COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,333: 12,287 18,651 4,660 649 376 874 6,531 1,543 11,445 3,207 3,236: 912 1,140
Old : 35,333: 12,287 18,651 4,660 649 376 874 6,531 1,543 11,445 3,207 3,236: 912 1,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -2,171: -520 -981 -245 -65 23 -185 -115 -98 -1,117 -821 39: -68 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 52.8 13.2 1.8 1.1 2.5 18.5 4.4 32.4 9.1 9.2: 2.6 3.2
Old : 100.0: 34.8 52.8 13.2 1.8 1.1 2.5 18.5 4.4 32.4 9.1 9.2: 2.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 37.8 62.9 60.0 77.8 31.4 50.4 49.2 58.4
Old : 37.8 62.9 60.0 77.8 31.4 50.4 49.2 58.4
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,566: 2,504 2,805 124 175 136 210 0 0 737 729 436: 419 285
Old : 4,566: 2,504 2,805 124 175 136 210 0 0 737 729 436: 419 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -516: 88 -443 42 -34 -50 -15 0 0 -666 -30 25: 60 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 61.4 2.7 3.8 3.0 4.6 0.0 0.0 16.1 16.0 9.5: 9.2 6.2
Old : 100.0: 54.8 61.4 2.7 3.8 3.0 4.6 0.0 0.0 16.1 16.0 9.5: 9.2 6.2
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 : 21: 4 6 . . . . 0 0 5 4 4:
Old : 21: 4 6 . . . . 0 0 5 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 62.3 79.4 78.0 53.5 52.6 62.7 61.8
Old : 63.0 62.3 79.4 78.0 53.5 52.6 62.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,785: 31,511 36,337 171 3,097 11,427 8,667 118 2,958 1,084 2,487 1,923: 1,044 439
Old : 58,785: 31,511 36,337 171 3,097 11,427 8,667 118 2,958 1,084 2,487 1,923: 1,044 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -1,636: -1,016 -646 0 -349 -254 205 -2 -154 -134 41 -283: -1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 61.8 0.3 5.3 19.4 14.7 0.2 5.0 1.8 4.2 3.3: 1.8 0.7
Old : 100.0: 53.6 61.8 0.3 5.3 19.4 14.7 0.2 5.0 1.8 4.2 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 : 50: 28 26 . . . 4 . 5 5 5 8:
Old : 50: 28 26 . . . 4 . 5 5 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 44.2 62.3 65.2 28.2 21.9 35.7 31.9
Old : 41.3 44.2 62.3 65.2 28.2 21.9 35.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,320: 34,139 36,766 2,165 785 3,970 200 979 65 3,175 325 300: 305 1,130
Old : 44,320: 34,139 36,766 2,165 785 3,970 200 979 65 3,175 325 300: 305 1,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -26: -413 -648 0 -350 -39 50 -90 -9 100 -50 50: 235 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 83.0 4.9 1.8 9.0 0.5 2.2 0.1 7.2 0.7 0.7: 0.7 2.5
Old : 100.0: 77.0 83.0 4.9 1.8 9.0 0.5 2.2 0.1 7.2 0.7 0.7: 0.7 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 : 37: 21 18 . . . . . . 4 . .:
Old : 37: 21 18 . . . . . . 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 : 63.8 68.2 81.5 83.1 55.6 64.7 68.7 70.0
Old : 63.8 68.2 81.5 83.1 55.6 64.7 68.7 70.0
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,554: 18,007 16,470 570 2,837 1,052 0 0 0 1,220 0 705: 0 490
Old : 21,554: 18,007 16,470 570 2,837 1,052 0 0 0 1,220 0 705: 0 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 157: -10 240 -50 -190 -8 0 0 0 225 -375 0: 0 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 76.4 2.6 13.2 4.9 0.0 0.0 0.0 5.7 0.0 3.3: 0.0 2.3
Old : 100.0: 83.5 76.4 2.6 13.2 4.9 0.0 0.0 0.0 5.7 0.0 3.3: 0.0 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 : 27: 15 14 . . . 0 0 0 4 0 .:
Old : 27: 15 14 . . . 0 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 : 70.8 71.1 87.1 88.3 67.4 64.1 77.2 76.7
Old : 70.8 71.1 87.1 88.3 67.4 64.1 77.2 76.7
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,849: 136,763 115,151 2,196 16,117 8,893 6,935 10,562 1,652 1,795 5,889 2,405: 210 180
Old : 160,849: 136,763 115,151 2,196 16,117 8,893 6,935 10,562 1,652 1,795 5,889 2,405: 210 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,443: 1,566 827 -59 415 -24 60 0 0 0 326 -100: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 71.6 1.4 10.0 5.5 4.3 6.6 1.0 1.1 3.7 1.5: 0.1 0.1
Old : 100.0: 85.0 71.6 1.4 10.0 5.5 4.3 6.6 1.0 1.1 3.7 1.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 32 34 . . 4 4 . . . . .:
Old : 53: 32 34 . . 4 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 51.0 55.6 68.7 30.7 43.3 42.6 53.4
Old : 36.2 51.0 55.6 68.7 30.7 43.3 42.6 53.4
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,210: 28,642 28,557 16,363 11,423 1,191 815 4,705 379 650 1,905 50: 120 0
Old : 48,210: 28,642 28,557 16,363 11,423 1,191 815 4,705 379 650 1,905 50: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 74: -308 1,018 246 -572 -75 133 25 -322 475 75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 59.2 33.9 23.7 2.5 1.7 9.8 0.8 1.3 4.0 0.1: 0.2 0.0
Old : 100.0: 59.4 59.2 33.9 23.7 2.5 1.7 9.8 0.8 1.3 4.0 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 18 . . . . . . . 4 .:
Old : 35: 16 18 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 74.1 90.2 89.6 72.8 65.4 79.9 80.8
Old : 76.8 74.1 90.2 89.6 72.8 65.4 79.9 80.8
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 32,505: 27,505 20,285 4,575 12,170 0 150 0 0 275 50 0: 0 0
Old : 32,505: 27,505 20,285 4,575 12,170 0 150 0 0 275 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 750: 225 525 425 225 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 62.4 14.1 37.4 0.0 0.5 0.0 0.0 0.8 0.2 0.0: 0.0 0.0
Old : 100.0: 84.6 62.4 14.1 37.4 0.0 0.5 0.0 0.0 0.8 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 : 23: 10 12 . . 0 . 0 0 . . 0:
Old : 23: 10 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 : 88.0 93.4 97.7 98.4 84.1 86.1 88.5 89.4
Old : 88.0 93.4 97.7 98.4 84.1 86.1 88.5 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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,995: 35,005 36,220 4,980 7,350 1,705 2,950 1,100 0 1,720 0 460: 175 160
