COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,921: 12,795 18,766 4,628 661 418 819 7,029 1,533 11,391 2,952 3,410: 927 1,152 Old : 35,921: 12,795 18,766 4,628 661 418 819 7,029 1,533 11,391 2,952 3,410: 927 1,152 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 588: 508 115 -32 12 42 -55 498 -10 -54 -255 174: 15 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 52.2 12.9 1.8 1.2 2.3 19.6 4.3 31.7 8.2 9.5: 2.6 3.2 Old : 100.0: 35.6 52.2 12.9 1.8 1.2 2.3 19.6 4.3 31.7 8.2 9.5: 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 : 38.7 63.4 61.3 78.0 30.9 51.2 48.8 58.4 Old : 38.7 63.4 61.3 78.0 30.9 51.2 48.8 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 4,726: 2,551 3,077 136 175 124 150 0 0 890 724 456: 419 170 Old : 4,726: 2,551 3,077 136 175 124 150 0 0 890 724 456: 419 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 160: 47 272 12 0 -12 -60 0 0 153 -5 20: 0 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 65.1 2.9 3.7 2.6 3.2 0.0 0.0 18.8 15.3 9.6: 8.9 3.6 Old : 100.0: 54.0 65.1 2.9 3.7 2.6 3.2 0.0 0.0 18.8 15.3 9.6: 8.9 3.6 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 : 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 : 61.5 66.1 78.2 81.4 52.1 56.5 62.8 65.3 Old : 61.5 66.1 78.2 81.4 52.1 56.5 62.8 65.3 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 56,269: 29,623 33,389 129 3,294 11,739 7,925 22 2,944 777 2,274 2,213: 918 393 Old : 56,269: 29,623 33,389 129 3,294 11,739 7,925 22 2,944 777 2,274 2,213: 918 393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,517: -1,888 -2,947 -42 197 312 -742 -96 -14 -307 -213 290: -126 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.6 59.3 0.2 5.9 20.9 14.1 0.0 5.2 1.4 4.0 3.9: 1.6 0.7 Old : 100.0: 52.6 59.3 0.2 5.9 20.9 14.1 0.0 5.2 1.4 4.0 3.9: 1.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 29 28 . . . 5 . 5 5 6 8: Old : 51: 29 28 . . . 5 . 5 5 6 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 : 43.3 45.5 62.2 65.3 25.8 21.9 32.7 30.2 Old : 43.3 45.5 62.2 65.3 25.8 21.9 32.7 30.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 41,973: 31,737 35,496 1,755 630 4,352 194 925 95 3,600 375 100: 140 0 Old : 41,973: 31,737 35,496 1,755 630 4,352 194 925 95 3,600 375 100: 140 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,347: -2,402 -1,270 -410 -155 382 -6 -54 30 425 50 -200: -165 -1,130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 84.6 4.2 1.5 10.4 0.5 2.2 0.2 8.6 0.9 0.2: 0.3 0.0 Old : 100.0: 75.6 84.6 4.2 1.5 10.4 0.5 2.2 0.2 8.6 0.9 0.2: 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 : 37: 21 17 . . . . . . 6 . .: Old : 37: 21 17 . . . . . . 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 : 64.3 67.4 83.4 86.5 58.0 62.3 68.4 69.7 Old : 64.3 67.4 83.4 86.5 58.0 62.3 68.4 69.7 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,604: 16,598 15,120 75 2,887 952 0 0 0 1,305 0 545: 129 100 Old : 19,604: 16,598 15,120 75 2,887 952 0 0 0 1,305 0 545: 129 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,950: -1,409 -1,350 -495 50 -100 0 0 0 85 0 -160: 129 -390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 77.1 0.4 14.7 4.9 0.0 0.0 0.0 6.7 0.0 2.8: 0.7 0.5 Old : 100.0: 84.7 77.1 0.4 14.7 4.9 0.0 0.0 0.0 6.7 0.0 2.8: 0.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 9 . . . 0 0 0 . 0 .: Old : 22: 13 9 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.4 75.4 88.1 93.1 70.8 68.9 79.3 81.3 Old : 73.4 75.4 88.1 93.1 70.8 68.9 79.3 81.3 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 155,512: 131,900 111,629 2,038 15,976 8,860 5,995 10,485 1,240 3,052 4,919 2,233: 194 170 Old : 155,512: 131,900 111,629 2,038 15,976 8,860 5,995 10,485 1,240 3,052 4,919 2,233: 194 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -5,337: -4,863 -3,522 -158 -141 -33 -940 -77 -412 1,257 -970 -172: -16 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 71.8 1.3 10.3 5.7 3.9 6.7 0.8 2.0 3.2 1.4: 0.1 0.1 Old : 100.0: 84.8 71.8 1.3 10.3 5.7 3.9 6.7 0.8 2.0 3.2 1.4: 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 : 54: 32 34 . . 4 4 . . . . .: Old : 54: 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 : 37.3 52.5 56.9 70.3 32.2 44.3 43.8 52.2 Old : 37.3 52.5 56.9 70.3 32.2 44.3 43.8 52.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 45,208: 27,733 27,521 14,501 9,366 1,284 912 5,025 158 475 1,829 25: 120 0 Old : 45,208: 27,733 27,521 14,501 9,366 1,284 912 5,025 158 475 1,829 25: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -3,003: -909 -1,036 -1,862 -2,057 93 97 320 -221 -175 -76 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 60.9 32.1 20.7 2.8 2.0 11.1 0.3 1.1 4.0 0.1: 0.3 0.0 Old : 100.0: 61.3 60.9 32.1 20.7 2.8 2.0 11.1 0.3 1.1 4.0 0.1: 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 : 36: 14 19 . . . . . . . 4 .: Old : 36: 14 19 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.2 75.3 93.0 89.5 75.2 66.4 81.4 80.5 Old : 79.2 75.3 93.0 89.5 75.2 66.4 81.4 80.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 31,075: 26,245 19,085 4,435 11,895 95 150 0 0 150 0 0: 0 0 Old : 31,075: 26,245 19,085 4,435 11,895 95 150 0 0 150 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,430: -1,260 -1,200 -140 -275 95 0 0 0 -125 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 61.4 14.3 38.3 0.3 0.5 0.0 0.0 0.5 0.0 0.0: 0.0 0.0 Old : 100.0: 84.5 61.4 14.3 38.3 0.3 0.5 0.0 0.0 0.5 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 11 . . . . 0 0 . 0 0: Old : 21: 9 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 : 88.9 93.5 98.1 98.4 84.6 85.8 88.8 89.6 Old : 88.9 93.5 98.1 98.4 84.6 85.8 88.8 89.6 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 46,015: 34,765 34,865 4,970 8,410 1,150 3,050 950 0 1,415 0 490: 175 150 Old : 46,015: 34,765 34,865 4,970 8,410 1,150 3,050 950 0 1,415 0 490: 175 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -980: -240 -1,355 -10 1,060 -555 100 -150 0 -305 0 30: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 75.8 10.8 18.3 2.5 6.6 2.1 0.0 3.1 0.0 1.1: 0.4 0.3 Old : 100.0: 75.6 75.8 10.8 18.3 2.5 6.6 2.1 0.0 3.1 0.0 1.1: 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 : 47.6 52.2 68.6 71.2 43.1 44.9 60.8 62.2 Old : 47.6 52.2 68.6 71.2 43.1 44.9 60.8 62.