COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,023: 12,661 19,334 4,565 610 476 994 6,609 1,536 11,602 2,964 3,308: 881 1,186
Old : 36,023: 12,661 19,334 4,565 610 476 994 6,609 1,536 11,602 2,964 3,308: 881 1,186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 184: 121 358 -33 -15 22 125 -180 0 -24 24 -13: -14 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 53.7 12.7 1.7 1.3 2.8 18.3 4.3 32.2 8.2 9.2: 2.4 3.3
Old : 100.0: 35.1 53.7 12.7 1.7 1.3 2.8 18.3 4.3 32.2 8.2 9.2: 2.4 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 : 38.1 63.1 60.3 77.9 31.9 49.1 49.2 57.8
Old : 38.1 63.1 60.3 77.9 31.9 49.1 49.2 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,704: 2,530 3,022 156 170 130 0 0 0 905 729 509: 474 144
Old : 4,704: 2,530 3,022 156 170 130 0 0 0 905 729 509: 474 144
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -101: -60 -70 15 -20 6 -125 0 0 35 0 -27: 55 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 64.2 3.3 3.6 2.8 0.0 0.0 0.0 19.2 15.5 10.8: 10.1 3.1
Old : 100.0: 53.8 64.2 3.3 3.6 2.8 0.0 0.0 0.0 19.2 15.5 10.8: 10.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 6 . . . 0 0 0 5 4 4:
Old : 20: 5 6 . . . 0 0 0 5 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 65.8 80.0 83.1 52.6 57.7 62.4 65.9
Old : 63.8 65.8 80.0 83.1 52.6 57.7 62.4 65.9
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 58,671: 30,149 34,109 129 3,339 12,539 8,056 0 3,479 963 2,362 2,434: 923 409
Old : 58,671: 30,149 34,109 129 3,339 12,539 8,056 0 3,479 963 2,362 2,434: 923 409
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,445: 327 520 0 -141 486 50 0 322 89 80 166: 5 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 58.1 0.2 5.7 21.4 13.7 0.0 5.9 1.6 4.0 4.1: 1.6 0.7
Old : 100.0: 51.4 58.1 0.2 5.7 21.4 13.7 0.0 5.9 1.6 4.0 4.1: 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 : 52: 29 28 . . . 6 0 6 6 6 8:
Old : 52: 29 28 . . . 6 0 6 6 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 45.3 61.2 64.5 24.8 21.0 31.3 29.3
Old : 42.9 45.3 61.2 64.5 24.8 21.0 31.3 29.3
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,912: 31,907 36,559 2,050 1,294 4,515 281 900 95 4,775 400 150: 140 0
Old : 43,912: 31,907 36,559 2,050 1,294 4,515 281 900 95 4,775 400 150: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 611: -61 -3 320 824 -150 102 0 -25 375 -25 50: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 83.3 4.7 2.9 10.3 0.6 2.0 0.2 10.9 0.9 0.3: 0.3 0.0
Old : 100.0: 72.7 83.3 4.7 2.9 10.3 0.6 2.0 0.2 10.9 0.9 0.3: 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 : 38: 21 18 . . . . . . 8 . 4:
Old : 38: 21 18 . . . . . . 8 . 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 : 61.9 66.6 82.9 87.6 57.9 62.0 69.1 71.8
Old : 61.9 66.6 82.9 87.6 57.9 62.0 69.1 71.8
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 21,267: 17,773 15,995 50 3,137 990 0 0 0 1,555 275 770: 129 100
Old : 21,267: 17,773 15,995 50 3,137 990 0 0 0 1,555 275 770: 129 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 863: 925 225 -25 25 113 0 0 0 -375 275 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 75.2 0.2 14.8 4.7 0.0 0.0 0.0 7.3 1.3 3.6: 0.6 0.5
Old : 100.0: 83.6 75.2 0.2 14.8 4.7 0.0 0.0 0.0 7.3 1.3 3.6: 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 : 26: 15 10 . . . 0 0 0 . . .:
Old : 26: 15 10 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 73.8 88.6 90.8 72.3 67.4 79.7 79.5
Old : 74.7 73.8 88.6 90.8 72.3 67.4 79.7 79.5
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,920: 133,688 110,519 2,003 19,039 9,257 5,090 10,135 1,240 3,072 4,184 2,376: 194 170
Old : 156,920: 133,688 110,519 2,003 19,039 9,257 5,090 10,135 1,240 3,072 4,184 2,376: 194 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -640: -198 -2,080 40 2,202 -670 25 0 0 70 -185 93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 70.4 1.3 12.1 5.9 3.2 6.5 0.8 2.0 2.7 1.5: 0.1 0.1
Old : 100.0: 85.2 70.4 1.3 12.1 5.9 3.2 6.5 0.8 2.0 2.7 1.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 36.6 53.1 55.3 71.3 31.4 43.2 42.5 50.6
Old : 36.6 53.1 55.3 71.3 31.4 43.2 42.5 50.6
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,567: 28,919 26,188 11,918 7,793 2,373 363 4,725 700 25 2,639 150: 120 0
Old : 44,567: 28,919 26,188 11,918 7,793 2,373 363 4,725 700 25 2,639 150: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 806: 443 243 -637 -1,205 918 -358 -300 416 -75 635 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 58.8 26.7 17.5 5.3 0.8 10.6 1.6 0.1 5.9 0.3: 0.3 0.0
Old : 100.0: 64.9 58.8 26.7 17.5 5.3 0.8 10.6 1.6 0.1 5.9 0.3: 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 : 40: 16 22 . . . 4 . . . 8 .:
Old : 40: 16 22 . . . 4 . . . 8 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 69.9 91.8 84.5 70.8 57.8 76.0 72.1
Old : 77.1 69.9 91.8 84.5 70.8 57.8 76.0 72.1
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,640: 26,325 19,215 3,985 11,170 1,080 150 0 0 50 125 50: 0 0
Old : 31,640: 26,325 19,215 3,985 11,170 1,080 150 0 0 50 125 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 195: 225 -100 -475 -175 445 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 60.7 12.6 35.3 3.4 0.5 0.0 0.0 0.2 0.4 0.2: 0.0 0.0
