,189 70,583 8,686 4,597 2,106 0 400 0 0 485 1,058: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,250: 527 429 880 295 85 0 0 0 -558 155 289: 27 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 89.1 11.0 5.8 2.7 0.0 0.5 0.0 0.0 0.6 1.3: 0.2 0.0
Old : 100.0: 84.8 89.1 11.0 5.8 2.7 0.0 0.5 0.0 0.0 0.6 1.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 23 . . 4 0 . 0 0 . .:
Old : 36: 23 23 . . 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 : 58.1 58.2 76.9 78.7 56.5 50.5 71.5 68.6
Old : 58.1 58.2 76.9 78.7 56.5 50.5 71.5 68.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 118,683: 98,880 100,902 12,202 7,790 2,068 0 3,178 174 2,858 2,265 2,296: 205 10
Old : 118,683: 98,880 100,902 12,202 7,790 2,068 0 3,178 174 2,858 2,265 2,296: 205 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,622: 954 497 1,449 1,695 -624 0 1,135 -9 842 -170 98: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 85.0 10.3 6.6 1.7 0.0 2.7 0.1 2.4 1.9 1.9: 0.2 0.0
Old : 100.0: 83.3 85.0 10.3 6.6 1.7 0.0 2.7 0.1 2.4 1.9 1.9: 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 : 48: 23 23 . . . 0 6 4 5 . .:
Old : 48: 23 23 . . . 0 6 4 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 44.9 78.5 66.9 52.7 42.8 69.1 60.2
Old : 56.4 44.9 78.5 66.9 52.7 42.8 69.1 60.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,845: 45,574 47,980 3,266 835 2,780 0 200 25 200 25 0: 0 0
Old : 51,845: 45,574 47,980 3,266 835 2,780 0 200 25 200 25 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 0: 300 0 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 92.5 6.3 1.6 5.4 0.0 0.4 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 87.9 92.5 6.3 1.6 5.4 0.0 0.4 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 13 . . . 0 . . . . 0:
Old : 26: 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 : 92.7 88.3 98.1 97.0 90.5 87.0 92.9 91.5
Old : 92.7 88.3 98.1 97.0 90.5 87.0 92.9 91.5
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 40,178: 32,133 28,918 180 4,245 3,915 950 2,525 250 1,730 0 250: 770 75
Old : 40,178: 32,133 28,918 180 4,245 3,915 950 2,525 250 1,730 0 250: 770 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,329: 964 329 30 -370 370 0 1,000 0 -50 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 72.0 0.4 10.6 9.7 2.4 6.3 0.6 4.3 0.0 0.6: 1.9 0.2
Old : 100.0: 80.0 72.0 0.4 10.6 9.7 2.4 6.3 0.6 4.3 0.0 0.6: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 17 . . . . . . . 0 .:
Old : 28: 18 17 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 53.3 73.8 76.4 30.2 31.0 39.9 42.2
Old : 51.9 53.3 73.8 76.4 30.2 31.0 39.9 42.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,842: 26,089 31,934 4,550 2,780 3,830 5,427 3,600 570 2,910 1,100 0: 466 28
Old : 43,842: 26,089 31,934 4,550 2,780 3,830 5,427 3,600 570 2,910 1,100 0: 466 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,428: 1,568 380 300 0 -100 -581 1,200 -60 300 0 0: 1 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 72.8 10.4 6.3 8.7 12.4 8.2 1.3 6.6 2.5 0.0: 1.1 0.1
Old : 100.0: 59.5 72.8 10.4 6.3 8.7 12.4 8.2 1.3 6.6 2.5 0.0: 1.1 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 : 37: 21 20 . . . 5 . . 4 . 0:
Old : 37: 21 20 . . . 5 . . 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 40.9 61.3 68.3 33.0 32.3 47.6 52.8
Old : 42.4 40.9 61.3 68.3 33.0 32.3 47.6 52.8
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,493: 21,652 36,356 17,393 0 277 20 1,205 50 0 1,183 2: 99 420
Old : 39,493: 21,652 36,356 17,393 0 277 20 1,205 50 0 1,183 2: 99 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 382: 260 470 112 0 0 10 0 0 0 -98 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 92.1 44.0 0.0 0.7 0.1 3.1 0.1 0.0 3.0 0.0: 0.3 1.1
Old : 100.0: 54.8 92.1 44.0 0.0 0.7 0.1 3.1 0.1 0.0 3.0 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 : 24: 11 12 4 0 . . . . 0 . .:
Old : 24: 11 12 4 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 79.7 88.1 91.9 63.9 73.5 82.7 82.1
Old : 64.3 79.7 88.1 91.9 63.9 73.5 82.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,374: 16,955 28,989 14,179 70 1,180 0 1,435 0 0 270 0: 60 430
Old : 32,374: 16,955 28,989 14,179 70 1,180 0 1,435 0 0 270 0: 60 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 270: 270 0 0 0 0 0 0 0 0 270 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 89.5 43.8 0.2 3.6 0.0 4.4 0.0 0.0 0.8 0.0: 0.2 1.3
Old : 100.0: 52.4 89.5 43.8 0.2 3.6 0.0 4.4 0.0 0.0 0.8 0.0: 0.2 1.3
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 : 21: 11 9 . . . 0 . 0 0 . 0:
Old : 21: 11 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 : 68.2 81.6 90.2 93.5 67.4 79.0 84.4 88.2
Old : 68.2 81.6 90.2 93.5 67.4 79.0 84.4 88.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,388: 28,346 31,473 3,861 110 910 96 1,750 40 769 25 60: 306 20
Old : 34,388: 28,346 31,473 3,861 110 910 96 1,750 40 769 25 60: 306 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 230: 455 720 -95 0 0 0 -530 30 20 0 0: -180 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 91.5 11.2 0.3 2.6 0.3 5.1 0.1 2.2 0.1 0.2: 0.9 0.1
Old : 100.0: 82.4 91.5 11.2 0.3 2.6 0.3 5.1 0.1 2.2 0.1 0.2: 0.9 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 : 35: 17 17 4 . 4 . . . . . .:
Old : 35: 17 17 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 : 65.2 56.9 79.0 76.7 60.6 55.3 73.6 74.8
Old : 65.2 56.9 79.0 76.7 60.6 55.3 73.6 74.8
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,749: 19,220 21,765 1,871 10 644 0 145 125 500 0 0: 389 60
Old : 22,749: 19,220 21,765 1,871 10 644 0 145 125 500 0 0: 389 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 240: 240 240 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 95.7 8.2 0.0 2.8 0.0 0.6 0.5 2.2 0.0 0.0: 1.7 0.3
Old : 100.0: 84.5 95.7 8.2 0.0 2.8 0.0 0.6 0.5 2.2 0.0 0.0: 1.7 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 : 28: 15 17 . . . 0 . . . 0 0:
Old : 28: 15 17 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 68.3 85.0 86.9 63.0 67.9 78.7 85.1
Old : 66.3 68.3 85.0 86.9 63.0 67.9 78.7 85.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,810: 45,318 31,695 4,022 11,937 877 510 6,867 202 696 75 90: 95 67
Old : 51,810: 45,318 31,695 4,022 11,937 877 510 6,867 202 696 75 90: 95 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -319: 246 375 24 -175 -20 -400 -448 -62 -108 10 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 61.2 7.8 23.0 1.7 1.0 13.3 0.4 1.3 0.1 0.2: 0.2 0.1
Old : 100.0: 87.5 61.2 7.8 23.0 1.7 1.0 13.3 0.4 1.3 0.1 0.2: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 21 . . . . . . . . .:
Old : 40: 23 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 58.0 72.8 76.3 41.5 54.8 55.2 64.9
Old : 54.1 58.0 72.8 76.3 41.5 54.8 55.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,911: 36,445 24,868 4,329 13,340 535 0 2,930 0 92 30 160: 350 48
Old : 41,911: 36,445 24,868 4,329 13,340 535 0 2,930 0 92 30 160: 350 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -1,275: -1,382 -977 190 185 -133 0 -350 0 52 0 0: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 59.3 10.3 31.8 1.3 0.0 7.0 0.0 0.2 0.1 0.4: 0.8 0.1
Old : 100.0: 87.0 59.3 10.3 31.8 1.3 0.0 7.0 0.0 0.2 0.1 0.4: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 16 . . . 0 . 0 . . .:
Old : 31: 21 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 : 52.0 67.3 76.0 88.2 45.2 64.0 64.1 76.1
Old : 52.0 67.3 76.0 88.2 45.2 64.0 64.1 76.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,116: 10,340 18,768 6,258 0 2,775 2,375 530 25 75 0 0: 268 18
Old : 22,116: 10,340 18,768 6,258 0 2,775 2,375 530 25 75 0 0: 268 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 350: 50 350 300 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 84.9 28.3 0.0 12.5 10.7 2.4 0.1 0.3 0.0 0.0: 1.2 0.1