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 68,815: 46,679 45,034 4,902 16,853 3,871 10,905 1,825 800 875 0 410: 373 22 Old : 68,815: 46,679 45,034 4,902 16,853 3,871 10,905 1,825 800 875 0 410: 373 22 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -4,753: -2,696 -4,059 -26 1,638 -1,367 -540 -865 -50 0 0 -50: -24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 65.4 7.1 24.5 5.6 15.8 2.7 1.2 1.3 0.0 0.6: 0.5 0.0 Old : 100.0: 67.8 65.4 7.1 24.5 5.6 15.8 2.7 1.2 1.3 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 : 42: 27 25 . . 4 5 . 4 . 0 .: Old : 42: 27 25 . . 4 5 . 4 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 60.9 63.4 76.3 37.5 56.4 58.7 64.8 Old : 39.3 60.9 63.4 76.3 37.5 56.4 58.7 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 73,272: 52,397 54,225 15,765 16,245 790 500 390 190 2,010 120 1,125: 495 187 Old : 73,272: 52,397 54,225 15,765 16,245 790 500 390 190 2,010 120 1,125: 495 187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,761: -1,731 -1,082 -850 -1,425 0 -50 -155 0 -65 -15 -50: -15 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 74.0 21.5 22.2 1.1 0.7 0.5 0.3 2.7 0.2 1.5: 0.7 0.3 Old : 100.0: 71.5 74.0 21.5 22.2 1.1 0.7 0.5 0.3 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 : 45.7 61.7 68.8 78.9 44.8 61.1 66.0 76.2 Old : 45.7 61.7 68.8 78.9 44.8 61.1 66.0 76.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 108,847: 75,897 70,856 24,225 34,704 2,030 2,290 150 0 2,805 0 1,000: 600 107 Old : 108,847: 75,897 70,856 24,225 34,704 2,030 2,290 150 0 2,805 0 1,000: 600 107 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,136: -413 -529 -975 -1,532 0 -580 -10 0 -90 0 -50: -28 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 65.1 22.3 31.9 1.9 2.1 0.1 0.0 2.6 0.0 0.9: 0.6 0.1 Old : 100.0: 69.7 65.1 22.3 31.9 1.9 2.1 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 : 44: 23 25 . 4 . . . 0 . 0 .: Old : 44: 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 : 45.7 62.2 67.7 79.0 44.1 60.6 65.8 77.1 Old : 45.7 62.2 67.7 79.0 44.1 60.6 65.8 77.1 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 30,600: 21,975 25,970 3,555 10 4,055 615 0 0 200 0 0: 200 565 Old : 30,600: 21,975 25,970 3,555 10 4,055 615 0 0 200 0 0: 200 565 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 705: 620 5 -685 10 590 0 0 0 0 0 0: 180 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 84.9 11.6 0.0 13.3 2.0 0.0 0.0 0.7 0.0 0.0: 0.7 1.8 Old : 100.0: 71.8 84.9 11.6 0.0 13.3 2.0 0.0 0.0 0.7 0.0 0.0: 0.7 1.8 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 : 27: 19 14 . . . . 0 0 . 0 0: Old : 27: 19 14 . . . . 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 : 50.4 77.4 81.2 87.4 43.2 66.9 62.9 71.5 Old : 50.4 77.4 81.2 87.4 43.2 66.9 62.9 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 29,865: 24,150 24,145 35 1,420 3,915 0 300 0 1,425 0 0: 340 85 Old : 29,865: 24,150 24,145 35 1,420 3,915 0 300 0 1,425 0 0: 340 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -160: -270 390 35 -265 -35 0 0 0 0 0 0: 110 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 80.8 0.1 4.8 13.1 0.0 1.0 0.0 4.8 0.0 0.0: 1.1 0.3 Old : 100.0: 80.9 80.8 0.1 4.8 13.1 0.0 1.0 0.0 4.8 0.0 0.0: 1.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 18 . . . 0 . 0 . 0 0: Old : 27: 17 18 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 67.0 73.8 89.0 37.2 55.3 50.5 59.9 Old : 54.2 67.0 73.8 89.0 37.2 55.3 50.5 59.9 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 9,080 0 650 200 150 500 0 550 150 0: 0 150 Old : 10,730: 9,830 9,080 0 650 200 150 500 0 550 150 0: 0 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 0: 0 -150 0 0 0 0 0 0 0 0 0: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 84.6 0.0 6.1 1.9 1.4 4.7 0.0 5.1 1.4 0.0: 0.0 1.4 Old : 100.0: 91.6 84.6 0.0 6.1 1.9 1.4 4.7 0.0 5.1 1.4 0.0: 0.0 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 71.4 82.6 95.3 53.2 64.0 68.7 74.5 Old : 64.4 71.4 82.6 95.3 53.2 64.0 68.7 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 59,047: 34,476 39,393 350 7,933 7,282 5,381 31 357 7,838 824 2,539: 824 688 Old : 59,047: 34,476 39,393 350 7,933 7,282 5,381 31 357 7,838 824 2,539: 824 688 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 2,332: 528 1,832 0 -981 1,194 272 0 16 -47 2 -16: 385 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 66.7 0.6 13.4 12.3 9.1 0.1 0.6 13.3 1.4 4.3: 1.4 1.2 Old : 100.0: 58.4 66.7 0.6 13.4 12.3 9.1 0.1 0.6 13.3 1.4 4.3: 1.4 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 : 53: 24 26 . . . 7 . 6 6 6 7: Old : 53: 24 26 . . . 7 . 6 6 6 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 : 45.5 41.4 66.0 63.6 25.3 22.3 39.3 35.8 Old : 45.5 41.4 66.0 63.6 25.3 22.3 39.3 35.8 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 11,560: 7,170 7,195 1,162 900 1,210 0 0 0 100 420 1,400: 518 435 Old : 11,560: 7,170 7,195 1,162 900 1,210 0 0 0 100 420 1,400: 518 435 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 600: 50 850 0 0 0 0 0 0 100 -550 300: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 62.2 10.1 7.8 10.5 0.0 0.0 0.0 0.9 3.6 12.1: 4.5 3.8 Old : 100.0: 62.0 62.2 10.1 7.8 10.5 0.0 0.0 0.0 0.9 3.6 12.1: 4.5 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 11 . . . 