COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,709: 13,109 19,963 6,727 533 97 1,094 7,462 2,309 11,810 4,508 3,554: 1,009 1,283
Old : 39,709: 13,109 19,963 6,727 533 97 1,094 7,462 2,309 11,810 4,508 3,554: 1,009 1,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -71: 286 -274 -187 0 32 -15 214 -49 -43 84 -26: -69 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 50.3 16.9 1.3 0.2 2.8 18.8 5.8 29.7 11.4 9.0: 2.5 3.2
Old : 100.0: 33.0 50.3 16.9 1.3 0.2 2.8 18.8 5.8 29.7 11.4 9.0: 2.5 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 : 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 : 34.5 61.4 58.8 77.5 33.2 48.8 50.2 58.5
Old : 34.5 61.4 58.8 77.5 33.2 48.8 50.2 58.5
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,912: 2,234 2,714 93 294 196 190 55 30 1,330 799 487: 352 337
Old : 4,912: 2,234 2,714 93 294 196 190 55 30 1,330 799 487: 352 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 303: 139 135 -90 -10 57 -75 0 0 93 -30 146: 33 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 55.3 1.9 6.0 4.0 3.9 1.1 0.6 27.1 16.3 9.9: 7.2 6.9
Old : 100.0: 45.5 55.3 1.9 6.0 4.0 3.9 1.1 0.6 27.1 16.3 9.9: 7.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 5 6 . . . . . . 8 . 5:
Old : 23: 5 6 . . . . . . 8 . 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 56.3 68.2 74.6 30.0 46.6 45.8 53.0
Old : 46.2 56.3 68.2 74.6 30.0 46.6 45.8 53.0
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,897: 35,475 39,250 192 3,300 12,314 8,273 412 2,630 1,391 2,962 2,520: 1,102 509
Old : 63,897: 35,475 39,250 192 3,300 12,314 8,273 412 2,630 1,391 2,962 2,520: 1,102 509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 473: 389 599 0 -23 45 190 -321 78 -302 13 72: 2 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 61.4 0.3 5.2 19.3 12.9 0.6 4.1 2.2 4.6 3.9: 1.7 0.8
Old : 100.0: 55.5 61.4 0.3 5.2 19.3 12.9 0.6 4.1 2.2 4.6 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 : 51: 29 29 . . . . 4 5 6 4 7:
Old : 51: 29 29 . . . . 4 5 6 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 43.7 62.0 64.3 28.2 21.9 36.3 32.1
Old : 40.8 43.7 62.0 64.3 28.2 21.9 36.3 32.1
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,877: 37,969 41,692 3,300 2,125 3,922 301 843 325 3,350 250 700: 10 20
Old : 49,877: 37,969 41,692 3,300 2,125 3,922 301 843 325 3,350 250 700: 10 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,436: 898 2,099 1,950 475 -513 -99 0 0 -150 25 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 83.6 6.6 4.3 7.9 0.6 1.7 0.7 6.7 0.5 1.4: 0.0 0.0
Old : 100.0: 76.1 83.6 6.6 4.3 7.9 0.6 1.7 0.7 6.7 0.5 1.4: 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 : 38: 22 17 . . . . . . 5 . 4:
Old : 38: 22 17 . . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 62.1 81.8 84.1 49.3 58.6 64.1 67.1
Old : 60.6 62.1 81.8 84.1 49.3 58.6 64.1 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 24,262: 21,057 16,180 25 5,147 1,355 100 0 0 1,070 925 655: 0 0
Old : 24,262: 21,057 16,180 25 5,147 1,355 100 0 0 1,070 925 655: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 291: 16 741 0 -450 225 0 0 0 50 -225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 66.7 0.1 21.2 5.6 0.4 0.0 0.0 4.4 3.8 2.7: 0.0 0.0
Old : 100.0: 86.8 66.7 0.1 21.2 5.6 0.4 0.0 0.0 4.4 3.8 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 : 29: 16 15 . . . . 0 0 . . .:
Old : 29: 16 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 61.1 86.9 84.0 61.5 50.7 69.8 68.1
Old : 66.5 61.1 86.9 84.0 61.5 50.7 69.8 68.1
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,516: 133,781 117,617 6,815 11,747 10,771 7,635 15,797 1,310 2,308 5,371 2,649: 247 254
Old : 165,516: 133,781 117,617 6,815 11,747 10,771 7,635 15,797 1,310 2,308 5,371 2,649: 247 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 877: 697 1,383 460 72 -40 -100 -690 40 -160 152 0: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 71.1 4.1 7.1 6.5 4.6 9.5 0.8 1.4 3.2 1.6: 0.1 0.2
Old : 100.0: 80.8 71.1 4.1 7.1 6.5 4.6 9.5 0.8 1.4 3.2 1.6: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 30 4 . 4 . . . 4 . 4:
Old : 52: 31 30 4 . 4 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 50.5 54.6 67.6 30.2 41.2 43.0 53.9
Old : 36.0 50.5 54.6 67.6 30.2 41.2 43.0 53.9
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,482: 36,747 30,709 13,247 13,261 1,655 516 5,005 697 175 1,830 325: 120 0
Old : 53,482: 36,747 30,709 13,247 13,261 1,655 516 5,005 697 175 1,830 325: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -2,588: -464 -629 -1,325 -234 -678 -95 -900 -51 0 -120 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 57.4 24.8 24.8 3.1 1.0 9.4 1.3 0.3 3.4 0.6: 0.2 0.0
Old : 100.0: 68.7 57.4 24.8 24.8 3.1 1.0 9.4 1.3 0.3 3.4 0.6: 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: 18 18 . . . . . . . 5 4:
Old : 36: 18 18 . . . . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 72.5 86.8 87.3 73.3 65.9 79.2 77.6
Old : 76.3 72.5 86.8 87.3 73.3 65.9 79.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,520: 28,250 20,710 3,655 11,445 290 150 0 0 150 50 25: 0 0
Old : 32,520: 28,250 20,710 3,655 11,445 290 150 0 0 150 50 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -75: -100 50 25 -150 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 63.7 11.2 35.2 0.9 0.5 0.0 0.0 0.5 0.2 0.1: 0.0 0.0
