COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,839: 12,540 18,976 4,598 625 454 869 6,789 1,536 11,626 2,940 3,321: 895 1,198
Old : 35,839: 12,540 18,976 4,598 625 454 869 6,789 1,536 11,626 2,940 3,321: 895 1,198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -82: -255 210 -30 -36 36 50 -240 3 235 -12 -89: -32 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 52.9 12.8 1.7 1.3 2.4 18.9 4.3 32.4 8.2 9.3: 2.5 3.3
Old : 100.0: 35.0 52.9 12.8 1.7 1.3 2.4 18.9 4.3 32.4 8.2 9.3: 2.5 3.3
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 : 41: 13 12 4 . . . . . 7 6 10:
Old : 41: 13 12 4 . . . . . 7 6 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 : 38.6 63.1 61.2 77.9 31.6 50.5 49.3 58.0
Old : 38.6 63.1 61.2 77.9 31.6 50.5 49.3 58.0
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,805: 2,590 3,092 141 190 124 125 0 0 870 729 536: 419 134
Old : 4,805: 2,590 3,092 141 190 124 125 0 0 870 729 536: 419 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 79: 39 15 5 15 0 -25 0 0 -20 5 80: 0 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 64.3 2.9 4.0 2.6 2.6 0.0 0.0 18.1 15.2 11.2: 8.7 2.8
Old : 100.0: 53.9 64.3 2.9 4.0 2.6 2.6 0.0 0.0 18.1 15.2 11.2: 8.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 62.9 65.5 79.3 82.6 52.5 56.3 62.4 65.3
Old : 62.9 65.5 79.3 82.6 52.5 56.3 62.4 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,226: 29,822 33,589 129 3,480 12,053 8,006 0 3,157 874 2,282 2,268: 918 397
Old : 57,226: 29,822 33,589 129 3,480 12,053 8,006 0 3,157 874 2,282 2,268: 918 397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 958: 199 199 0 186 314 80 -22 213 97 9 55: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 58.7 0.2 6.1 21.1 14.0 0.0 5.5 1.5 4.0 4.0: 1.6 0.7
Old : 100.0: 52.1 58.7 0.2 6.1 21.1 14.0 0.0 5.5 1.5 4.0 4.0: 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 . . . 6 0 6 6 5 8:
Old : 51: 29 28 . . . 6 0 6 6 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 45.6 61.7 65.1 25.4 21.3 32.1 29.7
Old : 43.2 45.6 61.7 65.1 25.4 21.3 32.1 29.7
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,302: 31,968 36,562 1,730 470 4,665 179 900 120 4,400 425 100: 140 60
Old : 43,302: 31,968 36,562 1,730 470 4,665 179 900 120 4,400 425 100: 140 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,329: 230 1,066 -25 -160 313 -15 -25 25 800 50 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 84.4 4.0 1.1 10.8 0.4 2.1 0.3 10.2 1.0 0.2: 0.3 0.1
Old : 100.0: 73.8 84.4 4.0 1.1 10.8 0.4 2.1 0.3 10.2 1.0 0.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 17 . . . . . . 6 . .:
Old : 35: 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 : 61.7 67.4 83.0 87.1 57.5 62.6 68.1 70.5
Old : 61.7 67.4 83.0 87.1 57.5 62.6 68.1 70.5
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,404: 16,848 15,770 75 3,112 877 0 0 0 1,930 0 545: 129 100
Old : 20,404: 16,848 15,770 75 3,112 877 0 0 0 1,930 0 545: 129 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 800: 250 650 0 225 -75 0 0 0 625 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 77.3 0.4 15.3 4.3 0.0 0.0 0.0 9.5 0.0 2.7: 0.6 0.5
Old : 100.0: 82.6 77.3 0.4 15.3 4.3 0.0 0.0 0.0 9.5 0.0 2.7: 0.6 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 : 27: 15 10 . . . 0 0 0 5 0 .:
Old : 27: 15 10 . . . 0 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 75.3 86.9 93.0 70.7 68.6 79.8 82.0
Old : 73.2 75.3 86.9 93.0 70.7 68.6 79.8 82.0
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 157,560: 133,886 112,599 1,963 16,837 9,927 5,065 10,135 1,240 3,002 4,369 2,283: 194 170
Old : 157,560: 133,886 112,599 1,963 16,837 9,927 5,065 10,135 1,240 3,002 4,369 2,283: 194 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 2,048: 1,986 970 -75 861 1,067 -930 -350 0 -50 -550 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 71.5 1.2 10.7 6.3 3.2 6.4 0.8 1.9 2.8 1.4: 0.1 0.1
Old : 100.0: 85.0 71.5 1.2 10.7 6.3 3.2 6.4 0.8 1.9 2.8 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 : 55: 32 34 . . 4 5 . . . . .:
Old : 55: 32 34 . . 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 : 36.8 53.0 56.1 70.6 31.6 43.7 42.9 50.7
Old : 36.8 53.0 56.1 70.6 31.6 43.7 42.9 50.7
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,761: 28,476 25,945 12,555 8,998 1,455 721 5,025 284 100 2,004 50: 120 0
Old : 43,761: 28,476 25,945 12,555 8,998 1,455 721 5,025 284 100 2,004 50: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -1,446: 743 -1,575 -1,946 -368 172 -190 0 126 -375 175 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 59.3 28.7 20.6 3.3 1.6 11.5 0.6 0.2 4.6 0.1: 0.3 0.0
Old : 100.0: 65.1 59.3 28.7 20.6 3.3 1.6 11.5 0.6 0.2 4.6 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 : 39: 16 21 . . . 4 . . . 7 .:
Old : 39: 16 21 . . . 4 . . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 72.6 92.4 87.7 73.7 62.3 79.4 77.3
Old : 78.1 72.6 92.4 87.7 73.7 62.3 79.4 77.3
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,445: 26,100 19,315 4,460 11,345 635 150 0 0 50 100 50: 0 0
Old : 31,445: 26,100 19,315 4,460 11,345 635 150 0 0 50 100 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 370: -145 230 25 -550 540 0 0 0 -100 100 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 61.4 14.2 36.1 2.0 0.5 0.0 0.0 0.2 0.3 0.2: 0.0 0.0
Old : 100.0: 83.0 61.4 14.2 36.1 2.0 0.5 0.0 0.0 0.2 0.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 13 . . . . 0 0 . . .:
Old : 23: 9 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 : 87.3 92.3 98.0 97.2 82.7 83.0 87.0 86.6