Old : 100.0: 46.8 84.9 28.3 0.0 12.5 10.7 2.4 0.1 0.3 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.0 73.5 94.8 93.1 59.5 71.0 79.4 82.4
Old : 71.0 73.5 94.8 93.1 59.5 71.0 79.4 82.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,415: 12,025 15,415 3,675 0 1,750 0 950 0 870 300 0: 95 0
Old : 18,415: 12,025 15,415 3,675 0 1,750 0 950 0 870 300 0: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 250: 500 0 -300 0 50 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 83.7 20.0 0.0 9.5 0.0 5.2 0.0 4.7 1.6 0.0: 0.5 0.0
Old : 100.0: 65.3 83.7 20.0 0.0 9.5 0.0 5.2 0.0 4.7 1.6 0.0: 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 : 23: 13 7 . 0 . 0 . 0 . . 0:
Old : 23: 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 : 57.5 86.3 83.4 98.4 50.4 81.3 73.4 86.3
Old : 57.5 86.3 83.4 98.4 50.4 81.3 73.4 86.3
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,395: 14,085 15,695 5,495 0 850 105 4,575 0 600 225 50: 210 0
Old : 21,395: 14,085 15,695 5,495 0 850 105 4,575 0 600 225 50: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 460: 550 160 -300 0 100 105 0 0 0 200 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 73.4 25.7 0.0 4.0 0.5 21.4 0.0 2.8 1.1 0.2: 1.0 0.0
Old : 100.0: 65.8 73.4 25.7 0.0 4.0 0.5 21.4 0.0 2.8 1.1 0.2: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 7 . 0 . . . 0 . . .:
Old : 25: 15 7 . 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 : 57.3 90.0 82.7 98.0 54.6 87.3 78.0 92.1
Old : 57.3 90.0 82.7 98.0 54.6 87.3 78.0 92.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 250,440: 198,877 119,539 296 71,096 25,648 1,148 0 15,149 0 10,324 8,684: 638 0
Old : 250,440: 198,877 119,539 296 71,096 25,648 1,148 0 15,149 0 10,324 8,684: 638 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -5,806: -5,059 -4,177 0 -143 -174 601 0 -294 0 -120 -898: 17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 47.7 0.1 28.4 10.2 0.5 0.0 6.0 0.0 4.1 3.5: 0.3 0.0
Old : 100.0: 79.4 47.7 0.1 28.4 10.2 0.5 0.0 6.0 0.0 4.1 3.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 14 . . . . 0 . 0 . .:
Old : 22: 12 14 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 58.2 88.3 82.3 45.2 43.0 46.9 46.5
Old : 71.2 58.2 88.3 82.3 45.2 43.0 46.9 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,560: 14,640 16,040 6,500 6,170 1,345 0 0 0 840 0 0: 235 5
Old : 23,560: 14,640 16,040 6,500 6,170 1,345 0 0 0 840 0 0: 235 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,375: 1,200 1,310 0 120 0 0 0 0 120 0 0: 55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 68.1 27.6 26.2 5.7 0.0 0.0 0.0 3.6 0.0 0.0: 1.0 0.0
Old : 100.0: 62.1 68.1 27.6 26.2 5.7 0.0 0.0 0.0 3.6 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 12 . . . 0 0 0 . 0 0:
Old : 21: 9 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 72.6 91.6 89.7 69.1 66.9 82.1 80.6
Old : 74.4 72.6 91.6 89.7 69.1 66.9 82.1 80.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,225: 8,764 16,530 10,240 3,610 960 825 0 0 25 25 100: 311 0
Old : 21,225: 8,764 16,530 10,240 3,610 960 825 0 0 25 25 100: 311 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 325: 325 325 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 77.9 48.2 17.0 4.5 3.9 0.0 0.0 0.1 0.1 0.5: 1.5 0.0
Old : 100.0: 41.3 77.9 48.2 17.0 4.5 3.9 0.0 0.0 0.1 0.1 0.5: 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 : 25: 11 10 . . . . 0 0 . . .:
Old : 25: 11 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 71.3 89.0 93.8 71.6 67.1 82.6 85.7
Old : 75.0 71.3 89.0 93.8 71.6 67.1 82.6 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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,870: 7,083 12,080 7,005 3,060 1,605 825 0 0 25 25 100: 227 0
