COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 37,146: 13,319 19,522 4,732 610 415 974 7,485 1,536 11,880 2,966 3,414: 876 1,198
Old : 37,146: 13,319 19,522 4,732 610 415 974 7,485 1,536 11,880 2,966 3,414: 876 1,198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,123: 658 188 167 0 -61 -20 876 0 278 2 106: -5 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 52.6 12.7 1.6 1.1 2.6 20.2 4.1 32.0 8.0 9.2: 2.4 3.2
Old : 100.0: 35.9 52.6 12.7 1.6 1.1 2.6 20.2 4.1 32.0 8.0 9.2: 2.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 13 12 4 . . . . . 7 6 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 : 37.6 64.1 59.1 78.5 31.8 49.5 48.5 58.0
Old : 37.6 64.1 59.1 78.5 31.8 49.5 48.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,793: 2,519 2,972 151 180 136 0 0 0 926 764 597: 464 144
Old : 4,793: 2,519 2,972 151 180 136 0 0 0 926 764 597: 464 144
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 89: -11 -50 -5 10 6 0 0 0 21 35 88: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 62.0 3.2 3.8 2.8 0.0 0.0 0.0 19.3 15.9 12.5: 9.7 3.0
Old : 100.0: 52.6 62.0 3.2 3.8 2.8 0.0 0.0 0.0 19.3 15.9 12.5: 9.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 5 6 . . . 0 0 0 6 4 5:
Old : 21: 5 6 . . . 0 0 0 6 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 : 62.9 63.8 79.2 81.8 51.8 55.9 60.9 64.9
Old : 62.9 63.8 79.2 81.8 51.8 55.9 60.9 64.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 59,384: 30,290 34,270 129 3,397 12,616 8,215 0 3,425 951 2,425 2,835: 923 416
Old : 59,384: 30,290 34,270 129 3,397 12,616 8,215 0 3,425 951 2,425 2,835: 923 416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 713: 141 161 0 58 78 159 0 -53 -12 62 401: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 57.7 0.2 5.7 21.2 13.8 0.0 5.8 1.6 4.1 4.8: 1.6 0.7
Old : 100.0: 51.0 57.7 0.2 5.7 21.2 13.8 0.0 5.8 1.6 4.1 4.8: 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 5 7 8:
Old : 52: 29 28 . . . 6 0 6 5 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 44.8 60.5 63.6 24.3 20.8 30.7 28.8
Old : 42.6 44.8 60.5 63.6 24.3 20.8 30.7 28.8
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,029: 31,661 36,055 1,525 1,330 4,126 359 900 18 5,000 400 200: 140 0
Old : 43,029: 31,661 36,055 1,525 1,330 4,126 359 900 18 5,000 400 200: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -883: -245 -503 -525 36 -389 78 0 -77 225 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 83.8 3.5 3.1 9.6 0.8 2.1 0.0 11.6 0.9 0.5: 0.3 0.0
Old : 100.0: 73.6 83.8 3.5 3.1 9.6 0.8 2.1 0.0 11.6 0.9 0.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 18 . . . . . . 8 . 4:
Old : 39: 22 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 : 61.4 67.1 81.7 88.3 57.5 62.2 67.6 72.5
Old : 61.4 67.1 81.7 88.3 57.5 62.2 67.6 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,692: 18,048 16,170 50 3,337 1,015 0 0 0 1,580 200 870: 129 100
Old : 21,692: 18,048 16,170 50 3,337 1,015 0 0 0 1,580 200 870: 129 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 425: 275 175 0 200 25 0 0 0 25 -75 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 74.5 0.2 15.4 4.7 0.0 0.0 0.0 7.3 0.9 4.0: 0.6 0.5
Old : 100.0: 83.2 74.5 0.2 15.4 4.7 0.0 0.0 0.0 7.3 0.9 4.0: 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: 16 10 . . . 0 0 0 . . .:
Old : 26: 16 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 : 73.3 72.7 87.7 90.6 71.0 66.4 78.6 79.2
Old : 73.3 72.7 87.7 90.6 71.0 66.4 78.6 79.2
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,589: 135,083 112,577 2,196 18,586 10,111 4,490 10,285 1,330 3,172 3,529 3,001: 206 170
Old : 159,589: 135,083 112,577 2,196 18,586 10,111 4,490 10,285 1,330 3,172 3,529 3,001: 206 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 2,669: 1,395 2,058 193 -453 854 -600 150 90 100 -655 625: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 70.5 1.4 11.6 6.3 2.8 6.4 0.8 2.0 2.2 1.9: 0.1 0.1
Old : 100.0: 84.6 70.5 1.4 11.6 6.3 2.8 6.4 0.8 2.0 2.2 1.9: 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 : 57: 32 35 . . 4 5 . . . . .:
Old : 57: 32 35 . . 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 : 36.1 53.1 54.5 70.3 31.2 43.4 41.6 50.3
Old : 36.1 53.1 54.5 70.3 31.2 43.4 41.6 50.3
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 43,339: 28,483 24,615 10,942 7,372 2,289 425 5,652 481 25 2,355 575: 120 0
Old : 43,339: 28,483 24,615 10,942 7,372 2,289 425 5,652 481 25 2,355 575: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -1,229: -436 -1,573 -976 -420 -84 62 927 -219 0 -284 425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 56.8 25.2 17.0 5.3 1.0 13.0 1.1 0.1 5.4 1.3: 0.3 0.0
Old : 100.0: 65.7 56.8 25.2 17.0 5.3 1.0 13.0 1.1 0.1 5.4 1.3: 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 19 . . . 4 . . . 8 4:
Old : 40: 16 19 . . . 4 . . . 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 : 76.4 66.6 90.6 81.9 70.2 54.3 75.0 68.8
Old : 76.4 66.6 90.6 81.9 70.2 54.3 75.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,740: 26,425 19,240 3,847 11,107 1,218 150 0 0 50 125 50: 0 0
Old : 31,740: 26,425 19,240 3,847 11,107 1,218 150 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 21, 2018 :
: 100: 100 25 -138 -63 138 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 60.6 12.1 35.0 3.8 0.5 0.0 0.0 0.2 0.4 0.2: 0.0 0.0
Old : 100.0: 83.3 60.6 12.1 35.0 3.8 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 : 86.6 90.3 98.3 95.5 81.2 80.1 85.4 84.1