Old : 87.3 92.3 98.0 97.2 82.7 83.0 87.0 86.6
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,182: 35,332 34,907 4,935 8,650 1,010 3,050 950 0 1,165 0 515: 175 150
Old : 46,182: 35,332 34,907 4,935 8,650 1,010 3,050 950 0 1,165 0 515: 175 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 167: 567 42 -35 240 -140 0 0 0 -250 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 75.6 10.7 18.7 2.2 6.6 2.1 0.0 2.5 0.0 1.1: 0.4 0.3
Old : 100.0: 76.5 75.6 10.7 18.7 2.2 6.6 2.1 0.0 2.5 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 : 48.2 52.3 69.8 71.1 43.5 45.3 61.8 62.4
Old : 48.2 52.3 69.8 71.1 43.5 45.3 61.8 62.4
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,970: 47,014 45,124 4,697 16,953 3,836 10,965 1,825 800 875 0 410: 373 22
Old : 68,970: 47,014 45,124 4,697 16,953 3,836 10,965 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: August 7, 2018 :
: 155: 335 90 -205 100 -35 60 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 65.4 6.8 24.6 5.6 15.9 2.6 1.2 1.3 0.0 0.6: 0.5 0.0
Old : 100.0: 68.2 65.4 6.8 24.6 5.6 15.9 2.6 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 26 . . 4 5 . 4 . 0 .:
Old : 42: 27 26 . . 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 60.3 63.9 75.4 37.0 55.9 58.0 64.7
Old : 39.3 60.3 63.9 75.4 37.0 55.9 58.0 64.7
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,287: 54,727 55,455 15,125 17,605 300 500 390 190 2,790 0 1,160: 495 187
Old : 75,287: 54,727 55,455 15,125 17,605 300 500 390 190 2,790 0 1,160: 495 187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 2,015: 2,330 1,230 -640 1,360 -490 0 0 0 780 -120 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 73.7 20.1 23.4 0.4 0.7 0.5 0.3 3.7 0.0 1.5: 0.7 0.2
Old : 100.0: 72.7 73.7 20.1 23.4 0.4 0.7 0.5 0.3 3.7 0.0 1.5: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 23 . . . . . . . 0 .:
Old : 40: 20 23 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 62.0 69.3 78.8 46.4 62.0 67.5 77.1
Old : 47.3 62.0 69.3 78.8 46.4 62.0 67.5 77.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,207: 78,807 72,431 23,550 36,264 1,340 2,290 150 0 3,705 0 915: 600 107
Old : 111,207: 78,807 72,431 23,550 36,264 1,340 2,290 150 0 3,705 0 915: 600 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 2,360: 2,910 1,575 -675 1,560 -690 0 0 0 900 0 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 65.1 21.2 32.6 1.2 2.1 0.1 0.0 3.3 0.0 0.8: 0.5 0.1
Old : 100.0: 70.9 65.1 21.2 32.6 1.2 2.1 0.1 0.0 3.3 0.0 0.8: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 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 : 43.4 62.1 68.1 79.0 42.5 61.1 66.2 77.8
Old : 43.4 62.1 68.1 79.0 42.5 61.1 66.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,610: 21,410 26,345 4,430 0 3,900 590 0 0 150 0 0: 130 365
Old : 30,610: 21,410 26,345 4,430 0 3,900 590 0 0 150 0 0: 130 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 10: -565 375 875 -10 -155 -25 0 0 -50 0 0: -70 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 86.1 14.5 0.0 12.7 1.9 0.0 0.0 0.5 0.0 0.0: 0.4 1.2
Old : 100.0: 69.9 86.1 14.5 0.0 12.7 1.9 0.0 0.0 0.5 0.0 0.0: 0.4 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 : 28: 19 16 4 0 . . 0 0 . 0 0:
Old : 28: 19 16 4 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 76.7 80.9 86.3 42.5 68.1 61.3 73.1
Old : 51.7 76.7 80.9 86.3 42.5 68.1 61.3 73.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 28,670: 23,740 23,260 0 1,550 3,560 0 300 0 1,270 0 0: 100 0
Old : 28,670: 23,740 23,260 0 1,550 3,560 0 300 0 1,270 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -1,195: -410 -885 -35 130 -355 0 0 0 -155 0 0: -240 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 81.1 0.0 5.4 12.4 0.0 1.0 0.0 4.4 0.0 0.0: 0.3 0.0
Old : 100.0: 82.8 81.1 0.0 5.4 12.4 0.0 1.0 0.0 4.4 0.0 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: 17 18 0 . . 0 . 0 . 0 0:
Old : 27: 17 18 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 68.1 75.2 89.5 39.5 55.7 51.9 59.9
Old : 55.5 68.1 75.2 89.5 39.5 55.7 51.9 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,495: 8,545 8,195 0 500 200 150 500 0 600 100 0: 0 0
Old : 9,495: 8,545 8,195 0 500 200 150 500 0 600 100 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -1,235: -1,285 -885 0 -150 0 0 0 0 50 -50 0: 0 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 86.3 0.0 5.3 2.1 1.6 5.3 0.0 6.3 1.1 0.0: 0.0 0.0
Old : 100.0: 90.0 86.3 0.0 5.3 2.1 1.6 5.3 0.0 6.3 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 7 0 . . . . 0 . . 0:
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 : 64.9 72.4 82.8 97.9 52.2 62.5 67.4 73.8
Old : 64.9 72.4 82.8 97.9 52.2 62.5 67.4 73.8
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,530: 32,457 35,963 350 8,247 6,266 5,199 77 284 7,079 749 2,547: 348 397
Old : 54,530: 32,457 35,963 350 8,247 6,266 5,199 77 284 7,079 749 2,547: 348 397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -4,518: -2,019 -3,430 0 313 -1,016 -182 46 -73 -759 -75 8: -476 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 66.0 0.6 15.1 11.5 9.5 0.1 0.5 13.0 1.4 4.7: 0.6 0.7
Old : 100.0: 59.5 66.0 0.6 15.1 11.5 9.5 0.1 0.5 13.0 1.4 4.7: 0.6 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 : 52: 24 25 . . . 6 . 5 6 6 7:
Old : 52: 24 25 . . . 6 . 5 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 : 45.1 42.9 65.7 63.8 24.7 24.1 39.7 36.1