Old : 100.0: 86.9 63.7 11.2 35.2 0.9 0.5 0.0 0.0 0.5 0.2 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 93.0 97.6 97.8 85.1 86.9 89.4 90.0
Old : 88.4 93.0 97.6 97.8 85.1 86.9 89.4 90.0
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,540: 33,974 38,620 5,520 4,330 3,505 3,050 1,050 0 1,750 300 565: 176 170
Old : 48,540: 33,974 38,620 5,520 4,330 3,505 3,050 1,050 0 1,750 300 565: 176 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,070: 985 1,795 0 -900 175 0 0 0 -100 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 79.6 11.4 8.9 7.2 6.3 2.2 0.0 3.6 0.6 1.2: 0.4 0.4
Old : 100.0: 70.0 79.6 11.4 8.9 7.2 6.3 2.2 0.0 3.6 0.6 1.2: 0.4 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 : 36: 21 23 . . . . . 0 . . .:
Old : 36: 21 23 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 49.1 67.7 70.1 41.7 40.0 60.0 56.2
Old : 46.1 49.1 67.7 70.1 41.7 40.0 60.0 56.2
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,123: 50,458 55,390 4,808 9,141 9,182 11,930 3,405 800 1,074 450 586: 285 169
Old : 79,123: 50,458 55,390 4,808 9,141 9,182 11,930 3,405 800 1,074 450 586: 285 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,717: 2,118 1,724 -308 -1,139 497 -130 500 0 -600 0 140: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 70.0 6.1 11.6 11.6 15.1 4.3 1.0 1.4 0.6 0.7: 0.4 0.2
Old : 100.0: 63.8 70.0 6.1 11.6 11.6 15.1 4.3 1.0 1.4 0.6 0.7: 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 25 . . 4 . 4 . 4 . .:
Old : 46: 25 25 . . 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 : 43.3 51.3 67.8 73.5 40.9 42.4 58.3 57.8
Old : 43.3 51.3 67.8 73.5 40.9 42.4 58.3 57.8
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,744: 51,678 54,209 17,325 16,700 1,270 600 770 45 2,140 275 1,210: 476 265
Old : 74,744: 51,678 54,209 17,325 16,700 1,270 600 770 45 2,140 275 1,210: 476 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,840: 4,615 4,465 400 250 0 0 0 0 -195 105 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 72.5 23.2 22.3 1.7 0.8 1.0 0.1 2.9 0.4 1.6: 0.6 0.4
Old : 100.0: 69.1 72.5 23.2 22.3 1.7 0.8 1.0 0.1 2.9 0.4 1.6: 0.6 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 : 39: 20 22 . . . . . . . . .:
Old : 39: 20 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 65.1 65.2 83.3 42.9 63.0 62.6 77.2
Old : 43.5 65.1 65.2 83.3 42.9 63.0 62.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,509: 73,596 69,728 26,355 34,856 2,590 1,500 0 0 2,810 170 1,015: 643 150
Old : 108,509: 73,596 69,728 26,355 34,856 2,590 1,500 0 0 2,810 170 1,015: 643 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 5,362: 4,277 5,470 760 -173 -60 500 0 0 -240 0 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 64.3 24.3 32.1 2.4 1.4 0.0 0.0 2.6 0.2 0.9: 0.6 0.1
Old : 100.0: 67.8 64.3 24.3 32.1 2.4 1.4 0.0 0.0 2.6 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 : 42: 22 24 . 4 . . 0 0 . . .:
Old : 42: 22 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 : 45.8 66.8 66.2 83.3 44.9 64.4 65.1 78.8
Old : 45.8 66.8 66.2 83.3 44.9 64.4 65.1 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,505: 22,680 26,635 3,885 0 3,495 300 0 0 125 130 20: 0 225
Old : 30,505: 22,680 26,635 3,885 0 3,495 300 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 19, 2018 :
: 460: 460 485 25 0 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 87.3 12.7 0.0 11.5 1.0 0.0 0.0 0.4 0.4 0.1: 0.0 0.7
Old : 100.0: 74.3 87.3 12.7 0.0 11.5 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 : 54.8 74.2 83.5 85.8 45.3 66.3 63.2 72.5
Old : 54.8 74.2 83.5 85.8 45.3 66.3 63.2 72.5
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,265: 23,075 22,785 400 1,510 4,275 0 300 0 1,245 0 0: 270 395
Old : 29,265: 23,075 22,785 400 1,510 4,275 0 300 0 1,245 0 0: 270 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 115: -95 15 115 100 0 0 0 0 95 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 77.9 1.4 5.2 14.6 0.0 1.0 0.0 4.3 0.0 0.0: 0.9 1.3
Old : 100.0: 78.8 77.9 1.4 5.2 14.6 0.0 1.0 0.0 4.3 0.0 0.0: 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 : 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 : 53.7 72.1 73.3 89.6 39.4 59.0 51.3 62.4
Old : 53.7 72.1 73.3 89.6 39.4 59.0 51.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 9,980 50 750 200 225 0 50 650 650 0: 0 0
Old : 11,630: 10,455 9,980 50 750 200 225 0 50 650 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 0: 0 200 0 0 0 0 0 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 85.8 0.4 6.4 1.7 1.9 0.0 0.4 5.6 5.6 0.0: 0.0 0.0
Old : 100.0: 89.9 85.8 0.4 6.4 1.7 1.9 0.0 0.4 5.6 5.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 7 . . . . 0 . . . 0:
Old : 24: 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 73.6 80.5 96.6 51.2 67.7 66.0 77.3
Old : 61.1 73.6 80.5 96.6 51.2 67.7 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,474: 28,132 33,268 450 6,838 4,448 5,354 162 569 7,144 746 2,914: 463 529
Old : 49,474: 28,132 33,268 450 6,838 4,448 5,354 162 569 7,144 746 2,914: 463 529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 385: 1,060 595 0 401 228 -48 1 -53 -57 -40 -778: 34 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 67.2 0.9 13.8 9.0 10.8 0.3 1.1 14.4 1.5 5.9: 0.9 1.1