0 0 0 . . .: Old : 20: 13 11 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 42.7 72.3 65.0 34.8 33.7 45.2 45.1 Old : 50.0 42.7 72.3 65.0 34.8 33.7 45.2 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 43,479: 33,104 38,117 5,315 987 3,345 815 600 0 125 50 75: 700 305 Old : 43,479: 33,104 38,117 5,315 987 3,345 815 600 0 125 50 75: 700 305 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 1,230: 755 590 360 970 -425 -50 -100 0 -75 25 25: 640 145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 87.7 12.2 2.3 7.7 1.9 1.4 0.0 0.3 0.1 0.2: 1.6 0.7 Old : 100.0: 76.1 87.7 12.2 2.3 7.7 1.9 1.4 0.0 0.3 0.1 0.2: 1.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 50.9 66.9 77.6 84.6 47.0 58.7 67.4 67.3 Old : 50.9 66.9 77.6 84.6 47.0 58.7 67.4 67.3 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 48,155: 41,280 32,969 750 12,293 822 2,635 1,248 0 1,510 260 425: 733 138 Old : 48,155: 41,280 32,969 750 12,293 822 2,635 1,248 0 1,510 260 425: 733 138 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 860: 735 -148 -30 920 0 -50 0 0 75 -50 0: 130 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 68.5 1.6 25.5 1.7 5.5 2.6 0.0 3.1 0.5 0.9: 1.5 0.3 Old : 100.0: 85.7 68.5 1.6 25.5 1.7 5.5 2.6 0.0 3.1 0.5 0.9: 1.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 61.1 56.6 76.4 81.4 55.7 54.9 70.2 75.9 Old : 61.1 56.6 76.4 81.4 55.7 54.9 70.2 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 48,569: 37,527 39,031 6,036 8,005 150 1,000 0 0 2,713 300 470: 673 613 Old : 48,569: 37,527 39,031 6,036 8,005 150 1,000 0 0 2,713 300 470: 673 613 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -3,553: -2,797 -3,173 -301 -325 0 -600 0 0 195 0 -45: -5 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 80.4 12.4 16.5 0.3 2.1 0.0 0.0 5.6 0.6 1.0: 1.4 1.3 Old : 100.0: 77.3 80.4 12.4 16.5 0.3 2.1 0.0 0.0 5.6 0.6 1.0: 1.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 57.7 91.0 72.9 95.3 57.7 87.2 71.3 90.5 Old : 57.7 91.0 72.9 95.3 57.7 87.2 71.3 90.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 55,911: 44,175 43,443 5,750 7,935 875 950 0 0 2,953 2,650 450: 758 558 Old : 55,911: 44,175 43,443 5,750 7,935 875 950 0 0 2,953 2,650 450: 758 558 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -5,076: -3,595 -4,206 -431 -365 0 -1,200 0 0 115 -500 -25: 60 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 77.7 10.3 14.2 1.6 1.7 0.0 0.0 5.3 4.7 0.8: 1.4 1.0 Old : 100.0: 79.0 77.7 10.3 14.2 1.6 1.7 0.0 0.0 5.3 4.7 0.8: 1.4 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 16 . . . . 0 0 . . .: Old : 31: 18 16 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 85.0 72.1 94.5 57.2 82.9 70.8 91.7 Old : 57.8 85.0 72.1 94.5 57.2 82.9 70.8 91.7 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 78,189: 65,817 71,207 8,532 4,005 1,950 0 150 0 979 155 722: 189 0 Old : 78,189: 65,817 71,207 8,532 4,005 1,950 0 150 0 979 155 722: 189 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -6,071: -6,138 -4,787 -408 -1,043 200 0 -50 0 490 -110 -281: 66 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 91.1 10.9 5.1 2.5 0.0 0.2 0.0 1.3 0.2 0.9: 0.2 0.0 Old : 100.0: 84.2 91.1 10.9 5.1 2.5 0.0 0.2 0.0 1.3 0.2 0.9: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 23 25 . . 4 0 . 0 . . .: Old : 36: 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 : 61.7 58.1 80.4 74.5 60.0 49.7 71.2 64.1 Old : 61.7 58.1 80.4 74.5 60.0 49.7 71.2 64.1 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 111,728: 92,403 98,035 10,752 7,389 2,012 8 1,054 203 4,615 1,520 1,501: 234 15 Old : 111,728: 92,403 98,035 10,752 7,389 2,012 8 1,054 203 4,615 1,520 1,501: 234 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -9,083: -9,376 -6,330 -1,078 -1,091 252 1 -1,183 -50 1,501 -329 -357: 24 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 87.7 9.6 6.6 1.8 0.0 0.9 0.2 4.1 1.4 1.3: 0.2 0.0 Old : 100.0: 82.7 87.7 9.6 6.6 1.8 0.0 0.9 0.2 4.1 1.4 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 : 46: 21 26 . . . . 4 . 5 . .: Old : 46: 21 26 . . . . 4 . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 45.9 80.1 66.3 53.7 42.3 71.6 58.9 Old : 55.5 45.9 80.1 66.3 53.7 42.3 71.6 58.9 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 51,960: 46,375 45,115 1,408 2,643 3,927 0 125 0 250 150 0: 0 0 Old : 51,960: 46,375 45,115 1,408 2,643 3,927 0 125 0 250 150 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,940: -2,200 -2,940 -538 90 -90 0 -25 0 -100 25 0: -12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 86.8 2.7 5.1 7.6 0.0 0.2 0.0 0.5 0.3 0.0: 0.0 0.0 Old : 100.0: 89.3 86.8 2.7 5.1 7.6 0.0 0.2 0.0 0.5 0.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 10 13 . . . 0 . 0 . . 0: Old : 25: 10 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 : 93.2 86.9 98.5 96.3 88.6 83.5 91.3 88.9 Old : 93.2 86.9 98.5 96.3 88.6 83.5 91.3 88.9 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 37,157: 29,207 27,377 980 4,245 3,175 950 1,775 250 1,300 0 250: 1,045 85 Old : 37,157: 29,207 27,377 980 4,245 3,175 950 1,775 250 1,300 0 250: 1,045 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,047: -1,867 -1,327 210 105 -215 -150 -625 0 5 0 0: -30 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 73.7 2.6 11.4 8.5 2.6 4.8 0.7 3.5 0.0 0.7: 2.8 0.2 Old : 100.0: 78.6 73.7 2.6 11.4 8.5 2.6 4.8 0.7 3.5 0.0 0.7: 2.8 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 : 55.5 58.8 75.7 79.2 35.6 39.8 46.6 51.7 Old : 55.5 58.8 75.7 79.2 35.6 39.8 46.6 51.7 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,869: 28,701 41,194 1,445 3,386 4,214 15,320 1,900 275 779 100 800: 335 0 Old : 51,869: 28,701 41,194 1,445 3,386 4,214 15,320 1,900 275 779 100 800: 335 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -3,535: -1,388 -971 -735 385 -525 -430 -2,400 -10 -476 0 -14: 43 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 79.4 2.8 6.5 8.1 29.5 3.7 0.5 1.5 0.2 1.5: 0.6 0.0 Old : 100.0: 55.3 79.4 2.8 6.5 8.1 29.5 3.7 0.5 1.5 0.2 1.5: 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 : 36: 22 20 . . . 6 . . . . .: Old : 36: 22 20 . . . 