Old : 16,870: 7,083 12,080 7,005 3,060 1,605 825 0 0 25 25 100: 227 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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: 42.0 71.6 41.5 18.1 9.5 4.9 0.0 0.0 0.1 0.1 0.6: 1.3 0.0
Old : 100.0: 42.0 71.6 41.5 18.1 9.5 4.9 0.0 0.0 0.1 0.1 0.6: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 8 . . . . 0 0 . . .:
Old : 23: 11 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 : 71.7 75.4 87.2 97.1 65.2 64.0 75.0 80.2
Old : 71.7 75.4 87.2 97.1 65.2 64.0 75.0 80.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,915: 7,440 4,500 745 120 1,710 0 3,825 0 600 550 125: 295 85
Old : 10,915: 7,440 4,500 745 120 1,710 0 3,825 0 600 550 125: 295 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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: 68.2 41.2 6.8 1.1 15.7 0.0 35.0 0.0 5.5 5.0 1.1: 2.7 0.8
Old : 100.0: 68.2 41.2 6.8 1.1 15.7 0.0 35.0 0.0 5.5 5.0 1.1: 2.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 . . . 0 . 0 . . .:
Old : 21: 12 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 : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
Old : 59.9 66.7 81.9 88.2 46.6 59.4 63.5 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,585: 5,780 4,700 0 495 905 0 700 0 600 625 75: 225 85
Old : 7,585: 5,780 4,700 0 495 905 0 700 0 600 625 75: 225 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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: 76.2 62.0 0.0 6.5 11.9 0.0 9.2 0.0 7.9 8.2 1.0: 3.0 1.1
Old : 100.0: 76.2 62.0 0.0 6.5 11.9 0.0 9.2 0.0 7.9 8.2 1.0: 3.0 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 : 21: 11 8 0 . . 0 . 0 . . .:
Old : 21: 11 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 : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
Old : 52.0 53.3 81.9 84.0 51.5 49.8 67.2 70.2
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,096: 27,989 37,876 10,735 0 1,195 1,000 450 0 175 2,120 455: 547 0
Old : 42,096: 27,989 37,876 10,735 0 1,195 1,000 450 0 175 2,120 455: 547 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,385: 585 1,385 600 0 0 0 0 0 0 -200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 90.0 25.5 0.0 2.8 2.4 1.1 0.0 0.4 5.0 1.1: 1.3 0.0
Old : 100.0: 66.5 90.0 25.5 0.0 2.8 2.4 1.1 0.0 0.4 5.0 1.1: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 . 0 . . . 0 . . .:
Old : 29: 15 14 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 91.1 81.5 97.8 60.4 89.7 78.5 93.9
Old : 62.3 91.1 81.5 97.8 60.4 89.7 78.5 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,077: 28,369 36,441 8,970 52 1,559 1,000 450 0 175 2,120 455: 549 0
Old : 41,077: 28,369 36,441 8,970 52 1,559 1,000 450 0 175 2,120 455: 549 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 297: 95 255 0 40 2 0 0 0 0 -200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 88.7 21.8 0.1 3.8 2.4 1.1 0.0 0.4 5.2 1.1: 1.3 0.0
Old : 100.0: 69.1 88.7 21.8 0.1 3.8 2.4 1.1 0.0 0.4 5.2 1.1: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 13 . . . . . 0 . . .:
Old : 30: 15 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 : 60.1 88.9 80.0 96.0 59.0 87.5 76.5 92.4
Old : 60.1 88.9 80.0 96.0 59.0 87.5 76.5 92.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 114,583: 86,226 76,701 14,690 28,521 3,139 595 2,045 1,950 6,084 299 1,651: 248 277
Old : 114,583: 86,226 76,701 14,690 28,521 3,139 595 2,045 1,950 6,084 299 1,651: 248 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,352: 1,252 680 0 -190 -150 200 1,000 -200 65 0 200: -15 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 66.9 12.8 24.9 2.7 0.5 1.8 1.7 5.3 0.3 1.4: 0.2 0.2
Old : 100.0: 75.3 66.9 12.8 24.9 2.7 0.5 1.8 1.7 5.3 0.3 1.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 28 24 . 4 . . . . 9 . 4:
Old : 52: 28 24 . 4 . . . . 9 . 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 : 44.1 52.6 62.7 76.5 42.7 45.1 58.1 63.1