Old : 100.0: 56.9 67.2 0.9 13.8 9.0 10.8 0.3 1.1 14.4 1.5 5.9: 0.9 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 : 51: 23 26 . . . 6 . 5 9 4 7:
Old : 51: 23 26 . . . 6 . 5 9 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 39.2 64.3 61.7 33.3 24.6 46.4 39.8
Old : 40.8 39.2 64.3 61.7 33.3 24.6 46.4 39.8
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,065: 7,065 5,945 312 950 1,310 0 0 0 150 570 850: 378 440
Old : 10,065: 7,065 5,945 312 950 1,310 0 0 0 150 570 850: 378 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 250: 250 200 0 0 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 59.1 3.1 9.4 13.0 0.0 0.0 0.0 1.5 5.7 8.4: 3.8 4.4
Old : 100.0: 70.2 59.1 3.1 9.4 13.0 0.0 0.0 0.0 1.5 5.7 8.4: 3.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 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 : 51.0 44.1 73.6 69.7 33.4 32.1 45.2 43.9
Old : 51.0 44.1 73.6 69.7 33.4 32.1 45.2 43.9
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,064: 31,914 36,367 4,758 0 3,717 400 800 0 275 125 0: 0 55
Old : 41,064: 31,914 36,367 4,758 0 3,717 400 800 0 275 125 0: 0 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 706: 656 284 -322 0 222 100 200 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 88.6 11.6 0.0 9.1 1.0 1.9 0.0 0.7 0.3 0.0: 0.0 0.1
Old : 100.0: 77.7 88.6 11.6 0.0 9.1 1.0 1.9 0.0 0.7 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 : 38: 24 22 4 0 . . . 0 . . 0:
Old : 38: 24 22 4 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 66.7 78.8 83.8 47.3 57.6 68.0 68.9
Old : 51.3 66.7 78.8 83.8 47.3 57.6 68.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,986: 36,172 30,635 850 9,173 987 2,705 1,091 70 1,060 530 500: 642 0
Old : 42,986: 36,172 30,635 850 9,173 987 2,705 1,091 70 1,060 530 500: 642 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 311: -333 1,076 0 -367 347 205 -145 0 90 -600 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 71.3 2.0 21.3 2.3 6.3 2.5 0.2 2.5 1.2 1.2: 1.5 0.0
Old : 100.0: 84.1 71.3 2.0 21.3 2.3 6.3 2.5 0.2 2.5 1.2 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 : 41: 21 19 . . . . 4 . . . .:
Old : 41: 21 19 . . . . 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 : 52.0 58.3 72.5 84.3 50.7 56.6 69.3 77.4
Old : 52.0 58.3 72.5 84.3 50.7 56.6 69.3 77.4
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,271: 40,464 40,653 6,689 8,855 150 1,600 0 0 1,195 300 585: 588 728
Old : 51,271: 40,464 40,653 6,689 8,855 150 1,600 0 0 1,195 300 585: 588 728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,120: 850 840 180 360 -25 -100 0 0 180 0 0: 35 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 79.3 13.0 17.3 0.3 3.1 0.0 0.0 2.3 0.6 1.1: 1.1 1.4
Old : 100.0: 78.9 79.3 13.0 17.3 0.3 3.1 0.0 0.0 2.3 0.6 1.1: 1.1 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 : 29: 17 13 . . . . 0 0 . . .:
Old : 29: 17 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 : 58.6 91.5 73.0 95.9 58.6 87.8 72.2 90.8
Old : 58.6 91.5 73.0 95.9 58.6 87.8 72.2 90.8
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,381: 47,310 45,413 6,338 9,015 875 2,050 0 0 1,715 2,800 550: 543 728
Old : 59,381: 47,310 45,413 6,338 9,015 875 2,050 0 0 1,715 2,800 550: 543 728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,065: 1,145 1,375 260 560 -70 550 0 0 180 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 76.5 10.7 15.2 1.5 3.5 0.0 0.0 2.9 4.7 0.9: 0.9 1.2
Old : 100.0: 79.7 76.5 10.7 15.2 1.5 3.5 0.0 0.0 2.9 4.7 0.9: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 13 . . . . 0 0 . . .:
Old : 29: 17 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 : 56.2 85.8 74.4 94.9 55.7 84.3 73.2 91.8
Old : 56.2 85.8 74.4 94.9 55.7 84.3 73.2 91.8
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,084: 68,469 72,782 9,206 4,597 2,106 0 400 0 313 330 869: 121 0
Old : 81,084: 68,469 72,782 9,206 4,597 2,106 0 400 0 313 330 869: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,855: 1,280 2,199 520 0 0 0 0 0 313 -155 -189: -69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 89.8 11.4 5.7 2.6 0.0 0.5 0.0 0.4 0.4 1.1: 0.1 0.0
Old : 100.0: 84.4 89.8 11.4 5.7 2.6 0.0 0.5 0.0 0.4 0.4 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 23 . . 4 0 . 0 . . .:
Old : 37: 23 23 . . 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 : 58.0 58.5 76.8 78.5 56.5 50.9 71.1 68.6
Old : 58.0 58.5 76.8 78.5 56.5 50.9 71.1 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,205: 101,340 103,964 13,113 8,050 1,921 0 3,006 168 2,622 2,265 1,822: 220 10
Old : 121,205: 101,340 103,964 13,113 8,050 1,921 0 3,006 168 2,622 2,265 1,822: 220 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,523: 2,460 3,061 911 260 -147 0 -172 -6 -236 0 -474: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 85.8 10.8 6.6 1.6 0.0 2.5 0.1 2.2 1.9 1.5: 0.2 0.0
Old : 100.0: 83.6 85.8 10.8 6.6 1.6 0.0 2.5 0.1 2.2 1.9 1.5: 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 : 48: 22 24 . . . 0 6 4 5 . .:
Old : 48: 22 24 . . . 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 : 57.2 45.4 79.3 67.1 53.4 42.9 69.6 60.0
Old : 57.2 45.4 79.3 67.1 53.4 42.9 69.6 60.0
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,650: 47,074 50,080 3,266 235 4,085 0 200 25 200 25 0: 0 0
Old : 54,650: 47,074 50,080 3,266 235 4,085 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 19, 2018 :