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 : 56.3 60.8 73.4 79.4 50.2 55.1 62.0 67.2 Old : 56.3 60.8 73.4 79.4 50.2 55.1 62.0 67.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 34,400: 19,170 32,011 14,387 0 322 0 351 490 0 560 0: 31 666 Old : 34,400: 19,170 32,011 14,387 0 322 0 351 490 0 560 0: 31 666 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -3,679: -1,766 -3,037 -1,921 0 0 0 -225 0 0 -360 0: 8 -57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 93.1 41.8 0.0 0.9 0.0 1.0 1.4 0.0 1.6 0.0: 0.1 1.9 Old : 100.0: 55.7 93.1 41.8 0.0 0.9 0.0 1.0 1.4 0.0 1.6 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 : 25: 12 13 4 0 . 0 4 . 0 . 0: Old : 25: 12 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 82.1 88.0 91.9 62.8 79.5 82.9 85.5 Old : 63.4 82.1 88.0 91.9 62.8 79.5 82.9 85.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 28,747: 15,042 25,545 12,105 70 1,540 0 845 0 0 0 0: 60 747 Old : 28,747: 15,042 25,545 12,105 70 1,540 0 845 0 0 0 0: 60 747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,525: -1,023 -2,342 -1,502 0 0 0 -145 0 0 0 0: 0 -38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 88.9 42.1 0.2 5.4 0.0 2.9 0.0 0.0 0.0 0.0: 0.2 2.6 Old : 100.0: 52.3 88.9 42.1 0.2 5.4 0.0 2.9 0.0 0.0 0.0 0.0: 0.2 2.6 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 : 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 : 70.8 79.8 92.8 93.0 69.9 79.1 86.6 88.4 Old : 70.8 79.8 92.8 93.0 69.9 79.1 86.6 88.4 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,005: 28,238 30,364 3,063 250 756 63 1,560 0 615 0 15: 255 60 Old : 33,005: 28,238 30,364 3,063 250 756 63 1,560 0 615 0 15: 255 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -942: -101 -842 -565 70 -110 -48 -60 0 -71 -50 -5: -42 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 92.0 9.3 0.8 2.3 0.2 4.7 0.0 1.9 0.0 0.0: 0.8 0.2 Old : 100.0: 85.6 92.0 9.3 0.8 2.3 0.2 4.7 0.0 1.9 0.0 0.0: 0.8 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 : 32: 19 18 4 . 4 . . 0 . 0 .: Old : 32: 19 18 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 : 66.1 58.6 82.2 78.5 62.6 56.6 77.1 75.6 Old : 66.1 58.6 82.2 78.5 62.6 56.6 77.1 75.6 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 20,834: 17,223 19,633 2,015 10 691 0 150 110 360 0 0: 435 240 Old : 20,834: 17,223 19,633 2,015 10 691 0 150 110 360 0 0: 435 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,480: -1,420 -1,625 -48 0 -25 0 -10 0 -70 0 0: 83 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 94.2 9.7 0.0 3.3 0.0 0.7 0.5 1.7 0.0 0.0: 2.1 1.2 Old : 100.0: 82.7 94.2 9.7 0.0 3.3 0.0 0.7 0.5 1.7 0.0 0.0: 2.1 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 : 27: 14 16 . . . 0 . . . 0 0: Old : 27: 14 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 : 68.5 71.0 86.4 88.0 63.1 69.9 79.1 84.3 Old : 68.5 71.0 86.4 88.0 63.1 69.9 79.1 84.3 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 45,241: 39,102 29,329 4,131 8,211 917 110 6,173 6 581 304 214: 180 87 Old : 45,241: 39,102 29,329 4,131 8,211 917 110 6,173 6 581 304 214: 180 87 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,640: -2,383 -1,432 -455 -775 100 10 -505 -2 118 -33 0: -28 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 64.8 9.1 18.1 2.0 0.2 13.6 0.0 1.3 0.7 0.5: 0.4 0.2 Old : 100.0: 86.4 64.8 9.1 18.1 2.0 0.2 13.6 0.0 1.3 0.7 0.5: 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 : 37: 23 20 . . 4 . . . . . .: Old : 37: 23 20 . . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 56.5 73.8 76.2 43.4 54.1 57.7 65.3 Old : 54.7 56.5 73.8 76.2 43.4 54.1 57.7 65.3 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 37,678: 32,177 23,187 4,460 10,953 450 0 2,660 0 0 295 65: 526 68 Old : 37,678: 32,177 23,187 4,460 10,953 450 0 2,660 0 0 295 65: 526 68 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,453: -2,335 -813 84 -1,313 -162 0 -260 0 0 95 0: -40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 61.5 11.8 29.1 1.2 0.0 7.1 0.0 0.0 0.8 0.2: 1.4 0.2 Old : 100.0: 85.4 61.5 11.8 29.1 1.2 0.0 7.1 0.0 0.0 0.8 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 : 53.0 67.5 73.8 88.4 43.9 64.0 60.5 76.1 Old : 53.0 67.5 73.8 88.4 43.9 64.0 60.5 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 21,739: 10,260 18,143 5,050 0 3,450 2,670 75 56 0 0 0: 253 15 Old : 21,739: 10,260 18,143 5,050 0 3,450 2,670 75 56 0 0 0: 253 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,207: -119 -827 -485 0 0 245 -108 -219 0 0 0: -629 -53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.2 83.5 23.2 0.0 15.9 12.3 0.3 0.3 0.0 0.0 0.0: 1.2 0.1 Old : 100.0: 47.2 83.5 23.2 0.0 15.9 12.3 0.3 0.3 0.0 0.0 0.0: 1.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . 0 . . . . 0 0 0: Old : 26: 13 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 : 70.2 74.6 91.7 96.0 59.1 71.6 73.4 80.7 Old : 70.2 74.6 91.7 96.0 59.1 71.6 73.4 80.7 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,985: 11,690 14,055 3,165 0 2,105 50 1,100 125 800 600 0: 50 0 Old : 17,985: 11,690 14,055 3,165 0 2,105 50 1,100 125 800 600 0: 50 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,085: -850 -920 25 0 -215 0 0 0 -35 50 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 78.1 17.6 0.0 11.7 0.3 6.1 0.7 4.4 3.3 0.0: 0.3 0.0 Old : 100.0: 65.0 78.1 17.6 0.0 11.7 0.3 6.1 0.7 4.4 3.3 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 9 . 0 . . . . . . 0: Old : 27: 15 9 . 0 . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 82.9 84.1 94.8 49.3 76.0 71.8 83.2 Old : 58.6 82.9 84.1 94.8 49.3 76.0 71.8 83.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,540: 13,095 14,315 3,950 0 1,675 50 2,950 0 600 575 25: 145 0 Old : 19,540: 13,095 14,315 3,950 0 1,675 50 2,950 0 600 575 25: 145 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,925: -1,260 -875 -545 0 0 0 -1,025 -50 0 75 -50: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 73.3 20.2 0.0 8.6 0.3 15.1 0.0 3.1 2.9 0.1: 0.7 0.0 Old : 100.0: 67.0 73.3 20.2 0.0 8.6 0.3 15.1 0.0 3.1 2.9 0.1: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 8 . 