COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,691: 13,153 19,669 5,004 729 363 1,224 6,706 1,611 11,979 4,008 3,301: 1,056 1,304
Old : 37,691: 13,153 19,669 5,004 729 363 1,224 6,706 1,611 11,979 4,008 3,301: 1,056 1,304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 307: 503 -81 -498 0 4 -90 307 -10 319 84 7: 72 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 52.2 13.3 1.9 1.0 3.2 17.8 4.3 31.8 10.6 8.8: 2.8 3.5
Old : 100.0: 34.9 52.2 13.3 1.9 1.0 3.2 17.8 4.3 31.8 10.6 8.8: 2.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 13 12 4 . . . . . 7 6 9:
Old : 41: 13 12 4 . . . . . 7 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 62.1 58.8 77.5 32.2 49.9 48.6 58.8
Old : 36.8 62.1 58.8 77.5 32.2 49.9 48.6 58.8
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,952: 2,281 3,148 102 249 171 230 0 0 1,418 759 386: 364 239
Old : 4,952: 2,281 3,148 102 249 171 230 0 0 1,418 759 386: 364 239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 166: 5 40 35 10 -10 -5 0 0 15 0 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 63.6 2.1 5.0 3.5 4.6 0.0 0.0 28.6 15.3 7.8: 7.4 4.8
Old : 100.0: 46.1 63.6 2.1 5.0 3.5 4.6 0.0 0.0 28.6 15.3 7.8: 7.4 4.8
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: 5 7 . . . . 0 0 7 4 5:
Old : 23: 5 7 . . . . 0 0 7 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 58.2 73.2 76.6 42.2 50.0 55.9 60.5
Old : 56.8 58.2 73.2 76.6 42.2 50.0 55.9 60.5
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,421: 32,490 36,759 171 3,480 11,249 8,119 159 2,921 1,428 2,435 1,979: 1,064 439
Old : 59,421: 32,490 36,759 171 3,480 11,249 8,119 159 2,921 1,428 2,435 1,979: 1,064 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 572: 159 550 0 -43 40 222 -59 192 34 -21 -92: 16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 61.9 0.3 5.9 18.9 13.7 0.3 4.9 2.4 4.1 3.3: 1.8 0.7
Old : 100.0: 54.7 61.9 0.3 5.9 18.9 13.7 0.3 4.9 2.4 4.1 3.3: 1.8 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 : 52: 28 27 . . . 6 . 6 6 4 8:
Old : 52: 28 27 . . . 6 . 6 6 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 44.2 61.6 65.1 27.8 22.1 35.3 32.1
Old : 40.9 44.2 61.6 65.1 27.8 22.1 35.3 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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,968: 33,924 37,585 3,215 1,260 4,284 300 1,144 50 2,900 400 225: 70 20
Old : 44,968: 33,924 37,585 3,215 1,260 4,284 300 1,144 50 2,900 400 225: 70 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 803: 683 663 -100 -175 240 25 30 20 -50 100 -75: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 83.6 7.1 2.8 9.5 0.7 2.5 0.1 6.4 0.9 0.5: 0.2 0.0
Old : 100.0: 75.4 83.6 7.1 2.8 9.5 0.7 2.5 0.1 6.4 0.9 0.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 17 . . . . . . 4 . .:
Old : 36: 21 17 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 65.5 82.6 83.8 54.2 62.3 66.7 68.9
Old : 63.3 65.5 82.6 83.8 54.2 62.3 66.7 68.9
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,112: 17,857 15,945 595 3,027 1,060 0 0 0 995 475 605: 0 0
Old : 21,112: 17,857 15,945 595 3,027 1,060 0 0 0 995 475 605: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -25: -225 1,300 570 -680 -370 0 0 0 -25 -300 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 75.5 2.8 14.3 5.0 0.0 0.0 0.0 4.7 2.2 2.9: 0.0 0.0
Old : 100.0: 84.6 75.5 2.8 14.3 5.0 0.0 0.0 0.0 4.7 2.2 2.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 14 . . . 0 0 0 . . .:
Old : 25: 14 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 : 72.3 71.6 88.9 89.7 68.7 64.5 79.4 79.9
Old : 72.3 71.6 88.9 89.7 68.7 64.5 79.4 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,981: 131,497 114,578 4,722 11,954 11,318 6,850 14,412 1,310 2,510 4,441 2,547: 227 421
Old : 160,981: 131,497 114,578 4,722 11,954 11,318 6,850 14,412 1,310 2,510 4,441 2,547: 227 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 192: 836 541 -1,259 -159 575 -25 -900 0 65 25 0: 0 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 71.2 2.9 7.4 7.0 4.3 9.0 0.8 1.6 2.8 1.6: 0.1 0.3
Old : 100.0: 81.7 71.2 2.9 7.4 7.0 4.3 9.0 0.8 1.6 2.8 1.6: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 31 31 4 . 4 4 . . 4 . .:
Old : 53: 31 31 4 . 4 4 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 51.1 54.7 68.8 30.5 41.5 43.1 53.1
Old : 35.8 51.1 54.7 68.8 30.5 41.5 43.1 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,131: 30,376 27,203 15,378 12,871 747 610 5,280 700 50 1,180 150: 120 0
Old : 48,131: 30,376 27,203 15,378 12,871 747 610 5,280 700 50 1,180 150: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -886: -1,118 323 207 -1,416 25 -132 0 182 -100 -50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 56.5 32.0 26.7 1.6 1.3 11.0 1.5 0.1 2.5 0.3: 0.2 0.0
Old : 100.0: 63.1 56.5 32.0 26.7 1.6 1.3 11.0 1.5 0.1 2.5 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 16 . . . . . . . . .:
Old : 33: 17 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 75.7 89.9 89.1 74.5 68.2 81.3 81.2
Old : 78.2 75.7 89.9 89.1 74.5 68.2 81.3 81.2
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,625: 27,530 19,735 3,725 11,795 45 150 0 0 175 50 0: 0 0
Old : 31,625: 27,530 19,735 3,725 11,795 45 150 0 0 175 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -275: -425 300 300 -425 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 62.4 11.8 37.3 0.1 0.5 0.0 0.0 0.6 0.2 0.0: 0.0 0.0
Old : 100.0: 87.1 62.4 11.8 37.3 0.1 0.5 0.0 0.0 0.6 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 10 . . . . 0 0 . . 0:
Old : 21: 9 10 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.3 94.0 98.1 98.7 84.3 86.4 88.3 89.4
Old : 89.3 94.0 98.1 98.7 84.3 86.4 88.3 89.4
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,930: 34,025 36,825 5,730 6,515 1,870 2,950 900 0 1,720 200 460: 175 160