: 2,805: 1,500 2,100 0 -600 1,305 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 91.6 6.0 0.4 7.5 0.0 0.4 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 86.1 91.6 6.0 0.4 7.5 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 : 92.0 87.7 98.2 97.1 88.7 86.3 90.8 89.6
Old : 92.0 87.7 98.2 97.1 88.7 86.3 90.8 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,818: 32,673 29,608 150 4,385 3,835 950 2,425 250 1,830 0 250: 880 65
Old : 40,818: 32,673 29,608 150 4,385 3,835 950 2,425 250 1,830 0 250: 880 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 640: 540 690 -30 140 -80 0 -100 0 100 0 0: 110 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 72.5 0.4 10.7 9.4 2.3 5.9 0.6 4.5 0.0 0.6: 2.2 0.2
Old : 100.0: 80.0 72.5 0.4 10.7 9.4 2.3 5.9 0.6 4.5 0.0 0.6: 2.2 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 : 27: 17 16 . . . . . . . 0 .:
Old : 27: 17 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 55.0 73.6 78.7 30.4 31.7 41.2 42.0
Old : 51.1 55.0 73.6 78.7 30.4 31.7 41.2 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 44,400: 27,218 31,916 3,870 2,760 4,130 5,462 4,450 520 2,610 600 0: 590 24
Old : 44,400: 27,218 31,916 3,870 2,760 4,130 5,462 4,450 520 2,610 600 0: 590 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 558: 1,129 -18 -680 -20 300 35 850 -50 -300 -500 0: 124 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 71.9 8.7 6.2 9.3 12.3 10.0 1.2 5.9 1.4 0.0: 1.3 0.1
Old : 100.0: 61.3 71.9 8.7 6.2 9.3 12.3 10.0 1.2 5.9 1.4 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 19 . . . 5 . . . . 0:
Old : 35: 20 19 . . . 5 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 48.8 60.7 72.2 31.1 37.3 46.3 55.3
Old : 41.6 48.8 60.7 72.2 31.1 37.3 46.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,504: 21,693 36,459 17,413 0 277 0 1,245 20 0 1,081 2: 99 420
Old : 39,504: 21,693 36,459 17,413 0 277 0 1,245 20 0 1,081 2: 99 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 11: 41 103 20 0 0 -20 40 -30 0 -102 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 92.3 44.1 0.0 0.7 0.0 3.2 0.1 0.0 2.7 0.0: 0.3 1.1
Old : 100.0: 54.9 92.3 44.1 0.0 0.7 0.0 3.2 0.1 0.0 2.7 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 4 . 0 . .:
Old : 24: 11 12 4 0 . 0 4 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 79.7 88.5 91.7 63.9 73.8 83.0 82.2
Old : 64.4 79.7 88.5 91.7 63.9 73.8 83.0 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,444: 17,025 29,329 14,179 70 1,180 0 1,435 0 0 0 0: 60 430
Old : 32,444: 17,025 29,329 14,179 70 1,180 0 1,435 0 0 0 0: 60 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 70: 70 340 0 0 0 0 0 0 0 -270 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 90.4 43.7 0.2 3.6 0.0 4.4 0.0 0.0 0.0 0.0: 0.2 1.3
Old : 100.0: 52.5 90.4 43.7 0.2 3.6 0.0 4.4 0.0 0.0 0.0 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 : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 9 . . . 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 : 68.0 82.3 90.2 94.1 67.3 79.8 84.2 88.7
Old : 68.0 82.3 90.2 94.1 67.3 79.8 84.2 88.7
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,923: 29,651 32,538 4,071 110 910 96 2,020 0 759 25 70: 366 250
Old : 35,923: 29,651 32,538 4,071 110 910 96 2,020 0 759 25 70: 366 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,535: 1,305 1,065 210 0 0 0 270 -40 -10 0 10: 60 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 90.6 11.3 0.3 2.5 0.3 5.6 0.0 2.1 0.1 0.2: 1.0 0.7
Old : 100.0: 82.5 90.6 11.3 0.3 2.5 0.3 5.6 0.0 2.1 0.1 0.2: 1.0 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 : 34: 17 19 4 . 4 . . 0 . . .:
Old : 34: 17 19 4 . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 57.1 78.9 77.1 61.6 55.6 73.0 75.2
Old : 66.1 57.1 78.9 77.1 61.6 55.6 73.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,169: 19,620 22,185 1,871 10 644 0 145 125 500 0 0: 409 60
Old : 23,169: 19,620 22,185 1,871 10 644 0 145 125 500 0 0: 409 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 420: 400 420 0 0 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 95.8 8.1 0.0 2.8 0.0 0.6 0.5 2.2 0.0 0.0: 1.8 0.3
Old : 100.0: 84.7 95.8 8.1 0.0 2.8 0.0 0.6 0.5 2.2 0.0 0.0: 1.8 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 : 65.1 68.6 83.4 86.9 61.8 68.2 76.9 83.5
Old : 65.1 68.6 83.4 86.9 61.8 68.2 76.9 83.5
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,640: 45,513 31,091 3,833 11,967 902 175 7,075 387 594 15 140: 95 62
Old : 51,640: 45,513 31,091 3,833 11,967 902 175 7,075 387 594 15 140: 95 62
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -170: 195 -603 -189 30 25 -335 207 186 -102 -60 50: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 60.2 7.4 23.2 1.7 0.3 13.7 0.8 1.2 0.0 0.3: 0.2 0.1
Old : 100.0: 88.1 60.2 7.4 23.2 1.7 0.3 13.7 0.8 1.2 0.0 0.3: 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 : 41: 23 23 . . . . 4 . . . .:
Old : 41: 23 23 . . . . 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 : 52.5 57.7 72.1 75.4 40.3 54.4 55.3 64.5
Old : 52.5 57.7 72.1 75.4 40.3 54.4 55.3 64.5
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,756: 36,355 24,638 4,314 13,415 535 0 2,930 0 40 30 160: 352 48