Old : 46,995: 35,005 36,220 4,980 7,350 1,705 2,950 1,100 0 1,720 0 460: 175 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 410: 725 -240 -150 815 -165 0 200 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 77.1 10.6 15.6 3.6 6.3 2.3 0.0 3.7 0.0 1.0: 0.4 0.3
Old : 100.0: 74.5 77.1 10.6 15.6 3.6 6.3 2.3 0.0 3.7 0.0 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: 23 25 . . . . . 0 . 0 .:
Old : 36: 23 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 : 47.3 51.5 67.9 70.7 42.8 42.7 60.4 59.2
Old : 47.3 51.5 67.9 70.7 42.8 42.7 60.4 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,568: 49,375 49,093 4,928 15,215 5,238 11,445 2,690 850 875 0 460: 397 22
Old : 73,568: 49,375 49,093 4,928 15,215 5,238 11,445 2,690 850 875 0 460: 397 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -855: -170 -1,535 0 1,525 -640 -55 300 -75 25 -400 0: 60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 66.7 6.7 20.7 7.1 15.6 3.7 1.2 1.2 0.0 0.6: 0.5 0.0
Old : 100.0: 67.1 66.7 6.7 20.7 7.1 15.6 3.7 1.2 1.2 0.0 0.6: 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 : 44: 27 25 . . 4 5 4 4 . 0 .:
Old : 44: 27 25 . . 4 5 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 : 40.8 57.0 62.2 74.9 39.6 50.8 57.4 62.0
Old : 40.8 57.0 62.2 74.9 39.6 50.8 57.4 62.0
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,033: 54,128 55,307 16,615 17,670 790 550 545 190 2,075 135 1,175: 510 221
Old : 76,033: 54,128 55,307 16,615 17,670 790 550 545 190 2,075 135 1,175: 510 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 160: 65 120 -50 135 0 0 -80 145 0 -160 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 72.7 21.9 23.2 1.0 0.7 0.7 0.2 2.7 0.2 1.5: 0.7 0.3
Old : 100.0: 71.2 72.7 21.9 23.2 1.0 0.7 0.7 0.2 2.7 0.2 1.5: 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 23 . . . . . . . . .:
Old : 40: 20 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 60.8 68.2 77.7 44.2 60.1 65.3 75.2
Old : 45.2 60.8 68.2 77.7 44.2 60.1 65.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,983: 76,310 71,385 25,200 36,236 2,030 2,870 160 0 2,895 0 1,050: 628 122
Old : 110,983: 76,310 71,385 25,200 36,236 2,030 2,870 160 0 2,895 0 1,050: 628 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 205: -10 245 -50 -65 0 295 160 0 0 -160 25: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 64.3 22.7 32.7 1.8 2.6 0.1 0.0 2.6 0.0 0.9: 0.6 0.1
Old : 100.0: 68.8 64.3 22.7 32.7 1.8 2.6 0.1 0.0 2.6 0.0 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 : 46: 23 25 . 4 . 4 . 0 . 0 .:
Old : 46: 23 25 . 4 . 4 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 63.3 66.5 80.7 44.3 61.7 64.8 78.3
Old : 45.8 63.3 66.5 80.7 44.3 61.7 64.8 78.3
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,895: 21,355 25,965 4,240 0 3,465 615 0 0 200 0 0: 20 465
Old : 29,895: 21,355 25,965 4,240 0 3,465 615 0 0 200 0 0: 20 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 895: 475 840 485 0 -65 340 0 0 -340 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 86.9 14.2 0.0 11.6 2.1 0.0 0.0 0.7 0.0 0.0: 0.1 1.6
Old : 100.0: 71.4 86.9 14.2 0.0 11.6 2.1 0.0 0.0 0.7 0.0 0.0: 0.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 14 4 0 . . 0 0 . 0 0:
Old : 27: 19 14 4 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 77.1 82.4 87.2 44.2 68.5 63.6 73.9
Old : 52.6 77.1 82.4 87.2 44.2 68.5 63.6 73.9
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 30,025: 24,420 23,755 0 1,685 3,950 0 300 0 1,425 0 0: 230 335
Old : 30,025: 24,420 23,755 0 1,685 3,950 0 300 0 1,425 0 0: 230 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 135: 770 -525 -730 265 395 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 79.1 0.0 5.6 13.2 0.0 1.0 0.0 4.7 0.0 0.0: 0.8 1.1
Old : 100.0: 81.3 79.1 0.0 5.6 13.2 0.0 1.0 0.0 4.7 0.0 0.0: 0.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 0 . . 0 . 0 . 0 0:
Old : 26: 16 16 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 : 54.0 68.5 73.7 90.0 37.2 55.8 50.5 59.8
Old : 54.0 68.5 73.7 90.0 37.2 55.8 50.5 59.8
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 0 650 200 150 500 0 550 150 0: 0 0
Old : 10,730: 9,830 9,230 0 650 200 150 500 0 550 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 0: 0 0 0 0 0 0 500 0 0 -500 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 4.7 0.0 5.1 1.4 0.0: 0.0 0.0
Old : 100.0: 91.6 86.0 0.0 6.1 1.9 1.4 4.7 0.0 5.1 1.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 7 0 . . . . 0 . . 0:
Old : 21: 13 7 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,715: 33,948 37,561 350 8,914 6,088 5,109 31 341 7,885 822 2,555: 439 403
Old : 56,715: 33,948 37,561 350 8,914 6,088 5,109 31 341 7,885 822 2,555: 439 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,834: 2,013 1,228 0 344 63 -261 0 94 -334 -114 212: 47 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 66.2 0.6 15.7 10.7 9.0 0.1 0.6 13.9 1.4 4.5: 0.8 0.7
Old : 100.0: 59.9 66.2 0.6 15.7 10.7 9.0 0.1 0.6 13.9 1.4 4.5: 0.8 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 : 50: 23 25 . . . 7 . 6 6 5 7:
Old : 50: 23 25 . . . 7 . 6 6 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 : 43.9 40.6 64.5 63.7 25.8 25.2 41.0 38.8
Old : 43.9 40.6 64.5 63.7 25.8 25.2 41.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,960: 7,120 6,345 1,162 900 1,210 0 0 0 0 970 1,100: 368 435
Old : 10,960: 7,120 6,345 1,162 900 1,210 0 0 0 0 970 1,100: 368 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 57.9 10.6 8.2 11.0 0.0 0.0 0.0 0.0 8.9 10.0: 3.4 4.0
Old : 100.0: 65.0 57.9 10.6 8.2 11.0 0.0 0.0 0.0 0.0 8.9 10.0: 3.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 . . . 0 0 0 0 . .:
Old : 20: 13 11 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.7 72.6 65.3 34.9 32.2 46.7 44.3