Old : 45.1 42.9 65.7 63.8 24.7 24.1 39.7 36.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,355: 6,505 6,350 836 600 1,160 200 0 0 0 510 1,300: 354 435
Old : 10,355: 6,505 6,350 836 600 1,160 200 0 0 0 510 1,300: 354 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -1,205: -665 -845 -326 -300 -50 200 0 0 -100 90 -100: -164 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 61.3 8.1 5.8 11.2 1.9 0.0 0.0 0.0 4.9 12.6: 3.4 4.2
Old : 100.0: 62.8 61.3 8.1 5.8 11.2 1.9 0.0 0.0 0.0 4.9 12.6: 3.4 4.2
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 : 22: 13 13 . . . . 0 0 0 . .:
Old : 22: 13 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 : 48.2 40.7 71.6 64.1 31.2 31.9 42.5 40.6
Old : 48.2 40.7 71.6 64.1 31.2 31.9 42.5 40.6
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,921: 32,746 38,149 5,490 277 3,945 640 150 0 50 125 0: 50 275
Old : 42,921: 32,746 38,149 5,490 277 3,945 640 150 0 50 125 0: 50 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -558: -358 32 175 -710 600 -175 -450 0 -75 75 -75: -650 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 88.9 12.8 0.6 9.2 1.5 0.3 0.0 0.1 0.3 0.0: 0.1 0.6
Old : 100.0: 76.3 88.9 12.8 0.6 9.2 1.5 0.3 0.0 0.1 0.3 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 22 . . . . . 0 . . 0:
Old : 38: 20 22 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 64.5 79.7 85.1 46.8 58.0 67.0 67.7
Old : 50.8 64.5 79.7 85.1 46.8 58.0 67.0 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 46,192: 40,564 31,222 750 13,143 337 2,310 990 0 1,395 255 245: 591 0
Old : 46,192: 40,564 31,222 750 13,143 337 2,310 990 0 1,395 255 245: 591 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -1,963: -716 -1,747 0 850 -485 -325 -258 0 -115 -5 -180: -142 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 67.6 1.6 28.5 0.7 5.0 2.1 0.0 3.0 0.6 0.5: 1.3 0.0
Old : 100.0: 87.8 67.6 1.6 28.5 0.7 5.0 2.1 0.0 3.0 0.6 0.5: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 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 : 62.5 59.8 77.5 83.1 56.8 58.5 71.1 79.0
Old : 62.5 59.8 77.5 83.1 56.8 58.5 71.1 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,624: 38,727 40,101 5,981 8,005 150 1,000 0 0 2,623 300 470: 673 598
Old : 49,624: 38,727 40,101 5,981 8,005 150 1,000 0 0 2,623 300 470: 673 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,055: 1,200 1,070 -55 0 0 0 0 0 -90 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 80.8 12.1 16.1 0.3 2.0 0.0 0.0 5.3 0.6 0.9: 1.4 1.2
Old : 100.0: 78.0 80.8 12.1 16.1 0.3 2.0 0.0 0.0 5.3 0.6 0.9: 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 : 32: 19 15 . . . . 0 0 . . .:
Old : 32: 19 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 : 56.9 91.2 71.7 95.5 56.8 87.5 70.2 90.8
Old : 56.9 91.2 71.7 95.5 56.8 87.5 70.2 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,611: 45,985 45,123 5,695 7,935 910 950 0 0 2,863 2,650 450: 758 543
Old : 57,611: 45,985 45,123 5,695 7,935 910 950 0 0 2,863 2,650 450: 758 543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,700: 1,810 1,680 -55 0 35 0 0 0 -90 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 78.3 9.9 13.8 1.6 1.6 0.0 0.0 5.0 4.6 0.8: 1.3 0.9
Old : 100.0: 79.8 78.3 9.9 13.8 1.6 1.6 0.0 0.0 5.0 4.6 0.8: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . . . . 0 0 . . .:
Old : 32: 19 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 : 56.5 84.2 70.8 94.6 55.8 82.3 69.4 92.0
Old : 56.5 84.2 70.8 94.6 55.8 82.3 69.4 92.0
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,727: 66,900 71,526 8,409 4,195 1,822 0 150 0 610 155 879: 107 0
Old : 78,727: 66,900 71,526 8,409 4,195 1,822 0 150 0 610 155 879: 107 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 538: 1,083 319 -123 190 -128 0 0 0 -369 0 157: -82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 90.9 10.7 5.3 2.3 0.0 0.2 0.0 0.8 0.2 1.1: 0.1 0.0
Old : 100.0: 85.0 90.9 10.7 5.3 2.3 0.0 0.2 0.0 0.8 0.2 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 25 . . 4 0 . 0 . . .:
Old : 37: 24 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 : 61.6 58.0 80.8 74.4 60.4 49.9 71.5 64.4
Old : 61.6 58.0 80.8 74.4 60.4 49.9 71.5 64.4
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,438: 93,632 99,827 10,773 7,450 1,989 0 1,002 199 5,163 1,520 1,416: 267 36
Old : 113,438: 93,632 99,827 10,773 7,450 1,989 0 1,002 199 5,163 1,520 1,416: 267 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,710: 1,229 1,792 21 61 -22 -8 -52 -4 547 0 -85: 33 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 88.0 9.5 6.6 1.8 0.0 0.9 0.2 4.6 1.3 1.2: 0.2 0.0
Old : 100.0: 82.5 88.0 9.5 6.6 1.8 0.0 0.9 0.2 4.6 1.3 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 : 46: 22 26 . . . 0 4 . 5 . .:
Old : 46: 22 26 . . . 0 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 : 55.7 45.4 80.4 67.2 53.7 42.1 71.7 60.0
Old : 55.7 45.4 80.4 67.2 53.7 42.1 71.7 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,385: 46,600 46,815 1,508 1,268 4,027 0 125 0 250 150 0: 0 0
Old : 52,385: 46,600 46,815 1,508 1,268 4,027 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: August 7, 2018 :
: 425: 225 1,700 100 -1,375 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 89.4 2.9 2.4 7.7 0.0 0.2 0.0 0.5 0.3 0.0: 0.0 0.0
Old : 100.0: 89.0 89.4 2.9 2.4 7.7 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 : 93.1 86.4 98.5 96.1 88.5 83.0 91.2 88.8
Old : 93.1 86.4 98.5 96.1 88.5 83.0 91.2 88.8
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,567: 29,447 27,637 1,280 4,395 3,175 950 1,775 250 1,050 0 250: 1,165 85