Old : 41,756: 36,355 24,638 4,314 13,415 535 0 2,930 0 40 30 160: 352 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -155: -90 -230 -15 75 0 0 0 0 -52 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 59.0 10.3 32.1 1.3 0.0 7.0 0.0 0.1 0.1 0.4: 0.8 0.1
Old : 100.0: 87.1 59.0 10.3 32.1 1.3 0.0 7.0 0.0 0.1 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 : 30: 21 16 . . . 0 . 0 . . .:
Old : 30: 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 : 50.4 66.9 75.1 88.2 43.8 63.6 63.2 76.0
Old : 50.4 66.9 75.1 88.2 43.8 63.6 63.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,358: 10,482 18,983 6,358 0 2,775 2,375 557 25 75 0 0: 268 18
Old : 22,358: 10,482 18,983 6,358 0 2,775 2,375 557 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 19, 2018 :
: 242: 142 215 100 0 0 0 27 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 84.9 28.4 0.0 12.4 10.6 2.5 0.1 0.3 0.0 0.0: 1.2 0.1
Old : 100.0: 46.9 84.9 28.4 0.0 12.4 10.6 2.5 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: 12 13 . 0 . . . . . 0 0:
Old : 26: 12 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 : 70.7 72.9 94.2 92.3 59.4 70.2 79.0 81.5
Old : 70.7 72.9 94.2 92.3 59.4 70.2 79.0 81.5
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,490: 11,950 15,415 3,750 0 1,825 0 950 0 870 300 0: 95 0
Old : 18,490: 11,950 15,415 3,750 0 1,825 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 19, 2018 :
: 75: -75 0 75 0 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 83.4 20.3 0.0 9.9 0.0 5.1 0.0 4.7 1.6 0.0: 0.5 0.0
Old : 100.0: 64.6 83.4 20.3 0.0 9.9 0.0 5.1 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 : 56.8 86.3 83.4 98.4 49.3 81.0 73.0 85.7
Old : 56.8 86.3 83.4 98.4 49.3 81.0 73.0 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,470: 14,080 15,695 5,520 0 925 105 4,575 0 600 225 50: 190 0
Old : 21,470: 14,080 15,695 5,520 0 925 105 4,575 0 600 225 50: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 75: -5 0 25 0 75 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 73.1 25.7 0.0 4.3 0.5 21.3 0.0 2.8 1.0 0.2: 0.9 0.0
Old : 100.0: 65.6 73.1 25.7 0.0 4.3 0.5 21.3 0.0 2.8 1.0 0.2: 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: 16 7 . 0 . . . 0 . . .:
Old : 26: 16 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 : 56.4 89.7 82.4 98.0 53.3 87.0 77.4 91.4
Old : 56.4 89.7 82.4 98.0 53.3 87.0 77.4 91.4
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 251,000: 201,566 119,006 296 74,044 24,416 1,620 0 13,673 971 11,551 8,309: 148 0
Old : 251,000: 201,566 119,006 296 74,044 24,416 1,620 0 13,673 971 11,551 8,309: 148 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 559: 2,689 -533 0 2,948 -1,232 472 0 -1,476 971 1,227 -375: -490 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 47.4 0.1 29.5 9.7 0.6 0.0 5.4 0.4 4.6 3.3: 0.1 0.0
Old : 100.0: 80.3 47.4 0.1 29.5 9.7 0.6 0.0 5.4 0.4 4.6 3.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 14 . . . . 0 . . . .:
Old : 23: 12 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 : 72.0 58.7 88.5 82.4 46.1 44.1 47.8 47.5
Old : 72.0 58.7 88.5 82.4 46.1 44.1 47.8 47.5
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,665: 14,745 15,935 6,500 6,380 1,345 0 0 0 840 0 0: 235 5
Old : 23,665: 14,745 15,935 6,500 6,380 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 19, 2018 :
: 105: 105 -105 0 210 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 67.3 27.5 27.0 5.7 0.0 0.0 0.0 3.5 0.0 0.0: 1.0 0.0
Old : 100.0: 62.3 67.3 27.5 27.0 5.7 0.0 0.0 0.0 3.5 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 : 74.6 73.2 91.6 89.9 69.6 67.5 82.5 81.0
Old : 74.6 73.2 91.6 89.9 69.6 67.5 82.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,425: 9,029 17,630 10,840 3,360 1,210 675 0 100 175 25 100: 296 0
Old : 22,425: 9,029 17,630 10,840 3,360 1,210 675 0 100 175 25 100: 296 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,200: 265 1,100 600 -250 250 -150 0 100 150 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 78.6 48.3 15.0 5.4 3.0 0.0 0.4 0.8 0.1 0.4: 1.3 0.0
Old : 100.0: 40.3 78.6 48.3 15.0 5.4 3.0 0.0 0.4 0.8 0.1 0.4: 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 : 28: 11 12 . . . . 0 . . . .:
Old : 28: 11 12 . . . . 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 : 74.5 70.3 88.7 91.6 72.5 65.2 82.2 82.8
Old : 74.5 70.3 88.7 91.6 72.5 65.2 82.2 82.8
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,800: 7,263 12,910 7,605 2,910 1,755 675 0 100 75 25 100: 227 0
Old : 17,800: 7,263 12,910 7,605 2,910 1,755 675 0 100 75 25 100: 227 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 930: 180 830 600 -150 150 -150 0 100 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 72.5 42.7 16.3 9.9 3.8 0.0 0.6 0.4 0.1 0.6: 1.3 0.0
Old : 100.0: 40.8 72.5 42.7 16.3 9.9 3.8 0.0 0.6 0.4 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 : 25: 10 10 . . . . 0 . . . .:
Old : 25: 10 10 . . . . 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 : 72.9 72.2 87.9 93.9 67.9 60.9 76.3 80.3
Old : 72.9 72.2 87.9 93.9 67.9 60.9 76.3 80.3
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,601: 33,204 39,541 9,335 0 1,935 1,000 450 0 175 4,270 405: 547 0
Old : 46,601: 33,204 39,541 9,335 0 1,935 1,000 450 0 175 4,270 405: 547 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,505: 5,215 1,665 -1,400 0 740 0 0 0 0 2,150 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 84.9 20.0 0.0 4.2 2.1 1.0 0.0 0.4 9.2 0.9: 1.2 0.0
