COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 36,880: 13,668 19,446 4,017 583 409 1,019 7,632 1,596 11,949 2,894 3,338: 884 982
Old : 36,880: 13,668 19,446 4,017 583 409 1,019 7,632 1,596 11,949 2,894 3,338: 884 982
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -266: 349 -76 -715 -27 -6 45 147 60 69 -72 -76: 8 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 52.7 10.9 1.6 1.1 2.8 20.7 4.3 32.4 7.8 9.1: 2.4 2.7
Old : 100.0: 37.1 52.7 10.9 1.6 1.1 2.8 20.7 4.3 32.4 7.8 9.1: 2.4 2.7
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 : 42: 14 13 4 . . . . . 7 6 10:
Old : 42: 14 13 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 : 36.9 64.6 58.7 79.4 32.4 49.4 48.1 58.2
Old : 36.9 64.6 58.7 79.4 32.4 49.4 48.1 58.2
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,988: 2,579 3,012 132 191 175 0 0 0 950 771 688: 464 151
Old : 4,988: 2,579 3,012 132 191 175 0 0 0 950 771 688: 464 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 195: 60 40 -19 11 39 0 0 0 24 7 91: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 60.4 2.6 3.8 3.5 0.0 0.0 0.0 19.0 15.5 13.8: 9.3 3.0
Old : 100.0: 51.7 60.4 2.6 3.8 3.5 0.0 0.0 0.0 19.0 15.5 13.8: 9.3 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 5 5 6:
Old : 21: 5 6 . . . 0 0 0 5 5 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 : 62.0 62.3 78.7 81.0 53.0 54.6 61.3 63.4
Old : 62.0 62.3 78.7 81.0 53.0 54.6 61.3 63.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,130: 29,935 34,034 129 3,189 12,666 8,097 0 3,367 928 2,380 3,085: 923 409
Old : 59,130: 29,935 34,034 129 3,189 12,666 8,097 0 3,367 928 2,380 3,085: 923 409
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -255: -355 -236 0 -208 49 -118 0 -59 -23 -45 250: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 57.6 0.2 5.4 21.4 13.7 0.0 5.7 1.6 4.0 5.2: 1.6 0.7
Old : 100.0: 50.6 57.6 0.2 5.4 21.4 13.7 0.0 5.7 1.6 4.0 5.2: 1.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 29 28 . . . 6 0 6 4 7 7:
Old : 51: 29 28 . . . 6 0 6 4 7 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 : 42.7 45.0 60.9 63.9 24.6 20.9 31.0 28.8
Old : 42.7 45.0 60.9 63.9 24.6 20.9 31.0 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,422: 30,239 33,929 425 622 4,521 327 900 0 4,525 225 225: 160 0
Old : 40,422: 30,239 33,929 425 622 4,521 327 900 0 4,525 225 225: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -2,607: -1,422 -2,126 -1,100 -708 395 -32 0 -18 -475 -175 25: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 83.9 1.1 1.5 11.2 0.8 2.2 0.0 11.2 0.6 0.6: 0.4 0.0
Old : 100.0: 74.8 83.9 1.1 1.5 11.2 0.8 2.2 0.0 11.2 0.6 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 17 . . . . . 0 5 . .:
Old : 35: 22 17 . . . . . 0 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 : 62.8 66.7 82.2 88.6 59.3 61.8 66.1 70.9
Old : 62.8 66.7 82.2 88.6 59.3 61.8 66.1 70.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,007: 17,368 15,365 50 4,067 660 0 0 0 2,090 125 710: 129 80
Old : 21,007: 17,368 15,365 50 4,067 660 0 0 0 2,090 125 710: 129 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -685: -680 -805 0 730 -355 0 0 0 510 -75 -160: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 73.1 0.2 19.4 3.1 0.0 0.0 0.0 9.9 0.6 3.4: 0.6 0.4
Old : 100.0: 82.7 73.1 0.2 19.4 3.1 0.0 0.0 0.0 9.9 0.6 3.4: 0.6 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 : 25: 15 10 . . . 0 0 0 . . .:
Old : 25: 15 10 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 73.6 88.2 91.6 72.5 67.5 81.4 82.1
Old : 73.5 73.6 88.2 91.6 72.5 67.5 81.4 82.1
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 160,135: 135,057 113,404 2,326 18,055 10,535 4,635 10,113 1,330 3,070 3,559 2,953: 229 186