Old : 100.0: 83.2 60.7 12.6 35.3 3.4 0.5 0.0 0.0 0.2 0.4 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 : 25: 9 15 . . . . 0 0 . . .:
Old : 25: 9 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 : 86.4 90.8 98.0 95.9 81.4 80.5 85.6 84.5
Old : 86.4 90.8 98.0 95.9 81.4 80.5 85.6 84.5
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,529: 35,454 35,279 4,935 8,650 1,010 3,050 950 0 1,415 0 490: 175 150
Old : 46,529: 35,454 35,279 4,935 8,650 1,010 3,050 950 0 1,415 0 490: 175 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 347: 122 372 0 0 0 0 0 0 250 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 75.8 10.6 18.6 2.2 6.6 2.0 0.0 3.0 0.0 1.1: 0.4 0.3
Old : 100.0: 76.2 75.8 10.6 18.6 2.2 6.6 2.0 0.0 3.0 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 : 49.2 52.2 69.1 70.9 44.3 45.5 61.4 62.5
Old : 49.2 52.2 69.1 70.9 44.3 45.5 61.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,647: 47,408 45,676 4,725 16,808 3,986 10,990 1,825 800 835 0 530: 373 22
Old : 69,647: 47,408 45,676 4,725 16,808 3,986 10,990 1,825 800 835 0 530: 373 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 677: 394 552 28 -145 150 25 0 0 -40 0 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 65.6 6.8 24.1 5.7 15.8 2.6 1.1 1.2 0.0 0.8: 0.5 0.0
Old : 100.0: 68.1 65.6 6.8 24.1 5.7 15.8 2.6 1.1 1.2 0.0 0.8: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 59.4 63.6 75.5 36.8 55.0 57.6 65.1
Old : 39.3 59.4 63.6 75.5 36.8 55.0 57.6 65.1
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 76,322: 55,652 55,635 15,180 17,775 300 500 390 190 2,340 0 1,760: 400 272
Old : 76,322: 55,652 55,635 15,180 17,775 300 500 390 190 2,340 0 1,760: 400 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,035: 925 180 55 170 0 0 0 0 -450 0 600: -95 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 72.9 19.9 23.3 0.4 0.7 0.5 0.2 3.1 0.0 2.3: 0.5 0.4
Old : 100.0: 72.9 72.9 19.9 23.3 0.4 0.7 0.5 0.2 3.1 0.0 2.3: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 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 : 48.3 61.1 69.6 77.6 47.5 61.1 68.3 76.1
Old : 48.3 61.1 69.6 77.6 47.5 61.1 68.3 76.1
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,892: 79,497 72,296 23,595 36,694 1,340 2,290 150 0 3,385 0 1,305: 480 107
Old : 111,892: 79,497 72,296 23,595 36,694 1,340 2,290 150 0 3,385 0 1,305: 480 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 685: 690 -135 45 430 0 0 0 0 -320 0 390: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 64.6 21.1 32.8 1.2 2.0 0.1 0.0 3.0 0.0 1.2: 0.4 0.1
Old : 100.0: 71.0 64.6 21.1 32.8 1.2 2.0 0.1 0.0 3.0 0.0 1.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.9 61.8 68.4 78.3 43.4 60.8 66.2 77.1
Old : 43.9 61.8 68.4 78.3 43.4 60.8 66.2 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,115: 21,915 26,825 4,430 0 3,900 590 0 0 150 195 10: 120 185
Old : 31,115: 21,915 26,825 4,430 0 3,900 590 0 0 150 195 10: 120 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 505: 505 480 0 0 0 0 0 0 0 195 10: -10 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 86.2 14.2 0.0 12.5 1.9 0.0 0.0 0.5 0.6 0.0: 0.4 0.6
Old : 100.0: 70.4 86.2 14.2 0.0 12.5 1.9 0.0 0.0 0.5 0.6 0.0: 0.4 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 : 29: 19 16 4 0 . . 0 0 . . .:
Old : 29: 19 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 : 50.9 78.7 80.7 87.2 44.3 69.9 63.3 74.9
Old : 50.9 78.7 80.7 87.2 44.3 69.9 63.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,255: 24,405 22,735 0 2,200 2,960 0 300 0 730 0 60: 100 0
Old : 28,255: 24,405 22,735 0 2,200 2,960 0 300 0 730 0 60: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -415: 665 -525 0 650 -600 0 0 0 -540 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 80.5 0.0 7.8 10.5 0.0 1.1 0.0 2.6 0.0 0.2: 0.4 0.0
Old : 100.0: 86.4 80.5 0.0 7.8 10.5 0.0 1.1 0.0 2.6 0.0 0.2: 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 : 27: 18 18 0 . . 0 . 0 . 0 .:
Old : 27: 18 18 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 67.0 76.2 88.9 41.8 55.7 52.5 61.0
Old : 54.8 67.0 76.2 88.9 41.8 55.7 52.5 61.0
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 50 500 200 100 500 0 600 100 0: 0 0
Old : 9,495: 8,545 8,195 50 500 200 100 500 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 14, 2018 :
: 0: 0 0 50 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 86.3 0.5 5.3 2.1 1.1 5.3 0.0 6.3 1.1 0.0: 0.0 0.0
Old : 100.0: 90.0 86.3 0.5 5.3 2.1 1.1 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 : 22: 13 7 . . . . . 0 . . 0:
Old : 22: 13 7 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,631: 31,978 36,432 350 7,445 6,502 5,260 22 218 7,127 765 2,849: 348 398
Old : 54,631: 31,978 36,432 350 7,445 6,502 5,260 22 218 7,127 765 2,849: 348 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 101: -479 469 0 -802 236 61 -55 -66 48 16 302: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 66.7 0.6 13.6 11.9 9.6 0.0 0.4 13.0 1.4 5.2: 0.6 0.7
Old : 100.0: 58.5 66.7 0.6 13.6 11.9 9.6 0.0 0.4 13.0 1.4 5.2: 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 . 4 7 6 7:
Old : 52: 24 25 . . . 6 . 4 7 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 : 44.8 41.2 66.0 62.8 25.2 23.6 39.9 36.0