Old : 86.6 90.3 98.3 95.5 81.2 80.1 85.4 84.1
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,711: 35,716 34,946 4,935 9,245 930 3,050 950 0 1,415 0 490: 175 150
Old : 46,711: 35,716 34,946 4,935 9,245 930 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 21, 2018 :
: 182: 262 -333 0 595 -80 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 74.8 10.6 19.8 2.0 6.5 2.0 0.0 3.0 0.0 1.0: 0.4 0.3
Old : 100.0: 76.5 74.8 10.6 19.8 2.0 6.5 2.0 0.0 3.0 0.0 1.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 24 25 . . . . . 0 . 0 .:
Old : 36: 24 25 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 51.4 68.6 71.1 43.4 44.9 61.2 62.9
Old : 48.3 51.4 68.6 71.1 43.4 44.9 61.2 62.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 73,188: 47,549 46,376 4,805 19,799 3,796 14,390 1,875 800 885 0 530: 433 12
Old : 73,188: 47,549 46,376 4,805 19,799 3,796 14,390 1,875 800 885 0 530: 433 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 3,541: 141 700 80 2,991 -190 3,400 50 0 50 0 0: 60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 63.4 6.6 27.1 5.2 19.7 2.6 1.1 1.2 0.0 0.7: 0.6 0.0
Old : 100.0: 65.0 63.4 6.6 27.1 5.2 19.7 2.6 1.1 1.2 0.0 0.7: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 26 . . 4 5 . 4 . 0 .:
Old : 43: 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 : 39.4 60.0 65.2 75.2 37.9 55.9 58.7 65.7
Old : 39.4 60.0 65.2 75.2 37.9 55.9 58.7 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,287: 56,742 56,135 15,055 18,190 300 500 390 190 2,290 0 1,810: 400 272
Old : 77,287: 56,742 56,135 15,055 18,190 300 500 390 190 2,290 0 1,810: 400 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 965: 1,090 500 -125 415 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 72.6 19.5 23.5 0.4 0.6 0.5 0.2 3.0 0.0 2.3: 0.5 0.4
Old : 100.0: 73.4 72.6 19.5 23.5 0.4 0.6 0.5 0.2 3.0 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 : 41: 20 24 . . . . . . . 0 .:
Old : 41: 20 24 . . . . . . . 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 : 48.1 60.4 69.4 77.4 47.3 60.4 68.0 76.1
Old : 48.1 60.4 69.4 77.4 47.3 60.4 68.0 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 113,007: 80,747 72,696 23,460 37,359 1,340 2,290 150 0 3,335 0 1,355: 480 107
Old : 113,007: 80,747 72,696 23,460 37,359 1,340 2,290 150 0 3,335 0 1,355: 480 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,115: 1,250 400 -135 665 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 64.3 20.8 33.1 1.2 2.0 0.1 0.0 3.0 0.0 1.2: 0.4 0.1
Old : 100.0: 71.5 64.3 20.8 33.1 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 : 43.8 61.8 68.2 78.3 43.3 60.8 66.0 76.9
Old : 43.8 61.8 68.2 78.3 43.3 60.8 66.0 76.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,935: 22,735 27,635 4,430 0 3,900 590 0 0 150 205 10: 120 185
Old : 31,935: 22,735 27,635 4,430 0 3,900 590 0 0 150 205 10: 120 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 820: 820 810 0 0 0 0 0 0 0 10 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 86.5 13.9 0.0 12.2 1.8 0.0 0.0 0.5 0.6 0.0: 0.4 0.6
Old : 100.0: 71.2 86.5 13.9 0.0 12.2 1.8 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 : 30: 19 17 4 0 . . 0 0 . . .:
Old : 30: 19 17 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 77.7 79.9 87.3 43.6 69.3 62.1 74.7
Old : 50.9 77.7 79.9 87.3 43.6 69.3 62.1 74.7
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,390: 24,530 22,865 0 2,200 2,960 0 300 0 740 0 60: 100 5
Old : 28,390: 24,530 22,865 0 2,200 2,960 0 300 0 740 0 60: 100 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 135: 125 130 0 0 0 0 0 0 10 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 80.5 0.0 7.7 10.4 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 7.7 10.4 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 : 53.8 66.7 75.0 88.4 40.4 55.4 51.2 60.7
Old : 53.8 66.7 75.0 88.4 40.4 55.4 51.2 60.7
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,520: 8,570 8,220 50 500 200 100 500 0 600 100 0: 0 0
Old : 9,520: 8,570 8,220 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 21, 2018 :
: 25: 25 25 0 0 0 0 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 : 65.0 72.5 82.8 97.9 52.1 62.6 67.4 73.8
Old : 65.0 72.5 82.8 97.9 52.1 62.6 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 55,288: 31,965 37,195 350 6,371 7,464 4,990 17 250 7,134 740 2,848: 286 402
Old : 55,288: 31,965 37,195 350 6,371 7,464 4,990 17 250 7,134 740 2,848: 286 402
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 657: -12 763 0 -1,073 962 -270 -5 32 8 -25 -1: -62 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 67.3 0.6 11.5 13.5 9.0 0.0 0.5 12.9 1.3 5.2: 0.5 0.7
Old : 100.0: 57.8 67.3 0.6 11.5 13.5 9.0 0.0 0.5 12.9 1.3 5.2: 0.5 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 24 . . . 6 . 4 7 6 7:
Old : 52: 24 24 . . . 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 : 45.5 40.5 66.1 62.3 24.6 22.3 38.9 34.9
Old : 45.5 40.5 66.1 62.3 24.6 22.3 38.9 34.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,830: 7,040 6,925 836 600 1,160 200 0 0 200 610 1,100: 294 435
Old : 10,830: 7,040 6,925 836 600 1,160 200 0 0 200 610 1,100: 294 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 475: 535 575 0 0 0 0 0 0 200 100 -200: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 63.9 7.7 5.5 10.7 1.8 0.0 0.0 1.8 5.6 10.2: 2.7 4.0