Old : 46,930: 34,025 36,825 5,730 6,515 1,870 2,950 900 0 1,720 200 460: 175 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -195: -390 -470 270 350 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 78.5 12.2 13.9 4.0 6.3 1.9 0.0 3.7 0.4 1.0: 0.4 0.3
Old : 100.0: 72.5 78.5 12.2 13.9 4.0 6.3 1.9 0.0 3.7 0.4 1.0: 0.4 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 : 36: 22 23 . . . . . 0 . . .:
Old : 36: 22 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 : 46.9 49.9 68.8 70.7 42.5 40.8 60.8 57.5
Old : 46.9 49.9 68.8 70.7 42.5 40.8 60.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,396: 48,888 50,268 5,433 12,305 6,278 10,180 2,690 955 850 400 460: 352 40
Old : 73,396: 48,888 50,268 5,433 12,305 6,278 10,180 2,690 955 850 400 460: 352 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -385: 1,132 -465 -75 570 -385 -1,165 -250 150 -50 0 0: 8 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 68.5 7.4 16.8 8.6 13.9 3.7 1.3 1.2 0.5 0.6: 0.5 0.1
Old : 100.0: 66.6 68.5 7.4 16.8 8.6 13.9 3.7 1.3 1.2 0.5 0.6: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 25 . . 4 4 . 4 . . .:
Old : 44: 26 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 : 42.2 55.0 63.7 73.3 39.8 47.6 57.3 58.9
Old : 42.2 55.0 63.7 73.3 39.8 47.6 57.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,568: 52,813 54,477 16,910 17,240 490 550 625 45 2,075 295 1,175: 510 221
Old : 74,568: 52,813 54,477 16,910 17,240 490 550 625 45 2,075 295 1,175: 510 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,845: 2,135 1,195 150 1,055 -480 0 0 0 0 35 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 73.1 22.7 23.1 0.7 0.7 0.8 0.1 2.8 0.4 1.6: 0.7 0.3
Old : 100.0: 70.8 73.1 22.7 23.1 0.7 0.7 0.8 0.1 2.8 0.4 1.6: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 22 . . . . . . . . .:
Old : 40: 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 : 44.9 62.1 67.8 79.5 44.4 61.4 65.8 76.3
Old : 44.9 62.1 67.8 79.5 44.4 61.4 65.8 76.3
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 109,928: 75,265 71,885 25,595 34,946 1,790 2,675 0 0 2,895 160 1,025: 683 122
Old : 109,928: 75,265 71,885 25,595 34,946 1,790 2,675 0 0 2,895 160 1,025: 683 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 2,115: 1,550 1,165 225 1,800 -925 1,100 0 0 90 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 65.4 23.3 31.8 1.6 2.4 0.0 0.0 2.6 0.1 0.9: 0.6 0.1
Old : 100.0: 68.5 65.4 23.3 31.8 1.6 2.4 0.0 0.0 2.6 0.1 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 : 44: 22 25 . 4 . . 0 0 . . .:
Old : 44: 22 25 . 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 : 46.6 63.0 67.0 81.0 45.8 61.4 66.0 78.4
Old : 46.6 63.0 67.0 81.0 45.8 61.4 66.0 78.4
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,010: 21,030 25,275 3,855 0 3,430 275 0 0 400 0 0: 20 305
Old : 29,010: 21,030 25,275 3,855 0 3,430 275 0 0 400 0 0: 20 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -80: -80 -80 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 87.1 13.3 0.0 11.8 0.9 0.0 0.0 1.4 0.0 0.0: 0.1 1.1
Old : 100.0: 72.5 87.1 13.3 0.0 11.8 0.9 0.0 0.0 1.4 0.0 0.0: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 14 4 0 . . 0 0 . 0 0:
Old : 27: 18 14 4 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 75.4 84.4 86.7 46.2 67.2 64.9 74.5
Old : 55.1 75.4 84.4 86.7 46.2 67.2 64.9 74.5
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,905: 23,025 23,115 600 1,240 3,915 0 300 0 1,135 0 0: 230 335
Old : 28,905: 23,025 23,115 600 1,240 3,915 0 300 0 1,135 0 0: 230 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 285: 285 645 300 0 -300 0 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 80.0 2.1 4.3 13.5 0.0 1.0 0.0 3.9 0.0 0.0: 0.8 1.2
Old : 100.0: 79.7 80.0 2.1 4.3 13.5 0.0 1.0 0.0 3.9 0.0 0.0: 0.8 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 : 25: 16 15 . . . 0 . 0 . 0 0:
Old : 25: 16 15 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 70.8 73.9 90.1 37.9 59.2 50.1 62.4
Old : 54.6 70.8 73.9 90.1 37.9 59.2 50.1 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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 10,730: 9,830 9,230 0 650 200 150 0 0 550 650 0: 0 0
Old : 10,730: 9,830 9,230 0 650 200 150 0 0 550 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 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: 91.6 86.0 0.0 6.1 1.9 1.4 0.0 0.0 5.1 6.1 0.0: 0.0 0.0
Old : 100.0: 91.6 86.0 0.0 6.1 1.9 1.4 0.0 0.0 5.1 6.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 7 0 . . . 0 0 . . 0:
Old : 21: 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 : 64.4 72.8 82.6 96.7 53.2 65.4 68.7 75.9
Old : 64.4 72.8 82.6 96.7 53.2 65.4 68.7 75.9
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,347: 29,367 34,563 350 7,960 5,592 5,914 0 181 7,697 802 2,820: 426 428
Old : 52,347: 29,367 34,563 350 7,960 5,592 5,914 0 181 7,697 802 2,820: 426 428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 686: 765 869 0 39 -176 231 -81 -131 -54 91 65: -14 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 66.0 0.7 15.2 10.7 11.3 0.0 0.3 14.7 1.5 5.4: 0.8 0.8
Old : 100.0: 56.1 66.0 0.7 15.2 10.7 11.3 0.0 0.3 14.7 1.5 5.4: 0.8 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 : 50: 22 24 . . . 7 0 . 8 5 7:
Old : 50: 22 24 . . . 7 0 . 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 40.0 61.9 63.5 28.5 25.7 41.1 38.2
Old : 38.9 40.0 61.9 63.5 28.5 25.7 41.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,060: 2,800 8,810 6,560 0 0 0 1,500 0 400 500 1,150: 1,150 100
Old : 12,060: 2,800 8,810 6,560 0 0 0 1,500 0 400 500 1,150: 1,150 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 73.1 54.4 0.0 0.0 0.0 12.4 0.0 3.3 4.1 9.5: 9.5 0.8