Old : 44.8 41.2 66.0 62.8 25.2 23.6 39.9 36.0
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,741: 33,566 38,919 5,490 307 3,945 640 150 0 50 125 0: 50 295
Old : 43,741: 33,566 38,919 5,490 307 3,945 640 150 0 50 125 0: 50 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 820: 820 770 0 30 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 89.0 12.6 0.7 9.0 1.5 0.3 0.0 0.1 0.3 0.0: 0.1 0.7
Old : 100.0: 76.7 89.0 12.6 0.7 9.0 1.5 0.3 0.0 0.1 0.3 0.0: 0.1 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 : 38: 21 22 . . . . . 0 . . 0:
Old : 38: 21 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 : 50.7 64.3 79.5 86.0 47.4 59.7 67.2 68.8
Old : 50.7 64.3 79.5 86.0 47.4 59.7 67.2 68.8
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,429: 41,321 31,439 750 13,113 337 2,360 990 0 825 305 245: 591 0
Old : 46,429: 41,321 31,439 750 13,113 337 2,360 990 0 825 305 245: 591 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 237: 757 217 0 -30 0 50 0 0 -570 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 67.7 1.6 28.2 0.7 5.1 2.1 0.0 1.8 0.7 0.5: 1.3 0.0
Old : 100.0: 89.0 67.7 1.6 28.2 0.7 5.1 2.1 0.0 1.8 0.7 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 : 41: 21 22 . . . 4 . 0 . . .:
Old : 41: 21 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 : 62.3 58.2 77.5 81.4 56.6 56.9 71.1 77.6
Old : 62.3 58.2 77.5 81.4 56.6 56.9 71.1 77.6
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,514: 39,612 40,871 5,766 8,005 270 1,000 0 0 2,723 300 470: 673 598
Old : 50,514: 39,612 40,871 5,766 8,005 270 1,000 0 0 2,723 300 470: 673 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 890: 885 770 -215 0 120 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 80.9 11.4 15.8 0.5 2.0 0.0 0.0 5.4 0.6 0.9: 1.3 1.2
Old : 100.0: 78.4 80.9 11.4 15.8 0.5 2.0 0.0 0.0 5.4 0.6 0.9: 1.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.2 91.2 71.1 95.4 55.9 87.6 69.9 90.8
Old : 56.2 91.2 71.1 95.4 55.9 87.6 69.9 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,296: 46,680 45,433 5,360 7,935 1,185 950 0 0 2,913 2,750 450: 758 543
Old : 58,296: 46,680 45,433 5,360 7,935 1,185 950 0 0 2,913 2,750 450: 758 543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 685: 695 310 -335 0 275 0 0 0 50 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 77.9 9.2 13.6 2.0 1.6 0.0 0.0 5.0 4.7 0.8: 1.3 0.9
Old : 100.0: 80.1 77.9 9.2 13.6 2.0 1.6 0.0 0.0 5.0 4.7 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 : 56.4 84.1 70.9 94.3 55.4 82.2 69.1 91.7
Old : 56.4 84.1 70.9 94.3 55.4 82.2 69.1 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 81,062: 69,667 73,048 8,729 4,495 1,639 0 150 0 0 820 910: 117 0
Old : 81,062: 69,667 73,048 8,729 4,495 1,639 0 150 0 0 820 910: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 2,335: 2,767 1,522 320 300 -183 0 0 0 -610 665 31: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 90.1 10.8 5.5 2.0 0.0 0.2 0.0 0.0 1.0 1.1: 0.1 0.0
Old : 100.0: 85.9 90.1 10.8 5.5 2.0 0.0 0.2 0.0 0.0 1.0 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 24 . . 4 0 . 0 0 . .:
Old : 37: 24 24 . . 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 : 62.0 58.2 81.5 74.0 60.7 50.2 72.1 64.3
Old : 62.0 58.2 81.5 74.0 60.7 50.2 72.1 64.3
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,893: 93,734 99,866 11,104 8,193 1,775 50 1,082 147 5,476 1,520 1,300: 307 10
Old : 113,893: 93,734 99,866 11,104 8,193 1,775 50 1,082 147 5,476 1,520 1,300: 307 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 455: 103 40 331 743 -214 50 80 -51 313 0 -116: 40 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 87.7 9.7 7.2 1.6 0.0 0.9 0.1 4.8 1.3 1.1: 0.3 0.0
Old : 100.0: 82.3 87.7 9.7 7.2 1.6 0.0 0.9 0.1 4.8 1.3 1.1: 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 : 47: 22 26 . . . . 4 . 5 . .:
Old : 47: 22 26 . . . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 45.4 80.6 68.2 53.9 42.8 71.9 61.4
Old : 56.2 45.4 80.6 68.2 53.9 42.8 71.9 61.4
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,355: 46,375 46,465 1,758 1,593 3,972 0 175 0 250 150 0: 0 0
Old : 52,355: 46,375 46,465 1,758 1,593 3,972 0 175 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 14, 2018 :
: -30: -225 -350 250 325 -55 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 88.7 3.4 3.0 7.6 0.0 0.3 0.0 0.5 0.3 0.0: 0.0 0.0
Old : 100.0: 88.6 88.7 3.4 3.0 7.6 0.0 0.3 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 : 26: 10 14 . . . 0 . 0 . . 0:
Old : 26: 10 14 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.2 86.4 98.5 96.2 88.6 83.0 91.3 88.9
Old : 93.2 86.4 98.5 96.2 88.6 83.0 91.3 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,587: 29,857 27,682 1,280 4,120 3,200 950 1,775 250 350 0 475: 1,225 85
Old : 37,587: 29,857 27,682 1,280 4,120 3,200 950 1,775 250 350 0 475: 1,225 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 20: 410 45 0 -275 25 0 0 0 -700 0 225: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 73.6 3.4 11.0 8.5 2.5 4.7 0.7 0.9 0.0 1.3: 3.3 0.2
Old : 100.0: 79.4 73.6 3.4 11.0 8.5 2.5 4.7 0.7 0.9 0.0 1.3: 3.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 . . . . . . . 0 .:
Old : 26: 17 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 58.3 76.3 78.5 35.2 37.9 45.9 49.7
Old : 54.8 58.3 76.3 78.5 35.2 37.9 45.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,779: 29,496 42,154 1,685 3,576 4,074 15,245 1,900 275 859 0 800: 345 0
Old : 52,779: 29,496 42,154 1,685 3,576 4,074 15,245 1,900 275 859 0 800: 345 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 300: 535 400 -60 40 -40 -105 0 0 -40 -100 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 79.9 3.2 6.8 7.7 28.9 3.6 0.5 1.6 0.0 1.5: 0.7 0.0
Old : 100.0: 55.9 79.9 3.2 6.8 7.7 28.9 3.6 0.5 1.6 0.0 1.5: 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 : 35: 22 20 . . . 6 . . . 0 .:
Old : 35: 22 20 . . . 6 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 60.9 72.6 79.1 48.3 55.0 61.5 67.0
Old : 55.0 60.9 72.6 79.1 48.3 55.0 61.5 67.0
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 19,155 31,986 14,387 0 322 0 351 490 0 560 0: 16 661
Old : 34,370: 19,155 31,986 14,387 0 322 0 351 490 0 560 0: 16 661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 0: 10 0 0 0 0 0 0 0 0 0 0: -10 0
: : :
: : 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: 0.0 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: 0.0 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 86.0
Old : 63.5 82.1 88.0 91.9 62.8 79.5 82.9 86.0
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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 86.7 88.4
Old : 70.8 79.8 92.8 93.0 69.9 79.1 86.7 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,793: 28,566 31,092 2,573 0 771 63 910 0 625 0 15: 180 5
Old : 32,793: 28,566 31,092 2,573 0 771 63 910 0 625 0 15: 180 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 510: 640 276 -405 0 350 0 0 0 0 0 0: -75 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 94.8 7.8 0.0 2.4 0.2 2.8 0.0 1.9 0.0 0.0: 0.5 0.0
Old : 100.0: 87.1 94.8 7.8 0.0 2.4 0.2 2.8 0.0 1.9 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.7 59.6 80.7 78.5 60.6 57.6 74.5 74.9
Old : 63.7 59.6 80.7 78.5 60.6 57.6 74.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,234: 17,678 21,973 4,079 0 755 0 150 110 410 0 0: 202 246
Old : 23,234: 17,678 21,973 4,079 0 755 0 150 110 410 0 0: 202 246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 657: 755 720 5 0 -3 0 0 0 0 0 0: -100 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 94.6 17.6 0.0 3.2 0.0 0.6 0.5 1.8 0.0 0.0: 0.9 1.1
Old : 100.0: 76.1 94.6 17.6 0.0 3.2 0.0 0.6 0.5 1.8 0.0 0.0: 0.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 4 0 . 0 . . . 0 0:
Old : 27: 15 16 4 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 : 63.0 69.3 83.2 85.2 58.0 68.3 75.9 80.9
Old : 63.0 69.3 83.2 85.2 58.0 68.3 75.9 80.9
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,918: 37,373 29,520 4,643 7,836 812 110 5,089 6 606 395 173: 195 87
Old : 43,918: 37,373 29,520 4,643 7,836 812 110 5,089 6 606 395 173: 195 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -510: -477 -68 265 -175 -280 0 8 -1 25 42 -42: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 67.2 10.6 17.8 1.8 0.3 11.6 0.0 1.4 0.9 0.4: 0.4 0.2
Old : 100.0: 85.1 67.2 10.6 17.8 1.8 0.3 11.6 0.0 1.4 0.9 0.4: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.3 54.5 72.2 75.5 42.5 50.9 55.9 63.6
Old : 53.3 54.5 72.2 75.5 42.5 50.9 55.9 63.6
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,689: 31,342 23,061 3,807 10,983 919 0 1,160 120 0 345 65: 436 36
Old : 36,689: 31,342 23,061 3,807 10,983 919 0 1,160 120 0 345 65: 436 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -248: -287 -108 -115 50 24 0 -350 120 0 0 0: 10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 62.9 10.4 29.9 2.5 0.0 3.2 0.3 0.0 0.9 0.2: 1.2 0.1
Old : 100.0: 85.4 62.9 10.4 29.9 2.5 0.0 3.2 0.3 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 . .:
Old : 31: 21 16 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 : 50.1 68.8 72.7 86.5 39.2 62.9 57.8 73.0
Old : 50.1 68.8 72.7 86.5 39.2 62.9 57.8 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,890: 10,785 17,494 4,925 1,050 3,200 2,671 75 56 0 0 0: 253 15
Old : 21,890: 10,785 17,494 4,925 1,050 3,200 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 14, 2018 :
: 300: 175 325 175 25 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 79.9 22.5 4.8 14.6 12.2 0.3 0.3 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 49.3 79.9 22.5 4.8 14.6 12.2 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 : 71.4 71.4 90.6 96.0 60.4 68.5 76.4 82.1
Old : 71.4 71.4 90.6 96.0 60.4 68.5 76.4 82.1
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,445: 12,425 15,480 3,305 0 2,190 50 1,100 125 975 225 325: 50 0
Old : 19,445: 12,425 15,480 3,305 0 2,190 50 1,100 125 975 225 325: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,100: 600 1,200 0 0 0 0 0 0 175 -425 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 79.6 17.0 0.0 11.3 0.3 5.7 0.6 5.0 1.2 1.7: 0.3 0.0
Old : 100.0: 63.9 79.6 17.0 0.0 11.3 0.3 5.7 0.6 5.0 1.2 1.7: 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 . . . . . . .:
Old : 27: 15 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 84.4 82.1 95.4 49.8 77.4 70.2 82.1
Old : 58.9 84.4 82.1 95.4 49.8 77.4 70.2 82.1