Old : 100.0: 65.0 63.9 7.7 5.5 10.7 1.8 0.0 0.0 1.8 5.6 10.2: 2.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 14 . . . . 0 0 . . .:
Old : 25: 15 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 : 46.3 44.0 70.1 66.3 30.1 35.0 42.8 44.7
Old : 46.3 44.0 70.1 66.3 30.1 35.0 42.8 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,816: 34,616 39,994 5,515 307 3,945 640 150 0 50 125 0: 50 295
Old : 44,816: 34,616 39,994 5,515 307 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 21, 2018 :
: 1,075: 1,050 1,075 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 89.2 12.3 0.7 8.8 1.4 0.3 0.0 0.1 0.3 0.0: 0.1 0.7
Old : 100.0: 77.2 89.2 12.3 0.7 8.8 1.4 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 : 51.0 64.7 79.2 85.8 47.4 60.2 66.7 69.1
Old : 51.0 64.7 79.2 85.8 47.4 60.2 66.7 69.1
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,194: 41,061 31,224 750 13,063 367 2,360 990 0 815 305 245: 596 0
Old : 46,194: 41,061 31,224 750 13,063 367 2,360 990 0 815 305 245: 596 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -235: -260 -215 0 -50 30 0 0 0 -10 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 67.6 1.6 28.3 0.8 5.1 2.1 0.0 1.8 0.7 0.5: 1.3 0.0
Old : 100.0: 88.9 67.6 1.6 28.3 0.8 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 : 42: 21 23 . . . 4 . 0 . . .:
Old : 42: 21 23 . . . 4 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 58.4 77.3 81.5 55.7 56.9 70.8 77.5
Old : 61.5 58.4 77.3 81.5 55.7 56.9 70.8 77.5
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,284: 40,067 41,461 5,711 8,005 450 1,000 0 0 2,913 300 470: 673 598
Old : 51,284: 40,067 41,461 5,711 8,005 450 1,000 0 0 2,913 300 470: 673 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 770: 455 590 -55 0 180 0 0 0 190 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 80.8 11.1 15.6 0.9 1.9 0.0 0.0 5.7 0.6 0.9: 1.3 1.2
Old : 100.0: 78.1 80.8 11.1 15.6 0.9 1.9 0.0 0.0 5.7 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 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 : 56.6 90.8 71.5 95.0 55.8 87.2 69.7 90.4
Old : 56.6 90.8 71.5 95.0 55.8 87.2 69.7 90.4
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,246: 47,315 46,203 5,305 7,935 1,365 950 0 0 3,103 2,750 450: 758 543
Old : 59,246: 47,315 46,203 5,305 7,935 1,365 950 0 0 3,103 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 21, 2018 :
: 950: 635 770 -55 0 180 0 0 0 190 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 78.0 9.0 13.4 2.3 1.6 0.0 0.0 5.2 4.6 0.8: 1.3 0.9
Old : 100.0: 79.9 78.0 9.0 13.4 2.3 1.6 0.0 0.0 5.2 4.6 0.8: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . . . . 0 0 . . .:
Old : 32: 19 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 83.8 70.9 93.9 55.4 81.9 68.8 91.3
Old : 56.7 83.8 70.9 93.9 55.4 81.9 68.8 91.3
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,754: 70,331 73,620 8,744 4,495 1,639 0 150 0 0 927 922: 118 1
Old : 81,754: 70,331 73,620 8,744 4,495 1,639 0 150 0 0 927 922: 118 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 692: 664 572 15 0 0 0 0 0 0 107 12: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 90.1 10.7 5.5 2.0 0.0 0.2 0.0 0.0 1.1 1.1: 0.1 0.0
Old : 100.0: 86.0 90.1 10.7 5.5 2.0 0.0 0.2 0.0 0.0 1.1 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 : 62.1 57.6 82.0 74.7 60.6 49.6 72.4 65.2
Old : 62.1 57.6 82.0 74.7 60.6 49.6 72.4 65.2
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,529: 95,341 100,880 10,916 8,614 1,784 123 1,094 190 5,260 1,320 1,642: 273 5
Old : 115,529: 95,341 100,880 10,916 8,614 1,784 123 1,094 190 5,260 1,320 1,642: 273 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,636: 1,607 1,014 -188 421 9 73 12 42 -216 -200 342: -34 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 87.3 9.4 7.5 1.5 0.1 0.9 0.2 4.6 1.1 1.4: 0.2 0.0
Old : 100.0: 82.5 87.3 9.4 7.5 1.5 0.1 0.9 0.2 4.6 1.1 1.4: 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 : 50: 23 29 . . . . . . 6 . .:
Old : 50: 23 29 . . . . . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 45.6 79.5 69.2 52.9 43.9 70.4 63.0
Old : 55.4 45.6 79.5 69.2 52.9 43.9 70.4 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,090: 45,870 46,920 1,358 118 4,552 0 175 0 50 75 250: 10 0
Old : 52,090: 45,870 46,920 1,358 118 4,552 0 175 0 50 75 250: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -265: -505 455 -400 -1,475 580 0 0 0 -200 -75 250: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 90.1 2.6 0.2 8.7 0.0 0.3 0.0 0.1 0.1 0.5: 0.0 0.0
Old : 100.0: 88.1 90.1 2.6 0.2 8.7 0.0 0.3 0.0 0.1 0.1 0.5: 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 : 27: 10 15 . . . 0 . 0 . . .:
Old : 27: 10 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 : 90.6 84.6 98.6 95.3 86.1 82.2 89.6 87.3
Old : 90.6 84.6 98.6 95.3 86.1 82.2 89.6 87.3
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,217: 30,232 28,432 1,580 3,925 3,245 950 1,775 250 350 0 475: 1,135 115
Old : 38,217: 30,232 28,432 1,580 3,925 3,245 950 1,775 250 350 0 475: 1,135 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 630: 375 750 300 -195 45 0 0 0 0 0 0: -90 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 74.4 4.1 10.3 8.5 2.5 4.6 0.7 0.9 0.0 1.2: 3.0 0.3
Old : 100.0: 79.1 74.4 4.1 10.3 8.5 2.5 4.6 0.7 0.9 0.0 1.2: 3.0 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 : 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 : 53.1 59.6 76.3 79.5 33.8 39.4 45.1 50.4