Old : 100.0: 23.2 73.1 54.4 0.0 0.0 0.0 12.4 0.0 3.3 4.1 9.5: 9.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 9 . 0 0 0 . 0 . . .:
Old : 20: 6 9 . 0 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 81.7 88.0 94.9 71.3 79.2 77.9 86.7
Old : 76.7 81.7 88.0 94.9 71.3 79.2 77.9 86.7
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,824: 30,479 35,257 4,458 0 3,802 525 700 0 500 25 0: 60 40
Old : 39,824: 30,479 35,257 4,458 0 3,802 525 700 0 500 25 0: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 380: 455 305 -50 0 50 0 0 0 -75 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 88.5 11.2 0.0 9.5 1.3 1.8 0.0 1.3 0.1 0.0: 0.2 0.1
Old : 100.0: 76.5 88.5 11.2 0.0 9.5 1.3 1.8 0.0 1.3 0.1 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 20 . 0 . . . 0 4 . 0:
Old : 38: 20 20 . 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 : 52.2 66.0 80.3 84.6 48.2 57.9 68.0 69.3
Old : 52.2 66.0 80.3 84.6 48.2 57.9 68.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,393: 39,668 33,205 780 10,248 1,002 2,675 1,263 0 1,190 200 475: 603 0
Old : 46,393: 39,668 33,205 780 10,248 1,002 2,675 1,263 0 1,190 200 475: 603 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,500: 1,740 1,460 0 655 0 0 0 0 0 -375 0: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 71.6 1.7 22.1 2.2 5.8 2.7 0.0 2.6 0.4 1.0: 1.3 0.0
Old : 100.0: 85.5 71.6 1.7 22.1 2.2 5.8 2.7 0.0 2.6 0.4 1.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 21 . . . . 4 0 . . .:
Old : 40: 20 21 . . . . 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 : 56.6 56.0 74.6 83.9 54.0 52.9 69.7 75.3
Old : 56.6 56.0 74.6 83.9 54.0 52.9 69.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,584: 39,019 39,666 6,187 8,330 150 1,600 0 0 1,435 300 515: 678 623
Old : 49,584: 39,019 39,666 6,187 8,330 150 1,600 0 0 1,435 300 515: 678 623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,875: 1,625 2,075 70 -200 0 0 0 0 120 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 80.0 12.5 16.8 0.3 3.2 0.0 0.0 2.9 0.6 1.0: 1.4 1.3
Old : 100.0: 78.7 80.0 12.5 16.8 0.3 3.2 0.0 0.0 2.9 0.6 1.0: 1.4 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 : 30: 17 14 . . . . 0 0 . . .:
Old : 30: 17 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 92.2 73.1 95.8 59.1 89.0 72.5 90.6
Old : 59.1 92.2 73.1 95.8 59.1 89.0 72.5 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,314: 45,480 44,326 5,931 8,450 875 2,050 0 0 1,865 2,650 475: 638 538
Old : 57,314: 45,480 44,326 5,931 8,450 875 2,050 0 0 1,865 2,650 475: 638 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 2,000: 1,750 2,280 70 -200 0 0 0 0 120 0 0: 60 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 77.3 10.3 14.7 1.5 3.6 0.0 0.0 3.3 4.6 0.8: 1.1 0.9
Old : 100.0: 79.4 77.3 10.3 14.7 1.5 3.6 0.0 0.0 3.3 4.6 0.8: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 14 . . . . 0 0 . . .:
Old : 30: 18 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 87.1 74.1 96.0 57.3 85.6 72.9 92.9
Old : 57.9 87.1 74.1 96.0 57.3 85.6 72.9 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 79,570: 67,397 71,616 9,006 4,348 1,997 0 200 0 124 491 918: 128 0
Old : 79,570: 67,397 71,616 9,006 4,348 1,997 0 200 0 124 491 918: 128 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,825: 1,061 2,158 115 -240 330 0 0 0 30 -697 274: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 90.0 11.3 5.5 2.5 0.0 0.3 0.0 0.2 0.6 1.2: 0.2 0.0
Old : 100.0: 84.7 90.0 11.3 5.5 2.5 0.0 0.3 0.0 0.2 0.6 1.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 25 . . 4 0 . 0 . . .:
Old : 38: 23 25 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 57.2 79.0 75.2 58.4 48.4 70.8 63.9
Old : 60.4 57.2 79.0 75.2 58.4 48.4 70.8 63.9
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,440: 98,426 101,123 12,334 7,884 1,585 0 2,904 123 2,906 1,959 1,841: 224 20
Old : 117,440: 98,426 101,123 12,334 7,884 1,585 0 2,904 123 2,906 1,959 1,841: 224 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 2,310: 2,310 2,122 25 10 35 0 15 -19 -278 -75 222: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 86.1 10.5 6.7 1.3 0.0 2.5 0.1 2.5 1.7 1.6: 0.2 0.0
Old : 100.0: 83.8 86.1 10.5 6.7 1.3 0.0 2.5 0.1 2.5 1.7 1.6: 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 : 48: 22 27 . . . 0 5 . 4 . .:
Old : 48: 22 27 . . . 0 5 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 44.5 79.5 65.2 53.5 41.5 69.5 57.5
Old : 57.4 44.5 79.5 65.2 53.5 41.5 69.5 57.5
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,425: 47,600 47,930 2,328 1,985 4,285 0 225 0 200 0 0: 12 0
Old : 54,425: 47,600 47,930 2,328 1,985 4,285 0 225 0 200 0 0: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -25: -100 200 25 -275 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 88.1 4.3 3.6 7.9 0.0 0.4 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 87.5 88.1 4.3 3.6 7.9 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 : 24: 9 13 . . . 0 . 0 . 0 0:
Old : 24: 9 13 . . . 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 : 93.2 87.3 98.8 96.9 88.8 83.4 91.3 89.1
Old : 93.2 87.3 98.8 96.9 88.8 83.4 91.3 89.1
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,494: 31,249 27,394 0 4,750 3,380 900 2,400 250 1,510 0 250: 955 70
Old : 38,494: 31,249 27,394 0 4,750 3,380 900 2,400 250 1,510 0 250: 955 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -90: 30 -90 0 0 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 71.2 0.0 12.3 8.8 2.3 6.2 0.6 3.9 0.0 0.6: 2.5 0.2
Old : 100.0: 81.2 71.2 0.0 12.3 8.8 2.3 6.2 0.6 3.9 0.0 0.6: 2.5 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 : 25: 16 15 0 . . . . . . 0 .:
Old : 25: 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 : 53.6 56.1 75.2 78.6 32.4 32.0 43.6 43.4