0 . . . 0 . . .: Old : 28: 17 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 : 58.2 82.5 84.3 95.0 50.9 80.6 74.9 86.8 Old : 58.2 82.5 84.3 95.0 50.9 80.6 74.9 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 279,110: 227,686 136,355 2,250 81,439 21,860 1,822 2,894 13,534 1,519 13,959 9,069: 1,370 0 Old : 279,110: 227,686 136,355 2,250 81,439 21,860 1,822 2,894 13,534 1,519 13,959 9,069: 1,370 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : 13,122: 11,791 9,372 1,996 5,338 -3,714 -242 366 223 1,401 1,114 423: 1,243 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 48.9 0.8 29.2 7.8 0.7 1.0 4.8 0.5 5.0 3.2: 0.5 0.0 Old : 100.0: 81.6 48.9 0.8 29.2 7.8 0.7 1.0 4.8 0.5 5.0 3.2: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 14 . . . . . . . . .: Old : 24: 13 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 : 75.6 57.4 90.4 81.0 47.0 44.2 48.5 47.5 Old : 75.6 57.4 90.4 81.0 47.0 44.2 48.5 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,880: 13,630 14,555 6,100 6,155 1,170 0 0 0 780 0 0: 200 0 Old : 21,880: 13,630 14,555 6,100 6,155 1,170 0 0 0 780 0 0: 200 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,270: -970 -1,040 -150 -130 -100 0 0 0 -30 0 0: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.3 66.5 27.9 28.1 5.3 0.0 0.0 0.0 3.6 0.0 0.0: 0.9 0.0 Old : 100.0: 62.3 66.5 27.9 28.1 5.3 0.0 0.0 0.0 3.6 0.0 0.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 78.0 75.0 92.7 90.8 71.8 69.7 83.4 80.9 Old : 78.0 75.0 92.7 90.8 71.8 69.7 83.4 80.9 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 22,005: 8,698 16,650 10,450 3,725 675 500 15 85 1,350 830 25: 222 0 Old : 22,005: 8,698 16,650 10,450 3,725 675 500 15 85 1,350 830 25: 222 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,015: -645 -1,870 -1,205 120 -220 -45 15 -15 125 -70 25: -35 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 75.7 47.5 16.9 3.1 2.3 0.1 0.4 6.1 3.8 0.1: 1.0 0.0 Old : 100.0: 39.5 75.7 47.5 16.9 3.1 2.3 0.1 0.4 6.1 3.8 0.1: 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 : 28: 12 10 . . . . . . . . .: Old : 28: 12 10 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 67.4 88.4 90.4 69.3 60.9 83.8 82.2 Old : 71.1 67.4 88.4 90.4 69.3 60.9 83.8 82.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,245: 6,923 12,775 8,375 3,275 1,125 300 15 85 1,150 830 125: 162 15 Old : 18,245: 6,923 12,775 8,375 3,275 1,125 300 15 85 1,150 830 125: 162 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -865: -57 -820 -175 170 -270 -45 15 -15 25 -70 125: -453 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 70.0 45.9 18.0 6.2 1.6 0.1 0.5 6.3 4.5 0.7: 0.9 0.1 Old : 100.0: 37.9 70.0 45.9 18.0 6.2 1.6 0.1 0.5 6.3 4.5 0.7: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 8 . . . . . . . . .: Old : 23: 10 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 : 69.8 73.7 89.0 93.2 67.3 61.4 79.6 80.9 Old : 69.8 73.7 89.0 93.2 67.3 61.4 79.6 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,235: 6,265 3,920 355 0 1,590 0 3,100 0 700 450 100: 225 75 Old : 9,235: 6,265 3,920 355 0 1,590 0 3,100 0 700 450 100: 225 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,270: -850 -265 -330 -120 -30 0 -800 0 0 -25 -25: -35 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 42.4 3.8 0.0 17.2 0.0 33.6 0.0 7.6 4.9 1.1: 2.4 0.8 Old : 100.0: 67.8 42.4 3.8 0.0 17.2 0.0 33.6 0.0 7.6 4.9 1.1: 2.4 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 . 0 . . .: Old : 22: 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 : 57.8 68.5 82.5 89.8 47.4 60.5 62.9 69.2 Old : 57.8 68.5 82.5 89.8 47.4 60.5 62.9 69.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 6,655: 5,000 4,030 0 520 705 0 750 0 700 500 75: 175 75 Old : 6,655: 5,000 4,030 0 520 705 0 750 0 700 500 75: 175 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -660: -560 -430 0 -75 -75 0 0 0 0 -75 0: -25 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 60.6 0.0 7.8 10.6 0.0 11.3 0.0 10.5 7.5 1.1: 2.6 1.1 Old : 100.0: 75.1 60.6 0.0 7.8 10.6 0.0 11.3 0.0 10.5 7.5 1.1: 2.6 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 : 53.4 55.1 81.1 86.2 53.4 51.7 68.5 70.8 Old : 53.4 55.1 81.1 86.2 53.4 51.7 68.5 70.8 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 48,607: 34,495 37,802 6,900 0 3,965 925 50 25 0 5,020 1,745: 552 0 Old : 48,607: 34,495 37,802 6,900 0 3,965 925 50 25 0 5,020 1,745: 552 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,200: -2,053 -3,020 910 0 -255 25 50 -100 -1,015 800 325: -37 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 77.8 14.2 0.0 8.2 1.9 0.1 0.1 0.0 10.3 3.6: 1.1 0.0 Old : 100.0: 71.0 77.8 14.2 0.0 8.2 1.9 0.1 0.1 0.0 10.3 3.6: 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: 16 13 . 0 . . . . 0 . .: Old : 30: 16 13 . 0 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 83.1 81.6 96.7 54.5 81.1 73.4 84.3 Old : 58.4 83.1 81.6 96.7 54.5 81.1 73.4 84.3 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 47,366: 33,859 37,382 6,602 0 3,414 950 50 25 885 5,360 1,135: 496 0 Old : 47,366: 33,859 37,382 6,602 0 3,414 950 50 25 885 5,360 1,135: 496 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,120: -2,508 -2,120 1,242 0 -325 25 50 -100 -500 290 85: -39 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 78.9 13.9 0.0 7.2 2.0 0.1 0.1 1.9 11.3 2.4: 1.0 0.0 Old : 100.0: 71.5 78.9 13.9 0.0 7.2 2.0 0.1 0.1 1.9 11.3 2.4: 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 : 33: 17 13 4 0 . . . . . . .: Old : 33: 17 13 4 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 84.5 81.0 95.1 55.9 83.5 74.6 86.5 Old : 59.5 84.5 81.0 95.1 55.9 83.5 74.6 86.