Old : 44.1 52.6 62.7 76.5 42.7 45.1 58.1 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,257: 102,593 91,473 17,037 36,842 1,470 6,095 3,755 650 6,624 604 1,463: 325 0
Old : 136,257: 102,593 91,473 17,037 36,842 1,470 6,095 3,755 650 6,624 604 1,463: 325 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 4,109: 3,652 3,472 37 -1,188 63 -50 1,600 0 115 -50 212: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 67.1 12.5 27.0 1.1 4.5 2.8 0.5 4.9 0.4 1.1: 0.2 0.0
Old : 100.0: 75.3 67.1 12.5 27.0 1.1 4.5 2.8 0.5 4.9 0.4 1.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 31 26 . 5 4 . . . 8 . 6:
Old : 58: 31 26 . 5 4 . . . 8 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 54.9 59.9 78.1 38.8 52.1 57.6 68.0
Old : 40.1 54.9 59.9 78.1 38.8 52.1 57.6 68.0
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 275,927: 190,772 182,921 5,505 3,389 30,182 19,007 29,327 11,253 7,646 7,761 10,923: 639 170
Old : 275,927: 190,772 182,921 5,505 3,389 30,182 19,007 29,327 11,253 7,646 7,761 10,923: 639 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: -811: -1,264 -2,882 -363 -424 345 941 2,040 -253 -813 -216 432: 165 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 66.3 2.0 1.2 10.9 6.9 10.6 4.1 2.8 2.8 4.0: 0.2 0.1
Old : 100.0: 69.1 66.3 2.0 1.2 10.9 6.9 10.6 4.1 2.8 2.8 4.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 36 39 4 . 4 11 6 7 14 7 12:
Old : 87: 36 39 4 . 4 11 6 7 14 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 39.5 51.8 58.2 21.6 29.8 33.6 39.0
Old : 29.8 39.5 51.8 58.2 21.6 29.8 33.6 39.0
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,778: 20,921 30,669 7,922 0 309 555 225 175 1,723 400 0: 173 0
Old : 31,778: 20,921 30,669 7,922 0 309 555 225 175 1,723 400 0: 173 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 50: 140 0 150 0 -150 0 100 0 0 100 0: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 96.5 24.9 0.0 1.0 1.7 0.7 0.6 5.4 1.3 0.0: 0.5 0.0
Old : 100.0: 65.8 96.5 24.9 0.0 1.0 1.7 0.7 0.6 5.4 1.3 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 7 . 0 . . . . . . 0:
Old : 27: 18 7 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 94.2 77.3 98.1 52.0 90.7 76.3 92.4
Old : 53.0 94.2 77.3 98.1 52.0 90.7 76.3 92.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,621: 19,453 29,163 8,657 0 183 0 480 595 1,358 100 100: 275 0
Old : 30,621: 19,453 29,163 8,657 0 183 0 480 595 1,358 100 100: 275 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 130: 38 0 150 0 -70 0 100 0 0 100 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 95.2 28.3 0.0 0.6 0.0 1.6 1.9 4.4 0.3 0.3: 0.9 0.0
Old : 100.0: 63.5 95.2 28.3 0.0 0.6 0.0 1.6 1.9 4.4 0.3 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 : 26: 17 7 . 0 . 0 . . . . .:
Old : 26: 17 7 . 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 : 57.1 93.0 81.3 98.1 56.5 90.3 80.7 92.4
Old : 57.1 93.0 81.3 98.1 56.5 90.3 80.7 92.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,495: 7,345 9,942 3,172 1,960 2,228 1,135 0 100 250 0 0: 2,265 2,265
Old : 16,495: 7,345 9,942 3,172 1,960 2,228 1,135 0 100 250 0 0: 2,265 2,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 60.3 19.2 11.9 13.5 6.9 0.0 0.6 1.5 0.0 0.0: 13.7 13.7
Old : 100.0: 44.5 60.3 19.2 11.9 13.5 6.9 0.0 0.6 1.5 0.0 0.0: 13.7 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 : 20: 12 11 . . . . 0 . . 0 0:
Old : 20: 12 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 54.0 80.8 75.7 51.5 44.6 59.8 56.8
Old : 65.5 54.0 80.8 75.7 51.5 44.6 59.8 56.8
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,742: 21,791 27,291 17,243 21,450 125 14,180 0 0 600 5,090 600: 6,203 6,186
Old : 60,742: 21,791 27,291 17,243 21,450 125 14,180 0 0 600 5,090 600: 6,203 6,186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,264: -367 1,134 350 0 0 1,020 0 0 0 -150 0: 261 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 44.9 28.4 35.3 0.2 23.3 0.0 0.0 1.0 8.4 1.0: 10.2 10.2