Old : 160,135: 135,057 113,404 2,326 18,055 10,535 4,635 10,113 1,330 3,070 3,559 2,953: 229 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 546: -26 827 130 -531 424 145 -172 0 -102 30 -48: 23 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 70.8 1.5 11.3 6.6 2.9 6.3 0.8 1.9 2.2 1.8: 0.1 0.1
Old : 100.0: 84.3 70.8 1.5 11.3 6.6 2.9 6.3 0.8 1.9 2.2 1.8: 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 36 . . 4 5 . . . . 4:
Old : 57: 32 36 . . 4 5 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 53.7 54.1 70.3 31.0 43.2 41.5 50.7
Old : 36.1 53.7 54.1 70.3 31.0 43.2 41.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 44,584: 29,881 25,696 10,660 8,289 1,741 600 5,982 496 150 1,480 850: 206 50
Old : 44,584: 29,881 25,696 10,660 8,289 1,741 600 5,982 496 150 1,480 850: 206 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,245: 1,398 1,081 -281 916 -548 175 330 15 125 -875 275: 86 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 57.6 23.9 18.6 3.9 1.3 13.4 1.1 0.3 3.3 1.9: 0.5 0.1
Old : 100.0: 67.0 57.6 23.9 18.6 3.9 1.3 13.4 1.1 0.3 3.3 1.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 15 21 . . . . . . . 6 4:
Old : 39: 15 21 . . . . . . . 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 : 76.9 65.1 89.3 80.7 70.8 54.8 75.4 69.5
Old : 76.9 65.1 89.3 80.7 70.8 54.8 75.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 32,015: 26,675 19,365 3,872 11,257 1,218 150 0 0 50 125 50: 0 0
Old : 32,015: 26,675 19,365 3,872 11,257 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 28, 2018 :
: 275: 250 125 25 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 60.5 12.1 35.2 3.8 0.5 0.0 0.0 0.2 0.4 0.2: 0.0 0.0
Old : 100.0: 83.3 60.5 12.1 35.2 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 16 . . . . 0 0 . . .:
Old : 25: 9 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 : 86.2 90.0 97.8 95.1 80.8 79.8 85.3 83.8
Old : 86.2 90.0 97.8 95.1 80.8 79.8 85.3 83.8
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,722: 35,934 35,102 4,935 9,325 705 3,050 950 0 1,415 0 490: 193 150
Old : 46,722: 35,934 35,102 4,935 9,325 705 3,050 950 0 1,415 0 490: 193 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 11: 218 156 0 80 -225 0 0 0 0 0 0: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 75.1 10.6 20.0 1.5 6.5 2.0 0.0 3.0 0.0 1.0: 0.4 0.3
Old : 100.0: 76.9 75.1 10.6 20.0 1.5 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 51.3 68.6 70.9 42.9 45.3 60.7 63.0
Old : 48.3 51.3 68.6 70.9 42.9 45.3 60.7 63.0
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,004: 47,415 46,907 6,030 19,949 4,081 13,740 1,775 800 1,035 0 480: 423 12
Old : 74,004: 47,415 46,907 6,030 19,949 4,081 13,740 1,775 800 1,035 0 480: 423 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 816: -134 531 1,225 150 285 -650 -100 0 150 0 -50: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 63.4 8.1 27.0 5.5 18.6 2.4 1.1 1.4 0.0 0.6: 0.6 0.0
Old : 100.0: 64.1 63.4 8.1 27.0 5.5 18.6 2.4 1.1 1.4 0.0 0.6: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 39.9 60.0 64.6 75.2 36.7 55.9 57.9 64.9
Old : 39.9 60.0 64.6 75.2 36.7 55.9 57.9 64.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,007: 57,757 56,410 14,940 18,635 300 500 390 190 2,290 0 1,810: 220 272
Old : 78,007: 57,757 56,410 14,940 18,635 300 500 390 190 2,290 0 1,810: 220 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 720: 1,015 275 -115 445 0 0 0 0 0 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 72.3 19.2 23.9 0.4 0.6 0.5 0.2 2.9 0.0 2.3: 0.3 0.3
Old : 100.0: 74.0 72.3 19.2 23.9 0.4 0.6 0.5 0.2 2.9 0.0 2.3: 0.3 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 : 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 : 48.4 60.3 69.6 77.6 47.6 60.3 68.3 76.3
Old : 48.4 60.3 69.6 77.6 47.6 60.3 68.3 76.3
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,977: 82,017 73,091 23,335 37,939 1,340 2,290 150 0 3,335 0 1,355: 305 102