Old : 53.1 59.6 76.3 79.5 33.8 39.4 45.1 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,856: 30,613 43,371 1,885 3,496 4,024 15,245 1,900 265 263 0 800: 761 0
Old : 53,856: 30,613 43,371 1,885 3,496 4,024 15,245 1,900 265 263 0 800: 761 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,077: 1,117 1,217 200 -80 -50 0 0 -10 -596 0 0: 416 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 80.5 3.5 6.5 7.5 28.3 3.5 0.5 0.5 0.0 1.5: 1.4 0.0
Old : 100.0: 56.8 80.5 3.5 6.5 7.5 28.3 3.5 0.5 0.5 0.0 1.5: 1.4 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 : 35: 22 22 . . . 6 . . . 0 .:
Old : 35: 22 22 . . . 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 : 57.7 57.9 73.9 76.3 50.6 50.6 61.2 62.6
Old : 57.7 57.9 73.9 76.3 50.6 50.6 61.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,656: 19,575 32,611 14,201 0 323 0 411 480 0 410 0: 77 421
Old : 34,656: 19,575 32,611 14,201 0 323 0 411 480 0 410 0: 77 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 286: 420 625 -186 0 1 0 60 -10 0 -150 0: 61 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 94.1 41.0 0.0 0.9 0.0 1.2 1.4 0.0 1.2 0.0: 0.2 1.2
Old : 100.0: 56.5 94.1 41.0 0.0 0.9 0.0 1.2 1.4 0.0 1.2 0.0: 0.2 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 : 26: 13 13 4 0 . 0 4 . 0 . 0:
Old : 26: 13 13 4 0 . 0 4 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 83.3 87.9 92.7 62.1 80.7 82.9 86.7
Old : 62.8 83.3 87.9 92.7 62.1 80.7 82.9 86.7
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,112: 15,347 26,150 12,105 70 1,540 0 845 0 0 0 0: 120 507
Old : 29,112: 15,347 26,150 12,105 70 1,540 0 845 0 0 0 0: 120 507
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 365: 305 605 0 0 0 0 0 0 0 0 0: 60 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 89.8 41.6 0.2 5.3 0.0 2.9 0.0 0.0 0.0 0.0: 0.4 1.7
Old : 100.0: 52.7 89.8 41.6 0.2 5.3 0.0 2.9 0.0 0.0 0.0 0.0: 0.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . 0 . 0 0 0 0:
Old : 22: 12 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 : 70.2 81.4 92.5 94.4 69.4 80.7 86.3 89.9
Old : 70.2 81.4 92.5 94.4 69.4 80.7 86.3 89.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,918: 29,816 32,062 2,293 0 926 63 910 0 625 0 15: 180 5
Old : 33,918: 29,816 32,062 2,293 0 926 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 21, 2018 :
: 1,125: 1,250 970 -280 0 155 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 94.5 6.8 0.0 2.7 0.2 2.7 0.0 1.8 0.0 0.0: 0.5 0.0
Old : 100.0: 87.9 94.5 6.8 0.0 2.7 0.2 2.7 0.0 1.8 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 20 5 0 . . . 0 . 0 .:
Old : 33: 20 20 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 : 63.5 59.7 81.1 77.9 61.0 57.8 75.1 74.7
Old : 63.5 59.7 81.1 77.9 61.0 57.8 75.1 74.7
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,574: 21,478 23,783 1,964 0 1,165 0 100 160 405 0 0: 402 366
Old : 25,574: 21,478 23,783 1,964 0 1,165 0 100 160 405 0 0: 402 366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 2,340: 3,800 1,810 -2,115 0 410 0 -50 50 -5 0 0: 200 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 93.0 7.7 0.0 4.6 0.0 0.4 0.6 1.6 0.0 0.0: 1.6 1.4
Old : 100.0: 84.0 93.0 7.7 0.0 4.6 0.0 0.4 0.6 1.6 0.0 0.0: 1.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 17 . 0 . 0 . . . 0 0:
Old : 27: 17 17 . 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 64.1 83.8 80.2 60.1 63.3 72.7 75.3
Old : 63.0 64.1 83.8 80.2 60.1 63.3 72.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 45,807: 38,727 31,854 5,324 7,381 690 110 5,017 6 456 462 309: 185 88
Old : 45,807: 38,727 31,854 5,324 7,381 690 110 5,017 6 456 462 309: 185 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,889: 1,354 2,334 681 -455 -122 0 -72 0 -150 67 136: -10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 69.5 11.6 16.1 1.5 0.2 11.0 0.0 1.0 1.0 0.7: 0.4 0.2
Old : 100.0: 84.5 69.5 11.6 16.1 1.5 0.2 11.0 0.0 1.0 1.0 0.7: 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 : 39: 24 21 . . 4 . . . . . .:
Old : 39: 24 21 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 52.0 74.4 73.6 46.3 48.6 57.1 62.2
Old : 57.0 52.0 74.4 73.6 46.3 48.6 57.1 62.2
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,597: 32,409 24,838 4,135 10,983 952 0 610 560 0 510 65: 476 79
Old : 38,597: 32,409 24,838 4,135 10,983 952 0 610 560 0 510 65: 476 79
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,908: 1,067 1,777 328 0 33 0 -550 440 0 165 0: 40 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 64.4 10.7 28.5 2.5 0.0 1.6 1.5 0.0 1.3 0.2: 1.2 0.2
Old : 100.0: 84.0 64.4 10.7 28.5 2.5 0.0 1.6 1.5 0.0 1.3 0.2: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 16 . . . 0 . . 0 . .:
Old : 30: 21 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 : 52.8 65.7 74.4 82.6 42.7 60.1 57.8 70.3
Old : 52.8 65.7 74.4 82.6 42.7 60.1 57.8 70.3
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,878: 11,037 17,671 4,150 451 3,635 2,697 75 31 75 0 0: 253 15
Old : 21,878: 11,037 17,671 4,150 451 3,635 2,697 75 31 75 0 0: 253 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -12: 252 177 -775 -599 435 26 0 -25 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 80.8 19.0 2.1 16.6 12.3 0.3 0.1 0.3 0.0 0.0: 1.2 0.1
Old : 100.0: 50.4 80.8 19.0 2.1 16.6 12.3 0.3 0.1 0.3 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 : 27: 13 12 . . . . . . . 0 0:
Old : 27: 13 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 72.7 89.4 95.9 57.6 69.1 73.6 79.9