Old : 100.0: 35.9 44.9 28.4 35.3 0.2 23.3 0.0 0.0 1.0 8.4 1.0: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 19 . . . . 0 0 . . .:
Old : 28: 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 : 69.6 52.1 80.6 71.1 68.3 51.2 77.0 68.8
Old : 69.6 52.1 80.6 71.1 68.3 51.2 77.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,528: 19,535 26,013 15,870 21,245 125 16,480 0 0 600 5,240 600: 5,318 5,305
Old : 58,528: 19,535 26,013 15,870 21,245 125 16,480 0 0 600 5,240 600: 5,318 5,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,398: -381 1,472 350 0 0 1,400 0 0 0 0 0: 29 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 44.4 27.1 36.3 0.2 28.2 0.0 0.0 1.0 9.0 1.0: 9.1 9.1
Old : 100.0: 33.4 44.4 27.1 36.3 0.2 28.2 0.0 0.0 1.0 9.0 1.0: 9.1 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 20 . . . . 0 0 . . .:
Old : 29: 12 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 53.2 83.0 71.7 68.9 52.9 79.9 70.6
Old : 70.3 53.2 83.0 71.7 68.9 52.9 79.9 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,015: 14,430 6,425 0 465 2,415 310 8,700 40 600 0 0: 3,220 2,970
Old : 21,015: 14,430 6,425 0 465 2,415 310 8,700 40 600 0 0: 3,220 2,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 450: 450 -300 -405 445 405 100 0 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 30.6 0.0 2.2 11.5 1.5 41.4 0.2 2.9 0.0 0.0: 15.3 14.1
Old : 100.0: 68.7 30.6 0.0 2.2 11.5 1.5 41.4 0.2 2.9 0.0 0.0: 15.3 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 7 0 . . . . . . 0 0:
Old : 25: 13 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 : 44.5 67.3 68.6 83.0 42.5 63.3 62.7 72.4
Old : 44.5 67.3 68.6 83.0 42.5 63.3 62.7 72.4
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,965: 13,265 6,375 1,205 20 2,080 410 8,700 0 0 0 0: 3,005 2,790
Old : 19,965: 13,265 6,375 1,205 20 2,080 410 8,700 0 0 0 0: 3,005 2,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 550: 550 -200 -750 0 750 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 31.9 6.0 0.1 10.4 2.1 43.6 0.0 0.0 0.0 0.0: 15.1 14.0
Old : 100.0: 66.4 31.9 6.0 0.1 10.4 2.1 43.6 0.0 0.0 0.0 0.0: 15.1 14.0
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 7 . . . . . 0 0 0 0:
Old : 24: 14 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 : 46.4 66.9 69.4 83.5 39.4 66.6 60.9 74.1
Old : 46.4 66.9 69.4 83.5 39.4 66.6 60.9 74.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,121: 11,866 24,829 2,327 1,160 1,175 12,645 0 0 0 600 0: 3,108 3,357
Old : 31,121: 11,866 24,829 2,327 1,160 1,175 12,645 0 0 0 600 0: 3,108 3,357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 630: 225 581 275 0 0 50 0 0 0 0 0: 80 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 79.8 7.5 3.7 3.8 40.6 0.0 0.0 0.0 1.9 0.0: 10.0 10.8
Old : 100.0: 38.1 79.8 7.5 3.7 3.8 40.6 0.0 0.0 0.0 1.9 0.0: 10.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 . . . . 0 0 0 . 0:
Old : 21: 8 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 : 72.6 70.9 87.2 81.4 72.3 67.3 81.1 76.6
Old : 72.6 70.9 87.2 81.4 72.3 67.3 81.1 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,465: 14,790 31,635 13,545 0 1,200 4,530 0 20 0 1,230 0: 2,380 2,380
Old : 36,465: 14,790 31,635 13,545 0 1,200 4,530 0 20 0 1,230 0: 2,380 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 200: 100 100 100 0 0 -100 0 20 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 86.8 37.1 0.0 3.3 12.4 0.0 0.1 0.0 3.4 0.0: 6.5 6.5
Old : 100.0: 40.6 86.8 37.1 0.0 3.3 12.4 0.0 0.1 0.0 3.4 0.0: 6.5 6.5
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: 13 7 . 0 . . 0 . 0 . 0:
Old : 23: 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 : 60.0 83.8 78.1 92.0 58.5 83.5 76.5 89.5
Old : 60.0 83.8 78.1 92.0 58.5 83.5 76.5 89.5