Old : 37,567: 29,447 27,637 1,280 4,395 3,175 950 1,775 250 1,050 0 250: 1,165 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 410: 240 260 300 150 0 0 0 0 -250 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 73.6 3.4 11.7 8.5 2.5 4.7 0.7 2.8 0.0 0.7: 3.1 0.2
Old : 100.0: 78.4 73.6 3.4 11.7 8.5 2.5 4.7 0.7 2.8 0.0 0.7: 3.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.9 58.6 75.6 79.1 35.3 39.2 46.2 51.2
Old : 54.9 58.6 75.6 79.1 35.3 39.2 46.2 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 52,479: 28,961 41,754 1,745 3,536 4,114 15,350 1,900 275 899 100 800: 335 0
Old : 52,479: 28,961 41,754 1,745 3,536 4,114 15,350 1,900 275 899 100 800: 335 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 610: 260 560 300 150 -100 30 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 79.6 3.3 6.7 7.8 29.2 3.6 0.5 1.7 0.2 1.5: 0.6 0.0
Old : 100.0: 55.2 79.6 3.3 6.7 7.8 29.2 3.6 0.5 1.7 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 : 55.0 60.6 72.2 78.8 48.0 54.6 61.1 66.6
Old : 55.0 60.6 72.2 78.8 48.0 54.6 61.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,370: 19,145 31,986 14,387 0 322 0 351 490 0 560 0: 26 661
Old : 34,370: 19,145 31,986 14,387 0 322 0 351 490 0 560 0: 26 661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -30: -25 -25 0 0 0 0 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 93.1 41.9 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 41.9 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 : 63.5 82.1 88.0 91.9 62.8 79.5 82.9 85.9
Old : 63.5 82.1 88.0 91.9 62.8 79.5 82.9 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: August 7, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,283: 27,926 30,816 2,978 0 421 63 910 0 625 0 15: 255 121
Old : 32,283: 27,926 30,816 2,978 0 421 63 910 0 625 0 15: 255 121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -722: -312 452 -85 -250 -335 0 -650 0 10 0 0: 0 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 95.5 9.2 0.0 1.3 0.2 2.8 0.0 1.9 0.0 0.0: 0.8 0.4
Old : 100.0: 86.5 95.5 9.2 0.0 1.3 0.2 2.8 0.0 1.9 0.0 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 19 5 0 . . . 0 . 0 .:
Old : 33: 20 19 5 0 . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 60.5 79.6 79.8 59.8 58.5 74.5 76.1
Old : 62.8 60.5 79.6 79.8 59.8 58.5 74.5 76.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,577: 16,923 21,253 4,074 0 758 0 150 110 410 0 0: 302 306
Old : 22,577: 16,923 21,253 4,074 0 758 0 150 110 410 0 0: 302 306
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,743: -300 1,620 2,059 -10 67 0 0 0 50 0 0: -133 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 94.1 18.0 0.0 3.4 0.0 0.7 0.5 1.8 0.0 0.0: 1.3 1.4
Old : 100.0: 75.0 94.1 18.0 0.0 3.4 0.0 0.7 0.5 1.8 0.0 0.0: 1.3 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 : 27: 15 14 . 0 . 0 . . . 0 0:
Old : 27: 15 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 : 62.0 71.1 82.7 87.5 56.7 70.1 75.2 82.4
Old : 62.0 71.1 82.7 87.5 56.7 70.1 75.2 82.4
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,427: 37,850 29,587 4,378 8,011 1,092 110 5,081 6 581 353 215: 195 82
Old : 44,427: 37,850 29,587 4,378 8,011 1,092 110 5,081 6 581 353 215: 195 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -814: -1,252 258 247 -200 175 0 -1,092 0 0 49 1: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 66.6 9.9 18.0 2.5 0.2 11.4 0.0 1.3 0.8 0.5: 0.4 0.2
Old : 100.0: 85.2 66.6 9.9 18.0 2.5 0.2 11.4 0.0 1.3 0.8 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 : 38: 23 20 . . 4 . . . . . .:
Old : 38: 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 : 53.5 54.9 72.4 75.5 42.2 51.6 55.7 64.1
Old : 53.5 54.9 72.4 75.5 42.2 51.6 55.7 64.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,937: 31,629 23,169 3,922 10,933 895 0 1,510 0 0 345 65: 426 20
Old : 36,937: 31,629 23,169 3,922 10,933 895 0 1,510 0 0 345 65: 426 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -741: -548 -18 -538 -20 445 0 -1,150 0 0 50 0: -100 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 62.7 10.6 29.6 2.4 0.0 4.1 0.0 0.0 0.9 0.2: 1.2 0.1
Old : 100.0: 85.6 62.7 10.6 29.6 2.4 0.0 4.1 0.0 0.0 0.9 0.2: 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 : 31: 21 16 4 . . 0 . 0 0 . .:
Old : 31: 21 16 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 68.8 72.8 87.0 40.2 62.9 58.4 74.1
Old : 50.6 68.8 72.8 87.0 40.2 62.9 58.4 74.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,590: 10,610 17,169 4,750 1,025 3,250 2,671 75 56 0 0 0: 253 15
Old : 21,590: 10,610 17,169 4,750 1,025 3,250 2,671 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: August 7, 2018 :
: -149: 350 -974 -300 1,025 -200 1 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 79.5 22.0 4.7 15.1 12.4 0.3 0.3 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 49.1 79.5 22.0 4.7 15.1 12.4 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:
Old : 26: 13 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 : 71.7 69.5 91.4 94.9 60.6 66.5 75.3 80.1
Old : 71.7 69.5 91.4 94.9 60.6 66.5 75.3 80.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,345: 11,825 14,280 3,305 0 2,190 50 1,100 125 800 650 0: 50 0
Old : 18,345: 11,825 14,280 3,305 0 2,190 50 1,100 125 800 650 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 360: 135 225 140 0 85 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 77.8 18.0 0.0 11.9 0.3 6.0 0.7 4.4 3.5 0.0: 0.3 0.0