Old : 100.0: 71.3 84.9 20.0 0.0 4.2 2.1 1.0 0.0 0.4 9.2 0.9: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . 0 . . . 0 . . .:
Old : 29: 16 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 : 57.9 89.5 81.6 96.5 56.7 88.1 77.4 91.9
Old : 57.9 89.5 81.6 96.5 56.7 88.1 77.4 91.9
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,522: 33,489 38,011 7,570 52 2,334 1,000 450 0 175 4,270 405: 549 0
Old : 45,522: 33,489 38,011 7,570 52 2,334 1,000 450 0 175 4,270 405: 549 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 4,445: 5,120 1,570 -1,400 0 775 0 0 0 0 2,150 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 83.5 16.6 0.1 5.1 2.2 1.0 0.0 0.4 9.4 0.9: 1.2 0.0
Old : 100.0: 73.6 83.5 16.6 0.1 5.1 2.2 1.0 0.0 0.4 9.4 0.9: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 12 . . . . . 0 . . .:
Old : 30: 16 12 . . . . . 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 : 57.2 87.5 80.7 95.2 55.3 86.0 76.4 90.4
Old : 57.2 87.5 80.7 95.2 55.3 86.0 76.4 90.4
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,457: 87,429 79,996 14,690 28,273 3,314 495 2,385 2,200 8,099 149 1,985: 245 155
Old : 118,457: 87,429 79,996 14,690 28,273 3,314 495 2,385 2,200 8,099 149 1,985: 245 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 3,874: 1,203 3,295 0 -248 175 -100 340 250 2,015 -150 334: -3 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 67.5 12.4 23.9 2.8 0.4 2.0 1.9 6.8 0.1 1.7: 0.2 0.1
Old : 100.0: 73.8 67.5 12.4 23.9 2.8 0.4 2.0 1.9 6.8 0.1 1.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 27 24 . 5 4 . . . 9 . 6:
Old : 53: 27 24 . 5 4 . . . 9 . 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 : 44.6 50.9 63.6 73.9 41.3 42.2 57.6 59.9
Old : 44.6 50.9 63.6 73.9 41.3 42.2 57.6 59.9
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,732: 104,155 93,068 17,000 36,708 1,514 5,060 4,455 650 8,545 854 1,483: 325 0
Old : 138,732: 104,155 93,068 17,000 36,708 1,514 5,060 4,455 650 8,545 854 1,483: 325 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,475: 1,562 1,595 -37 -134 44 -1,035 700 0 1,921 250 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 67.1 12.3 26.5 1.1 3.6 3.2 0.5 6.2 0.6 1.1: 0.2 0.0
Old : 100.0: 75.1 67.1 12.3 26.5 1.1 3.6 3.2 0.5 6.2 0.6 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 : 59: 30 25 . 6 4 . . . 8 4 7:
Old : 59: 30 25 . 6 4 . . . 8 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 53.4 60.1 76.5 36.8 50.1 54.8 66.2
Old : 41.4 53.4 60.1 76.5 36.8 50.1 54.8 66.2
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 274,654: 190,315 184,044 6,014 4,018 29,027 18,074 27,969 11,495 8,542 7,406 10,689: 498 7
Old : 274,654: 190,315 184,044 6,014 4,018 29,027 18,074 27,969 11,495 8,542 7,406 10,689: 498 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -1,273: -458 1,123 510 629 -1,155 -933 -1,359 242 896 -355 -233: -141 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 67.0 2.2 1.5 10.6 6.6 10.2 4.2 3.1 2.7 3.9: 0.2 0.0
Old : 100.0: 69.3 67.0 2.2 1.5 10.6 6.6 10.2 4.2 3.1 2.7 3.9: 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 : 87: 35 39 4 . 4 12 5 8 14 7 11:
Old : 87: 35 39 4 . 4 12 5 8 14 7 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 38.7 52.7 57.4 21.1 29.1 34.7 38.3
Old : 29.8 38.7 52.7 57.4 21.1 29.1 34.7 38.3
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,233: 21,001 31,124 8,222 0 309 555 225 175 1,798 400 0: 173 0
Old : 32,233: 21,001 31,124 8,222 0 309 555 225 175 1,798 400 0: 173 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 455: 80 455 300 0 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 96.6 25.5 0.0 1.0 1.7 0.7 0.5 5.6 1.2 0.0: 0.5 0.0
Old : 100.0: 65.2 96.6 25.5 0.0 1.0 1.7 0.7 0.5 5.6 1.2 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 : 28: 18 7 . 0 . . . . . . 0:
Old : 28: 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 : 53.5 94.3 77.4 98.1 52.5 90.6 76.4 92.8
Old : 53.5 94.3 77.4 98.1 52.5 90.6 76.4 92.8
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,996: 19,453 29,538 8,957 0 183 0 480 595 1,433 100 100: 275 0
Old : 30,996: 19,453 29,538 8,957 0 183 0 480 595 1,433 100 100: 275 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 375: 0 375 300 0 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 95.3 28.9 0.0 0.6 0.0 1.5 1.9 4.6 0.3 0.3: 0.9 0.0
Old : 100.0: 62.8 95.3 28.9 0.0 0.6 0.0 1.5 1.9 4.6 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 : 27: 17 7 . 0 . 0 . . . . .:
Old : 27: 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 : 57.4 93.1 81.3 98.2 56.8 90.4 80.7 92.5
Old : 57.4 93.1 81.3 98.2 56.8 90.4 80.7 92.5
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,450: 7,230 10,002 3,372 1,960 2,028 1,135 0 100 325 100 0: 2,260 2,260
Old : 16,450: 7,230 10,002 3,372 1,960 2,028 1,135 0 100 325 100 0: 2,260 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -45: -115 60 200 0 -200 0 0 0 75 100 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 60.8 20.5 11.9 12.3 6.9 0.0 0.6 2.0 0.6 0.0: 13.7 13.7
Old : 100.0: 44.0 60.8 20.5 11.9 12.3 6.9 0.0 0.6 2.0 0.6 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 : 22: 12 11 . . . . 0 . . . 0:
Old : 22: 12 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 : 65.7 52.9 80.1 74.7 52.8 44.7 61.0 57.9