Old : 113,977: 82,017 73,091 23,335 37,939 1,340 2,290 150 0 3,335 0 1,355: 305 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 970: 1,270 395 -125 580 0 0 0 0 0 0 0: -175 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 64.1 20.5 33.3 1.2 2.0 0.1 0.0 2.9 0.0 1.2: 0.3 0.1
Old : 100.0: 72.0 64.1 20.5 33.3 1.2 2.0 0.1 0.0 2.9 0.0 1.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.2 62.0 68.4 78.5 43.6 61.0 66.3 77.0
Old : 44.2 62.0 68.4 78.5 43.6 61.0 66.3 77.0
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,115: 22,865 27,815 4,430 0 3,900 590 0 0 200 205 10: 120 185
Old : 32,115: 22,865 27,815 4,430 0 3,900 590 0 0 200 205 10: 120 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 180: 130 180 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 86.6 13.8 0.0 12.1 1.8 0.0 0.0 0.6 0.6 0.0: 0.4 0.6
Old : 100.0: 71.2 86.6 13.8 0.0 12.1 1.8 0.0 0.0 0.6 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 : 50.6 77.2 79.4 87.1 43.3 69.2 61.6 74.5
Old : 50.6 77.2 79.4 87.1 43.3 69.2 61.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,000: 23,170 21,125 0 2,500 2,960 0 300 0 660 0 110: 100 5
Old : 27,000: 23,170 21,125 0 2,500 2,960 0 300 0 660 0 110: 100 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -1,390: -1,360 -1,740 0 300 0 0 0 0 -80 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 78.2 0.0 9.3 11.0 0.0 1.1 0.0 2.4 0.0 0.4: 0.4 0.0
Old : 100.0: 85.8 78.2 0.0 9.3 11.0 0.0 1.1 0.0 2.4 0.0 0.4: 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 : 28: 19 19 0 . . 0 . 0 . 0 .:
Old : 28: 19 19 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 65.0 72.3 87.8 37.3 52.7 47.8 58.2
Old : 50.8 65.0 72.3 87.8 37.3 52.7 47.8 58.2
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,720: 8,670 8,420 50 500 200 100 500 0 700 100 0: 0 0
Old : 9,720: 8,670 8,420 50 500 200 100 500 0 700 100 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 200: 100 200 0 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 86.6 0.5 5.1 2.1 1.0 5.1 0.0 7.2 1.0 0.0: 0.0 0.0
Old : 100.0: 89.2 86.6 0.5 5.1 2.1 1.0 5.1 0.0 7.2 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.6 73.0 82.2 97.9 51.0 63.4 67.1 74.4
Old : 63.6 73.0 82.2 97.9 51.0 63.4 67.1 74.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,171: 32,424 36,927 300 5,734 7,561 4,612 10 251 7,014 1,564 2,722: 286 402
Old : 55,171: 32,424 36,927 300 5,734 7,561 4,612 10 251 7,014 1,564 2,722: 286 402
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -117: 459 -268 -50 -637 96 -378 -7 1 -120 824 -126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 66.9 0.5 10.4 13.7 8.4 0.0 0.5 12.7 2.8 4.9: 0.5 0.7
Old : 100.0: 58.8 66.9 0.5 10.4 13.7 8.4 0.0 0.5 12.7 2.8 4.9: 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 8 5 7:
Old : 52: 24 24 . . . 6 . 4 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 39.2 67.2 60.5 26.2 22.2 39.7 34.1
Old : 46.6 39.2 67.2 60.5 26.2 22.2 39.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,380: 7,590 7,325 836 600 1,160 200 0 0 200 760 1,100: 294 435
Old : 11,380: 7,590 7,325 836 600 1,160 200 0 0 200 760 1,100: 294 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 550: 550 400 0 0 0 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 64.4 7.3 5.3 10.2 1.8 0.0 0.0 1.8 6.7 9.7: 2.6 3.8
Old : 100.0: 66.7 64.4 7.3 5.3 10.2 1.8 0.0 0.0 1.8 6.7 9.7: 2.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.9 45.8 71.5 68.0 33.4 37.4 45.5 47.4
Old : 48.9 45.8 71.5 68.0 33.4 37.4 45.5 47.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,761: 34,511 39,994 5,565 252 3,945 640 150 0 50 125 0: 50 295
Old : 44,761: 34,511 39,994 5,565 252 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 28, 2018 :