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,990: 13,820 15,740 4,100 0 1,750 50 2,950 0 725 150 400: 145 0
Old : 20,990: 13,820 15,740 4,100 0 1,750 50 2,950 0 725 150 400: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,100: 600 1,200 0 0 0 0 0 0 125 -475 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 75.0 19.5 0.0 8.3 0.2 14.1 0.0 3.5 0.7 1.9: 0.7 0.0
Old : 100.0: 65.8 75.0 19.5 0.0 8.3 0.2 14.1 0.0 3.5 0.7 1.9: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 8 . 0 . . . 0 . . .:
Old : 28: 17 8 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 83.6 82.2 95.7 51.1 81.6 73.1 85.5
Old : 58.2 83.6 82.2 95.7 51.1 81.6 73.1 85.5
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 283,111: 233,210 139,604 3,980 82,794 20,218 1,420 3,023 13,929 1,360 14,655 8,888: 106 0
Old : 283,111: 233,210 139,604 3,980 82,794 20,218 1,420 3,023 13,929 1,360 14,655 8,888: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,882: 1,870 1,576 983 664 -894 -180 77 168 -93 263 27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 49.3 1.4 29.2 7.1 0.5 1.1 4.9 0.5 5.2 3.1: 0.0 0.0
Old : 100.0: 82.4 49.3 1.4 29.2 7.1 0.5 1.1 4.9 0.5 5.2 3.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.1 57.4 90.8 80.9 47.7 44.2 49.1 47.8
Old : 76.1 57.4 90.8 80.9 47.7 44.2 49.1 47.8
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,225: 11,193 19,845 10,500 3,725 675 500 140 85 2,975 1,680 75: 222 0
Old : 26,225: 11,193 19,845 10,500 3,725 675 500 140 85 2,975 1,680 75: 222 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,795: 1,920 720 0 100 0 -10 140 -15 -100 850 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 75.7 40.0 14.2 2.6 1.9 0.5 0.3 11.3 6.4 0.3: 0.8 0.0
Old : 100.0: 42.7 75.7 40.0 14.2 2.6 1.9 0.5 0.3 11.3 6.4 0.3: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 9 . . . . . . . . .:
Old : 28: 12 9 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 68.9 88.1 91.5 66.8 63.6 86.0 85.3
Old : 68.5 68.9 88.1 91.5 66.8 63.6 86.0 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,065: 9,418 14,520 8,125 3,275 1,125 300 165 85 1,650 1,680 200: 162 15
Old : 21,065: 9,418 14,520 8,125 3,275 1,125 300 165 85 1,650 1,680 200: 162 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,820: 1,920 720 0 100 0 0 150 0 -100 850 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 68.9 38.6 15.5 5.3 1.4 0.8 0.4 7.8 8.0 0.9: 0.8 0.1
Old : 100.0: 44.7 68.9 38.6 15.5 5.3 1.4 0.8 0.4 7.8 8.0 0.9: 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 : 67.0 73.3 87.8 93.3 64.4 64.5 81.8 83.5
Old : 67.0 73.3 87.8 93.3 64.4 64.5 81.8 83.5
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,925: 36,500 38,252 6,975 0 4,590 1,000 50 25 0 6,605 1,395: 440 8
Old : 50,925: 36,500 38,252 6,975 0 4,590 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 14, 2018 :
: 600: 300 300 0 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 75.1 13.7 0.0 9.0 2.0 0.1 0.0 0.0 13.0 2.7: 0.9 0.0
Old : 100.0: 71.7 75.1 13.7 0.0 9.0 2.0 0.1 0.0 0.0 13.0 2.7: 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 : 59.8 81.6 82.2 96.7 54.7 79.9 73.2 84.2
Old : 59.8 81.6 82.2 96.7 54.7 79.9 73.2 84.2
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,016: 36,194 37,832 6,570 13 4,056 1,075 50 25 460 6,780 1,260: 376 0
Old : 50,016: 36,194 37,832 6,570 13 4,056 1,075 50 25 460 6,780 1,260: 376 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 942: 690 300 -107 13 309 50 0 0 175 495 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 75.6 13.1 0.0 8.1 2.1 0.1 0.0 0.9 13.6 2.5: 0.8 0.0
Old : 100.0: 72.4 75.6 13.1 0.0 8.1 2.1 0.1 0.0 0.9 13.6 2.5: 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 . . . . . . . . .:
Old : 33: 17 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 83.3 81.2 95.2 56.4 82.4 74.5 85.1
Old : 60.4 83.3 81.2 95.2 56.4 82.4 74.5 85.1
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,788: 80,326 79,587 14,440 23,963 4,081 915 790 2,335 10,235 1,693 3,214: 242 125
Old : 115,788: 80,326 79,587 14,440 23,963 4,081 915 790 2,335 10,235 1,693 3,214: 242 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 3,142: 1,692 3,017 0 -495 270 150 0 0 960 280 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 68.7 12.5 20.7 3.5 0.8 0.7 2.0 8.8 1.5 2.8: 0.2 0.1
Old : 100.0: 69.4 68.7 12.5 20.7 3.5 0.8 0.7 2.0 8.8 1.5 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 27 . 5 4 4 . . 6 . 6:
Old : 55: 27 27 . 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 : 43.6 49.0 64.2 73.2 40.4 41.6 58.2 60.5
Old : 43.6 49.0 64.2 73.2 40.4 41.6 58.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,996: 98,829 89,952 16,950 32,653 1,940 3,010 3,160 1,885 11,965 5,301 1,105: 312 0
Old : 135,996: 98,829 89,952 16,950 32,653 1,940 3,010 3,160 1,885 11,965 5,301 1,105: 312 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 3,323: 1,828 3,273 0 -570 175 65 -35 60 1,245 470 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 66.1 12.5 24.0 1.4 2.2 2.3 1.4 8.8 3.9 0.8: 0.2 0.0
Old : 100.0: 72.7 66.1 12.5 24.0 1.4 2.2 2.3 1.4 8.8 3.9 0.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 30 27 . 6 4 4 4 . 6 . 4:
Old : 61: 30 27 . 6 4 4 4 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 53.0 61.8 73.3 36.6 49.9 56.2 66.8