Old : 100.0: 64.5 77.8 18.0 0.0 11.9 0.3 6.0 0.7 4.4 3.5 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 : 59.1 83.0 83.7 94.6 49.5 75.5 71.2 82.8
Old : 59.1 83.0 83.7 94.6 49.5 75.5 71.2 82.8
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,890: 13,220 14,540 4,100 0 1,750 50 2,950 0 600 625 25: 145 0
Old : 19,890: 13,220 14,540 4,100 0 1,750 50 2,950 0 600 625 25: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 350: 125 225 150 0 75 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 73.1 20.6 0.0 8.8 0.3 14.8 0.0 3.0 3.1 0.1: 0.7 0.0
Old : 100.0: 66.5 73.1 20.6 0.0 8.8 0.3 14.8 0.0 3.0 3.1 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 : 58.6 82.2 83.9 95.1 51.2 80.0 74.3 86.5
Old : 58.6 82.2 83.9 95.1 51.2 80.0 74.3 86.5
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 281,230: 231,339 138,028 2,996 82,130 21,112 1,600 2,945 13,761 1,453 14,392 8,861: 106 0
Old : 281,230: 231,339 138,028 2,996 82,130 21,112 1,600 2,945 13,761 1,453 14,392 8,861: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 2,120: 3,653 1,673 746 692 -747 -222 51 227 -65 433 -208: -1,264 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 49.1 1.1 29.2 7.5 0.6 1.0 4.9 0.5 5.1 3.2: 0.0 0.0
Old : 100.0: 82.3 49.1 1.1 29.2 7.5 0.6 1.0 4.9 0.5 5.1 3.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 14 . . . . . . . . .:
Old : 24: 14 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 : 75.8 57.4 90.5 80.9 47.3 44.2 48.8 47.5
Old : 75.8 57.4 90.5 80.9 47.3 44.2 48.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14,505 6,100 6,205 1,170 0 0 0 780 0 0: 200 0
Old : 21,880: 13,630 14,505 6,100 6,205 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: August 7, 2018 :
: 0: 0 -50 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 66.3 27.9 28.4 5.3 0.0 0.0 0.0 3.6 0.0 0.0: 0.9 0.0
Old : 100.0: 62.3 66.3 27.9 28.4 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 75.2 92.7 90.8 72.0 69.9 83.6 81.2
Old : 78.0 75.2 92.7 90.8 72.0 69.9 83.6 81.2
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,430: 9,273 19,125 10,500 3,625 675 510 0 100 3,075 830 75: 222 0
Old : 24,430: 9,273 19,125 10,500 3,625 675 510 0 100 3,075 830 75: 222 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 2,425: 575 2,475 50 -100 0 10 -15 15 1,725 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 78.3 43.0 14.8 2.8 2.1 0.0 0.4 12.6 3.4 0.3: 0.9 0.0
Old : 100.0: 38.0 78.3 43.0 14.8 2.8 2.1 0.0 0.4 12.6 3.4 0.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 9 . . . 4 0 . . . .:
Old : 28: 12 9 . . . 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 : 71.9 71.1 87.6 91.8 70.0 65.3 84.9 85.1
Old : 71.9 71.1 87.6 91.8 70.0 65.3 84.9 85.1
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,245: 7,498 13,800 8,125 3,175 1,125 300 15 85 1,750 830 200: 162 15
Old : 19,245: 7,498 13,800 8,125 3,175 1,125 300 15 85 1,750 830 200: 162 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,000: 575 1,025 -250 -100 0 0 0 0 600 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 71.7 42.2 16.5 5.8 1.6 0.1 0.4 9.1 4.3 1.0: 0.8 0.1
Old : 100.0: 39.0 71.7 42.2 16.5 5.8 1.6 0.1 0.4 9.1 4.3 1.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 7 . . . . . . . . .:
Old : 23: 10 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 : 68.5 75.5 87.3 93.9 65.6 64.7 80.0 83.2
Old : 68.5 75.5 87.3 93.9 65.6 64.7 80.0 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,285: 6,315 3,920 355 0 1,590 0 3,100 0 650 450 150: 225 75
Old : 9,285: 6,315 3,920 355 0 1,590 0 3,100 0 650 450 150: 225 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 50: 50 0 0 0 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 42.2 3.8 0.0 17.1 0.0 33.4 0.0 7.0 4.8 1.6: 2.4 0.8
Old : 100.0: 68.0 42.2 3.8 0.0 17.1 0.0 33.4 0.0 7.0 4.8 1.6: 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 : 57.5 68.1 82.1 89.3 47.1 60.2 62.6 68.8
Old : 57.5 68.1 82.1 89.3 47.1 60.2 62.6 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,705: 5,050 4,030 0 520 705 0 750 0 650 500 125: 175 75
Old : 6,705: 5,050 4,030 0 520 705 0 750 0 650 500 125: 175 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 50: 50 0 0 0 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 60.1 0.0 7.8 10.5 0.0 11.2 0.0 9.7 7.5 1.9: 2.6 1.1
Old : 100.0: 75.3 60.1 0.0 7.8 10.5 0.0 11.2 0.0 9.7 7.5 1.9: 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 : 53.0 54.7 80.5 85.5 53.0 51.3 68.2 70.2
Old : 53.0 54.7 80.5 85.5 53.0 51.3 68.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,325: 36,200 37,952 6,975 0 4,290 1,000 50 25 0 6,605 1,395: 440 8
Old : 50,325: 36,200 37,952 6,975 0 4,290 1,000 50 25 0 6,605 1,395: 440 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,718: 1,705 150 75 0 325 75 0 0 0 1,585 -350: -112 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 75.4 13.9 0.0 8.5 2.0 0.1 0.0 0.0 13.1 2.8: 0.9 0.0
Old : 100.0: 71.9 75.4 13.9 0.0 8.5 2.0 0.1 0.0 0.0 13.1 2.8: 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 : 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 : 59.9 81.9 82.6 96.7 55.4 80.2 74.1 84.6
Old : 59.9 81.9 82.6 96.7 55.4 80.2 74.1 84.6
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,074: 35,504 37,532 6,677 0 3,747 1,025 50 25 285 6,285 1,435: 376 0
Old : 49,074: 35,504 37,532 6,677 0 3,747 1,025 50 25 285 6,285 1,435: 376 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,708: 1,645 150 75 0 333 75 0 0 -600 925 300: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 76.5 13.6 0.0 7.6 2.1 0.1 0.1 0.6 12.8 2.9: 0.8 0.0