Old : 69.2 72.7 89.4 95.9 57.6 69.1 73.6 79.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 21, 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: 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 : 58.3 84.4 81.8 95.4 49.3 77.4 70.0 82.1
Old : 58.3 84.4 81.8 95.4 49.3 77.4 70.0 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 21, 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: 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 : 57.7 83.6 81.9 95.7 50.6 81.6 72.8 85.5
Old : 57.7 83.6 81.9 95.7 50.6 81.6 72.8 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 275,770: 226,284 132,817 2,201 79,702 23,773 2,379 2,878 12,485 1,551 17,124 6,991: 106 0
Old : 275,770: 226,284 132,817 2,201 79,702 23,773 2,379 2,878 12,485 1,551 17,124 6,991: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -7,341: -6,926 -6,787 -1,779 -3,093 3,555 959 -144 -1,444 191 2,469 -1,898: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 48.2 0.8 28.9 8.6 0.9 1.0 4.5 0.6 6.2 2.5: 0.0 0.0
Old : 100.0: 82.1 48.2 0.8 28.9 8.6 0.9 1.0 4.5 0.6 6.2 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 14 . . . . . . . . .:
Old : 24: 14 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 58.3 89.9 81.6 47.5 45.1 49.1 48.1
Old : 75.7 58.3 89.9 81.6 47.5 45.1 49.1 48.1
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 21, 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 21, 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: 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 21, 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: 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,405: 6,435 3,920 235 0 1,710 0 3,100 0 650 450 150: 225 75
Old : 9,405: 6,435 3,920 235 0 1,710 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 21, 2018 :
: 120: 120 0 -120 0 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 41.7 2.5 0.0 18.2 0.0 33.0 0.0 6.9 4.8 1.6: 2.4 0.8
Old : 100.0: 68.4 41.7 2.5 0.0 18.2 0.0 33.0 0.0 6.9 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 : 56.7 68.5 82.3 89.4 47.6 59.4 61.8 67.9
Old : 56.7 68.5 82.3 89.4 47.6 59.4 61.8 67.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,825: 5,170 4,030 0 640 705 0 750 0 650 500 125: 175 75
Old : 6,825: 5,170 4,030 0 640 705 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 21, 2018 :
: 120: 120 0 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 59.0 0.0 9.4 10.3 0.0 11.0 0.0 9.5 7.3 1.8: 2.6 1.1
Old : 100.0: 75.8 59.0 0.0 9.4 10.3 0.0 11.0 0.0 9.5 7.3 1.8: 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 : 53.8 55.5 80.9 85.8 53.8 50.4 68.7 70.8
Old : 53.8 55.5 80.9 85.8 53.8 50.4 68.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,600: 37,075 39,052 7,375 0 4,590 1,000 50 25 0 6,780 2,095: 440 8
Old : 52,600: 37,075 39,052 7,375 0 4,590 1,000 50 25 0 6,780 2,095: 440 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,675: 575 800 400 0 0 0 0 0 0 175 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 74.2 14.0 0.0 8.7 1.9 0.1 0.0 0.0 12.9 4.0: 0.8 0.0
Old : 100.0: 70.5 74.2 14.0 0.0 8.7 1.9 0.1 0.0 0.0 12.9 4.0: 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 : 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 : 60.3 81.7 81.4 96.7 55.2 80.0 73.1 83.3
Old : 60.3 81.7 81.4 96.7 55.2 80.0 73.1 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,851: 36,854 38,632 6,970 3 4,131 1,100 50 0 985 7,600 1,435: 376 0
Old : 51,851: 36,854 38,632 6,970 3 4,131 1,100 50 0 985 7,600 1,435: 376 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,835: 660 800 400 -10 75 25 0 -25 525 820 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 74.5 13.4 0.0 8.0 2.1 0.1 0.0 1.9 14.7 2.8: 0.7 0.0
Old : 100.0: 71.1 74.5 13.4 0.0 8.0 2.1 0.1 0.0 1.9 14.7 2.8: 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 : 33: 17 13 . . . . . 0 . . .:
Old : 33: 17 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 : 60.7 83.4 81.0 95.3 56.8 82.4 74.2 85.1
Old : 60.7 83.4 81.0 95.3 56.8 82.4 74.2 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,393: 80,916 80,407 14,440 23,943 4,186 915 790 2,335 10,995 2,243 3,364: 242 125
Old : 117,393: 80,916 80,407 14,440 23,943 4,186 915 790 2,335 10,995 2,243 3,364: 242 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,605: 590 820 0 -20 105 0 0 0 760 550 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 68.5 12.3 20.4 3.6 0.8 0.7 2.0 9.4 1.9 2.9: 0.2 0.1
Old : 100.0: 68.9 68.5 12.3 20.4 3.6 0.8 0.7 2.0 9.4 1.9 2.9: 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 5 4 . . 6 . 6:
Old : 55: 27 27 . 5 5 4 . . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 48.7 64.3 73.4 40.6 42.5 57.8 60.9
Old : 43.6 48.7 64.3 73.4 40.6 42.5 57.8 60.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,802: 99,105 90,893 16,950 32,353 2,380 2,985 3,160 1,885 12,905 5,851 1,280: 312 0
Old : 137,802: 99,105 90,893 16,950 32,353 2,380 2,985 3,160 1,885 12,905 5,851 1,280: 312 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,806: 276 941 0 -300 440 -25 0 0 940 550 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 66.0 12.3 23.5 1.7 2.2 2.3 1.4 9.4 4.2 0.9: 0.2 0.0
Old : 100.0: 71.9 66.0 12.3 23.5 1.7 2.2 2.3 1.4 9.4 4.2 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 30 27 . 6 5 4 4 . 6 . 4:
Old : 61: 30 27 . 6 5 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 : 41.1 52.4 61.9 73.3 37.4 49.2 56.3 66.3