Old : 65.7 52.9 80.1 74.7 52.8 44.7 61.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,720: 3,755 10,510 5,820 540 300 900 0 175 575 0 0: 1,195 1,195
Old : 12,720: 3,755 10,510 5,820 540 300 900 0 175 575 0 0: 1,195 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 82.6 45.8 4.2 2.4 7.1 0.0 1.4 4.5 0.0 0.0: 9.4 9.4
Old : 100.0: 29.5 82.6 45.8 4.2 2.4 7.1 0.0 1.4 4.5 0.0 0.0: 9.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . 0 . . 0 0:
Old : 20: 8 12 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 46.1 86.0 73.9 67.6 44.9 76.4 65.3
Old : 70.7 46.1 86.0 73.9 67.6 44.9 76.4 65.3
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,702: 21,751 27,331 17,283 20,850 125 14,040 0 0 300 5,210 800: 6,403 6,386
Old : 60,702: 21,751 27,331 17,283 20,850 125 14,040 0 0 300 5,210 800: 6,403 6,386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -40: -40 40 40 -600 0 -140 0 0 -300 120 200: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 45.0 28.5 34.3 0.2 23.1 0.0 0.0 0.5 8.6 1.3: 10.5 10.5
Old : 100.0: 35.8 45.0 28.5 34.3 0.2 23.1 0.0 0.0 0.5 8.6 1.3: 10.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 68.5 51.2 79.3 70.2 67.1 50.5 75.7 68.1
Old : 68.5 51.2 79.3 70.2 67.1 50.5 75.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,358: 18,965 25,923 15,910 20,645 125 16,740 0 0 300 5,360 800: 5,518 5,505
Old : 58,358: 18,965 25,923 15,910 20,645 125 16,740 0 0 300 5,360 800: 5,518 5,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -170: -570 -90 40 -600 0 260 0 0 -300 120 200: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 44.4 27.3 35.4 0.2 28.7 0.0 0.0 0.5 9.2 1.4: 9.5 9.4
Old : 100.0: 32.5 44.4 27.3 35.4 0.2 28.7 0.0 0.0 0.5 9.2 1.4: 9.5 9.4
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 : 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 : 69.9 52.5 82.7 71.1 68.5 52.2 79.5 70.0
Old : 69.9 52.5 82.7 71.1 68.5 52.2 79.5 70.0
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,615: 15,030 6,425 0 465 2,415 310 8,700 40 600 600 0: 3,220 2,970
Old : 21,615: 15,030 6,425 0 465 2,415 310 8,700 40 600 600 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 19, 2018 :
: 600: 600 0 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 29.7 0.0 2.2 11.2 1.4 40.2 0.2 2.8 2.8 0.0: 14.9 13.7
Old : 100.0: 69.5 29.7 0.0 2.2 11.2 1.4 40.2 0.2 2.8 2.8 0.0: 14.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 7 0 . . . . . . . 0:
Old : 25: 13 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 : 46.1 65.4 69.5 80.7 44.1 57.2 60.3 66.0
Old : 46.1 65.4 69.5 80.7 44.1 57.2 60.3 66.0
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,565: 13,865 6,375 1,205 20 2,080 410 8,700 0 0 600 0: 3,005 2,790
Old : 20,565: 13,865 6,375 1,205 20 2,080 410 8,700 0 0 600 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 19, 2018 :
: 600: 600 0 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 31.0 5.9 0.1 10.1 2.0 42.3 0.0 0.0 2.9 0.0: 14.6 13.6
Old : 100.0: 67.4 31.0 5.9 0.1 10.1 2.0 42.3 0.0 0.0 2.9 0.0: 14.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 7 . . . . . 0 0 . 0:
Old : 24: 14 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 : 47.9 65.0 70.3 81.1 41.1 60.2 60.3 69.0
Old : 47.9 65.0 70.3 81.1 41.1 60.2 60.3 69.0
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,361: 12,001 24,589 2,432 1,160 1,175 12,645 0 0 0 1,080 0: 3,108 3,357
Old : 31,361: 12,001 24,589 2,432 1,160 1,175 12,645 0 0 0 1,080 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 19, 2018 :
: 240: 135 -240 105 0 0 0 0 0 0 480 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 78.4 7.8 3.7 3.7 40.3 0.0 0.0 0.0 3.4 0.0: 9.9 10.7
Old : 100.0: 38.3 78.4 7.8 3.7 3.7 40.3 0.0 0.0 0.0 3.4 0.0: 9.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.4 69.4 86.9 81.4 72.1 65.8 80.8 76.6
Old : 72.4 69.4 86.9 81.4 72.1 65.8 80.8 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,435: 14,885 32,510 14,070 0 950 4,430 0 120 600 1,475 0: 2,380 2,380
Old : 37,435: 14,885 32,510 14,070 0 950 4,430 0 120 600 1,475 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 19, 2018 :
: 970: 95 875 525 0 -250 -100 0 100 600 245 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 86.8 37.6 0.0 2.5 11.8 0.0 0.3 1.6 3.9 0.0: 6.4 6.4
Old : 100.0: 39.8 86.8 37.6 0.0 2.5 11.8 0.0 0.3 1.6 3.9 0.0: 6.4 6.4
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 : 23: 12 8 . 0 . . 0 . . . 0:
Old : 23: 12 8 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 82.1 78.9 90.6 59.1 81.8 76.8 88.6
Old : 60.5 82.1 78.9 90.6 59.1 81.8 76.8 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,825: 13,235 29,595 12,680 0 725 4,505 0 120 600 1,425 0: 1,960 1,960
Old : 33,825: 13,235 29,595 12,680 0 725 4,505 0 120 600 1,425 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 19, 2018 :
: 870: 95 675 325 0 -150 -100 0 100 600 245 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 87.5 37.5 0.0 2.1 13.3 0.0 0.4 1.8 4.2 0.0: 5.8 5.8
Old : 100.0: 39.1 87.5 37.5 0.0 2.1 13.3 0.0 0.4 1.8 4.2 0.0: 5.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . 0 . . 0 . . . 0:
Old : 23: 12 8 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 82.1 79.5 91.5 60.3 81.8 77.3 89.4
Old : 61.8 82.1 79.5 91.5 60.3 81.8 77.3 89.4