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,955: 13,140 28,920 12,355 0 875 4,605 0 20 0 1,180 0: 1,960 1,960
Old : 32,955: 13,140 28,920 12,355 0 875 4,605 0 20 0 1,180 0: 1,960 1,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 430: 100 400 400 0 0 -100 0 20 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 87.8 37.5 0.0 2.7 14.0 0.0 0.1 0.0 3.6 0.0: 5.9 5.9
Old : 100.0: 39.9 87.8 37.5 0.0 2.7 14.0 0.0 0.1 0.0 3.6 0.0: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 7 . 0 . . 0 . 0 . 0:
Old : 23: 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 : 61.9 83.7 79.7 92.8 60.3 83.4 77.3 90.7
Old : 61.9 83.7 79.7 92.8 60.3 83.4 77.3 90.7
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,735: 20,620 9,315 0 14,025 300 1,470 270 50 805 75 160: 1,330 540
Old : 24,735: 20,620 9,315 0 14,025 300 1,470 270 50 805 75 160: 1,330 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 25: 25 0 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 37.7 0.0 56.7 1.2 5.9 1.1 0.2 3.3 0.3 0.6: 5.4 2.2
Old : 100.0: 83.4 37.7 0.0 56.7 1.2 5.9 1.1 0.2 3.3 0.3 0.6: 5.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 14 0 . . . . . . . .:
Old : 27: 15 14 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 73.4 79.4 87.8 56.8 72.2 71.2 83.5
Old : 63.0 73.4 79.4 87.8 56.8 72.2 71.2 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,465: 20,415 8,220 0 14,855 300 1,370 170 150 855 75 110: 1,265 585
Old : 24,465: 20,415 8,220 0 14,855 300 1,370 170 150 855 75 110: 1,265 585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 10: 10 0 0 10 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 33.6 0.0 60.7 1.2 5.6 0.7 0.6 3.5 0.3 0.4: 5.2 2.4
Old : 100.0: 83.4 33.6 0.0 60.7 1.2 5.6 0.7 0.6 3.5 0.3 0.4: 5.2 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 : 27: 14 13 0 . . . . . . . .:
Old : 27: 14 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 : 63.4 77.6 79.3 89.8 61.2 76.4 75.8 85.1
Old : 63.4 77.6 79.3 89.8 61.2 76.4 75.8 85.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,900: 26,705 10,730 0 22,750 175 6,270 325 540 2,160 1,600 0: 1,050 780
Old : 36,900: 26,705 10,730 0 22,750 175 6,270 325 540 2,160 1,600 0: 1,050 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 50: -5 100 0 20 0 75 0 0 0 -50 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 29.1 0.0 61.7 0.5 17.0 0.9 1.5 5.9 4.3 0.0: 2.8 2.1
Old : 100.0: 72.4 29.1 0.0 61.7 0.5 17.0 0.9 1.5 5.9 4.3 0.0: 2.8 2.1
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: 14 5 0 . . . . . . . 0:
Old : 25: 14 5 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 : 64.2 79.0 84.8 95.6 62.8 78.2 81.8 91.6
Old : 64.2 79.0 84.8 95.6 62.8 78.2 81.8 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,800: 23,385 13,310 0 17,175 175 6,815 325 125 2,060 1,600 0: 1,240 1,090
Old : 33,800: 23,385 13,310 0 17,175 175 6,815 325 125 2,060 1,600 0: 1,240 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 75: 35 100 0 60 0 75 0 0 0 -50 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 39.4 0.0 50.8 0.5 20.2 1.0 0.4 6.1 4.7 0.0: 3.7 3.2
Old : 100.0: 69.2 39.4 0.0 50.8 0.5 20.2 1.0 0.4 6.1 4.7 0.0: 3.7 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 : 24: 13 6 0 . . . . . . . 0:
Old : 24: 13 6 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 74.2 84.2 94.4 63.1 73.8 82.4 90.3
Old : 63.4 74.2 84.2 94.4 63.1 73.8 82.4 90.3
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,605: 35,780 85,810 42,235 0 480 8,185 0 2,915 1,830 2,160 20: 8,160 8,220
Old : 99,605: 35,780 85,810 42,235 0 480 8,185 0 2,915 1,830 2,160 20: 8,160 8,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,475: 150 1,515 1,190 0 0 225 0 0 -50 0 20: 940 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 86.2 42.4 0.0 0.5 8.2 0.0 2.9 1.8 2.2 0.0: 8.2 8.3