Old : 41.1 52.4 61.9 73.3 37.4 49.2 56.3 66.3
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 292,599: 189,628 199,567 29,735 13,642 24,858 13,805 22,952 10,619 12,964 10,332 10,084: 905 545
Old : 292,599: 189,628 199,567 29,735 13,642 24,858 13,805 22,952 10,619 12,964 10,332 10,084: 905 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 100: -438 -1,184 777 -2,124 1,035 439 1,852 -1,318 -599 1,451 -114: 319 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 68.2 10.2 4.7 8.5 4.7 7.8 3.6 4.4 3.5 3.4: 0.3 0.2
Old : 100.0: 64.8 68.2 10.2 4.7 8.5 4.7 7.8 3.6 4.4 3.5 3.4: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 38 41 . . 5 12 7 9 12 6 13:
Old : 87: 38 41 . . 5 12 7 9 12 6 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 : 35.0 37.4 54.8 56.7 26.3 24.9 39.0 39.3
Old : 35.0 37.4 54.8 56.7 26.3 24.9 39.0 39.3
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,712: 18,993 31,682 9,247 0 135 1,005 0 20 2,673 375 500: 139 0
Old : 32,712: 18,993 31,682 9,247 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 21, 2018 :
: 485: 60 485 425 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 96.9 28.3 0.0 0.4 3.1 0.0 0.1 8.2 1.1 1.5: 0.4 0.0
Old : 100.0: 58.1 96.9 28.3 0.0 0.4 3.1 0.0 0.1 8.2 1.1 1.5: 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: 18 9 . 0 . . 0 . . . .:
Old : 29: 18 9 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 93.2 74.4 98.3 52.6 89.7 73.5 92.1
Old : 53.0 93.2 74.4 98.3 52.6 89.7 73.5 92.1
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,309: 17,603 29,069 9,897 0 60 125 1,100 400 2,503 125 555: 166 0
Old : 31,309: 17,603 29,069 9,897 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 21, 2018 :
: 375: -50 375 425 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 92.8 31.6 0.0 0.2 0.4 3.5 1.3 8.0 0.4 1.8: 0.5 0.0
Old : 100.0: 56.2 92.8 31.6 0.0 0.2 0.4 3.5 1.3 8.0 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: 18 9 . 0 . . . . . . .:
Old : 28: 18 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 92.0 79.1 98.6 56.5 88.2 77.4 91.6
Old : 56.7 92.0 79.1 98.6 56.5 88.2 77.4 91.6
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,327: 6,480 9,867 3,777 1,350 1,570 1,310 0 100 0 350 0: 2,090 2,090
Old : 15,327: 6,480 9,867 3,777 1,350 1,570 1,310 0 100 0 350 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 21, 2018 :
: 700: 400 300 -100 -300 400 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 64.4 24.6 8.8 10.2 8.5 0.0 0.7 0.0 2.3 0.0: 13.6 13.6
Old : 100.0: 42.3 64.4 24.6 8.8 10.2 8.5 0.0 0.7 0.0 2.3 0.0: 13.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . . . . 0 . 0 . 0:
Old : 22: 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 : 67.2 50.0 79.7 71.4 58.3 43.7 64.4 57.9
Old : 67.2 50.0 79.7 71.4 58.3 43.7 64.4 57.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,055: 3,125 9,270 4,800 70 600 1,160 0 100 250 0 0: 1,020 1,015
Old : 11,055: 3,125 9,270 4,800 70 600 1,160 0 100 250 0 0: 1,020 1,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 300: -20 280 0 -300 300 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 83.9 43.4 0.6 5.4 10.5 0.0 0.9 2.3 0.0 0.0: 9.2 9.2
Old : 100.0: 28.3 83.9 43.4 0.6 5.4 10.5 0.0 0.9 2.3 0.0 0.0: 9.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 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 : 67.9 46.5 85.4 73.6 66.4 45.4 74.1 64.9
Old : 67.9 46.5 85.4 73.6 66.4 45.4 74.1 64.9
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,484: 23,012 23,514 15,528 21,405 0 13,900 5,970 0 0 1,585 1,750: 7,294 7,260
Old : 61,484: 23,012 23,514 15,528 21,405 0 13,900 5,970 0 0 1,585 1,750: 7,294 7,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,635: 1,125 -40 70 860 0 -50 600 -15 0 -275 525: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 38.2 25.3 34.8 0.0 22.6 9.7 0.0 0.0 2.6 2.8: 11.9 11.8
Old : 100.0: 37.4 38.2 25.3 34.8 0.0 22.6 9.7 0.0 0.0 2.6 2.8: 11.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . 0 . . 0 0 . .:
Old : 28: 14 18 . . 0 . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 51.0 78.6 69.5 65.3 51.0 74.4 67.0
Old : 66.3 51.0 78.6 69.5 65.3 51.0 74.4 67.0
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,497: 21,249 21,972 14,165 21,345 0 15,565 6,070 0 0 1,485 1,750: 6,768 6,875
Old : 59,497: 21,249 21,972 14,165 21,345 0 15,565 6,070 0 0 1,485 1,750: 6,768 6,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,585: 1,055 0 70 750 0 -50 600 -15 0 -275 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 36.9 23.8 35.9 0.0 26.2 10.2 0.0 0.0 2.5 2.9: 11.4 11.6
Old : 100.0: 35.7 36.9 23.8 35.9 0.0 26.2 10.2 0.0 0.0 2.5 2.9: 11.4 11.6
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 : 28: 13 19 . . 0 . . 0 0 . .:
Old : 28: 13 19 . . 0 . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 52.1 80.4 71.3 65.4 52.1 77.5 68.1
Old : 66.4 52.1 80.4 71.3 65.4 52.1 77.5 68.1
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,725: 13,545 6,285 890 45 1,470 425 7,650 40 0 1,190 0: 3,355 3,045
Old : 19,725: 13,545 6,285 890 45 1,470 425 7,650 40 0 1,190 0: 3,355 3,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 130: 150 0 -225 -175 155 -100 0 20 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 31.9 4.5 0.2 7.5 2.2 38.8 0.2 0.0 6.0 0.0: 17.0 15.4
Old : 100.0: 68.7 31.9 4.5 0.2 7.5 2.2 38.8 0.2 0.0 6.0 0.0: 17.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 8 . . . . . . 0 . 0:
Old : 27: 15 8 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 60.4 69.6 74.1 44.6 56.0 57.6 65.4
Old : 46.3 60.4 69.6 74.1 44.6 56.0 57.6 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,465: 12,615 6,310 2,315 45 970 175 7,850 20 0 1,185 0: 3,370 3,085
Old : 19,465: 12,615 6,310 2,315 45 970 175 7,850 20 0 1,185 0: 3,370 3,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 130: 150 0 -225 -175 155 -100 0 20 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 32.4 11.9 0.2 5.0 0.9 40.3 0.1 0.0 6.1 0.0: 17.3 15.8
Old : 100.0: 64.8 32.4 11.9 0.2 5.0 0.9 40.3 0.1 0.0 6.1 0.0: 17.3 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 8 . . . . . . 0 . 0:
Old : 26: 15 8 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 62.2 69.3 74.4 44.8 57.8 60.3 67.8
Old : 46.9 62.2 69.3 74.4 44.8 57.8 60.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,677: 11,177 21,840 1,977 610 1,160 10,525 980 0 0 0 0: 2,838 3,087
Old : 27,677: 11,177 21,840 1,977 610 1,160 10,525 980 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 21, 2018 :
: 50: 0 50 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 78.9 7.1 2.2 4.2 38.0 3.5 0.0 0.0 0.0 0.0: 10.3 11.2
Old : 100.0: 40.4 78.9 7.1 2.2 4.2 38.0 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 : 69.7 69.0 85.2 81.0 69.4 66.2 78.7 75.7
Old : 69.7 69.0 85.2 81.0 69.4 66.2 78.7 75.7
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,130: 14,005 29,980 12,315 0 540 3,390 1,345 10 1,665 50 600: 2,605 2,605
Old : 35,130: 14,005 29,980 12,315 0 540 3,390 1,345 10 1,665 50 600: 2,605 2,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 730: 790 740 -50 0 0 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 85.3 35.1 0.0 1.5 9.6 3.8 0.0 4.7 0.1 1.7: 7.4 7.4
Old : 100.0: 39.9 85.3 35.1 0.0 1.5 9.6 3.8 0.0 4.7 0.1 1.7: 7.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 . 0 . . . . . . .:
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 : 57.6 80.0 77.4 89.3 57.1 79.6 74.8 87.7
Old : 57.6 80.0 77.4 89.3 57.1 79.6 74.8 87.7
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,840: 12,715 27,225 11,235 0 340 3,320 1,345 30 1,350 50 600: 2,250 2,250
Old : 31,840: 12,715 27,225 11,235 0 340 3,320 1,345 30 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 21, 2018 :
: 730: 770 720 -40 0 0 -10 0 10 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 85.5 35.3 0.0 1.1 10.4 4.2 0.1 4.2 0.2 1.9: 7.1 7.1
Old : 100.0: 39.9 85.5 35.3 0.0 1.1 10.4 4.2 0.1 4.2 0.2 1.9: 7.1 7.1
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: 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 : 59.2 79.4 77.3 89.9 58.6 79.1 76.0 88.3
Old : 59.2 79.4 77.3 89.9 58.6 79.1 76.0 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,870: 10,440 3,635 950 5,040 100 0 2,970 100 0 150 0: 1,280 875
Old : 12,870: 10,440 3,635 950 5,040 100 0 2,970 100 0 150 0: 1,280 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 28.2 7.4 39.2 0.8 0.0 23.1 0.8 0.0 1.2 0.0: 9.9 6.8
Old : 100.0: 81.1 28.2 7.4 39.2 0.8 0.0 23.1 0.8 0.0 1.2 0.0: 9.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 10 . . . 0 4 . 0 . 0:
Old : 20: 9 10 . . . 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 : 79.3 70.4 88.1 83.8 74.4 63.7 76.7 72.8
Old : 79.3 70.4 88.1 83.8 74.4 63.7 76.7 72.8
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,470: 22,660 8,805 0 16,675 300 1,875 890 45 1,490 265 1,200: 900 290
Old : 28,470: 22,660 8,805 0 16,675 300 1,875 890 45 1,490 265 1,200: 900 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,495: 700 150 0 1,745 0 50 0 0 1,145 0 -175: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 30.9 0.0 58.6 1.1 6.6 3.1 0.2 5.2 0.9 4.2: 3.2 1.0
Old : 100.0: 79.6 30.9 0.0 58.6 1.1 6.6 3.1 0.2 5.2 0.9 4.2: 3.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 0 . . . . . . . .:
Old : 28: 14 14 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 75.8 82.1 88.8 59.4 74.8 76.0 82.7
Old : 62.2 75.8 82.1 88.8 59.4 74.8 76.0 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,435: 23,210 7,950 0 17,275 300 1,275 830 220 1,230 200 1,115: 1,085 545
Old : 28,435: 23,210 7,950 0 17,275 300 1,275 830 220 1,230 200 1,115: 1,085 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,920: 1,100 300 0 1,745 0 -550 0 175 1,230 -265 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 28.0 0.0 60.8 1.1 4.5 2.9 0.8 4.3 0.7 3.9: 3.8 1.9
Old : 100.0: 81.6 28.0 0.0 60.8 1.1 4.5 2.9 0.8 4.3 0.7 3.9: 3.8 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: 13 14 0 . . . . . . . .:
Old : 28: 13 14 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 78.1 81.7 89.2 60.2 77.0 75.5 83.6
Old : 64.2 78.1 81.7 89.2 60.2 77.0 75.5 83.6
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,755: 24,430 11,410 0 19,120 425 7,275 1,050 320 2,030 2,325 150: 2,125 1,955
Old : 36,755: 24,430 11,410 0 19,120 425 7,275 1,050 320 2,030 2,325 150: 2,125 1,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 785: 375 350 0 -875 175 -25 -50 0 0 925 0: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 31.0 0.0 52.0 1.2 19.8 2.9 0.9 5.5 6.3 0.4: 5.8 5.3
Old : 100.0: 66.5 31.0 0.0 52.0 1.2 19.8 2.9 0.9 5.5 6.3 0.4: 5.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 8 0 . . . . 4 . . .:
Old : 28: 15 8 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 : 62.5 69.8 81.4 92.4 62.2 69.2 80.0 87.0