: -55: -105 0 50 -55 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 89.4 12.4 0.6 8.8 1.4 0.3 0.0 0.1 0.3 0.0: 0.1 0.7
Old : 100.0: 77.1 89.4 12.4 0.6 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 : 50.9 64.6 79.2 85.8 47.5 60.2 66.9 69.2
Old : 50.9 64.6 79.2 85.8 47.5 60.2 66.9 69.2
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,324: 41,141 31,054 750 13,313 417 2,360 990 0 815 305 245: 596 0
Old : 46,324: 41,141 31,054 750 13,313 417 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 28, 2018 :
: 130: 80 -170 0 250 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 67.0 1.6 28.7 0.9 5.1 2.1 0.0 1.8 0.7 0.5: 1.3 0.0
Old : 100.0: 88.8 67.0 1.6 28.7 0.9 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 : 61.3 58.9 77.2 81.8 55.8 57.3 70.8 77.8
Old : 61.3 58.9 77.2 81.8 55.8 57.3 70.8 77.8
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,559: 40,097 41,796 5,836 8,005 450 1,000 0 0 3,033 300 470: 673 538
Old : 51,559: 40,097 41,796 5,836 8,005 450 1,000 0 0 3,033 300 470: 673 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 275: 30 335 125 0 0 0 0 0 120 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 81.1 11.3 15.5 0.9 1.9 0.0 0.0 5.9 0.6 0.9: 1.3 1.0
Old : 100.0: 77.8 81.1 11.3 15.5 0.9 1.9 0.0 0.0 5.9 0.6 0.9: 1.3 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 : 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 94.9 55.8 87.3 69.6 90.4
Old : 56.6 90.8 71.5 94.9 55.8 87.3 69.6 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,426: 47,250 46,443 5,430 7,935 1,365 950 0 0 3,223 2,750 450: 758 483
Old : 59,426: 47,250 46,443 5,430 7,935 1,365 950 0 0 3,223 2,750 450: 758 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 180: -65 240 125 0 0 0 0 0 120 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 78.2 9.1 13.4 2.3 1.6 0.0 0.0 5.4 4.6 0.8: 1.3 0.8
Old : 100.0: 79.5 78.2 9.1 13.4 2.3 1.6 0.0 0.0 5.4 4.6 0.8: 1.3 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 : 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 : 56.8 83.9 70.9 93.9 55.4 82.0 68.8 91.3
Old : 56.8 83.9 70.9 93.9 55.4 82.0 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,541: 72,119 75,393 8,854 4,465 1,644 0 150 0 0 1,052 821: 103 16
Old : 83,541: 72,119 75,393 8,854 4,465 1,644 0 150 0 0 1,052 821: 103 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,787: 1,788 1,773 110 -30 5 0 0 0 0 125 -101: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 90.2 10.6 5.3 2.0 0.0 0.2 0.0 0.0 1.3 1.0: 0.1 0.0
Old : 100.0: 86.3 90.2 10.6 5.3 2.0 0.0 0.2 0.0 0.0 1.3 1.0: 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 : 61.3 58.4 81.0 75.3 60.1 50.6 71.8 65.7
Old : 61.3 58.4 81.0 75.3 60.1 50.6 71.8 65.7
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,874: 96,280 102,166 11,265 8,742 1,726 188 1,110 200 5,266 1,270 1,640: 309 20
Old : 116,874: 96,280 102,166 11,265 8,742 1,726 188 1,110 200 5,266 1,270 1,640: 309 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,345: 939 1,286 349 128 -58 65 16 11 6 -50 -2: 36 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 87.4 9.6 7.5 1.5 0.2 0.9 0.2 4.5 1.1 1.4: 0.3 0.0
Old : 100.0: 82.4 87.4 9.6 7.5 1.5 0.2 0.9 0.2 4.5 1.1 1.4: 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 : 48: 22 27 . . . . 4 . 5 . .:
Old : 48: 22 27 . . . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 46.1 79.0 69.9 52.8 44.9 69.9 64.0
Old : 55.0 46.1 79.0 69.9 52.8 44.9 69.9 64.0
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,590: 46,545 47,270 1,108 18 4,627 0 175 0 75 275 225: 10 0
Old : 52,590: 46,545 47,270 1,108 18 4,627 0 175 0 75 275 225: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 500: 675 350 -250 -100 75 0 0 0 25 200 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 89.9 2.1 0.0 8.8 0.0 0.3 0.0 0.1 0.5 0.4: 0.0 0.0