Old : 40.5 53.0 61.8 73.3 36.6 49.9 56.2 66.8
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 292,500: 190,066 200,751 28,958 15,766 23,823 13,367 21,100 11,938 13,563 8,881 10,198: 586 43
Old : 292,500: 190,066 200,751 28,958 15,766 23,823 13,367 21,100 11,938 13,563 8,881 10,198: 586 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,353: 1,703 1,771 -1,271 -541 -53 1,076 -70 251 -45 306 -292: -15 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 68.6 9.9 5.4 8.1 4.6 7.2 4.1 4.6 3.0 3.5: 0.2 0.0
Old : 100.0: 65.0 68.6 9.9 5.4 8.1 4.6 7.2 4.1 4.6 3.0 3.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 38 42 . . 5 11 7 9 12 6 14:
Old : 87: 38 42 . . 5 11 7 9 12 6 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.1 55.0 57.6 26.5 25.9 40.0 41.0
Old : 34.6 38.1 55.0 57.6 26.5 25.9 40.0 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,227: 18,933 31,197 8,822 0 135 1,005 0 20 2,673 375 500: 139 0
Old : 32,227: 18,933 31,197 8,822 0 135 1,005 0 20 2,673 375 500: 139 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -505: 20 -625 -350 0 0 0 0 0 -295 0 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 96.8 27.4 0.0 0.4 3.1 0.0 0.1 8.3 1.2 1.6: 0.4 0.0
Old : 100.0: 58.7 96.8 27.4 0.0 0.4 3.1 0.0 0.1 8.3 1.2 1.6: 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 : 52.0 93.3 73.7 98.5 51.6 89.6 72.9 92.0
Old : 52.0 93.3 73.7 98.5 51.6 89.6 72.9 92.0
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,934: 17,653 28,694 9,472 0 60 125 1,100 400 2,503 125 555: 166 0
Old : 30,934: 17,653 28,694 9,472 0 60 125 1,100 400 2,503 125 555: 166 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -250: 50 -350 -350 0 0 0 0 0 -50 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 92.8 30.6 0.0 0.2 0.4 3.6 1.3 8.1 0.4 1.8: 0.5 0.0
Old : 100.0: 57.1 92.8 30.6 0.0 0.2 0.4 3.6 1.3 8.1 0.4 1.8: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 9 . 0 . . . . . . .:
Old : 28: 19 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 : 56.0 91.9 78.6 98.5 55.8 88.0 76.8 91.2
Old : 56.0 91.9 78.6 98.5 55.8 88.0 76.8 91.2
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,627: 6,080 9,567 3,877 1,650 1,170 1,310 0 100 0 50 0: 2,090 2,090
Old : 14,627: 6,080 9,567 3,877 1,650 1,170 1,310 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 14, 2018 :
: 80: 80 130 100 -50 0 -100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 65.4 26.5 11.3 8.0 9.0 0.0 0.7 0.0 0.3 0.0: 14.3 14.3
Old : 100.0: 41.6 65.4 26.5 11.3 8.0 9.0 0.0 0.7 0.0 0.3 0.0: 14.3 14.3
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: 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 52.3 81.4 74.1 59.8 47.8 67.0 62.7
Old : 68.4 52.3 81.4 74.1 59.8 47.8 67.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,755: 3,145 8,990 4,800 370 300 1,160 0 100 250 0 0: 1,000 995
Old : 10,755: 3,145 8,990 4,800 370 300 1,160 0 100 250 0 0: 1,000 995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 5: 0 5 0 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 83.6 44.6 3.4 2.8 10.8 0.0 0.9 2.3 0.0 0.0: 9.3 9.3
Old : 100.0: 29.2 83.6 44.6 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 48.4 85.1 75.9 67.7 47.3 78.5 66.7
Old : 69.7 48.4 85.1 75.9 67.7 47.3 78.5 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,849: 21,887 23,554 15,458 20,545 0 13,950 5,370 15 0 1,860 1,225: 7,314 7,280
Old : 59,849: 21,887 23,554 15,458 20,545 0 13,950 5,370 15 0 1,860 1,225: 7,314 7,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,680: 650 -250 0 600 0 700 300 -10 0 700 150: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 39.4 25.8 34.3 0.0 23.3 9.0 0.0 0.0 3.1 2.0: 12.2 12.2
Old : 100.0: 36.6 39.4 25.8 34.3 0.0 23.3 9.0 0.0 0.0 3.1 2.0: 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 18 . . 0 . . . 0 . .:
Old : 28: 14 18 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 50.2 78.2 68.6 65.5 49.9 74.7 66.4
Old : 66.5 50.2 78.2 68.6 65.5 49.9 74.7 66.4
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,912: 20,194 21,972 14,095 20,595 0 15,615 5,470 15 0 1,760 1,225: 6,768 6,875
Old : 57,912: 20,194 21,972 14,095 20,595 0 15,615 5,470 15 0 1,760 1,225: 6,768 6,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,680: 745 -155 0 600 0 700 300 -10 0 700 150: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 37.9 24.3 35.6 0.0 27.0 9.4 0.0 0.0 3.0 2.1: 11.7 11.9
Old : 100.0: 34.9 37.9 24.3 35.6 0.0 27.0 9.4 0.0 0.0 3.0 2.1: 11.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 19 . . 0 . . . 0 . .:
Old : 28: 13 19 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 51.6 80.1 70.5 65.7 51.3 77.8 67.7
Old : 66.7 51.6 80.1 70.5 65.7 51.3 77.8 67.7
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,595: 13,395 6,285 1,115 220 1,315 525 7,650 20 0 1,190 0: 3,225 2,915
Old : 19,595: 13,395 6,285 1,115 220 1,315 525 7,650 20 0 1,190 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 14, 2018 :
: 70: 125 -50 0 75 -55 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 32.1 5.7 1.1 6.7 2.7 39.0 0.1 0.0 6.1 0.0: 16.5 14.9
Old : 100.0: 68.4 32.1 5.7 1.1 6.7 2.7 39.0 0.1 0.0 6.1 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: 14 8 . . . . . . 0 . 0:
Old : 26: 14 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 : 47.7 60.8 71.2 74.7 44.9 56.4 59.9 66.6
Old : 47.7 60.8 71.2 74.7 44.9 56.4 59.9 66.6
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,335: 12,465 6,310 2,540 220 815 275 7,850 0 0 1,185 0: 3,240 2,955
Old : 19,335: 12,465 6,310 2,540 220 815 275 7,850 0 0 1,185 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 14, 2018 :
: 120: 175 0 0 75 -55 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 32.6 13.1 1.1 4.2 1.4 40.6 0.0 0.0 6.1 0.0: 16.8 15.3
Old : 100.0: 64.5 32.6 13.1 1.1 4.2 1.4 40.6 0.0 0.0 6.1 0.0: 16.8 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 48.4 62.6 71.0 75.0 46.2 58.2 62.7 69.0
Old : 48.4 62.6 71.0 75.0 46.2 58.2 62.7 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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,627: 11,177 21,790 1,977 610 1,160 10,475 980 0 0 0 0: 2,838 3,087
Old : 27,627: 11,177 21,790 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 14, 2018 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 78.9 7.2 2.2 4.2 37.9 3.5 0.0 0.0 0.0 0.0: 10.3 11.2
Old : 100.0: 40.5 78.9 7.2 2.2 4.2 37.9 3.5 0.0 0.0 0.0 0.0: 10.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 69.6 69.1 85.2 81.0 69.3 66.3 78.7 75.6
Old : 69.6 69.1 85.2 81.0 69.3 66.3 78.7 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,400: 13,215 29,240 12,365 0 540 3,390 1,345 10 1,665 50 600: 2,615 2,615
Old : 34,400: 13,215 29,240 12,365 0 540 3,390 1,345 10 1,665 50 600: 2,615 2,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,150: 75 400 675 0 -335 -150 0 0 -200 0 600: 485 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 85.0 35.9 0.0 1.6 9.9 3.9 0.0 4.8 0.1 1.7: 7.6 7.6
Old : 100.0: 38.4 85.0 35.9 0.0 1.6 9.9 3.9 0.0 4.8 0.1 1.7: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 . 0 . . . . . . .:
Old : 26: 12 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 79.5 77.2 89.0 58.2 79.1 74.6 87.5
Old : 58.8 79.5 77.2 89.0 58.2 79.1 74.6 87.5
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,110: 11,945 26,505 11,275 0 340 3,330 1,345 20 1,350 50 600: 2,250 2,250
Old : 31,110: 11,945 26,505 11,275 0 340 3,330 1,345 20 1,350 50 600: 2,250 2,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,150: 75 400 675 0 -335 -150 0 0 -200 0 600: 485 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 85.2 36.2 0.0 1.1 10.7 4.3 0.1 4.3 0.2 1.9: 7.2 7.2
Old : 100.0: 38.4 85.2 36.2 0.0 1.1 10.7 4.3 0.1 4.3 0.2 1.9: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 . 0 . . . . . . .:
Old : 26: 12 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 : 60.5 78.9 77.9 89.6 59.9 78.5 75.8 88.1
Old : 60.5 78.9 77.9 89.6 59.9 78.5 75.8 88.1
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,975: 21,960 8,655 0 14,930 300 1,825 890 45 345 265 1,375: 1,125 515
Old : 26,975: 21,960 8,655 0 14,930 300 1,825 890 45 345 265 1,375: 1,125 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,225: 3,155 795 0 2,520 0 50 0 0 110 0 910: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 32.1 0.0 55.3 1.1 6.8 3.3 0.2 1.3 1.0 5.1: 4.2 1.9
Old : 100.0: 81.4 32.1 0.0 55.3 1.1 6.8 3.3 0.2 1.3 1.0 5.1: 4.2 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 : 28: 14 13 0 . . . . . . . .:
Old : 28: 14 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 72.6 80.2 87.0 59.5 71.5 74.0 79.9
Old : 62.2 72.6 80.2 87.0 59.5 71.5 74.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,515: 22,110 7,650 0 15,530 300 1,825 830 45 0 465 1,150: 1,085 545
Old : 26,515: 22,110 7,650 0 15,530 300 1,825 830 45 0 465 1,150: 1,085 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 3,850: 2,700 840 0 2,460 0 0 0 0 0 -600 1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 28.9 0.0 58.6 1.1 6.9 3.1 0.2 0.0 1.8 4.3: 4.1 2.1
Old : 100.0: 83.4 28.9 0.0 58.6 1.1 6.9 3.1 0.2 0.0 1.8 4.3: 4.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 0 . . . . . 0 . .:
Old : 28: 13 14 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 76.2 81.1 89.1 61.3 75.1 77.1 82.2
Old : 63.5 76.2 81.1 89.1 61.3 75.1 77.1 82.2
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,970: 24,055 11,060 0 19,995 250 7,300 1,100 320 2,030 1,400 150: 1,865 1,695
Old : 35,970: 24,055 11,060 0 19,995 250 7,300 1,100 320 2,030 1,400 150: 1,865 1,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 810: -40 610 0 -1,150 75 0 0 0 0 500 150: 625 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 30.7 0.0 55.6 0.7 20.3 3.1 0.9 5.6 3.9 0.4: 5.2 4.7
Old : 100.0: 66.9 30.7 0.0 55.6 0.7 20.3 3.1 0.9 5.6 3.9 0.4: 5.2 4.7
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 : 27: 15 7 0 . . . . 4 . . .:
Old : 27: 15 7 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 : 63.1 72.4 82.3 93.0 62.7 71.4 80.9 88.1
Old : 63.1 72.4 82.3 93.0 62.7 71.4 80.9 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,365: 21,455 13,265 0 15,255 300 7,185 1,100 200 1,980 1,050 500: 1,745 1,695
Old : 33,365: 21,455 13,265 0 15,255 300 7,185 1,100 200 1,980 1,050 500: 1,745 1,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 785: -90 560 0 -1,150 125 -350 0 0 0 150 500: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 39.8 0.0 45.7 0.9 21.5 3.3 0.6 5.9 3.1 1.5: 5.2 5.1