Old : 50.9 41.7 72.6 65.3 34.9 32.2 46.7 44.3
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,249: 32,349 37,527 4,955 17 3,770 865 700 0 200 25 50: 60 160
Old : 42,249: 32,349 37,527 4,955 17 3,770 865 700 0 200 25 50: 60 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,940: 1,450 1,910 630 0 -140 390 0 0 -440 0 50: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 88.8 11.7 0.0 8.9 2.0 1.7 0.0 0.5 0.1 0.1: 0.1 0.4
Old : 100.0: 76.6 88.8 11.7 0.0 8.9 2.0 1.7 0.0 0.5 0.1 0.1: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 22 . . . 4 . 0 . . .:
Old : 40: 20 22 . . . 4 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 66.2 79.0 84.4 47.4 59.0 67.9 68.3
Old : 51.4 66.2 79.0 84.4 47.4 59.0 67.9 68.3
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,295: 40,545 33,117 780 11,373 822 2,685 1,248 0 1,435 310 425: 603 0
Old : 47,295: 40,545 33,117 780 11,373 822 2,685 1,248 0 1,435 310 425: 603 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 632: 1,007 -88 0 935 0 25 -215 0 -350 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 70.0 1.6 24.0 1.7 5.7 2.6 0.0 3.0 0.7 0.9: 1.3 0.0
Old : 100.0: 85.7 70.0 1.6 24.0 1.7 5.7 2.6 0.0 3.0 0.7 0.9: 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 : 42: 21 21 . . . 4 4 0 . . .:
Old : 42: 21 21 . . . 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 : 56.5 56.2 74.7 82.2 51.8 53.3 67.6 74.0
Old : 56.5 56.2 74.7 82.2 51.8 53.3 67.6 74.0
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,122: 40,324 42,204 6,337 8,330 150 1,600 0 0 2,518 300 515: 678 623
Old : 52,122: 40,324 42,204 6,337 8,330 150 1,600 0 0 2,518 300 515: 678 623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 675: 525 675 150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 81.0 12.2 16.0 0.3 3.1 0.0 0.0 4.8 0.6 1.0: 1.3 1.2
Old : 100.0: 77.4 81.0 12.2 16.0 0.3 3.1 0.0 0.0 4.8 0.6 1.0: 1.3 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 : 31: 18 14 . . . . 0 0 . . .:
Old : 31: 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 : 56.7 91.3 71.1 95.7 56.7 87.7 69.6 91.1
Old : 56.7 91.3 71.1 95.7 56.7 87.7 69.6 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,987: 47,770 47,649 6,181 8,300 875 2,150 0 0 2,838 3,150 475: 698 538
Old : 60,987: 47,770 47,649 6,181 8,300 875 2,150 0 0 2,838 3,150 475: 698 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,655: 1,295 1,355 250 0 0 50 0 0 0 300 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 78.1 10.1 13.6 1.4 3.5 0.0 0.0 4.7 5.2 0.8: 1.1 0.9
Old : 100.0: 78.3 78.1 10.1 13.6 1.4 3.5 0.0 0.0 4.7 5.2 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 : 31: 18 15 . . . . 0 0 . . .:
Old : 31: 18 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 84.3 71.1 94.8 55.3 82.4 69.8 92.1
Old : 55.9 84.3 71.1 94.8 55.3 82.4 69.8 92.1
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,260: 71,955 75,994 8,940 5,048 1,750 0 200 0 489 265 1,003: 123 0
Old : 84,260: 71,955 75,994 8,940 5,048 1,750 0 200 0 489 265 1,003: 123 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 2,436: 2,241 1,880 20 385 126 0 0 0 -31 -35 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 90.2 10.6 6.0 2.1 0.0 0.2 0.0 0.6 0.3 1.2: 0.1 0.0
Old : 100.0: 85.4 90.2 10.6 6.0 2.1 0.0 0.2 0.0 0.6 0.3 1.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 25 . . 4 0 . 0 . . .:
Old : 37: 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 : 61.8 56.3 80.7 73.8 59.7 47.4 72.3 62.9
Old : 61.8 56.3 80.7 73.8 59.7 47.4 72.3 62.9
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,810: 101,778 104,365 11,831 8,479 1,760 7 2,237 252 3,115 1,849 1,858: 210 10
Old : 120,810: 101,778 104,365 11,831 8,479 1,760 7 2,237 252 3,115 1,849 1,858: 210 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,203: 1,452 346 187 749 136 7 -4 46 -714 -160 89: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 86.4 9.8 7.0 1.5 0.0 1.9 0.2 2.6 1.5 1.5: 0.2 0.0
Old : 100.0: 84.2 86.4 9.8 7.0 1.5 0.0 1.9 0.2 2.6 1.5 1.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 23 27 . . . . 4 4 4 . .:
Old : 49: 23 27 . . . . 4 4 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 45.0 80.0 65.4 53.7 42.1 70.4 58.1
Old : 57.4 45.0 80.0 65.4 53.7 42.1 70.4 58.1
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,900: 48,575 48,055 1,946 2,553 4,017 0 150 0 350 125 0: 12 0
Old : 54,900: 48,575 48,055 1,946 2,553 4,017 0 150 0 350 125 0: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -175: 125 75 -207 -57 -243 0 -50 0 150 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 87.5 3.5 4.7 7.3 0.0 0.3 0.0 0.6 0.2 0.0: 0.0 0.0
Old : 100.0: 88.5 87.5 3.5 4.7 7.3 0.0 0.3 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 : 24: 8 13 . . . 0 . 0 . . 0:
Old : 24: 8 13 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.4 87.1 98.7 96.5 89.0 83.7 91.8 89.2
Old : 93.4 87.1 98.7 96.5 89.0 83.7 91.8 89.2
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,204: 31,074 28,704 770 4,140 3,390 1,100 2,400 250 1,295 0 250: 1,075 70
Old : 39,204: 31,074 28,704 770 4,140 3,390 1,100 2,400 250 1,295 0 250: 1,075 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -230: -530 -230 -120 -300 300 200 0 0 -200 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 73.2 2.0 10.6 8.6 2.8 6.1 0.6 3.3 0.0 0.6: 2.7 0.2
Old : 100.0: 79.3 73.2 2.0 10.6 8.6 2.8 6.1 0.6 3.3 0.0 0.6: 2.7 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 : 26: 17 15 . . . . . . . 0 .:
Old : 26: 17 15 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 56.0 74.0 77.1 31.9 34.3 43.1 47.3
Old : 52.6 56.0 74.0 77.1 31.9 34.3 43.1 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,404: 30,089 42,165 2,180 3,001 4,739 15,750 4,300 285 1,255 100 814: 292 0