Old : 53.6 56.1 75.2 78.6 32.4 32.0 43.6 43.4
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,405: 27,072 37,316 3,205 2,786 3,804 12,188 4,450 435 2,235 600 0: 466 14
Old : 49,405: 27,072 37,316 3,205 2,786 3,804 12,188 4,450 435 2,235 600 0: 466 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 7,445: -176 7,625 0 -49 49 7,842 0 -180 0 0 0: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 75.5 6.5 5.6 7.7 24.7 9.0 0.9 4.5 1.2 0.0: 0.9 0.0
Old : 100.0: 54.8 75.5 6.5 5.6 7.7 24.7 9.0 0.9 4.5 1.2 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 19 . . . 5 . . . . 0:
Old : 33: 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 : 52.2 57.5 68.1 77.2 44.5 46.5 57.2 62.3
Old : 52.2 57.5 68.1 77.2 44.5 46.5 57.2 62.3
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,251: 20,748 35,266 16,406 0 322 0 530 500 0 920 0: 275 713
Old : 38,251: 20,748 35,266 16,406 0 322 0 530 500 0 920 0: 275 713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 552: -238 527 790 0 0 0 15 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 92.2 42.9 0.0 0.8 0.0 1.4 1.3 0.0 2.4 0.0: 0.7 1.9
Old : 100.0: 54.2 92.2 42.9 0.0 0.8 0.0 1.4 1.3 0.0 2.4 0.0: 0.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 12 4 0 . 0 4 . 0 . 0:
Old : 24: 10 12 4 0 . 0 4 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 79.0 88.4 91.4 63.0 76.7 83.7 83.1
Old : 63.5 79.0 88.4 91.4 63.0 76.7 83.7 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,087: 16,150 28,032 13,637 70 1,240 0 990 0 0 0 0: 60 755
Old : 31,087: 16,150 28,032 13,637 70 1,240 0 990 0 0 0 0: 60 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 930: -30 870 900 0 0 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 90.2 43.9 0.2 4.0 0.0 3.2 0.0 0.0 0.0 0.0: 0.2 2.4
Old : 100.0: 52.0 90.2 43.9 0.2 4.0 0.0 3.2 0.0 0.0 0.0 0.0: 0.2 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 : 21: 11 10 . . . 0 . 0 0 0 0:
Old : 21: 11 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 82.7 92.4 93.4 69.9 82.1 86.9 90.1
Old : 70.7 82.7 92.4 93.4 69.9 82.1 86.9 90.1
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,049: 28,426 30,778 3,663 180 866 96 1,920 0 696 50 10: 292 245
Old : 34,049: 28,426 30,778 3,663 180 866 96 1,920 0 696 50 10: 292 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 975: 845 975 135 0 0 0 0 0 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 90.4 10.8 0.5 2.5 0.3 5.6 0.0 2.0 0.1 0.0: 0.9 0.7
Old : 100.0: 83.5 90.4 10.8 0.5 2.5 0.3 5.6 0.0 2.0 0.1 0.0: 0.9 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 : 33: 17 17 4 . 4 . . 0 . . .:
Old : 33: 17 17 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 : 69.4 56.8 83.0 78.6 65.6 54.9 78.2 75.9
Old : 69.4 56.8 83.0 78.6 65.6 54.9 78.2 75.9
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,326: 18,655 21,265 2,058 10 721 0 160 110 430 0 0: 352 60
Old : 22,326: 18,655 21,265 2,058 10 721 0 160 110 430 0 0: 352 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 0: -300 0 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 95.2 9.2 0.0 3.2 0.0 0.7 0.5 1.9 0.0 0.0: 1.6 0.3
Old : 100.0: 83.6 95.2 9.2 0.0 3.2 0.0 0.7 0.5 1.9 0.0 0.0: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . . . 0 . . . 0 0:
Old : 28: 15 17 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 69.4 84.5 86.9 61.3 68.1 77.4 82.5
Old : 66.4 69.4 84.5 86.9 61.3 68.1 77.4 82.5
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 49,041: 43,069 29,750 4,104 11,091 1,102 75 6,665 74 383 168 109: 125 82
Old : 49,041: 43,069 29,750 4,104 11,091 1,102 75 6,665 74 383 168 109: 125 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -918: -444 -471 -655 -675 290 5 22 -109 50 0 -1: -55 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 60.7 8.4 22.6 2.2 0.2 13.6 0.2 0.8 0.3 0.2: 0.3 0.2
Old : 100.0: 87.8 60.7 8.4 22.6 2.2 0.2 13.6 0.2 0.8 0.3 0.2: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 23 . . 4 . . . . . .:
Old : 40: 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 : 54.0 58.5 73.5 76.7 42.2 55.4 56.8 66.8
Old : 54.0 58.5 73.5 76.7 42.2 55.4 56.8 66.8
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,999: 35,401 24,345 4,547 13,046 480 0 2,870 0 0 125 65: 506 68
Old : 40,999: 35,401 24,345 4,547 13,046 480 0 2,870 0 0 125 65: 506 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 360: 240 440 0 0 0 0 -100 0 0 0 0: 120 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 59.4 11.1 31.8 1.2 0.0 7.0 0.0 0.0 0.3 0.2: 1.2 0.2
Old : 100.0: 86.3 59.4 11.1 31.8 1.2 0.0 7.0 0.0 0.0 0.3 0.2: 1.2 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 : 29: 21 17 . . . 0 . 0 0 . .:
Old : 29: 21 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 : 52.1 67.0 74.9 87.8 44.8 64.0 62.7 75.9
Old : 52.1 67.0 74.9 87.8 44.8 64.0 62.7 75.9
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,669: 9,958 18,118 5,728 0 3,000 2,350 333 200 125 0 0: 308 18
Old : 21,669: 9,958 18,118 5,728 0 3,000 2,350 333 200 125 0 0: 308 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 447: 25 297 125 0 225 0 -150 75 0 0 0: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 83.6 26.4 0.0 13.8 10.8 1.5 0.9 0.6 0.0 0.0: 1.4 0.1
Old : 100.0: 46.0 83.6 26.4 0.0 13.8 10.8 1.5 0.9 0.6 0.0 0.0: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 . 0 . . . . . 0 0:
Old : 24: 11 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 : 71.3 71.6 93.2 93.0 60.2 68.8 76.4 79.6
Old : 71.3 71.6 93.2 93.0 60.2 68.8 76.4 79.6
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,815: 12,460 14,820 2,940 0 2,520 0 1,175 0 835 300 0: 60 0
Old : 18,815: 12,460 14,820 2,940 0 2,520 0 1,175 0 835 300 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,280: 1,280 130 -1,050 0 1,050 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 78.8 15.6 0.0 13.4 0.0 6.2 0.0 4.4 1.6 0.0: 0.3 0.0