Old : 100.0: 64.3 39.8 0.0 45.7 0.9 21.5 3.3 0.6 5.9 3.1 1.5: 5.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 7 0 . . . . . . . .:
Old : 26: 14 7 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 68.2 81.7 92.3 62.3 67.5 80.9 86.7
Old : 62.3 68.2 81.7 92.3 62.3 67.5 80.9 86.7
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,095: 39,560 80,385 35,820 0 495 5,490 0 4,105 1,595 2,030 1,660: 8,370 8,420
Old : 97,095: 39,560 80,385 35,820 0 495 5,490 0 4,105 1,595 2,030 1,660: 8,370 8,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,900: 1,565 3,030 675 0 340 100 0 -95 690 0 1,220: 405 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 82.8 36.9 0.0 0.5 5.7 0.0 4.2 1.6 2.1 1.7: 8.6 8.7
Old : 100.0: 40.7 82.8 36.9 0.0 0.5 5.7 0.0 4.2 1.6 2.1 1.7: 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: 16 25 . 0 . 4 0 4 . . .:
Old : 39: 16 25 . 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 : 61.0 57.1 75.1 71.9 57.3 56.9 67.4 68.6
Old : 61.0 57.1 75.1 71.9 57.3 56.9 67.4 68.6
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 88,460: 35,915 72,295 30,990 0 405 5,345 0 3,505 2,075 1,980 1,735: 8,490 8,540
Old : 88,460: 35,915 72,295 30,990 0 405 5,345 0 3,505 2,075 1,980 1,735: 8,490 8,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,650: 1,690 2,535 615 0 335 470 -30 -355 -150 120 1,710: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 81.7 35.0 0.0 0.5 6.0 0.0 4.0 2.3 2.2 2.0: 9.6 9.7
Old : 100.0: 40.6 81.7 35.0 0.0 0.5 6.0 0.0 4.0 2.3 2.2 2.0: 9.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 15 21 . 0 . 4 0 4 . . .:
Old : 37: 15 21 . 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 : 58.9 55.6 73.6 69.7 57.0 55.6 68.6 68.7
Old : 58.9 55.6 73.6 69.7 57.0 55.6 68.6 68.7
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,945: 11,930 19,705 8,205 3,475 3,300 5,950 1,875 0 0 1,100 100: 1,460 1,390
Old : 30,945: 11,930 19,705 8,205 3,475 3,300 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 14, 2018 :
: 300: 300 0 -350 -50 350 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 63.7 26.5 11.2 10.7 19.2 6.1 0.0 0.0 3.6 0.3: 4.7 4.5
Old : 100.0: 38.6 63.7 26.5 11.2 10.7 19.2 6.1 0.0 0.0 3.6 0.3: 4.7 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: 14 17 . . . . . 0 0 . .:
Old : 29: 14 17 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 50.9 82.9 69.9 58.0 46.5 71.3 61.5
Old : 66.4 50.9 82.9 69.9 58.0 46.5 71.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,815: 8,180 14,140 7,830 3,315 2,575 2,850 125 0 0 1,250 0: 380 410
Old : 21,815: 8,180 14,140 7,830 3,315 2,575 2,850 125 0 0 1,250 0: 380 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -35: 75 -25 -150 -50 0 0 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 64.8 35.9 15.2 11.8 13.1 0.6 0.0 0.0 5.7 0.0: 1.7 1.9
Old : 100.0: 37.5 64.8 35.9 15.2 11.8 13.1 0.6 0.0 0.0 5.7 0.0: 1.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.0 52.9 93.6 76.0 63.5 46.2 74.3 66.6
Old : 80.0 52.9 93.6 76.0 63.5 46.2 74.3 66.6
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,475: 8,590 9,440 0 3,300 1,910 6,125 1,975 0 0 0 0: 850 850
Old : 17,475: 8,590 9,440 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 14, 2018 :
: -140: -140 -140 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 54.0 0.0 18.9 10.9 35.1 11.3 0.0 0.0 0.0 0.0: 4.9 4.9
Old : 100.0: 49.2 54.0 0.0 18.9 10.9 35.1 11.3 0.0 0.0 0.0 0.0: 4.9 4.9
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 : 22: 11 11 0 . . . . 0 0 0 0:
Old : 22: 11 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 : 77.3 66.8 88.9 88.1 74.0 58.6 79.4 76.7
Old : 77.3 66.8 88.9 88.1 74.0 58.6 79.4 76.7
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,725: 32,845 30,495 1,150 785 9,120 100 2,775 915 0 100 0: 11,595 11,535
Old : 55,725: 32,845 30,495 1,150 785 9,120 100 2,775 915 0 100 0: 11,595 11,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 990: 370 310 -605 -545 915 0 0 0 0 0 0: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 54.7 2.1 1.4 16.4 0.2 5.0 1.6 0.0 0.2 0.0: 20.8 20.7
Old : 100.0: 58.9 54.7 2.1 1.4 16.4 0.2 5.0 1.6 0.0 0.2 0.0: 20.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 19 . . . . . . 0 . 0:
Old : 31: 19 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 : 50.6 35.1 66.3 55.7 35.5 24.0 39.5 35.6
Old : 50.6 35.1 66.3 55.7 35.5 24.0 39.5 35.6
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 21, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,380: 20,615 21,040 545 1,600 6,690 1,600 650 0 0 0 0: 11,930 11,400
Old : 41,380: 20,615 21,040 545 1,600 6,690 1,600 650 0 0 0 0: 11,930 11,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 830: 585 445 -310 -400 685 -350 0 0 0 0 0: 220 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 50.8 1.3 3.9 16.2 3.9 1.6 0.0 0.0 0.0 0.0: 28.8 27.5
Old : 100.0: 49.8 50.8 1.3 3.9 16.2 3.9 1.6 0.0 0.0 0.0 0.0: 28.8 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 19 . . . . . 0 0 0 0:
Old : 25: 15 19 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 32.9 62.7 50.2 28.7 17.8 32.5 27.8
Old : 47.3 32.9 62.7 50.2 28.7 17.8 32.5 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2018