Old : 100.0: 88.5 89.9 2.1 0.0 8.8 0.0 0.3 0.0 0.1 0.5 0.4: 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 : 90.0 84.2 98.6 94.7 86.4 81.8 89.5 86.8
Old : 90.0 84.2 98.6 94.7 86.4 81.8 89.5 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,197: 30,702 29,412 2,030 3,925 3,245 950 1,775 250 350 0 475: 1,195 115
Old : 39,197: 30,702 29,412 2,030 3,925 3,245 950 1,775 250 350 0 475: 1,195 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 980: 470 980 450 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 75.0 5.2 10.0 8.3 2.4 4.5 0.6 0.9 0.0 1.2: 3.0 0.3
Old : 100.0: 78.3 75.0 5.2 10.0 8.3 2.4 4.5 0.6 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 17 . . . . . . . 0 .:
Old : 26: 17 17 . . . . . . . 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 : 51.8 59.7 74.1 79.1 34.1 41.5 45.8 52.2
Old : 51.8 59.7 74.1 79.1 34.1 41.5 45.8 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 54,156: 30,890 43,671 1,885 3,421 4,099 15,245 1,900 265 213 0 800: 759 0
Old : 54,156: 30,890 43,671 1,885 3,421 4,099 15,245 1,900 265 213 0 800: 759 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 300: 277 300 0 -75 75 0 0 0 -50 0 0: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 80.6 3.5 6.3 7.6 28.2 3.5 0.5 0.4 0.0 1.5: 1.4 0.0
Old : 100.0: 57.0 80.6 3.5 6.3 7.6 28.2 3.5 0.5 0.4 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 : 57.1 58.2 73.4 75.9 50.1 50.9 60.3 63.3
Old : 57.1 58.2 73.4 75.9 50.1 50.9 60.3 63.3
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,446: 20,618 34,795 15,085 0 246 0 411 480 0 410 0: 17 104
Old : 36,446: 20,618 34,795 15,085 0 246 0 411 480 0 410 0: 17 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,790: 1,043 2,184 884 0 -77 0 0 0 0 0 0: -60 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 95.5 41.4 0.0 0.7 0.0 1.1 1.3 0.0 1.1 0.0: 0.0 0.3
Old : 100.0: 56.6 95.5 41.4 0.0 0.7 0.0 1.1 1.3 0.0 1.1 0.0: 0.0 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 : 28: 15 15 4 0 . 0 4 . 0 . 0:
Old : 28: 15 15 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 : 61.9 83.2 85.9 92.2 61.5 79.1 81.2 84.8
Old : 61.9 83.2 85.9 92.2 61.5 79.1 81.2 84.8
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,682: 16,367 28,010 12,955 70 1,240 0 845 0 0 0 0: 120 517
Old : 30,682: 16,367 28,010 12,955 70 1,240 0 845 0 0 0 0: 120 517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,570: 1,020 1,860 850 0 -300 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 91.3 42.2 0.2 4.0 0.0 2.8 0.0 0.0 0.0 0.0: 0.4 1.7
Old : 100.0: 53.3 91.3 42.2 0.2 4.0 0.0 2.8 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 : 23: 13 11 . . . 0 . 0 0 0 0:
Old : 23: 13 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 : 67.6 82.1 89.8 93.5 66.8 79.5 84.9 88.2
Old : 67.6 82.1 89.8 93.5 66.8 79.5 84.9 88.2
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,253: 30,481 31,917 1,958 0 1,261 63 610 0 310 460 0: 180 5
Old : 34,253: 30,481 31,917 1,958 0 1,261 63 610 0 310 460 0: 180 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 335: 665 -145 -335 0 335 0 -300 0 -315 460 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 93.2 5.7 0.0 3.7 0.2 1.8 0.0 0.9 1.3 0.0: 0.5 0.0
Old : 100.0: 89.0 93.2 5.7 0.0 3.7 0.2 1.8 0.0 0.9 1.3 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: 19 19 5 0 . . . 0 . . 0:
Old : 33: 19 19 5 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 59.1 80.7 77.0 60.7 57.3 73.9 74.3
Old : 63.3 59.1 80.7 77.0 60.7 57.3 73.9 74.3
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,750: 21,639 23,948 1,953 0 1,176 0 100 160 400 0 0: 422 366
Old : 25,750: 21,639 23,948 1,953 0 1,176 0 100 160 400 0 0: 422 366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 176: 161 165 -11 0 11 0 0 0 -5 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 93.0 7.6 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 7.6 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 : 63.2 64.3 83.8 80.4 60.3 63.5 72.8 75.5