Old : 100.0: 35.9 86.2 42.4 0.0 0.5 8.2 0.0 2.9 1.8 2.2 0.0: 8.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 17 25 . 0 . . 0 . . . .:
Old : 40: 17 25 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 54.4 79.2 69.9 62.3 54.2 73.5 67.6
Old : 65.2 54.4 79.2 69.9 62.3 54.2 73.5 67.6
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,130: 35,205 77,270 35,555 0 455 6,830 130 2,420 1,930 2,060 0: 7,735 7,795
Old : 90,130: 35,205 77,270 35,555 0 455 6,830 130 2,420 1,930 2,060 0: 7,735 7,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,835: 410 1,215 830 0 0 -75 -100 100 -50 0 0: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 85.7 39.4 0.0 0.5 7.6 0.1 2.7 2.1 2.3 0.0: 8.6 8.6
Old : 100.0: 39.1 85.7 39.4 0.0 0.5 7.6 0.1 2.7 2.1 2.3 0.0: 8.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 16 23 . 0 . . . . . . 0:
Old : 38: 16 23 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 52.4 78.7 68.2 63.0 52.0 74.6 67.9
Old : 64.3 52.4 78.7 68.2 63.0 52.0 74.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,315: 13,410 19,635 8,900 3,445 3,045 300 2,250 0 3,650 1,000 200: 1,810 1,740
Old : 31,315: 13,410 19,635 8,900 3,445 3,045 300 2,250 0 3,650 1,000 200: 1,810 1,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,430: 1,280 2,530 0 0 0 0 -100 0 1,150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 62.7 28.4 11.0 9.7 1.0 7.2 0.0 11.7 3.2 0.6: 5.8 5.6
Old : 100.0: 42.8 62.7 28.4 11.0 9.7 1.0 7.2 0.0 11.7 3.2 0.6: 5.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 17 . . . . . 0 . . .:
Old : 29: 13 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 50.5 83.7 71.1 59.4 47.9 72.0 64.1
Old : 67.7 50.5 83.7 71.1 59.4 47.9 72.0 64.1
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, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,965: 9,210 14,345 7,310 3,625 3,805 0 175 0 2,975 1,300 0: 665 715
Old : 23,965: 9,210 14,345 7,310 3,625 3,805 0 175 0 2,975 1,300 0: 665 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,565: 1,265 1,565 0 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 59.9 30.5 15.1 15.9 0.0 0.7 0.0 12.4 5.4 0.0: 2.8 3.0
Old : 100.0: 38.4 59.9 30.5 15.1 15.9 0.0 0.7 0.0 12.4 5.4 0.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 14 . . . 0 . 0 . . 0:
Old : 24: 11 14 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 54.1 91.8 75.2 61.0 44.1 70.2 62.3
Old : 79.8 54.1 91.8 75.2 61.0 44.1 70.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,495: 34,020 33,205 725 245 8,000 500 105 1,075 0 1,750 0: 11,175 11,115
Old : 55,495: 34,020 33,205 725 245 8,000 500 105 1,075 0 1,750 0: 11,175 11,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,295: 385 -565 0 0 0 200 0 0 0 1,150 -100: 810 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 59.8 1.3 0.4 14.4 0.9 0.2 1.9 0.0 3.2 0.0: 20.1 20.0
Old : 100.0: 61.3 59.8 1.3 0.4 14.4 0.9 0.2 1.9 0.0 3.2 0.0: 20.1 20.0
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: 16 20 . . . . . . 0 . 0:
Old : 32: 16 20 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 33.5 69.2 53.3 38.2 24.0 41.9 36.7
Old : 50.9 33.5 69.2 53.3 38.2 24.0 41.9 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,225: 20,350 21,080 110 1,240 6,740 2,270 0 0 0 700 100: 11,655 11,365
Old : 41,225: 20,350 21,080 110 1,240 6,740 2,270 0 0 0 700 100: 11,655 11,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,440: 805 655 0 0 0 150 0 0 0 300 0: 485 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 51.1 0.3 3.0 16.3 5.5 0.0 0.0 0.0 1.7 0.2: 28.3 27.6
Old : 100.0: 49.4 51.1 0.3 3.0 16.3 5.5 0.0 0.0 0.0 1.7 0.2: 28.3 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 18 . . . . 0 0 0 . .:
Old : 25: 14 18 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 35.5 63.1 52.1 35.9 22.6 37.6 31.2
Old : 44.2 35.5 63.1 52.1 35.9 22.6 37.6 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2018