Old : 100.0: 66.2 78.8 15.6 0.0 13.4 0.0 6.2 0.0 4.4 1.6 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . 0 . 0 . 0 . . 0:
Old : 22: 12 9 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 85.3 85.0 96.9 46.9 77.0 70.5 82.5
Old : 58.5 85.3 85.0 96.9 46.9 77.0 70.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,320: 14,285 15,045 4,295 0 1,875 0 4,050 50 600 250 50: 165 0
Old : 21,320: 14,285 15,045 4,295 0 1,875 0 4,050 50 600 250 50: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,280: 1,280 130 -1,050 0 1,050 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 70.6 20.1 0.0 8.8 0.0 19.0 0.2 2.8 1.2 0.2: 0.8 0.0
Old : 100.0: 67.0 70.6 20.1 0.0 8.8 0.0 19.0 0.2 2.8 1.2 0.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 . 0 . 0 . . . . .:
Old : 24: 15 9 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 84.4 84.1 97.0 49.6 82.4 74.0 86.6
Old : 57.7 84.4 84.1 97.0 49.6 82.4 74.0 86.6
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 253,505: 201,494 119,451 254 73,514 27,599 2,444 2,042 13,907 846 10,158 6,834: 127 0
Old : 253,505: 201,494 119,451 254 73,514 27,599 2,444 2,042 13,907 846 10,158 6,834: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 3,123: 2,511 2,325 0 -460 337 -396 2,042 1,927 -10 -1,801 -1,246: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 47.1 0.1 29.0 10.9 1.0 0.8 5.5 0.3 4.0 2.7: 0.1 0.0
Old : 100.0: 79.5 47.1 0.1 29.0 10.9 1.0 0.8 5.5 0.3 4.0 2.7: 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 . . . . . . . . .:
Old : 23: 12 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 59.2 89.5 82.1 46.6 43.4 48.0 47.3
Old : 72.2 59.2 89.5 82.1 46.6 43.4 48.0 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,120: 14,570 15,665 6,250 6,185 1,270 0 0 0 810 0 0: 220 0
Old : 23,120: 14,570 15,665 6,250 6,185 1,270 0 0 0 810 0 0: 220 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 67.8 27.0 26.8 5.5 0.0 0.0 0.0 3.5 0.0 0.0: 1.0 0.0
Old : 100.0: 63.0 67.8 27.0 26.8 5.5 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 : 76.5 74.3 92.2 90.2 71.0 68.8 83.1 81.1
Old : 76.5 74.3 92.2 90.2 71.0 68.8 83.1 81.1
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,445: 9,193 17,970 11,755 3,755 895 345 0 100 800 625 100: 257 0
Old : 23,445: 9,193 17,970 11,755 3,755 895 345 0 100 800 625 100: 257 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 850: 600 50 -100 250 0 0 0 0 400 600 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 76.6 50.1 16.0 3.8 1.5 0.0 0.4 3.4 2.7 0.4: 1.1 0.0
Old : 100.0: 39.2 76.6 50.1 16.0 3.8 1.5 0.0 0.4 3.4 2.7 0.4: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 10 . . . . 0 . . . .:
Old : 26: 12 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 : 73.6 68.5 88.7 90.6 71.9 63.4 84.7 82.3
Old : 73.6 68.5 88.7 90.6 71.9 63.4 84.7 82.3
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,955: 7,030 13,460 8,650 3,255 1,415 345 0 100 700 625 100: 615 0
Old : 18,955: 7,030 13,460 8,650 3,255 1,415 345 0 100 700 625 100: 615 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 850: 600 50 -100 250 0 0 0 0 400 600 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 71.0 45.6 17.2 7.5 1.8 0.0 0.5 3.7 3.3 0.5: 3.2 0.0
Old : 100.0: 37.1 71.0 45.6 17.2 7.5 1.8 0.0 0.5 3.7 3.3 0.5: 3.2 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 : 22: 10 8 . . . . 0 . . . .:
Old : 22: 10 8 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 74.0 88.4 92.9 68.0 61.7 78.7 80.1
Old : 71.1 74.0 88.4 92.9 68.0 61.7 78.7 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,430: 7,015 4,185 810 120 1,620 0 3,825 0 600 475 125: 260 80
Old : 10,430: 7,015 4,185 810 120 1,620 0 3,825 0 600 475 125: 260 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 40.1 7.8 1.2 15.5 0.0 36.7 0.0 5.8 4.6 1.2: 2.5 0.8
Old : 100.0: 67.3 40.1 7.8 1.2 15.5 0.0 36.7 0.0 5.8 4.6 1.2: 2.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . . 0 . 0 . . .:
Old : 20: 11 8 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 68.3 82.6 89.6 47.7 61.0 64.8 70.3
Old : 60.2 68.3 82.6 89.6 47.7 61.0 64.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,240: 5,460 4,460 0 470 905 0 675 0 600 575 75: 200 80
Old : 7,240: 5,460 4,460 0 470 905 0 675 0 600 575 75: 200 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 0: 0 0 0 0 0 0 25 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 61.6 0.0 6.5 12.5 0.0 9.3 0.0 8.3 7.9 1.0: 2.8 1.1
Old : 100.0: 75.4 61.6 0.0 6.5 12.5 0.0 9.3 0.0 8.3 7.9 1.0: 2.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.7 53.5 82.1 84.7 52.7 49.9 66.5 69.5
Old : 52.7 53.5 82.1 84.7 52.7 49.9 66.5 69.5
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,819: 34,033 40,377 7,855 0 2,715 875 550 0 635 3,040 1,125: 581 12
Old : 47,819: 34,033 40,377 7,855 0 2,715 875 550 0 635 3,040 1,125: 581 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 2,517: 2,180 1,310 -1,750 0 845 0 0 0 635 -195 545: 62 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 84.4 16.4 0.0 5.7 1.8 1.2 0.0 1.3 6.4 2.4: 1.2 0.0
Old : 100.0: 71.2 84.4 16.4 0.0 5.7 1.8 1.2 0.0 1.3 6.4 2.4: 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: 17 14 . 0 . . . 0 . . .:
Old : 30: 17 14 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 85.9 81.1 94.9 56.0 84.3 75.4 88.0
Old : 58.7 85.9 81.1 94.9 56.0 84.3 75.4 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,051: 34,645 38,667 6,375 0 2,869 875 525 25 635 3,865 1,100: 527 0
Old : 47,051: 34,645 38,667 6,375 0 2,869 875 525 25 635 3,865 1,100: 527 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 3,055: 2,745 1,325 -1,430 -20 600 0 -25 25 635 680 470: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 82.2 13.5 0.0 6.1 1.9 1.1 0.1 1.3 8.2 2.3: 1.1 0.0