Old : 55,404: 30,089 42,165 2,180 3,001 4,739 15,750 4,300 285 1,255 100 814: 292 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 2,674: 1,039 1,624 -1,025 -35 935 2,025 50 -50 -480 -300 464: -234 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 76.1 3.9 5.4 8.6 28.4 7.8 0.5 2.3 0.2 1.5: 0.5 0.0
Old : 100.0: 54.3 76.1 3.9 5.4 8.6 28.4 7.8 0.5 2.3 0.2 1.5: 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 : 36: 22 21 . . . 6 . . . . .:
Old : 36: 22 21 . . . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 57.3 70.0 76.2 45.4 49.2 58.2 63.6
Old : 53.7 57.3 70.0 76.2 45.4 49.2 58.2 63.6
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,079: 20,936 35,048 16,308 0 322 0 576 490 0 920 0: 23 723
Old : 38,079: 20,936 35,048 16,308 0 322 0 576 490 0 920 0: 23 723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -7: 338 -68 -93 0 0 0 21 0 0 0 0: -252 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 92.0 42.8 0.0 0.8 0.0 1.5 1.3 0.0 2.4 0.0: 0.1 1.9
Old : 100.0: 55.0 92.0 42.8 0.0 0.8 0.0 1.5 1.3 0.0 2.4 0.0: 0.1 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 : 26: 13 13 4 0 . 0 4 . 0 . 0:
Old : 26: 13 13 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 : 63.4 79.5 87.9 92.1 62.9 76.6 83.6 83.9
Old : 63.4 79.5 87.9 92.1 62.9 76.6 83.6 83.9
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,272: 16,065 27,887 13,607 70 1,540 0 990 0 0 0 0: 60 785
Old : 31,272: 16,065 27,887 13,607 70 1,540 0 990 0 0 0 0: 60 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 215: -85 -145 0 0 300 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 89.2 43.5 0.2 4.9 0.0 3.2 0.0 0.0 0.0 0.0: 0.2 2.5
Old : 100.0: 51.4 89.2 43.5 0.2 4.9 0.0 3.2 0.0 0.0 0.0 0.0: 0.2 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 : 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 : 70.5 80.3 92.5 93.3 69.7 79.6 86.5 89.1
Old : 70.5 80.3 92.5 93.3 69.7 79.6 86.5 89.1
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,947: 28,339 31,206 3,628 180 866 111 1,620 0 686 50 20: 297 5
Old : 33,947: 28,339 31,206 3,628 180 866 111 1,620 0 686 50 20: 297 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 133: 133 133 -10 0 0 10 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 91.9 10.7 0.5 2.6 0.3 4.8 0.0 2.0 0.1 0.1: 0.9 0.0
Old : 100.0: 83.5 91.9 10.7 0.5 2.6 0.3 4.8 0.0 2.0 0.1 0.1: 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: 19 17 4 . 4 . . 0 . . .:
Old : 33: 19 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 : 67.8 58.0 81.2 77.1 63.8 56.1 75.5 74.2
Old : 67.8 58.0 81.2 77.1 63.8 56.1 75.5 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,314: 18,643 21,258 2,063 10 716 0 160 110 430 0 0: 352 60
Old : 22,314: 18,643 21,258 2,063 10 716 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 24, 2018 :
: 13: 13 13 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 95.3 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: 83.5 95.3 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 : 66.5 69.4 84.7 86.8 61.4 68.2 77.6 82.5
Old : 66.5 69.4 84.7 86.8 61.4 68.2 77.6 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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,881: 41,485 30,761 4,586 8,986 817 100 6,678 8 463 337 214: 208 80
Old : 47,881: 41,485 30,761 4,586 8,986 817 100 6,678 8 463 337 214: 208 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -374: -631 366 282 -830 -5 10 15 -103 0 199 0: 73 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 64.2 9.6 18.8 1.7 0.2 13.9 0.0 1.0 0.7 0.4: 0.4 0.2
Old : 100.0: 86.6 64.2 9.6 18.8 1.7 0.2 13.9 0.0 1.0 0.7 0.4: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 22 4 . 4 . . . . . .:
Old : 40: 23 22 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 : 55.4 55.8 74.0 75.1 45.1 52.9 58.2 63.5
Old : 55.4 55.8 74.0 75.1 45.1 52.9 58.2 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,131: 34,512 24,000 4,376 12,266 612 0 2,920 0 0 200 65: 566 68
Old : 40,131: 34,512 24,000 4,376 12,266 612 0 2,920 0 0 200 65: 566 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -815: -890 -35 15 -780 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 59.8 10.9 30.6 1.5 0.0 7.3 0.0 0.0 0.5 0.2: 1.4 0.2
Old : 100.0: 86.0 59.8 10.9 30.6 1.5 0.0 7.3 0.0 0.0 0.5 0.2: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 16 . . . 0 . 0 0 . .:
Old : 30: 21 16 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 66.7 73.6 88.0 44.1 63.7 61.2 75.8
Old : 52.7 66.7 73.6 88.0 44.1 63.7 61.2 75.8
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 22,946: 10,379 18,970 5,535 0 3,450 2,425 183 275 0 0 0: 882 68
Old : 22,946: 10,379 18,970 5,535 0 3,450 2,425 183 275 0 0 0: 882 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 452: 133 302 -393 0 150 0 -125 75 -125 0 0: 612 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 82.7 24.1 0.0 15.0 10.6 0.8 1.2 0.0 0.0 0.0: 3.8 0.3
Old : 100.0: 45.2 82.7 24.1 0.0 15.0 10.6 0.8 1.2 0.0 0.0 0.0: 3.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 13 . 0 . . . . 0 0 0:
Old : 25: 13 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 : 68.8 71.3 89.3 93.5 58.3 68.7 71.1 78.6
Old : 68.8 71.3 89.3 93.5 58.3 68.7 71.1 78.6
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,070: 12,540 14,975 3,140 0 2,320 50 1,100 125 835 550 0: 60 0
Old : 19,070: 12,540 14,975 3,140 0 2,320 50 1,100 125 835 550 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 85: -40 35 100 0 -100 0 -75 125 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 78.5 16.5 0.0 12.2 0.3 5.8 0.7 4.4 2.9 0.0: 0.3 0.0
Old : 100.0: 65.8 78.5 16.5 0.0 12.2 0.3 5.8 0.7 4.4 2.9 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 : 27: 15 10 . 0 . . . . . . 0:
Old : 27: 15 10 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 83.1 83.2 94.6 46.7 75.4 70.0 82.3