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,435: 20,320 8,865 0 14,175 300 1,470 270 50 805 75 160: 1,330 540
Old : 24,435: 20,320 8,865 0 14,175 300 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 19, 2018 :
: -300: -300 -450 0 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 36.3 0.0 58.0 1.2 6.0 1.1 0.2 3.3 0.3 0.7: 5.4 2.2
Old : 100.0: 83.2 36.3 0.0 58.0 1.2 6.0 1.1 0.2 3.3 0.3 0.7: 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 13 0 . . . . . . . .:
Old : 27: 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 : 61.9 74.9 78.5 88.6 57.3 73.7 72.0 85.1
Old : 61.9 74.9 78.5 88.6 57.3 73.7 72.0 85.1
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,275: 20,225 7,880 0 15,005 300 1,370 170 150 855 75 110: 1,265 585
Old : 24,275: 20,225 7,880 0 15,005 300 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 19, 2018 :
: -190: -190 -340 0 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 32.5 0.0 61.8 1.2 5.6 0.7 0.6 3.5 0.3 0.5: 5.2 2.4
Old : 100.0: 83.3 32.5 0.0 61.8 1.2 5.6 0.7 0.6 3.5 0.3 0.5: 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 : 62.3 78.8 78.3 91.2 61.5 77.6 76.7 86.4
Old : 62.3 78.8 78.3 91.2 61.5 77.6 76.7 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,920: 26,725 10,730 0 22,770 175 6,270 325 540 2,160 1,600 0: 1,050 780
Old : 36,920: 26,725 10,730 0 22,770 175 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 19, 2018 :
: 20: 20 0 0 20 0 0 0 0 0 0 0: 0 0
: : :
: : 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 : 24: 13 5 0 . . . . . . . 0:
Old : 24: 13 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 : 65.4 79.0 85.9 95.6 63.9 78.2 83.2 91.6
Old : 65.4 79.0 85.9 95.6 63.9 78.2 83.2 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 : 23: 12 6 0 . . . . . . . 0:
Old : 23: 12 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 : 64.9 74.2 85.7 94.4 64.6 73.8 83.9 90.3
Old : 64.9 74.2 85.7 94.4 64.6 73.8 83.9 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,205: 36,165 87,110 41,805 0 480 8,685 0 2,915 2,675 2,160 0: 8,480 8,540
Old : 101,205: 36,165 87,110 41,805 0 480 8,685 0 2,915 2,675 2,160 0: 8,480 8,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,600: 385 1,300 -430 0 0 500 0 0 845 0 -20: 320 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 86.1 41.3 0.0 0.5 8.6 0.0 2.9 2.6 2.1 0.0: 8.4 8.4
Old : 100.0: 35.7 86.1 41.3 0.0 0.5 8.6 0.0 2.9 2.6 2.1 0.0: 8.4 8.4
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 : 39: 18 24 . 0 . . 0 . . . 0:
Old : 39: 18 24 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 58.7 78.0 72.9 61.5 58.5 72.2 70.2
Old : 64.1 58.7 78.0 72.9 61.5 58.5 72.2 70.2
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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,405: 35,790 78,550 35,305 0 455 6,830 30 2,520 2,775 2,060 0: 7,730 7,790
Old : 91,405: 35,790 78,550 35,305 0 455 6,830 30 2,520 2,775 2,060 0: 7,730 7,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 1,275: 585 1,280 -250 0 0 0 -100 100 845 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 85.9 38.6 0.0 0.5 7.5 0.0 2.8 3.0 2.3 0.0: 8.5 8.5
Old : 100.0: 39.2 85.9 38.6 0.0 0.5 7.5 0.0 2.8 3.0 2.3 0.0: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 22 . 0 . . . . . . 0:
Old : 37: 17 22 . 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 : 63.1 57.1 77.4 71.5 61.8 56.8 73.3 70.4
Old : 63.1 57.1 77.4 71.5 61.8 56.8 73.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8,300 3,445 3,045 900 2,250 0 3,650 1,000 200: 1,810 1,740
Old : 31,315: 13,410 19,635 8,300 3,445 3,045 900 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 19, 2018 :
: 0: 0 0 -600 0 0 600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 62.7 26.5 11.0 9.7 2.9 7.2 0.0 11.7 3.2 0.6: 5.8 5.6
Old : 100.0: 42.8 62.7 26.5 11.0 9.7 2.9 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 : 65.8 50.5 82.6 71.1 57.5 47.9 71.3 64.1
Old : 65.8 50.5 82.6 71.1 57.5 47.9 71.3 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,295: 34,920 33,405 725 945 7,900 500 105 1,075 0 1,750 0: 11,175 11,115
Old : 56,295: 34,920 33,405 725 945 7,900 500 105 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 19, 2018 :
: 800: 900 200 0 700 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 59.3 1.3 1.7 14.0 0.9 0.2 1.9 0.0 3.1 0.0: 19.9 19.7
Old : 100.0: 62.0 59.3 1.3 1.7 14.0 0.9 0.2 1.9 0.0 3.1 0.0: 19.9 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 20 . . . . . . 0 . 0:
Old : 31: 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 : 51.6 34.1 69.6 54.2 37.6 24.2 41.2 36.7
Old : 51.6 34.1 69.6 54.2 37.6 24.2 41.2 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 26, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 20,230 21,080 110 1,120 6,860 2,270 0 0 0 700 100: 11,655 11,365
Old : 41,225: 20,230 21,080 110 1,120 6,860 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 19, 2018 :
: 0: -120 0 0 -120 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 51.1 0.3 2.7 16.6 5.5 0.0 0.0 0.0 1.7 0.2: 28.3 27.6
Old : 100.0: 49.1 51.1 0.3 2.7 16.6 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 : 24: 13 18 . . . . 0 0 0 . .:
Old : 24: 13 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 : 44.7 35.5 63.7 52.1 35.5 22.6 37.1 31.2
Old : 44.7 35.5 63.7 52.1 35.5 22.6 37.1 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2018