Old : 100.0: 72.3 76.5 13.6 0.0 7.6 2.1 0.1 0.1 0.6 12.8 2.9: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.1 83.4 82.1 95.2 57.1 82.7 75.2 85.5
Old : 61.1 83.4 82.1 95.2 57.1 82.7 75.2 85.5
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,646: 78,634 76,570 14,440 24,458 3,811 765 790 2,335 9,275 1,413 3,144: 242 125
Old : 112,646: 78,634 76,570 14,440 24,458 3,811 765 790 2,335 9,275 1,413 3,144: 242 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -519: -1,310 -2,010 0 -115 156 -25 0 75 458 1,248 127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 68.0 12.8 21.7 3.4 0.7 0.7 2.1 8.2 1.3 2.8: 0.2 0.1
Old : 100.0: 69.8 68.0 12.8 21.7 3.4 0.7 0.7 2.1 8.2 1.3 2.8: 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 : 55: 27 26 . 5 4 4 . . 6 . 6:
Old : 55: 27 26 . 5 4 4 . . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 48.8 63.9 73.9 40.7 41.7 58.6 60.8
Old : 43.3 48.8 63.9 73.9 40.7 41.7 58.6 60.8
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,673: 97,001 86,679 16,950 33,223 1,765 2,945 3,195 1,825 10,720 4,831 1,155: 312 0
Old : 132,673: 97,001 86,679 16,950 33,223 1,765 2,945 3,195 1,825 10,720 4,831 1,155: 312 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -271: -683 -2,898 0 330 -258 -15 35 15 1,065 2,900 -395: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 65.3 12.8 25.0 1.3 2.2 2.4 1.4 8.1 3.6 0.9: 0.2 0.0
Old : 100.0: 73.1 65.3 12.8 25.0 1.3 2.2 2.4 1.4 8.1 3.6 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 : 61: 30 27 . 6 4 . 5 . 6 . 4:
Old : 61: 30 27 . 6 4 . 5 . 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 : 40.7 53.2 60.9 74.1 37.4 49.9 56.0 67.0
Old : 40.7 53.2 60.9 74.1 37.4 49.9 56.0 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 291,147: 188,364 198,980 30,229 16,307 23,876 12,291 21,170 11,687 13,608 8,575 10,490: 601 61
Old : 291,147: 188,364 198,980 30,229 16,307 23,876 12,291 21,170 11,687 13,608 8,575 10,490: 601 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 3,688: 2,389 4,388 132 -1,654 708 -720 -2,092 939 61 1,443 21: 159 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 68.3 10.4 5.6 8.2 4.2 7.3 4.0 4.7 2.9 3.6: 0.2 0.0
Old : 100.0: 64.7 68.3 10.4 5.6 8.2 4.2 7.3 4.0 4.7 2.9 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: 37 41 . . 5 11 7 9 11 5 12:
Old : 83: 37 41 . . 5 11 7 9 11 5 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 : 34.5 38.4 55.0 57.8 26.2 26.0 39.6 41.0
Old : 34.5 38.4 55.0 57.8 26.2 26.0 39.6 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,732: 18,913 31,822 9,172 0 135 1,005 0 20 2,968 375 380: 139 0
Old : 32,732: 18,913 31,822 9,172 0 135 1,005 0 20 2,968 375 380: 139 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,425: 50 1,800 0 0 0 -50 0 20 1,345 -455 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 97.2 28.0 0.0 0.4 3.1 0.0 0.1 9.1 1.1 1.2: 0.4 0.0
Old : 100.0: 57.8 97.2 28.0 0.0 0.4 3.1 0.0 0.1 9.1 1.1 1.2: 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 . . . .:
Old : 29: 19 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 : 52.3 93.8 74.2 98.5 51.9 90.2 72.8 92.5
Old : 52.3 93.8 74.2 98.5 51.9 90.2 72.8 92.5
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,184: 17,603 29,044 9,822 0 60 125 1,100 400 2,553 125 455: 166 0
Old : 31,184: 17,603 29,044 9,822 0 60 125 1,100 400 2,553 125 455: 166 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,330: 0 1,750 0 0 0 0 50 0 1,345 -455 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 93.1 31.5 0.0 0.2 0.4 3.5 1.3 8.2 0.4 1.5: 0.5 0.0
Old : 100.0: 56.4 93.1 31.5 0.0 0.2 0.4 3.5 1.3 8.2 0.4 1.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.7 92.3 78.9 98.6 56.5 88.6 77.5 91.7
Old : 56.7 92.3 78.9 98.6 56.5 88.6 77.5 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,547: 6,000 9,437 3,777 1,700 1,170 1,410 0 100 0 50 0: 2,090 2,090
Old : 14,547: 6,000 9,437 3,777 1,700 1,170 1,410 0 100 0 50 0: 2,090 2,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 305: 300 0 -450 -150 305 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 64.9 26.0 11.7 8.0 9.7 0.0 0.7 0.0 0.3 0.0: 14.4 14.4
Old : 100.0: 41.2 64.9 26.0 11.7 8.0 9.7 0.0 0.7 0.0 0.3 0.0: 14.4 14.4
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: 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 : 68.4 52.8 81.3 74.6 59.8 48.2 67.2 63.2
Old : 68.4 52.8 81.3 74.6 59.8 48.2 67.2 63.2
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,750: 3,145 8,985 4,800 370 300 1,160 0 100 250 0 0: 995 995
Old : 10,750: 3,145 8,985 4,800 370 300 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: August 7, 2018 :
: -160: 140 -160 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 83.6 44.7 3.4 2.8 10.8 0.0 0.9 2.3 0.0 0.0: 9.3 9.3
Old : 100.0: 29.3 83.6 44.7 3.4 2.8 10.8 0.0 0.9 2.3 0.0 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 12 . . . . 0 . . 0 0:
Old : 20: 9 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 : 69.7 48.5 85.2 75.9 67.8 47.3 78.6 66.7
Old : 69.7 48.5 85.2 75.9 67.8 47.3 78.6 66.7
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,169: 21,237 23,804 15,458 19,945 0 13,250 5,070 25 0 1,160 1,075: 7,124 7,090
Old : 58,169: 21,237 23,804 15,458 19,945 0 13,250 5,070 25 0 1,160 1,075: 7,124 7,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 60: 410 -490 -300 0 0 -600 0 0 0 0 0: 550 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 40.9 26.6 34.3 0.0 22.8 8.7 0.0 0.0 2.0 1.8: 12.2 12.2