Old : 57.1 83.1 83.2 94.6 46.7 75.4 70.0 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,465: 14,355 15,190 4,495 0 1,675 50 3,975 50 600 500 75: 165 0
Old : 21,465: 14,355 15,190 4,495 0 1,675 50 3,975 50 600 500 75: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -50: -50 25 100 0 -100 0 -75 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 70.8 20.9 0.0 7.8 0.2 18.5 0.2 2.8 2.3 0.3: 0.8 0.0
Old : 100.0: 66.9 70.8 20.9 0.0 7.8 0.2 18.5 0.2 2.8 2.3 0.3: 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 : 28: 17 9 . 0 . . . . . . .:
Old : 28: 17 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 83.3 82.9 94.9 49.6 81.3 73.8 86.8
Old : 56.7 83.3 82.9 94.9 49.6 81.3 73.8 86.8
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 265,987: 215,895 126,983 254 76,100 25,574 2,063 2,528 13,311 117 12,845 8,646: 127 0
Old : 265,987: 215,895 126,983 254 76,100 25,574 2,063 2,528 13,311 117 12,845 8,646: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 11,799: 11,296 6,825 0 947 -480 -638 293 439 -550 2,044 1,732: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 47.7 0.1 28.6 9.6 0.8 1.0 5.0 0.0 4.8 3.3: 0.0 0.0
Old : 100.0: 81.2 47.7 0.1 28.6 9.6 0.8 1.0 5.0 0.0 4.8 3.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 74.6 57.0 89.7 81.3 47.3 42.8 47.8 46.6
Old : 74.6 57.0 89.7 81.3 47.3 42.8 47.8 46.6
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,150: 14,600 15,595 6,250 6,285 1,270 0 0 0 810 0 0: 220 0
Old : 23,150: 14,600 15,595 6,250 6,285 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 24, 2018 :
: 30: 30 -70 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 67.4 27.0 27.1 5.5 0.0 0.0 0.0 3.5 0.0 0.0: 1.0 0.0
Old : 100.0: 63.1 67.4 27.0 27.1 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 : 76.4 74.7 92.1 90.5 70.9 69.2 83.0 81.4
Old : 76.4 74.7 92.1 90.5 70.9 69.2 83.0 81.4
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,020: 9,343 18,520 11,655 3,605 895 545 0 100 1,225 900 0: 257 0
Old : 24,020: 9,343 18,520 11,655 3,605 895 545 0 100 1,225 900 0: 257 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 75: 150 350 -400 -150 0 0 0 0 425 -25 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 77.1 48.5 15.0 3.7 2.3 0.0 0.4 5.1 3.7 0.0: 1.1 0.0
Old : 100.0: 38.9 77.1 48.5 15.0 3.7 2.3 0.0 0.4 5.1 3.7 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 10 . . . . 0 . . . 0:
Old : 27: 12 10 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 67.7 87.4 90.5 70.4 61.8 83.5 82.4
Old : 72.0 67.7 87.4 90.5 70.4 61.8 83.5 82.4
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,110: 6,980 13,595 8,550 3,105 1,395 345 0 100 1,125 900 0: 615 15
Old : 19,110: 6,980 13,595 8,550 3,105 1,395 345 0 100 1,125 900 0: 615 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -125: -50 135 -400 -150 0 0 0 0 425 -25 -100: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 71.1 44.7 16.2 7.3 1.8 0.0 0.5 5.9 4.7 0.0: 3.2 0.1
Old : 100.0: 36.5 71.1 44.7 16.2 7.3 1.8 0.0 0.5 5.9 4.7 0.0: 3.2 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 : 22: 10 8 . . . . 0 . . . 0:
Old : 22: 10 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 : 69.9 73.3 87.8 93.6 66.9 61.1 78.3 80.9
Old : 69.9 73.3 87.8 93.6 66.9 61.1 78.3 80.9
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,505: 7,115 4,185 685 120 1,620 0 3,900 0 700 475 125: 260 80
Old : 10,505: 7,115 4,185 685 120 1,620 0 3,900 0 700 475 125: 260 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 75: 100 0 -125 0 0 0 75 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 39.8 6.5 1.1 15.4 0.0 37.1 0.0 6.7 4.5 1.2: 2.5 0.8
Old : 100.0: 67.7 39.8 6.5 1.1 15.4 0.0 37.1 0.0 6.7 4.5 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 : 22: 12 8 . . . 0 . 0 . . .:
Old : 22: 12 8 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 67.8 80.8 89.0 46.1 60.6 63.0 69.8
Old : 58.5 67.8 80.8 89.0 46.1 60.6 63.0 69.8
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,315: 5,560 4,460 0 595 780 0 750 0 700 575 75: 200 80
Old : 7,315: 5,560 4,460 0 595 780 0 750 0 700 575 75: 200 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 75: 100 0 0 125 -125 0 75 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 61.0 0.0 8.1 10.7 0.0 10.3 0.0 9.6 7.9 1.0: 2.7 1.1
Old : 100.0: 76.0 61.0 0.0 8.1 10.7 0.0 10.3 0.0 9.6 7.9 1.0: 2.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 0 . . 0 . 0 . . .:
Old : 23: 12 8 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 53.0 79.4 83.9 52.0 49.4 65.7 69.2
Old : 52.0 53.0 79.4 83.9 52.0 49.4 65.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,807: 36,548 40,822 5,990 0 4,220 900 0 125 1,015 4,220 1,420: 589 0
Old : 50,807: 36,548 40,822 5,990 0 4,220 900 0 125 1,015 4,220 1,420: 589 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 870: 965 -15 75 0 -45 25 -475 125 100 1,655 -375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 80.3 11.8 0.0 8.3 1.8 0.0 0.2 2.0 8.3 2.8: 1.2 0.0
Old : 100.0: 71.9 80.3 11.8 0.0 8.3 1.8 0.0 0.2 2.0 8.3 2.8: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 14 . 0 . . 0 . . . .:
Old : 29: 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 : 57.5 84.3 80.4 96.0 55.5 82.9 72.2 85.4
Old : 57.5 84.3 80.4 96.0 55.5 82.9 72.2 85.4
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,486: 36,367 39,502 5,360 0 3,739 925 0 125 1,385 5,070 1,050: 535 0
Old : 49,486: 36,367 39,502 5,360 0 3,739 925 0 125 1,385 5,070 1,050: 535 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,310: 1,080 200 175 0 -45 50 -450 100 100 1,655 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 79.8 10.8 0.0 7.6 1.9 0.0 0.3 2.8 10.2 2.1: 1.1 0.0
Old : 100.0: 73.5 79.8 10.8 0.0 7.6 1.9 0.0 0.3 2.8 10.2 2.1: 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 . . 0 . . . .:
Old : 30: 17 13 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 84.1 79.7 94.6 56.3 82.9 73.6 86.4
Old : 58.3 84.1 79.7 94.6 56.3 82.9 73.6 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 118,758: 85,470 81,225 14,440 24,608 4,615 245 1,590 2,855 8,247 1,081 2,644: 242 140
Old : 118,758: 85,470 81,225 14,440 24,608 4,615 245 1,590 2,855 8,247 1,081 2,644: 242 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 559: 14 384 0 205 -110 -330 365 55 1,440 170 -510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 68.4 12.2 20.7 3.9 0.2 1.3 2.4 6.9 0.9 2.2: 0.2 0.1
Old : 100.0: 72.0 68.4 12.2 20.7 3.9 0.2 1.3 2.4 6.9 0.9 2.2: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 28 28 . 5 4 . 5 4 6 . 6:
Old : 56: 28 28 . 5 4 . 5 4 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 49.9 63.1 72.9 41.4 40.2 57.7 58.3
Old : 43.9 49.9 63.1 72.9 41.4 40.2 57.7 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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,748: 106,647 93,875 16,950 35,625 2,159 3,135 4,885 1,880 9,800 2,489 1,835: 342 0
Old : 142,748: 106,647 93,875 16,950 35,625 2,159 3,135 4,885 1,880 9,800 2,489 1,835: 342 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 887: 415 772 0 503 -298 -555 -20 55 1,550 170 -295: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 65.8 11.9 25.0 1.5 2.2 3.4 1.3 6.9 1.7 1.3: 0.2 0.0
Old : 100.0: 74.7 65.8 11.9 25.0 1.5 2.2 3.4 1.3 6.9 1.7 1.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 31 26 . 6 4 4 4 . 6 . 6:
Old : 60: 31 26 . 6 4 4 4 . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 54.2 60.9 75.0 37.2 50.2 55.5 65.4
Old : 40.3 54.2 60.9 75.0 37.2 50.2 55.5 65.4
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 294,739: 193,249 200,374 25,028 13,637 25,771 15,935 25,497 11,162 11,451 6,573 11,651: 491 75
Old : 294,739: 193,249 200,374 25,028 13,637 25,771 15,935 25,497 11,162 11,451 6,573 11,651: 491 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 8,941: 1,752 5,031 6,009 2,772 -827 -449 -697 883 804 1,017 830: -62 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 68.0 8.5 4.6 8.7 5.4 8.7 3.8 3.9 2.2 4.0: 0.2 0.0
Old : 100.0: 65.6 68.0 8.5 4.6 8.7 5.4 8.7 3.8 3.9 2.2 4.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 86: 35 40 . . 4 11 8 9 12 7 13:
Old : 86: 35 40 . . 4 11 8 9 12 7 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 36.7 54.8 57.7 25.7 25.8 38.7 40.2
Old : 34.3 36.7 54.8 57.7 25.7 25.8 38.7 40.2
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,189: 20,158 31,934 9,342 0 285 1,295 0 0 1,673 690 280: 156 0
Old : 33,189: 20,158 31,934 9,342 0 285 1,295 0 0 1,673 690 280: 156 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 715: 55 435 500 0 0 35 0 0 -75 80 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 96.2 28.1 0.0 0.9 3.9 0.0 0.0 5.0 2.1 0.8: 0.5 0.0
Old : 100.0: 60.7 96.2 28.1 0.0 0.9 3.9 0.0 0.0 5.0 2.1 0.8: 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 : 30: 19 8 . 0 . . 0 0 . . .:
Old : 30: 19 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 : 54.4 92.3 76.4 98.2 53.6 88.9 75.5 92.2
Old : 54.4 92.3 76.4 98.2 53.6 88.9 75.5 92.2
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,501: 18,688 29,161 10,082 0 120 215 940 510 1,258 340 430: 198 0
Old : 31,501: 18,688 29,161 10,082 0 120 215 940 510 1,258 340 430: 198 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 715: 55 435 500 0 0 35 0 0 -125 30 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 92.6 32.0 0.0 0.4 0.7 3.0 1.6 4.0 1.1 1.4: 0.6 0.0
Old : 100.0: 59.3 92.6 32.0 0.0 0.4 0.7 3.0 1.6 4.0 1.1 1.4: 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 : 29: 18 9 . 0 . . . . . . .:
Old : 29: 18 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 91.0 80.9 98.1 58.1 87.1 80.5 91.3
Old : 58.5 91.0 80.9 98.1 58.1 87.1 80.5 91.3
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,335: 6,705 9,797 3,687 1,930 1,333 1,435 0 100 0 100 0: 2,075 2,075
Old : 15,335: 6,705 9,797 3,687 1,930 1,333 1,435 0 100 0 100 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 24, 2018 :
: 50: 75 0 -25 50 0 250 0 0 -250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 63.9 24.0 12.6 8.7 9.4 0.0 0.7 0.0 0.7 0.0: 13.5 13.5
Old : 100.0: 43.7 63.9 24.0 12.6 8.7 9.4 0.0 0.7 0.0 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 . 0:
Old : 21: 12 11 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 52.2 81.6 74.7 59.2 47.7 66.8 62.7
Old : 68.5 52.2 81.6 74.7 59.2 47.7 66.8 62.7
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,840: 3,350 9,840 5,485 455 300 1,135 0 125 325 0 0: 1,120 1,120
Old : 11,840: 3,350 9,840 5,485 455 300 1,135 0 125 325 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 24, 2018 :
: 0: 0 0 0 0 0 100 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 83.1 46.3 3.8 2.5 9.6 0.0 1.1 2.7 0.0 0.0: 9.5 9.5
Old : 100.0: 28.3 83.1 46.3 3.8 2.5 9.6 0.0 1.1 2.7 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 : 70.8 46.4 85.6 75.3 69.0 45.4 78.5 66.0
Old : 70.8 46.4 85.6 75.3 69.0 45.4 78.5 66.0
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,871: 22,095 26,461 16,953 21,090 0 14,375 5,335 25 0 575 1,075: 6,348 6,310
Old : 60,871: 22,095 26,461 16,953 21,090 0 14,375 5,335 25 0 575 1,075: 6,348 6,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 2,555: 380 1,030 25 600 -100 2,200 5,335 25 -100 -4,460 75: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 43.5 27.9 34.6 0.0 23.6 8.8 0.0 0.0 0.9 1.8: 10.4 10.4
Old : 100.0: 36.3 43.5 27.9 34.6 0.0 23.6 8.8 0.0 0.0 0.9 1.8: 10.4 10.4
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 : 28: 14 19 . . 0 . . . 0 . .:
Old : 28: 14 19 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 50.3 79.8 69.2 67.2 50.2 76.6 67.2
Old : 68.5 50.3 79.8 69.2 67.2 50.2 76.6 67.2