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 113,165: 79,944 78,580 14,440 24,573 3,655 790 790 2,260 8,817 165 3,017: 242 125 Old : 113,165: 79,944 78,580 14,440 24,573 3,655 790 790 2,260 8,817 165 3,017: 242 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -5,593: -5,526 -2,645 0 -35 -960 545 -800 -595 570 -916 373: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 69.4 12.8 21.7 3.2 0.7 0.7 2.0 7.8 0.1 2.7: 0.2 0.1 Old : 100.0: 70.6 69.4 12.8 21.7 3.2 0.7 0.7 2.0 7.8 0.1 2.7: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 27 25 . 5 . 4 . . 7 . 6: Old : 54: 27 25 . 5 . 4 . . 7 . 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 : 43.0 51.8 63.0 75.3 40.5 42.6 57.9 61.5 Old : 43.0 51.8 63.0 75.3 40.5 42.6 57.9 61.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 132,944: 97,684 89,577 16,950 32,893 2,023 2,960 3,160 1,810 9,655 1,931 1,550: 312 0 Old : 132,944: 97,684 89,577 16,950 32,893 2,023 2,960 3,160 1,810 9,655 1,931 1,550: 312 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -9,804: -8,963 -4,298 0 -2,732 -136 -175 -1,725 -70 -145 -558 -285: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 67.4 12.7 24.7 1.5 2.2 2.4 1.4 7.3 1.5 1.2: 0.2 0.0 Old : 100.0: 73.5 67.4 12.7 24.7 1.5 2.2 2.4 1.4 7.3 1.5 1.2: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 30 27 . 6 4 4 4 . 6 . 4: Old : 60: 30 27 . 6 4 4 4 . 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 55.6 60.7 76.4 37.4 51.3 55.4 67.1 Old : 40.6 55.6 60.7 76.4 37.4 51.3 55.4 67.1 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 287,458: 185,975 194,592 30,097 17,961 23,169 13,011 23,263 10,748 13,547 7,132 10,469: 443 125 Old : 287,458: 185,975 194,592 30,097 17,961 23,169 13,011 23,263 10,748 13,547 7,132 10,469: 443 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -7,281: -7,274 -5,782 5,069 4,325 -2,603 -2,924 -2,234 -414 2,096 560 -1,183: -48 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 67.7 10.5 6.2 8.1 4.5 8.1 3.7 4.7 2.5 3.6: 0.2 0.0 Old : 100.0: 64.7 67.7 10.5 6.2 8.1 4.5 8.1 3.7 4.7 2.5 3.6: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 83: 36 41 . . 4 10 8 9 9 7 12: Old : 83: 36 41 . . 4 10 8 9 9 7 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 38.5 55.0 58.3 25.7 26.0 40.2 41.4 Old : 34.3 38.5 55.0 58.3 25.7 26.0 40.2 41.4 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 31,307: 18,863 30,022 9,172 0 135 1,055 0 0 1,623 830 320: 139 0 Old : 31,307: 18,863 30,022 9,172 0 135 1,055 0 0 1,623 830 320: 139 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,882: -1,295 -1,912 -170 0 -150 -240 0 0 -50 140 40: -17 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.3 95.9 29.3 0.0 0.4 3.4 0.0 0.0 5.2 2.7 1.0: 0.4 0.0 Old : 100.0: 60.3 95.9 29.3 0.0 0.4 3.4 0.0 0.0 5.2 2.7 1.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 8 . 0 . . 0 0 . . .: Old : 29: 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 : 54.5 92.3 76.4 98.5 54.1 89.0 76.0 92.2 Old : 54.5 92.3 76.4 98.5 54.1 89.0 76.0 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,854: 17,603 27,294 9,822 0 60 125 1,050 400 1,208 580 470: 166 0 Old : 29,854: 17,603 27,294 9,822 0 60 125 1,050 400 1,208 580 470: 166 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,647: -1,085 -1,867 -260 0 -60 -90 110 -110 -50 240 40: -32 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 91.4 32.9 0.0 0.2 0.4 3.5 1.3 4.0 1.9 1.6: 0.6 0.0 Old : 100.0: 59.0 91.4 32.9 0.0 0.2 0.4 3.5 1.3 4.0 1.9 1.6: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 9 . 0 . . . . . . .: Old : 28: 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 : 59.2 90.4 80.7 98.5 59.0 86.5 80.5 91.3 Old : 59.2 90.4 80.7 98.5 59.0 86.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 14,242: 5,700 9,437 4,227 1,850 865 1,410 0 100 0 50 0: 1,940 1,940 Old : 14,242: 5,700 9,437 4,227 1,850 865 1,410 0 100 0 50 0: 1,940 1,940 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,093: -1,005 -360 540 -80 -468 -25 0 0 0 -50 0: -135 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 66.3 29.7 13.0 6.1 9.9 0.0 0.7 0.0 0.4 0.0: 13.6 13.6 Old : 100.0: 40.0 66.3 29.7 13.0 6.1 9.9 0.0 0.7 0.0 0.4 0.0: 13.6 13.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 68.8 55.0 82.0 75.1 62.1 50.3 69.7 65.6 Old : 68.8 55.0 82.0 75.1 62.1 50.3 69.7 65.6 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,910: 3,005 9,145 5,100 370 300 1,160 0 100 250 0 0: 995 995 Old : 10,910: 3,005 9,145 5,100 370 300 1,160 0 100 250 0 0: 995 995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -930: -345 -695 -385 -85 0 25 0 -25 -75 0 0: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 83.8 46.7 3.4 2.7 10.6 0.0 0.9 2.3 0.0 0.0: 9.1 9.1 Old : 100.0: 27.5 83.8 46.7 3.4 2.7 10.6 0.0 0.9 2.3 0.0 0.0: 9.1 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 71.4 47.8 85.7 76.2 69.5 46.6 79.2 67.5 Old : 71.4 47.8 85.7 76.2 69.5 46.6 79.2 67.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 58,109: 20,827 24,294 15,758 19,945 0 13,850 5,070 25 0 1,160 1,075: 6,574 6,540 Old : 58,109: 20,827 24,294 15,758 19,945 0 13,850 5,070 25 0 1,160 1,075: 6,574 6,540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,762: -1,268 -2,167 -1,195 -1,145 0 -525 -265 0 0 585 0: 226 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 41.8 27.1 34.3 0.0 23.8 8.7 0.0 0.0 2.0 1.8: 11.3 11.3 Old : 100.0: 35.8 41.8 27.1 34.3 0.0 23.8 8.7 0.0 0.0 2.0 1.8: 11.3 11.3 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 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 : 68.2 49.9 79.6 68.3 66.8 49.9 76.5 66.9 Old : 68.2 49.9 79.6 68.3 66.8 49.9 76.5 66.9 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 56,172: 19,039 22,617 14,395 19,995 0 15,515 5,170 25 0 1,060 1,075: 6,123 6,230 Old : 56,172: 19,039 22,617 14,395 19,995 0 15,515 5,170 25 0 1,060 1,075: 6,123 6,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,726: -841 -2,071 -1,190 -1,280 0 -1,075 -365 0 0 