Old : 63.2 64.3 83.8 80.4 60.3 63.5 72.8 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,166: 39,639 31,392 4,650 7,679 817 110 5,344 5 456 532 309: 180 88
Old : 46,166: 39,639 31,392 4,650 7,679 817 110 5,344 5 456 532 309: 180 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 359: 912 -462 -674 298 127 0 327 -1 0 70 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 68.0 10.1 16.6 1.8 0.2 11.6 0.0 1.0 1.2 0.7: 0.4 0.2
Old : 100.0: 85.9 68.0 10.1 16.6 1.8 0.2 11.6 0.0 1.0 1.2 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 : 40: 24 21 . . 4 . 4 . . . .:
Old : 40: 24 21 . . 4 . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 51.8 74.8 73.0 44.6 48.3 57.1 61.7
Old : 58.2 51.8 74.8 73.0 44.6 48.3 57.1 61.7
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,847: 34,189 25,934 3,595 11,283 952 0 610 560 0 370 65: 486 73
Old : 39,847: 34,189 25,934 3,595 11,283 952 0 610 560 0 370 65: 486 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,250: 1,780 1,096 -540 300 0 0 0 0 0 -140 0: 10 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 65.1 9.0 28.3 2.4 0.0 1.5 1.4 0.0 0.9 0.2: 1.2 0.2
Old : 100.0: 85.8 65.1 9.0 28.3 2.4 0.0 1.5 1.4 0.0 0.9 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: 20 17 . . . 0 . . 0 . .:
Old : 30: 20 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 : 50.6 64.4 74.5 82.1 40.9 58.9 56.6 68.9
Old : 50.6 64.4 74.5 82.1 40.9 58.9 56.6 68.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,773: 10,770 16,747 3,950 876 3,135 2,600 0 3 75 0 0: 240 12
Old : 20,773: 10,770 16,747 3,950 876 3,135 2,600 0 3 75 0 0: 240 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -1,105: -267 -924 -200 425 -500 -97 -75 -28 0 0 0: -13 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 80.6 19.0 4.2 15.1 12.5 0.0 0.0 0.4 0.0 0.0: 1.2 0.1
Old : 100.0: 51.8 80.6 19.0 4.2 15.1 12.5 0.0 0.0 0.4 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 : 25: 13 11 . . . . 0 . . 0 0:
Old : 25: 13 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 74.5 90.2 97.6 58.3 70.1 76.8 82.6
Old : 70.5 74.5 90.2 97.6 58.3 70.1 76.8 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,225: 12,425 16,235 3,280 0 2,215 50 1,100 125 1,755 225 325: 50 0
Old : 20,225: 12,425 16,235 3,280 0 2,215 50 1,100 125 1,755 225 325: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 780: 0 755 -25 0 25 0 0 0 780 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 80.3 16.2 0.0 11.0 0.2 5.4 0.6 8.7 1.1 1.6: 0.2 0.0
Old : 100.0: 61.4 80.3 16.2 0.0 11.0 0.2 5.4 0.6 8.7 1.1 1.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.1 85.2 80.6 95.7 47.3 78.2 67.5 82.8
Old : 56.1 85.2 80.6 95.7 47.3 78.2 67.5 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,770: 13,820 16,495 4,075 0 1,775 50 2,950 0 1,505 150 400: 145 0
Old : 21,770: 13,820 16,495 4,075 0 1,775 50 2,950 0 1,505 150 400: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 780: 0 755 -25 0 25 0 0 0 780 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 75.8 18.7 0.0 8.2 0.2 13.6 0.0 6.9 0.7 1.8: 0.7 0.0
Old : 100.0: 63.5 75.8 18.7 0.0 8.2 0.2 13.6 0.0 6.9 0.7 1.8: 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 : 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 : 55.6 84.2 80.6 96.0 48.7 82.2 70.1 85.9
Old : 55.6 84.2 80.6 96.0 48.7 82.2 70.1 85.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 279,860: 227,157 134,019 3,132 79,543 24,764 2,416 3,076 12,515 1,458 17,632 8,311: 106 0
Old : 279,860: 227,157 134,019 3,132 79,543 24,764 2,416 3,076 12,515 1,458 17,632 8,311: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 4,090: 873 1,202 931 -159 992 38 197 30 -93 507 1,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 47.9 1.1 28.4 8.8 0.9 1.1 4.5 0.5 6.3 3.0: 0.0 0.0