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,898: 19,880 24,688 15,585 21,275 0 16,590 5,535 25 0 450 1,075: 5,743 5,850
Old : 58,898: 19,880 24,688 15,585 21,275 0 16,590 5,535 25 0 450 1,075: 5,743 5,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 2,480: 285 620 0 720 0 2,075 5,535 25 -150 -4,785 125: 120 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 41.9 26.5 36.1 0.0 28.2 9.4 0.0 0.0 0.8 1.8: 9.8 9.9
Old : 100.0: 33.8 41.9 26.5 36.1 0.0 28.2 9.4 0.0 0.0 0.8 1.8: 9.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 19 . . 0 . . . 0 . .:
Old : 28: 13 19 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 52.0 82.7 71.0 68.2 52.0 79.0 69.8
Old : 69.4 52.0 82.7 71.0 68.2 52.0 79.0 69.8
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,065: 14,500 6,730 260 95 2,275 705 8,100 40 0 865 0: 3,285 2,960
Old : 21,065: 14,500 6,730 260 95 2,275 705 8,100 40 0 865 0: 3,285 2,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 310: 0 350 260 -140 -160 450 0 0 -500 60 0: 260 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 31.9 1.2 0.5 10.8 3.3 38.5 0.2 0.0 4.1 0.0: 15.6 14.1
Old : 100.0: 68.8 31.9 1.2 0.5 10.8 3.3 38.5 0.2 0.0 4.1 0.0: 15.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 8 . . . . . . 0 . 0:
Old : 26: 13 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 : 46.2 60.6 70.4 76.6 43.9 55.2 56.9 63.4
Old : 46.2 60.6 70.4 76.6 43.9 55.2 56.9 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,205: 13,415 6,730 1,785 95 1,675 305 8,300 0 0 600 0: 3,025 2,805
Old : 20,205: 13,415 6,730 1,785 95 1,675 305 8,300 0 0 600 0: 3,025 2,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 310: 0 350 400 0 -300 -50 0 0 0 0 0: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 33.3 8.8 0.5 8.3 1.5 41.1 0.0 0.0 3.0 0.0: 15.0 13.9
Old : 100.0: 66.4 33.3 8.8 0.5 8.3 1.5 41.1 0.0 0.0 3.0 0.0: 15.0 13.9
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: 14 8 . . . . . 0 0 . 0:
Old : 24: 14 8 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 63.1 71.3 77.9 42.1 58.6 59.7 67.3
Old : 47.9 63.1 71.3 77.9 42.1 58.6 59.7 67.3
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 11,350 23,308 2,287 885 1,160 11,835 1,030 0 0 0 0: 2,988 3,237
Old : 29,620: 11,350 23,308 2,287 885 1,160 11,835 1,030 0 0 0 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 24, 2018 :
: 0: -5 0 5 0 0 0 1,030 0 0 -1,030 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 3.5 0.0 0.0 0.0 0.0: 10.1 10.9
Old : 100.0: 38.3 78.7 7.7 3.0 3.9 40.0 3.5 0.0 0.0 0.0 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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,875: 14,195 30,825 12,890 0 875 4,180 1,485 195 980 50 0: 2,560 2,445
Old : 35,875: 14,195 30,825 12,890 0 875 4,180 1,485 195 980 50 0: 2,560 2,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 105: 0 0 -325 0 0 325 1,485 -25 0 -1,485 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 85.9 35.9 0.0 2.4 11.7 4.1 0.5 2.7 0.1 0.0: 7.1 6.8
Old : 100.0: 39.6 85.9 35.9 0.0 2.4 11.7 4.1 0.5 2.7 0.1 0.0: 7.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 9 . 0 . . . . . . 0:
Old : 26: 11 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 : 59.8 81.3 78.0 89.7 58.4 80.9 75.9 87.8
Old : 59.8 81.3 78.0 89.7 58.4 80.9 75.9 87.8
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,450: 12,835 27,945 11,560 0 675 4,120 1,485 205 850 50 0: 2,205 2,090
Old : 32,450: 12,835 27,945 11,560 0 675 4,120 1,485 205 850 50 0: 2,205 2,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 155: 0 0 -315 0 0 315 1,485 -15 0 -1,485 0: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 86.1 35.6 0.0 2.1 12.7 4.6 0.6 2.6 0.2 0.0: 6.8 6.4
Old : 100.0: 39.6 86.1 35.6 0.0 2.1 12.7 4.6 0.6 2.6 0.2 0.0: 6.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 9 . 0 . . . . . . 0:
Old : 26: 11 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 : 61.5 81.0 78.7 90.3 59.9 80.6 76.6 88.3
Old : 61.5 81.0 78.7 90.3 59.9 80.6 76.6 88.3
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,230: 18,750 8,350 0 13,285 300 2,335 320 60 500 380 0: 1,285 535
Old : 23,230: 18,750 8,350 0 13,285 300 2,335 320 60 500 380 0: 1,285 535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 0: 0 0 0 -100 0 965 25 0 -965 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 35.9 0.0 57.2 1.3 10.1 1.4 0.3 2.2 1.6 0.0: 5.5 2.3
Old : 100.0: 80.7 35.9 0.0 57.2 1.3 10.1 1.4 0.3 2.2 1.6 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 : 58.0 74.2 75.3 87.6 55.2 72.9 69.9 83.2
Old : 58.0 74.2 75.3 87.6 55.2 72.9 69.9 83.2
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,820: 18,535 7,345 0 14,035 300 2,335 250 60 350 250 0: 1,240 580
Old : 22,820: 18,535 7,345 0 14,035 300 2,335 250 60 350 250 0: 1,240 580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 15: 0 0 0 -90 0 965 15 0 -965 75 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 32.2 0.0 61.5 1.3 10.2 1.1 0.3 1.5 1.1 0.0: 5.4 2.5
Old : 100.0: 81.2 32.2 0.0 61.5 1.3 10.2 1.1 0.3 1.5 1.1 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 : 60.4 78.9 75.8 90.4 59.8 77.5 74.1 85.2
Old : 60.4 78.9 75.8 90.4 59.8 77.5 74.1 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,390: 26,050 11,325 0 21,735 175 7,205 1,450 315 2,075 1,000 0: 1,570 1,390
Old : 37,390: 26,050 11,325 0 21,735 175 7,205 1,450 315 2,075 1,000 0: 1,570 1,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 915: 690 290 0 -50 0 -100 1,400 25 0 -1,050 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 30.3 0.0 58.1 0.5 19.3 3.9 0.8 5.5 2.7 0.0: 4.2 3.7
Old : 100.0: 69.7 30.3 0.0 58.1 0.5 19.3 3.9 0.8 5.5 2.7 0.0: 4.2 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 : 26: 14 7 0 . . . . . . . 0:
Old : 26: 14 7 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 75.4 84.0 93.3 63.9 74.5 81.5 89.1