610 0: 380 380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 40.3 25.6 35.6 0.0 27.6 9.2 0.0 0.0 1.9 1.9: 10.9 11.1 Old : 100.0: 33.9 40.3 25.6 35.6 0.0 27.6 9.2 0.0 0.0 1.9 1.9: 10.9 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 68.3 51.3 81.4 70.1 67.0 51.3 78.0 68.9 Old : 68.3 51.3 81.4 70.1 67.0 51.3 78.0 68.9 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 19,525: 13,270 6,360 1,115 145 1,370 525 7,650 20 0 1,065 0: 3,225 2,915 Old : 19,525: 13,270 6,360 1,115 145 1,370 525 7,650 20 0 1,065 0: 3,225 2,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,540: -1,230 -370 855 50 -905 -180 -450 -20 0 200 0: -60 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 32.6 5.7 0.7 7.0 2.7 39.2 0.1 0.0 5.5 0.0: 16.5 14.9 Old : 100.0: 68.0 32.6 5.7 0.7 7.0 2.7 39.2 0.1 0.0 5.5 0.0: 16.5 14.9 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 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 : 47.4 61.0 70.9 74.9 44.6 56.6 59.6 66.2 Old : 47.4 61.0 70.9 74.9 44.6 56.6 59.6 66.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 19,215: 12,290 6,335 2,540 145 870 275 7,850 0 0 1,060 0: 3,240 2,955 Old : 19,215: 12,290 6,335 2,540 145 870 275 7,850 0 0 1,060 0: 3,240 2,955 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -990: -1,125 -395 755 50 -805 -30 -450 0 0 460 0: 215 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 33.0 13.2 0.8 4.5 1.4 40.9 0.0 0.0 5.5 0.0: 16.9 15.4 Old : 100.0: 64.0 33.0 13.2 0.8 4.5 1.4 40.9 0.0 0.0 5.5 0.0: 16.9 15.4 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 : 25: 14 8 . . . . . 0 0 . 0: Old : 25: 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 : 48.2 63.0 70.9 75.0 46.0 58.5 62.5 68.8 Old : 48.2 63.0 70.9 75.0 46.0 58.5 62.5 68.8 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,427: 10,977 21,590 1,977 610 1,160 10,475 980 0 0 0 0: 2,838 3,087 Old : 27,427: 10,977 21,590 1,977 610 1,160 10,475 980 0 0 0 0: 2,838 3,087 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,193: -373 -1,718 -310 -275 0 -1,360 -50 0 0 0 0: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 78.7 7.2 2.2 4.2 38.2 3.6 0.0 0.0 0.0 0.0: 10.3 11.3 Old : 100.0: 40.0 78.7 7.2 2.2 4.2 38.2 3.6 0.0 0.0 0.0 0.0: 10.3 11.3 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: 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 : 70.1 68.9 85.8 80.9 69.9 66.1 79.3 75.5 Old : 70.1 68.9 85.8 80.9 69.9 66.1 79.3 75.5 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,050: 12,940 28,590 11,865 0 875 4,140 1,395 10 965 50 0: 2,255 2,130 Old : 33,050: 12,940 28,590 11,865 0 875 4,140 1,395 10 965 50 0: 2,255 2,130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,825: -1,255 -2,235 -1,025 0 0 -40 -90 -185 -15 0 0: -305 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 86.5 35.9 0.0 2.6 12.5 4.2 0.0 2.9 0.2 0.0: 6.8 6.4 Old : 100.0: 39.2 86.5 35.9 0.0 2.6 12.5 4.2 0.0 2.9 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 : 25: 11 8 . 0 . . . . . . 0: Old : 25: 11 8 . 0 . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 81.3 78.7 90.7 59.1 80.9 76.5 89.3 Old : 60.7 81.3 78.7 90.7 59.1 80.9 76.5 89.3 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 30,010: 11,660 26,095 10,875 0 675 4,080 1,395 20 800 50 0: 1,900 1,775 Old : 30,010: 11,660 26,095 10,875 0 675 4,080 1,395 20 800 50 0: 1,900 1,775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,440: -1,175 -1,850 -685 0 0 -40 -90 -185 -50 0 0: -305 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 87.0 36.2 0.0 2.2 13.6 4.6 0.1 2.7 0.2 0.0: 6.3 5.9 Old : 100.0: 38.9 87.0 36.2 0.0 2.2 13.6 4.6 0.1 2.7 0.2 0.0: 6.3 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 8 . 0 . . . . . . 0: Old : 25: 11 8 . 0 . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 80.9 80.3 91.5 60.8 80.6 78.1 90.1 Old : 62.6 80.9 80.3 91.5 60.8 80.6 78.1 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,250: 18,160 7,870 0 12,395 300 1,725 890 45 825 265 0: 1,195 485 Old : 22,250: 18,160 7,870 0 12,395 300 1,725 890 45 825 265 0: 1,195 485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -980: -590 -480 0 -890 0 -610 570 -15 325 -115 0: -90 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 35.4 0.0 55.7 1.3 7.8 4.0 0.2 3.7 1.2 0.0: 5.4 2.2 Old : 100.0: 81.6 35.4 0.0 55.7 1.3 7.8 4.0 0.2 3.7 1.2 0.0: 5.4 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 59.2 72.7 76.1 86.4 56.5 71.3 71.9 81.7 Old : 59.2 72.7 76.1 86.4 56.5 71.3 71.9 81.7 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,010: 18,610 6,665 0 13,105 300 1,725 830 45 0 375 175: 1,155 515 Old : 22,010: 18,610 6,665 0 13,105 300 1,725 830 45 0 375 175: 1,155 515 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -810: 75 -680 0 -930 0 -610 580 -15 -350 125 175: -85 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 30.3 0.0 59.5 1.4 7.8 3.8 0.2 0.0 1.7 0.8: 5.2 2.3 Old : 100.0: 84.6 30.3 0.0 59.5 1.4 7.8 3.8 0.2 0.0 1.7 0.8: 5.2 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: 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 : 62.1 76.7 79.0 88.1 61.2 75.4 77.2 83.8 Old : 62.1 76.7 79.0 88.1 61.2 75.4 77.2 83.8 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,260: 24,220 10,675 0 20,585 175 7,300 1,400 170 1,970 1,000 0: 1,425 1,255 Old : 35,260: 24,220 10,675 0 20,585 175 7,300 1,400 170 1,970 1,000 0: 1,425 1,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -2,130: -1,830 -650 0 -1,150 0 95 -50 -145 -105 0 0: -145 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 30.3 0.0 58.4 0.5 20.7 4.0 0.5 5.6 2.8 0.0: 4.0 3.6 Old : 100.0: 68.7 30.3 0.0 58.4 0.5 20.7 4.0 0.5 5.6 2.8 0.0: 4.