Old : 100.0: 81.2 47.9 1.1 28.4 8.8 0.9 1.1 4.5 0.5 6.3 3.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 75.6 58.3 89.9 81.6 47.5 44.7 48.9 47.8
Old : 75.6 58.3 89.9 81.6 47.5 44.7 48.9 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 28, 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,510: 11,508 19,945 10,450 3,625 775 500 140 85 2,835 1,805 135: 222 0
Old : 26,510: 11,508 19,945 10,450 3,625 775 500 140 85 2,835 1,805 135: 222 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 285: 315 100 -50 -100 100 0 0 0 -140 125 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 75.2 39.4 13.7 2.9 1.9 0.5 0.3 10.7 6.8 0.5: 0.8 0.0
Old : 100.0: 43.4 75.2 39.4 13.7 2.9 1.9 0.5 0.3 10.7 6.8 0.5: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 9 . . . . . . . . .:
Old : 29: 13 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 : 67.3 68.6 87.7 91.3 65.3 62.9 85.3 84.8
Old : 67.3 68.6 87.7 91.3 65.3 62.9 85.3 84.8
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,250: 9,733 14,535 8,075 3,175 1,225 300 165 85 1,410 1,805 260: 162 0
Old : 21,250: 9,733 14,535 8,075 3,175 1,225 300 165 85 1,410 1,805 260: 162 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 185: 315 15 -50 -100 100 0 0 0 -240 125 60: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 68.4 38.0 14.9 5.8 1.4 0.8 0.4 6.6 8.5 1.2: 0.8 0.0
Old : 100.0: 45.8 68.4 38.0 14.9 5.8 1.4 0.8 0.4 6.6 8.5 1.2: 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 : 24: 11 8 . . . . . . . . .:
Old : 24: 11 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 : 65.4 73.3 87.6 93.1 63.7 64.1 80.8 82.8
Old : 65.4 73.3 87.6 93.1 63.7 64.1 80.8 82.8
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,380: 6,410 3,920 260 0 1,685 0 3,100 0 650 450 150: 225 75
Old : 9,380: 6,410 3,920 260 0 1,685 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 28, 2018 :
: -25: -25 0 25 0 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 41.8 2.8 0.0 18.0 0.0 33.0 0.0 6.9 4.8 1.6: 2.4 0.8
Old : 100.0: 68.3 41.8 2.8 0.0 18.0 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 : 56.9 68.4 82.5 89.4 47.7 59.6 62.2 68.1
Old : 56.9 68.4 82.5 89.4 47.7 59.6 62.2 68.1
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 28, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,975: 36,793 39,952 7,075 0 4,940 1,000 50 25 0 5,305 2,695: 447 8
Old : 52,975: 36,793 39,952 7,075 0 4,940 1,000 50 25 0 5,305 2,695: 447 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 375: -282 900 -300 0 350 0 0 0 0 -1,475 600: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 75.4 13.4 0.0 9.3 1.9 0.1 0.0 0.0 10.0 5.1: 0.8 0.0
Old : 100.0: 69.5 75.4 13.4 0.0 9.3 1.9 0.1 0.0 0.0 10.0 5.1: 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 14 . 0 . . . . 0 . .:
Old : 30: 16 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 : 59.9 80.6 81.8 95.9 54.2 79.2 71.9 81.4
Old : 59.9 80.6 81.8 95.9 54.2 79.2 71.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,086: 36,489 39,542 6,820 3 4,331 1,100 50 0 1,535 6,725 1,435: 376 0
Old : 52,086: 36,489 39,542 6,820 3 4,331 1,100 50 0 1,535 6,725 1,435: 376 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 235: -365 910 -150 0 200 0 0 0 550 -875 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 75.9 13.1 0.0 8.3 2.1 0.1 0.0 2.9 12.9 2.8: 0.7 0.0
Old : 100.0: 70.1 75.9 13.1 0.0 8.3 2.1 0.1 0.0 2.9 12.9 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 14 . . . . . 0 . . .:
Old : 33: 17 14 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 82.5 81.5 94.2 56.0 81.8 73.3 84.5