Old : 100.0: 73.6 82.2 13.5 0.0 6.1 1.9 1.1 0.1 1.3 8.2 2.3: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 13 4 0 . . . . . . .:
Old : 30: 17 13 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 : 58.3 84.7 80.4 93.5 55.7 83.2 75.1 87.7
Old : 58.3 84.7 80.4 93.5 55.7 83.2 75.1 87.7
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,884: 84,675 78,146 14,440 26,358 4,705 550 1,175 2,900 6,612 683 2,762: 240 155
Old : 116,884: 84,675 78,146 14,440 26,358 4,705 550 1,175 2,900 6,612 683 2,762: 240 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 3,518: 1,708 4,147 0 -3,364 1,480 -75 0 100 -235 600 540: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 66.9 12.4 22.6 4.0 0.5 1.0 2.5 5.7 0.6 2.4: 0.2 0.1
Old : 100.0: 72.4 66.9 12.4 22.6 4.0 0.5 1.0 2.5 5.7 0.6 2.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 27 27 . 5 4 . . . 7 . 7:
Old : 54: 27 27 . 5 4 . . . 7 . 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 : 44.1 52.7 63.6 74.2 41.1 40.0 56.4 58.3
Old : 44.1 52.7 63.6 74.2 41.1 40.0 56.4 58.3
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,125: 103,176 90,087 16,950 36,387 2,382 3,565 4,855 1,925 8,265 954 2,535: 327 0
Old : 139,125: 103,176 90,087 16,950 36,387 2,382 3,565 4,855 1,925 8,265 954 2,535: 327 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 6,571: 4,330 4,997 0 -1,735 1,019 -1,300 -100 1,325 485 360 705: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 64.8 12.2 26.2 1.7 2.6 3.5 1.4 5.9 0.7 1.8: 0.2 0.0
Old : 100.0: 74.2 64.8 12.2 26.2 1.7 2.6 3.5 1.4 5.9 0.7 1.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 32 25 . 6 4 . . . 7 . 8:
Old : 58: 32 25 . 6 4 . . . 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 : 40.3 55.3 59.6 76.2 36.6 50.5 53.7 65.5
Old : 40.3 55.3 59.6 76.2 36.6 50.5 53.7 65.5
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 274,015: 181,554 188,509 17,814 5,452 27,338 17,174 24,688 11,031 7,374 5,727 11,167: 564 105
Old : 274,015: 181,554 188,509 17,814 5,452 27,338 17,174 24,688 11,031 7,374 5,727 11,167: 564 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 6,677: 1,593 6,570 2,901 1,101 672 550 -2,535 529 -903 -1,017 1,257: 78 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 68.8 6.5 2.0 10.0 6.3 9.0 4.0 2.7 2.1 4.1: 0.2 0.0
Old : 100.0: 66.3 68.8 6.5 2.0 10.0 6.3 9.0 4.0 2.7 2.1 4.1: 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 : 88: 35 41 . . 4 10 8 11 13 8 14:
Old : 88: 35 41 . . 4 10 8 11 13 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 38.2 54.5 57.1 23.4 27.6 37.4 38.2
Old : 34.1 38.2 54.5 57.1 23.4 27.6 37.4 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,491: 20,020 31,416 8,842 0 285 1,360 0 0 1,748 710 80: 156 0
Old : 32,491: 20,020 31,416 8,842 0 285 1,360 0 0 1,748 710 80: 156 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,100: 174 1,174 970 0 -224 100 0 0 0 70 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 96.7 27.2 0.0 0.9 4.2 0.0 0.0 5.4 2.2 0.2: 0.5 0.0
Old : 100.0: 61.6 96.7 27.2 0.0 0.9 4.2 0.0 0.0 5.4 2.2 0.2: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 7 . 0 . . 0 0 . . .:
Old : 29: 18 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 : 53.9 94.4 76.3 98.6 53.0 90.9 75.4 93.3
Old : 53.9 94.4 76.3 98.6 53.0 90.9 75.4 93.3
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,836: 18,583 28,676 9,582 0 120 280 940 510 1,383 410 180: 198 0
Old : 30,836: 18,583 28,676 9,582 0 120 280 940 510 1,383 410 180: 198 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,172: 175 1,205 1,000 0 -183 100 0 0 0 70 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 93.0 31.1 0.0 0.4 0.9 3.0 1.7 4.5 1.3 0.6: 0.6 0.0
Old : 100.0: 60.3 93.0 31.1 0.0 0.4 0.9 3.0 1.7 4.5 1.3 0.6: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 8 . 0 . . . . . . .:
Old : 28: 17 8 . 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 : 58.2 93.1 80.9 98.4 57.8 89.3 80.5 92.7
Old : 58.2 93.1 80.9 98.4 57.8 89.3 80.5 92.7
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,320: 6,775 9,732 3,562 1,880 1,433 1,125 0 100 250 100 0: 2,075 2,075
Old : 15,320: 6,775 9,732 3,562 1,880 1,433 1,125 0 100 250 100 0: 2,075 2,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 50: 50 0 -50 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 63.5 23.3 12.3 9.4 7.3 0.0 0.7 1.6 0.7 0.0: 13.5 13.5
Old : 100.0: 44.2 63.5 23.3 12.3 9.4 7.3 0.0 0.7 1.6 0.7 0.0: 13.5 13.5
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 : 21: 12 11 . . . . 0 . . . 0:
Old : 21: 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 : 68.5 52.1 81.6 74.7 58.5 47.0 66.1 62.0
Old : 68.5 52.1 81.6 74.7 58.5 47.0 66.1 62.0
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,780: 3,350 9,780 5,485 455 300 975 0 125 425 0 0: 1,120 1,120
Old : 11,780: 3,350 9,780 5,485 455 300 975 0 125 425 0 0: 1,120 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -25: 50 0 -100 0 0 50 0 -25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 83.0 46.6 3.9 2.5 8.3 0.0 1.1 3.6 0.0 0.0: 9.5 9.5
Old : 100.0: 28.4 83.0 46.6 3.9 2.5 8.3 0.0 1.1 3.6 0.0 0.0: 9.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . 0 . . 0 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 46.7 85.5 75.1 68.8 45.2 78.4 65.8
Old : 70.7 46.7 85.5 75.1 68.8 45.2 78.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,941: 21,440 25,641 16,428 20,105 100 12,575 0 0 300 5,035 800: 6,298 6,260
Old : 57,941: 21,440 25,641 16,428 20,105 100 12,575 0 0 300 5,035 800: 6,298 6,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 385: 720 0 -60 410 -25 -250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 44.3 28.4 34.7 0.2 21.7 0.0 0.0 0.5 8.7 1.4: 10.9 10.8