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 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 : 64.7 76.1 84.4 94.2 64.4 75.4 82.2 89.8 Old : 64.7 76.1 84.4 94.2 64.4 75.4 82.2 89.8 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,680: 21,670 12,930 0 15,845 175 7,535 1,400 50 1,920 1,000 0: 1,330 1,280 Old : 32,680: 21,670 12,930 0 15,845 175 7,535 1,400 50 1,920 1,000 0: 1,330 1,280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,750: -1,370 -855 0 -695 0 -140 -50 -25 -80 0 0: -135 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 39.6 0.0 48.5 0.5 23.1 4.3 0.2 5.9 3.1 0.0: 4.1 3.9 Old : 100.0: 66.3 39.6 0.0 48.5 0.5 23.1 4.3 0.2 5.9 3.1 0.0: 4.1 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 7 0 . . . . . . . 0: Old : 25: 13 7 0 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 72.3 85.0 93.4 65.1 72.1 83.3 89.2 Old : 65.1 72.3 85.0 93.4 65.1 72.1 83.3 89.2 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 92,355: 37,960 77,265 35,095 0 405 4,890 0 4,370 1,340 1,970 365: 7,930 7,980 Old : 92,355: 37,960 77,265 35,095 0 405 4,890 0 4,370 1,340 1,970 365: 7,930 7,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -7,545: -1,495 -6,155 -2,955 0 -50 -1,865 0 -385 50 -105 -10: -835 -840 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 83.7 38.0 0.0 0.4 5.3 0.0 4.7 1.5 2.1 0.4: 8.6 8.6 Old : 100.0: 41.1 83.7 38.0 0.0 0.4 5.3 0.0 4.7 1.5 2.1 0.4: 8.6 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 17 24 . 0 . 4 0 4 . . .: Old : 39: 17 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 : 63.6 57.8 76.6 72.0 59.4 57.6 68.7 68.1 Old : 63.6 57.8 76.6 72.0 59.4 57.6 68.7 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 84,005: 34,490 69,720 30,275 0 230 4,750 355 3,705 2,410 1,800 25: 8,120 8,170 Old : 84,005: 34,490 69,720 30,275 0 230 4,750 355 3,705 2,410 1,800 25: 8,120 8,170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -6,035: -2,440 -4,785 -2,540 0 0 -735 355 -655 1,200 -80 -150: -715 -720 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 83.0 36.0 0.0 0.3 5.7 0.4 4.4 2.9 2.1 0.0: 9.7 9.7 Old : 100.0: 41.1 83.0 36.0 0.0 0.3 5.7 0.4 4.4 2.9 2.1 0.0: 9.7 9.7 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 : 37: 16 21 . 0 . . . . . . .: Old : 37: 16 21 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 56.1 74.4 70.1 58.7 55.7 69.8 68.8 Old : 61.6 56.1 74.4 70.1 58.7 55.7 69.8 68.8 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 30,220: 11,430 19,630 8,955 3,525 2,600 5,675 1,875 0 0 1,100 100: 1,460 1,390 Old : 30,220: 11,430 19,630 8,955 3,525 2,600 5,675 1,875 0 0 1,100 100: 1,460 1,390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,175: -695 -350 110 15 -395 25 -275 0 0 50 -50: -170 -170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 65.0 29.6 11.7 8.6 18.8 6.2 0.0 0.0 3.6 0.3: 4.8 4.6 Old : 100.0: 37.8 65.0 29.6 11.7 8.6 18.8 6.2 0.0 0.0 3.6 0.3: 4.8 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 13 17 . . . . . 0 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 : 66.5 51.5 83.6 70.9 58.6 48.7 73.9 64.1 Old : 66.5 51.5 83.6 70.9 58.6 48.7 73.9 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,750: 8,080 14,065 7,980 3,365 2,575 2,775 125 0 0 1,250 0: 340 370 Old : 21,750: 8,080 14,065 7,980 3,365 2,575 2,775 125 0 0 1,250 0: 340 370 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -925: -715 -205 595 -130 -545 -250 -25 0 0 0 0: -10 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 64.7 36.7 15.5 11.8 12.8 0.6 0.0 0.0 5.7 0.0: 1.6 1.7 Old : 100.0: 37.1 64.7 36.7 15.5 11.8 12.8 0.6 0.0 0.0 5.7 0.0: 1.6 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 15 . . . . . 0 0 . 0: Old : 23: 10 15 . . . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.9 53.4 94.2 76.6 63.4 47.0 74.9 67.5 Old : 79.9 53.4 94.2 76.6 63.4 47.0 74.9 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Options and Futures Combined, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 16,915: 8,030 8,955 0 3,300 1,910 6,125 1,900 0 0 0 0: 850 850 Old : 16,915: 8,030 8,955 0 3,300 1,910 6,125 1,900 0 0 0 0: 850 850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,590: -790 -835 0 -480 0 -675 -150 0 0 0 0: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 52.9 0.0 19.5 11.3 36.2 11.2 0.0 0.0 0.0 0.0: 5.0 5.0 Old : 100.0: 47.5 52.9 0.0 19.5 11.3 36.2 11.2 0.0 0.0 0.0 0.0: 5.0 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 : 22: 9 11 0 . . . . 0 0 0 0: Old : 22: 9 11 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 : 77.5 65.9 89.1 87.7 74.1 57.8 79.7 76.4 Old : 77.5 65.9 89.1 87.7 74.1 57.8 79.7 76.4 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 54,560: 34,820 30,660 900 2,545 7,840 100 2,575 915 0 100 0: 9,985 9,925 Old : 54,560: 34,820 30,660 900 2,545 7,840 100 2,575 915 0 100 0: 9,985 9,925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,775: -1,290 -1,415 300 340 -240 -50 85 -25 0 -50 0: -470 -470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.8 56.2 1.6 4.7 14.4 0.2 4.7 1.7 0.0 0.2 0.0: 18.3 18.2 Old : 100.0: 63.8 56.2 1.6 4.7 14.4 0.2 4.7 1.7 0.0 0.2 0.0: 18.3 18.2 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: 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 : 52.6 36.8 70.2 57.3 38.9 23.0 41.9 36.1 Old : 52.6 36.8 70.2 57.3 38.9 23.0 41.9 36.1 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, August 07, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 40,280: 19,580 20,145 855 1,850 6,005 1,850 700 0 0 0 0: 11,990 11,580 Old : 40,280: 19,580 20,145 855 1,850 6,005 1,850 700 0 0 0 0: 11,990 11,580 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2018 : : -1,165: -180 -1,835 -725 810 -240 -210 -100 0 0 0 0: 190 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.6 50.0 2.1 4.6 14.9 4.6 1.7 0.0 0.0 0.0 0.0: 29.8 28.7 Old : 100.0: 48.6 50.0 2.1 4.6 14.9 4.6 1.7 0.0 0.0 0.0 0.0: 29.8 28.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 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 : 45.7 31.6 62.5 48.7 29.3 18.2 34.1 28.8 Old : 45.7 31.6 62.5 48.7 29.3 18.2 34.1 28.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2018