Old : 64.5 75.4 84.0 93.3 63.9 74.5 81.5 89.1
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,430: 23,040 13,785 0 16,540 175 7,675 1,450 75 2,000 1,000 0: 1,465 1,405
Old : 34,430: 23,040 13,785 0 16,540 175 7,675 1,450 75 2,000 1,000 0: 1,465 1,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 800: 700 300 0 -50 0 -100 1,400 25 0 -1,050 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 40.0 0.0 48.0 0.5 22.3 4.2 0.2 5.8 2.9 0.0: 4.3 4.1
Old : 100.0: 66.9 40.0 0.0 48.0 0.5 22.3 4.2 0.2 5.8 2.9 0.0: 4.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 7 0 . . . . . . . 0:
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 : 64.9 71.8 84.6 92.8 64.9 71.3 83.1 88.6
Old : 64.9 71.8 84.6 92.8 64.9 71.3 83.1 88.6
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 99,900: 39,455 83,420 38,050 0 455 6,755 0 4,755 1,290 2,075 375: 8,765 8,820
Old : 99,900: 39,455 83,420 38,050 0 455 6,755 0 4,755 1,290 2,075 375: 8,765 8,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 875: 515 425 -375 0 0 1,785 0 295 -1,500 0 -70: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 83.5 38.1 0.0 0.5 6.8 0.0 4.8 1.3 2.1 0.4: 8.8 8.8
Old : 100.0: 39.5 83.5 38.1 0.0 0.5 6.8 0.0 4.8 1.3 2.1 0.4: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 24 . 0 . 4 0 4 . . .:
Old : 39: 18 24 . 0 . 4 0 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 57.4 76.2 71.7 59.0 57.1 68.1 68.4
Old : 63.0 57.4 76.2 71.7 59.0 57.1 68.1 68.4
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,040: 36,930 74,505 32,815 0 230 5,485 0 4,360 1,210 1,880 175: 8,835 8,890
Old : 90,040: 36,930 74,505 32,815 0 230 5,485 0 4,360 1,210 1,880 175: 8,835 8,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,125: 365 1,165 545 0 -270 1,985 0 175 -1,850 -120 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 82.7 36.4 0.0 0.3 6.1 0.0 4.8 1.3 2.1 0.2: 9.8 9.9
Old : 100.0: 41.0 82.7 36.4 0.0 0.3 6.1 0.0 4.8 1.3 2.1 0.2: 9.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 21 . 0 . 4 0 . . . .:
Old : 38: 17 21 . 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 : 61.8 55.7 75.3 70.2 59.0 55.3 69.5 68.9
Old : 61.8 55.7 75.3 70.2 59.0 55.3 69.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,395: 12,125 19,980 8,845 3,510 2,995 5,650 2,150 0 0 1,050 150: 1,630 1,560
Old : 31,395: 12,125 19,980 8,845 3,510 2,995 5,650 2,150 0 0 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 24, 2018 :
: 870: -480 470 200 0 400 4,450 0 0 -3,700 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 63.6 28.2 11.2 9.5 18.0 6.8 0.0 0.0 3.3 0.5: 5.2 5.0
Old : 100.0: 38.6 63.6 28.2 11.2 9.5 18.0 6.8 0.0 0.0 3.3 0.5: 5.2 5.0
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: 13 17 . . . . . 0 0 . .:
Old : 29: 13 17 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 51.0 83.3 70.9 55.4 47.8 71.2 63.2
Old : 64.3 51.0 83.3 70.9 55.4 47.8 71.2 63.2
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,675: 8,795 14,270 7,385 3,495 3,120 3,025 150 0 0 1,250 0: 350 390
Old : 22,675: 8,795 14,270 7,385 3,495 3,120 3,025 150 0 0 1,250 0: 350 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 50: 0 0 0 0 0 3,025 0 0 -2,975 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 62.9 32.6 15.4 13.8 13.3 0.7 0.0 0.0 5.5 0.0: 1.5 1.7
Old : 100.0: 38.8 62.9 32.6 15.4 13.8 13.3 0.7 0.0 0.0 5.5 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 : 78.8 55.3 93.9 78.2 60.6 47.4 74.3 67.0
Old : 78.8 55.3 93.9 78.2 60.6 47.4 74.3 67.0
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,505: 8,820 9,790 0 3,780 1,910 6,800 2,050 0 0 0 0: 975 975
Old : 18,505: 8,820 9,790 0 3,780 1,910 6,800 2,050 0 0 0 0: 975 975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 300: 300 600 0 150 0 300 2,050 0 0 -2,200 0: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 52.9 0.0 20.4 10.3 36.7 11.1 0.0 0.0 0.0 0.0: 5.3 5.3
Old : 100.0: 47.7 52.9 0.0 20.4 10.3 36.7 11.1 0.0 0.0 0.0 0.0: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 10 0 . . . . 0 0 0 0:
Old : 21: 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 : 76.9 67.1 88.5 89.3 74.1 59.1 80.4 79.0
Old : 76.9 67.1 88.5 89.3 74.1 59.1 80.4 79.0
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 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,335: 36,110 32,075 600 2,205 8,080 150 2,490 940 0 150 0: 10,455 10,395
Old : 56,335: 36,110 32,075 600 2,205 8,080 150 2,490 940 0 150 0: 10,455 10,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,185: -115 -285 0 -730 460 -300 2,100 150 0 -1,500 0: 990 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 56.9 1.1 3.9 14.3 0.3 4.4 1.7 0.0 0.3 0.0: 18.6 18.5
Old : 100.0: 64.1 56.9 1.1 3.9 14.3 0.3 4.4 1.7 0.0 0.3 0.0: 18.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 . . . . . . 0 . 0:
Old : 31: 17 19 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 35.7 70.4 56.0 38.5 23.0 41.8 35.7
Old : 52.8 35.7 70.4 56.0 38.5 23.0 41.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, July 31, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,445: 19,760 21,980 1,580 1,040 6,245 2,060 800 0 0 0 0: 11,800 11,380
Old : 41,445: 19,760 21,980 1,580 1,040 6,245 2,060 800 0 0 0 0: 11,800 11,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 920: 575 575 100 -50 295 0 800 0 0 -650 -100: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 53.0 3.8 2.5 15.1 5.0 1.9 0.0 0.0 0.0 0.0: 28.5 27.5
Old : 100.0: 47.7 53.0 3.8 2.5 15.1 5.0 1.9 0.0 0.0 0.0 0.0: 28.5 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 : 25: 14 19 . . . . . 0 0 0 0:
Old : 25: 14 19 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 32.8 64.5 49.6 30.4 22.3 36.4 31.8
Old : 47.1 32.8 64.5 49.6 30.4 22.3 36.4 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2018