Old : 100.0: 37.0 44.3 28.4 34.7 0.2 21.7 0.0 0.0 0.5 8.7 1.4: 10.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.3 50.8 79.0 70.6 65.9 50.6 75.3 68.3
Old : 67.3 50.8 79.0 70.6 65.9 50.6 75.3 68.3
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,078: 19,255 24,368 15,085 20,215 0 15,115 0 0 350 5,235 750: 5,523 5,510
Old : 56,078: 19,255 24,368 15,085 20,215 0 15,115 0 0 350 5,235 750: 5,523 5,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 410: 720 0 -60 410 0 -250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 43.5 26.9 36.0 0.0 27.0 0.0 0.0 0.6 9.3 1.3: 9.8 9.8
Old : 100.0: 34.3 43.5 26.9 36.0 0.0 27.0 0.0 0.0 0.6 9.3 1.3: 9.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 19 . . 0 . 0 0 . . .:
Old : 28: 12 19 . . 0 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 52.3 82.3 71.4 67.0 52.2 78.5 70.4
Old : 68.4 52.3 82.3 71.4 67.0 52.2 78.5 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,725: 14,500 6,380 0 385 2,340 255 8,150 40 500 600 0: 3,090 2,830
Old : 20,725: 14,500 6,380 0 385 2,340 255 8,150 40 500 600 0: 3,090 2,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 0: 0 0 0 25 -25 25 0 -20 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 30.8 0.0 1.9 11.3 1.2 39.3 0.2 2.4 2.9 0.0: 14.9 13.7
Old : 100.0: 70.0 30.8 0.0 1.9 11.3 1.2 39.3 0.2 2.4 2.9 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 : 46.0 63.8 70.6 79.9 44.7 56.4 59.3 64.8
Old : 46.0 63.8 70.6 79.9 44.7 56.4 59.3 64.8
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,850: 13,415 6,380 1,235 95 1,975 355 8,150 0 0 600 0: 2,870 2,650
Old : 19,850: 13,415 6,380 1,235 95 1,975 355 8,150 0 0 600 0: 2,870 2,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 0: 0 0 0 25 -25 25 0 -20 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 32.1 6.2 0.5 9.9 1.8 41.1 0.0 0.0 3.0 0.0: 14.5 13.4
Old : 100.0: 67.6 32.1 6.2 0.5 9.9 1.8 41.1 0.0 0.0 3.0 0.0: 14.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 47.5 63.4 71.3 80.1 41.7 58.9 59.5 67.5
Old : 47.5 63.4 71.3 80.1 41.7 58.9 59.5 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,620: 11,355 23,308 2,282 885 1,160 11,835 0 0 0 1,030 0: 2,988 3,237
Old : 29,620: 11,355 23,308 2,282 885 1,160 11,835 0 0 0 1,030 0: 2,988 3,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 250: 0 250 0 0 0 250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 78.7 7.7 3.0 3.9 40.0 0.0 0.0 0.0 3.5 0.0: 10.1 10.9
Old : 100.0: 38.3 78.7 7.7 3.0 3.9 40.0 0.0 0.0 0.0 3.5 0.0: 10.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 72.1 68.9 86.8 80.9 71.8 65.8 80.7 76.0
Old : 72.1 68.9 86.8 80.9 71.8 65.8 80.7 76.0
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,770: 14,195 30,825 13,315 0 875 3,855 0 220 880 1,535 0: 2,430 2,315
Old : 35,770: 14,195 30,825 13,315 0 875 3,855 0 220 880 1,535 0: 2,430 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 0: 0 150 -150 0 0 300 0 -150 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 86.2 37.2 0.0 2.4 10.8 0.0 0.6 2.5 4.3 0.0: 6.8 6.5
Old : 100.0: 39.7 86.2 37.2 0.0 2.4 10.8 0.0 0.6 2.5 4.3 0.0: 6.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 9 . 0 . . 0 . . . 0:
Old : 25: 11 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 81.6 78.6 90.1 58.8 81.2 76.4 88.2
Old : 60.3 81.6 78.6 90.1 58.8 81.2 76.4 88.2
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,275: 12,835 27,945 11,975 0 675 3,805 0 220 750 1,535 0: 2,015 1,900
Old : 32,275: 12,835 27,945 11,975 0 675 3,805 0 220 750 1,535 0: 2,015 1,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 0: 0 150 -150 0 0 300 0 -150 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 86.6 37.1 0.0 2.1 11.8 0.0 0.7 2.3 4.8 0.0: 6.2 5.9
Old : 100.0: 39.8 86.6 37.1 0.0 2.1 11.8 0.0 0.7 2.3 4.8 0.0: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 9 . 0 . . 0 . . . 0:
Old : 25: 11 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 81.6 79.5 90.9 60.6 81.2 77.4 88.9
Old : 62.2 81.6 79.5 90.9 60.6 81.2 77.4 88.9
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,050: 18,780 8,205 0 13,335 300 1,370 320 60 1,265 305 0: 1,275 525
Old : 23,050: 18,780 8,205 0 13,335 300 1,370 320 60 1,265 305 0: 1,275 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 85: -195 15 0 0 0 -90 0 60 300 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 35.6 0.0 57.9 1.3 5.9 1.4 0.3 5.5 1.3 0.0: 5.5 2.3
Old : 100.0: 81.5 35.6 0.0 57.9 1.3 5.9 1.4 0.3 5.5 1.3 0.0: 5.5 2.3
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: 14 12 0 . . . . . . . 0:
Old : 28: 14 12 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 75.0 76.2 87.9 55.2 73.7 70.1 83.9
Old : 58.9 75.0 76.2 87.9 55.2 73.7 70.1 83.9
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,615: 18,400 7,210 0 14,075 300 1,370 235 60 1,265 175 0: 1,220 560
Old : 22,615: 18,400 7,210 0 14,075 300 1,370 235 60 1,265 175 0: 1,220 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 60: -210 0 0 0 0 -90 0 60 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 31.9 0.0 62.2 1.3 6.1 1.0 0.3 5.6 0.8 0.0: 5.4 2.5
Old : 100.0: 81.4 31.9 0.0 62.2 1.3 6.1 1.0 0.3 5.6 0.8 0.0: 5.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 12 0 . . . . . . . 0:
Old : 28: 13 12 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 79.7 76.0 91.4 59.3 78.4 74.6 86.1
Old : 59.8 79.7 76.0 91.4 59.3 78.4 74.6 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,475: 25,360 11,035 0 21,785 175 7,305 50 290 2,075 2,050 0: 1,270 1,090
Old : 36,475: 25,360 11,035 0 21,785 175 7,305 50 290 2,075 2,050 0: 1,270 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 665: 60 25 0 -240 0 385 0 0 0 600 0: 220 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 30.3 0.0 59.7 0.5 20.0 0.1 0.8 5.7 5.6 0.0: 3.5 3.0