Old : 100.0: 36.5 40.9 26.6 34.3 0.0 22.8 8.7 0.0 0.0 2.0 1.8: 12.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 19 . . 0 . . . 0 . .:
Old : 28: 14 19 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 49.9 78.5 68.3 65.2 49.8 74.9 66.9
Old : 66.6 49.9 78.5 68.3 65.2 49.8 74.9 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,232: 19,449 22,127 14,095 19,995 0 14,915 5,170 25 0 1,060 1,075: 6,673 6,780
Old : 56,232: 19,449 22,127 14,095 19,995 0 14,915 5,170 25 0 1,060 1,075: 6,673 6,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 60: 410 -490 -300 0 0 -600 0 0 0 0 0: 550 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 39.3 25.1 35.6 0.0 26.5 9.2 0.0 0.0 1.9 1.9: 11.9 12.1
Old : 100.0: 34.6 39.3 25.1 35.6 0.0 26.5 9.2 0.0 0.0 1.9 1.9: 11.9 12.1
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 20 . . 0 . . . 0 . .:
Old : 28: 13 20 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 51.3 80.4 70.1 65.3 51.2 77.8 68.7
Old : 66.7 51.3 80.4 70.1 65.3 51.2 77.8 68.7
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 6,335 1,115 145 1,370 525 7,650 20 0 1,090 0: 3,225 2,915
Old : 19,525: 13,270 6,335 1,115 145 1,370 525 7,650 20 0 1,090 0: 3,225 2,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 0: 0 -25 0 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 32.4 5.7 0.7 7.0 2.7 39.2 0.1 0.0 5.6 0.0: 16.5 14.9
Old : 100.0: 68.0 32.4 5.7 0.7 7.0 2.7 39.2 0.1 0.0 5.6 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 66.4
Old : 47.4 61.0 70.9 74.9 44.6 56.6 59.6 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 6,310 2,540 145 870 275 7,850 0 0 1,085 0: 3,240 2,955
Old : 19,215: 12,290 6,310 2,540 145 870 275 7,850 0 0 1,085 0: 3,240 2,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 0: 0 -25 0 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 32.8 13.2 0.8 4.5 1.4 40.9 0.0 0.0 5.6 0.0: 16.9 15.4
Old : 100.0: 64.0 32.8 13.2 0.8 4.5 1.4 40.9 0.0 0.0 5.6 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 69.0
Old : 48.2 63.0 70.9 75.0 46.0 58.5 62.5 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: August 7, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,250: 13,140 28,840 11,690 0 875 3,540 1,345 10 1,865 50 0: 2,130 2,130
Old : 33,250: 13,140 28,840 11,690 0 875 3,540 1,345 10 1,865 50 0: 2,130 2,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 200: 200 250 -175 0 0 -600 -50 0 900 0 0: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 86.7 35.2 0.0 2.6 10.6 4.0 0.0 5.6 0.2 0.0: 6.4 6.4
Old : 100.0: 39.5 86.7 35.2 0.0 2.6 10.6 4.0 0.0 5.6 0.2 0.0: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 . 0 . . . . . . 0:
Old : 26: 12 9 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 81.4 77.5 90.7 58.0 81.0 74.9 89.3
Old : 59.5 81.4 77.5 90.7 58.0 81.0 74.9 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,960: 11,870 26,105 10,600 0 675 3,480 1,345 20 1,550 50 0: 1,765 1,765
Old : 29,960: 11,870 26,105 10,600 0 675 3,480 1,345 20 1,550 50 0: 1,765 1,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -50: 210 10 -275 0 0 -600 -50 0 750 0 0: -135 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 87.1 35.4 0.0 2.3 11.6 4.5 0.1 5.2 0.2 0.0: 5.9 5.9
Old : 100.0: 39.6 87.1 35.4 0.0 2.3 11.6 4.5 0.1 5.2 0.2 0.0: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 . 0 . . . . . . 0:
Old : 26: 12 9 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 80.9 78.4 91.5 59.7 80.5 76.2 90.1
Old : 61.4 80.9 78.4 91.5 59.7 80.5 76.2 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,750: 18,805 7,860 0 12,410 300 1,775 890 45 235 265 465: 1,125 515
Old : 22,750: 18,805 7,860 0 12,410 300 1,775 890 45 235 265 465: 1,125 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 500: 645 -10 0 15 0 50 0 0 -590 0 465: -70 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 34.5 0.0 54.5 1.3 7.8 3.9 0.2 1.0 1.2 2.0: 4.9 2.3
Old : 100.0: 82.7 34.5 0.0 54.5 1.3 7.8 3.9 0.2 1.0 1.2 2.0: 4.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 0 . . . . . . . .:
Old : 28: 14 14 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 71.4 77.5 84.8 57.8 70.0 74.0 80.2
Old : 60.8 71.4 77.5 84.8 57.8 70.0 74.0 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,665: 19,410 6,810 0 13,070 300 1,825 830 45 0 1,065 0: 1,085 545
Old : 22,665: 19,410 6,810 0 13,070 300 1,825 830 45 0 1,065 0: 1,085 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 655: 800 145 0 -35 0 100 0 0 0 690 -175: -70 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 30.0 0.0 57.7 1.3 8.1 3.7 0.2 0.0 4.7 0.0: 4.8 2.4
Old : 100.0: 85.6 30.0 0.0 57.7 1.3 8.1 3.7 0.2 0.0 4.7 0.0: 4.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 0 . . . . . 0 . 0:
Old : 28: 13 14 0 . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 74.6 81.0 87.3 61.9 73.3 78.2 84.2
Old : 62.5 74.6 81.0 87.3 61.9 73.3 78.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,160: 24,095 10,450 0 21,145 175 7,300 1,100 320 2,030 900 0: 1,240 1,070
Old : 35,160: 24,095 10,450 0 21,145 175 7,300 1,100 320 2,030 900 0: 1,240 1,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -100: -125 -225 0 560 0 0 -300 150 60 -100 0: -185 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 29.7 0.0 60.1 0.5 20.8 3.1 0.9 5.8 2.6 0.0: 3.5 3.0
Old : 100.0: 68.5 29.7 0.0 60.1 0.5 20.8 3.1 0.9 5.8 2.6 0.0: 3.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 7 0 . . . . 4 . . 0:
Old : 27: 15 7 0 . . . . 4 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 77.1 84.3 94.7 64.0 76.4 82.7 90.0