Old : 62.5 69.8 81.4 92.4 62.2 69.2 80.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,125: 21,230 13,615 0 14,380 475 7,760 1,050 200 1,980 1,975 500: 1,980 1,930
Old : 34,125: 21,230 13,615 0 14,380 475 7,760 1,050 200 1,980 1,975 500: 1,980 1,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 760: -225 350 0 -875 175 575 -50 0 0 925 0: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 39.9 0.0 42.1 1.4 22.7 3.1 0.6 5.8 5.8 1.5: 5.8 5.7
Old : 100.0: 62.2 39.9 0.0 42.1 1.4 22.7 3.1 0.6 5.8 5.8 1.5: 5.8 5.7
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: 14 8 0 . . . . . . . .:
Old : 27: 14 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 66.7 80.7 91.7 61.8 66.0 79.9 85.6
Old : 61.8 66.7 80.7 91.7 61.8 66.0 79.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 99,245: 40,315 81,920 36,620 0 810 5,365 0 4,120 1,700 2,030 2,205: 8,110 8,160
Old : 99,245: 40,315 81,920 36,620 0 810 5,365 0 4,120 1,700 2,030 2,205: 8,110 8,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 2,150: 755 1,535 800 0 315 -125 0 15 105 0 545: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 82.5 36.9 0.0 0.8 5.4 0.0 4.2 1.7 2.0 2.2: 8.2 8.2
Old : 100.0: 40.6 82.5 36.9 0.0 0.8 5.4 0.0 4.2 1.7 2.0 2.2: 8.2 8.2
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 : 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 57.5 75.1 72.0 56.8 57.3 66.7 68.7
Old : 61.0 57.5 75.1 72.0 56.8 57.3 66.7 68.7
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,325: 36,430 73,240 31,780 0 640 5,230 0 3,485 1,830 1,980 2,445: 8,485 8,535
Old : 90,325: 36,430 73,240 31,780 0 640 5,230 0 3,485 1,830 1,980 2,445: 8,485 8,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,865: 515 945 790 0 235 -115 0 -20 -245 0 710: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 81.1 35.2 0.0 0.7 5.8 0.0 3.9 2.0 2.2 2.7: 9.4 9.4
Old : 100.0: 40.3 81.1 35.2 0.0 0.7 5.8 0.0 3.9 2.0 2.2 2.7: 9.4 9.4
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 : 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 : 59.8 55.7 73.9 69.7 57.2 55.7 68.4 68.5
Old : 59.8 55.7 73.9 69.7 57.2 55.7 68.4 68.5
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,070: 11,380 19,855 8,905 3,475 3,250 5,950 1,875 0 0 1,100 100: 1,485 1,415
Old : 31,070: 11,380 19,855 8,905 3,475 3,250 5,950 1,875 0 0 1,100 100: 1,485 1,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 125: -550 150 700 0 -50 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 63.9 28.7 11.2 10.5 19.2 6.0 0.0 0.0 3.5 0.3: 4.8 4.6
Old : 100.0: 36.6 63.9 28.7 11.2 10.5 19.2 6.0 0.0 0.0 3.5 0.3: 4.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 65.6 50.4 83.2 69.3 57.4 46.1 71.8 61.1
Old : 65.6 50.4 83.2 69.3 57.4 46.1 71.8 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,840: 7,805 14,315 8,380 3,315 2,425 2,850 125 0 0 1,250 0: 380 410
Old : 21,840: 7,805 14,315 8,380 3,315 2,425 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 21, 2018 :
: 25: -375 175 550 0 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 65.5 38.4 15.2 11.1 13.0 0.6 0.0 0.0 5.7 0.0: 1.7 1.9
Old : 100.0: 35.7 65.5 38.4 15.2 11.1 13.0 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 : 77.4 53.0 93.5 76.1 63.7 46.1 74.2 66.6
Old : 77.4 53.0 93.5 76.1 63.7 46.1 74.2 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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,710: 8,590 9,500 0 3,300 1,910 6,125 1,975 0 0 0 0: 1,085 1,025
Old : 17,710: 8,590 9,500 0 3,300 1,910 6,125 1,975 0 0 0 0: 1,085 1,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 235: 0 60 0 0 0 0 0 0 0 0 0: 235 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 53.6 0.0 18.6 10.8 34.6 11.2 0.0 0.0 0.0 0.0: 6.1 5.8
Old : 100.0: 48.5 53.6 0.0 18.6 10.8 34.6 11.2 0.0 0.0 0.0 0.0: 6.1 5.8
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: 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 : 76.3 68.0 87.7 87.3 73.0 59.9 78.4 76.0
Old : 76.3 68.0 87.7 87.3 73.0 59.9 78.4 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,965: 31,785 30,385 2,095 780 8,525 100 2,775 915 0 100 0: 11,545 11,485
Old : 54,965: 31,785 30,385 2,095 780 8,525 100 2,775 915 0 100 0: 11,545 11,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -760: -1,060 -110 945 -5 -595 0 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 55.3 3.8 1.4 15.5 0.2 5.0 1.7 0.0 0.2 0.0: 21.0 20.9
Old : 100.0: 57.8 55.3 3.8 1.4 15.5 0.2 5.0 1.7 0.0 0.2 0.0: 21.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 . . . . . . 0 . 0:
Old : 31: 17 19 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 34.5 67.2 55.4 36.1 25.4 42.0 37.2
Old : 50.9 34.5 67.2 55.4 36.1 25.4 42.0 37.2
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 28, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,515: 20,365 20,565 545 1,450 6,665 1,225 650 225 0 0 0: 12,490 11,960
Old : 41,515: 20,365 20,565 545 1,450 6,665 1,225 650 225 0 0 0: 12,490 11,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 135: -250 -475 0 -150 -25 -375 0 225 0 0 0: 560 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 49.5 1.3 3.5 16.1 3.0 1.6 0.5 0.0 0.0 0.0: 30.1 28.8
Old : 100.0: 49.1 49.5 1.3 3.5 16.1 3.0 1.6 0.5 0.0 0.0 0.0: 30.1 28.8
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 : 25: 15 19 . . . . . . 0 0 0:
Old : 25: 15 19 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 31.1 61.9 48.5 29.2 18.1 32.6 27.7
Old : 46.0 31.1 61.9 48.5 29.2 18.1 32.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2018