Old : 100.0: 69.5 30.3 0.0 59.7 0.5 20.0 0.1 0.8 5.7 5.6 0.0: 3.5 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 : 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 : 65.3 77.4 85.5 94.2 64.6 76.5 82.8 90.7
Old : 65.3 77.4 85.5 94.2 64.6 76.5 82.8 90.7
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,630: 22,340 13,485 0 16,590 175 7,775 50 50 2,000 2,050 0: 1,290 1,230
Old : 33,630: 22,340 13,485 0 16,590 175 7,775 50 50 2,000 2,050 0: 1,290 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 560: 0 25 0 -300 0 385 0 0 0 600 0: 175 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 40.1 0.0 49.3 0.5 23.1 0.1 0.1 5.9 6.1 0.0: 3.8 3.7
Old : 100.0: 66.4 40.1 0.0 49.3 0.5 23.1 0.1 0.1 5.9 6.1 0.0: 3.8 3.7
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 : 24: 12 7 0 . . . . . . . 0:
Old : 24: 12 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 : 65.5 73.7 85.9 93.4 65.5 73.1 84.4 89.1
Old : 65.5 73.7 85.9 93.4 65.5 73.1 84.4 89.1
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 98,330: 37,455 83,980 38,845 0 405 6,800 0 3,230 3,010 2,075 350: 8,235 8,290
Old : 98,330: 37,455 83,980 38,845 0 405 6,800 0 3,230 3,010 2,075 350: 8,235 8,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 435: 645 195 -440 0 -150 -610 0 210 600 0 100: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 85.4 39.5 0.0 0.4 6.9 0.0 3.3 3.1 2.1 0.4: 8.4 8.4
Old : 100.0: 38.1 85.4 39.5 0.0 0.4 6.9 0.0 3.3 3.1 2.1 0.4: 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 25 . 0 . . 0 . . . .:
Old : 39: 18 25 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 58.4 77.7 72.7 61.7 58.1 70.9 69.1
Old : 64.1 58.4 77.7 72.7 61.7 58.1 70.9 69.1
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,570: 36,650 75,525 32,690 0 450 5,030 0 2,880 3,210 2,000 125: 7,535 7,590
Old : 88,570: 36,650 75,525 32,690 0 450 5,030 0 2,880 3,210 2,000 125: 7,535 7,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 375: 700 190 -500 0 -150 -610 0 210 600 0 100: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 85.3 36.9 0.0 0.5 5.7 0.0 3.3 3.6 2.3 0.1: 8.5 8.6
Old : 100.0: 41.4 85.3 36.9 0.0 0.5 5.7 0.0 3.3 3.6 2.3 0.1: 8.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 22 . 0 . . 0 . . . .:
Old : 38: 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 : 63.6 57.2 77.1 71.7 62.3 56.9 73.1 70.2
Old : 63.6 57.2 77.1 71.7 62.3 56.9 73.1 70.2
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,525: 12,990 19,510 8,560 3,510 2,595 900 2,150 0 3,700 1,050 150: 1,630 1,560
Old : 30,525: 12,990 19,510 8,560 3,510 2,595 900 2,150 0 3,700 1,050 150: 1,630 1,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 325: 300 350 -100 0 -25 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 63.9 28.0 11.5 8.5 2.9 7.0 0.0 12.1 3.4 0.5: 5.3 5.1
Old : 100.0: 42.6 63.9 28.0 11.5 8.5 2.9 7.0 0.0 12.1 3.4 0.5: 5.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 65.6 51.2 82.9 71.6 57.8 49.2 71.4 65.5
Old : 65.6 51.2 82.9 71.6 57.8 49.2 71.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,625: 8,835 14,270 7,345 3,495 3,120 0 150 0 2,975 1,200 0: 350 390
Old : 22,625: 8,835 14,270 7,345 3,495 3,120 0 150 0 2,975 1,200 0: 350 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -200: 530 280 -400 0 -200 0 0 0 150 0 0: -280 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 63.1 32.5 15.4 13.8 0.0 0.7 0.0 13.1 5.3 0.0: 1.5 1.7
Old : 100.0: 39.0 63.1 32.5 15.4 13.8 0.0 0.7 0.0 13.1 5.3 0.0: 1.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 . . . 0 . 0 . . 0:
Old : 23: 10 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 : 78.9 55.4 93.9 78.1 60.7 47.5 74.3 66.9
Old : 78.9 55.4 93.9 78.1 60.7 47.5 74.3 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,605: 7,920 9,190 0 3,030 1,910 6,500 0 0 0 2,200 0: 1,275 1,275
Old : 17,605: 7,920 9,190 0 3,030 1,910 6,500 0 0 0 2,200 0: 1,275 1,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 0: 0 0 0 -150 0 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 52.2 0.0 17.2 10.8 36.9 0.0 0.0 0.0 12.5 0.0: 7.2 7.2
Old : 100.0: 45.0 52.2 0.0 17.2 10.8 36.9 0.0 0.0 0.0 12.5 0.0: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 10 0 . . . 0 0 0 . 0:
Old : 20: 9 10 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 65.4 87.9 87.1 72.8 57.3 78.2 76.2
Old : 75.7 65.4 87.9 87.1 72.8 57.3 78.2 76.2
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,240: 34,975 31,760 600 2,285 7,820 450 390 790 0 1,650 0: 10,605 10,545
Old : 55,240: 34,975 31,760 600 2,285 7,820 450 390 790 0 1,650 0: 10,605 10,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,165: 1,180 180 -135 865 130 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 57.5 1.1 4.1 14.2 0.8 0.7 1.4 0.0 3.0 0.0: 19.2 19.1
Old : 100.0: 63.3 57.5 1.1 4.1 14.2 0.8 0.7 1.4 0.0 3.0 0.0: 19.2 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 20 . . . . . . 0 . 0:
Old : 31: 17 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 : 52.6 35.7 69.9 56.3 38.8 24.1 42.6 36.6
Old : 52.6 35.7 69.9 56.3 38.8 24.1 42.6 36.6
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,115: 19,360 20,760 390 700 6,880 2,060 0 0 0 650 100: 11,325 11,025
Old : 40,115: 19,360 20,760 390 700 6,880 2,060 0 0 0 650 100: 11,325 11,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 150: -300 300 180 -420 120 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 51.8 1.0 1.7 17.2 5.1 0.0 0.0 0.0 1.6 0.2: 28.2 27.5
Old : 100.0: 48.3 51.8 1.0 1.7 17.2 5.1 0.0 0.0 0.0 1.6 0.2: 28.2 27.5
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 : 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 : 45.4 35.2 64.6 52.0 34.9 22.9 37.0 32.5
Old : 45.4 35.2 64.6 52.0 34.9 22.9 37.0 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2018