Old : 64.4 77.1 84.3 94.7 64.0 76.4 82.7 90.0
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,580: 21,545 12,705 0 16,405 175 7,535 1,100 200 1,980 900 0: 1,145 1,095
Old : 32,580: 21,545 12,705 0 16,405 175 7,535 1,100 200 1,980 900 0: 1,145 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -100: -125 -225 0 560 0 0 -300 150 60 -100 0: -185 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 39.0 0.0 50.4 0.5 23.1 3.4 0.6 6.1 2.8 0.0: 3.5 3.4
Old : 100.0: 66.1 39.0 0.0 50.4 0.5 23.1 3.4 0.6 6.1 2.8 0.0: 3.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 73.0 85.0 94.0 64.7 72.7 83.7 89.7
Old : 64.7 73.0 85.0 94.0 64.7 72.7 83.7 89.7
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,195: 37,995 77,355 35,145 0 155 5,390 0 4,200 905 2,030 440: 7,965 8,015
Old : 92,195: 37,995 77,355 35,145 0 155 5,390 0 4,200 905 2,030 440: 7,965 8,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -160: 35 90 50 0 -250 500 0 -170 -435 60 75: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 83.9 38.1 0.0 0.2 5.8 0.0 4.6 1.0 2.2 0.5: 8.6 8.7
Old : 100.0: 41.2 83.9 38.1 0.0 0.2 5.8 0.0 4.6 1.0 2.2 0.5: 8.6 8.7
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 : 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 : 63.5 58.5 76.9 71.7 58.7 58.2 68.0 68.2
Old : 63.5 58.5 76.9 71.7 58.7 58.2 68.0 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,810: 34,225 69,760 30,375 0 70 4,875 30 3,860 2,225 1,860 25: 8,155 8,205
Old : 83,810: 34,225 69,760 30,375 0 70 4,875 30 3,860 2,225 1,860 25: 8,155 8,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -195: -265 40 100 0 -160 125 -325 155 -185 60 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 83.2 36.2 0.0 0.1 5.8 0.0 4.6 2.7 2.2 0.0: 9.7 9.8
Old : 100.0: 40.8 83.2 36.2 0.0 0.1 5.8 0.0 4.6 2.7 2.2 0.0: 9.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 21 . 0 . . . 4 . . .:
Old : 37: 16 21 . 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 : 61.3 56.8 74.5 69.8 58.1 56.4 69.3 68.8
Old : 61.3 56.8 74.5 69.8 58.1 56.4 69.3 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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,645: 11,630 19,705 8,555 3,525 2,950 5,950 1,875 0 0 1,100 100: 1,460 1,390
Old : 30,645: 11,630 19,705 8,555 3,525 2,950 5,950 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: August 7, 2018 :
: 425: 200 75 -400 0 350 275 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 64.3 27.9 11.5 9.6 19.4 6.1 0.0 0.0 3.6 0.3: 4.8 4.5
Old : 100.0: 38.0 64.3 27.9 11.5 9.6 19.4 6.1 0.0 0.0 3.6 0.3: 4.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.0 51.4 83.8 70.6 58.6 48.1 73.1 63.2
Old : 67.0 51.4 83.8 70.6 58.6 48.1 73.1 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,850: 8,105 14,165 7,980 3,365 2,575 2,850 125 0 0 1,250 0: 340 370
Old : 21,850: 8,105 14,165 7,980 3,365 2,575 2,850 125 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: August 7, 2018 :
: 100: 25 100 0 0 0 75 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 64.8 36.5 15.4 11.8 13.0 0.6 0.0 0.0 5.7 0.0: 1.6 1.7
Old : 100.0: 37.1 64.8 36.5 15.4 11.8 13.0 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 : 79.8 53.2 94.1 76.2 63.4 46.8 74.9 67.2
Old : 79.8 53.2 94.1 76.2 63.4 46.8 74.9 67.2
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 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,615: 8,730 9,580 0 3,300 1,910 6,125 1,975 0 0 0 0: 850 850
Old : 17,615: 8,730 9,580 0 3,300 1,910 6,125 1,975 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: August 7, 2018 :
: 700: 700 625 0 0 0 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 54.4 0.0 18.7 10.8 34.8 11.2 0.0 0.0 0.0 0.0: 4.8 4.8
Old : 100.0: 49.6 54.4 0.0 18.7 10.8 34.8 11.2 0.0 0.0 0.0 0.0: 4.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 0 . . . . 0 0 0 0:
Old : 22: 10 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 : 77.9 67.1 89.4 88.2 74.5 59.3 79.9 77.2
Old : 77.9 67.1 89.4 88.2 74.5 59.3 79.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,735: 32,475 30,185 1,755 1,330 8,205 100 2,775 915 0 100 0: 11,285 11,225
Old : 54,735: 32,475 30,185 1,755 1,330 8,205 100 2,775 915 0 100 0: 11,285 11,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 175: -2,345 -475 855 -1,215 365 0 200 0 0 0 0: 1,300 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 55.1 3.2 2.4 15.0 0.2 5.1 1.7 0.0 0.2 0.0: 20.6 20.5
Old : 100.0: 59.3 55.1 3.2 2.4 15.0 0.2 5.1 1.7 0.0 0.2 0.0: 20.6 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 . . . . . . 0 . 0:
Old : 31: 17 19 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 35.1 67.1 55.5 36.0 24.8 40.8 36.6
Old : 51.0 35.1 67.1 55.5 36.0 24.8 40.8 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, August 14, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,550: 20,030 20,595 855 2,000 6,005 1,950 650 0 0 0 0: 11,710 11,300
Old : 40,550: 20,030 20,595 855 2,000 6,005 1,950 650 0 0 0 0: 11,710 11,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 270: 450 450 0 150 0 100 -50 0 0 0 0: -280 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 50.8 2.1 4.9 14.8 4.8 1.6 0.0 0.0 0.0 0.0: 28.9 27.9
Old : 100.0: 49.4 50.8 2.1 4.9 14.8 4.8 1.6 0.0 0.0 0.0 0.0: 28.9 27.9
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: 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 : 46.5 32.4 63.1 49.6 29.4 18.5 34.5 29.1
Old : 46.5 32.4 63.1 49.6 29.4 18.5 34.5 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2018