Old : 60.3 82.5 81.5 94.2 56.0 81.8 73.3 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 118,136: 82,381 79,900 14,440 23,725 4,054 740 790 2,510 10,295 3,558 3,474: 242 125
Old : 118,136: 82,381 79,900 14,440 23,725 4,054 740 790 2,510 10,295 3,558 3,474: 242 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 743: 1,465 -507 0 -218 -132 -175 0 175 -700 1,315 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 67.6 12.2 20.1 3.4 0.6 0.7 2.1 8.7 3.0 2.9: 0.2 0.1
Old : 100.0: 69.7 67.6 12.2 20.1 3.4 0.6 0.7 2.1 8.7 3.0 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 : 56: 28 27 . 5 5 4 . . 6 . 6:
Old : 56: 28 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 47.4 64.0 72.8 40.6 41.3 57.8 59.9
Old : 43.6 47.4 64.0 72.8 40.6 41.3 57.8 59.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,836: 100,987 90,542 16,950 32,296 2,307 2,985 3,160 1,885 12,205 7,441 1,205: 312 0
Old : 138,836: 100,987 90,542 16,950 32,296 2,307 2,985 3,160 1,885 12,205 7,441 1,205: 312 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,034: 1,882 -351 0 -57 -73 0 0 0 -700 1,590 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 65.2 12.2 23.3 1.7 2.2 2.3 1.4 8.8 5.4 0.9: 0.2 0.0
Old : 100.0: 72.7 65.2 12.2 23.3 1.7 2.2 2.3 1.4 8.8 5.4 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 : 62: 31 27 . 6 5 4 4 . 6 4 4:
Old : 62: 31 27 . 6 5 4 4 . 6 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 51.6 61.4 72.9 36.7 48.5 56.3 66.2
Old : 40.2 51.6 61.4 72.9 36.7 48.5 56.3 66.2
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 293,483: 190,042 200,371 30,026 14,578 23,720 14,022 22,331 10,985 13,418 10,584 10,829: 442 86
Old : 293,483: 190,042 200,371 30,026 14,578 23,720 14,022 22,331 10,985 13,418 10,584 10,829: 442 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 883: 413 805 290 936 -1,138 217 -621 365 454 252 745: -463 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 68.3 10.2 5.0 8.1 4.8 7.6 3.7 4.6 3.6 3.7: 0.2 0.0
Old : 100.0: 64.8 68.3 10.2 5.0 8.1 4.8 7.6 3.7 4.6 3.6 3.7: 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 : 85: 38 41 . . 5 11 7 10 11 6 12:
Old : 85: 38 41 . . 5 11 7 10 11 6 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 38.3 54.0 56.6 26.8 25.1 38.4 39.4
Old : 34.0 38.3 54.0 56.6 26.8 25.1 38.4 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,087: 18,993 32,057 9,297 0 135 1,005 0 20 3,048 425 450: 139 0
Old : 33,087: 18,993 32,057 9,297 0 135 1,005 0 20 3,048 425 450: 139 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 375: 0 375 50 0 0 0 0 0 375 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 96.9 28.1 0.0 0.4 3.0 0.0 0.1 9.2 1.3 1.4: 0.4 0.0
Old : 100.0: 57.4 96.9 28.1 0.0 0.4 3.0 0.0 0.1 9.2 1.3 1.4: 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 : 30: 18 9 . 0 . . 0 . . . .:
Old : 30: 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 : 52.5 93.3 74.3 98.4 52.1 89.9 72.8 92.3
Old : 52.5 93.3 74.3 98.4 52.1 89.9 72.8 92.3
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,684: 17,603 29,444 9,947 0 60 125 1,100 400 2,878 175 505: 166 0
Old : 31,684: 17,603 29,444 9,947 0 60 125 1,100 400 2,878 175 505: 166 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 375: 0 375 50 0 0 0 0 0 375 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 92.9 31.4 0.0 0.2 0.4 3.5 1.3 9.1 0.6 1.6: 0.5 0.0
Old : 100.0: 55.6 92.9 31.4 0.0 0.2 0.4 3.5 1.3 9.1 0.6 1.6: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 . 0 . . . . . . .:
Old : 29: 18 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 91.8 79.1 98.5 56.0 88.3 77.5 91.9
Old : 56.2 91.8 79.1 98.5 56.0 88.3 77.5 91.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,572: 6,550 9,637 4,952 1,625 1,585 250 140 60 0 350 0: 2,175 2,175
Old : 15,572: 6,550 9,637 4,952 1,625 1,585 250 140 60 0 350 0: 2,175 2,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 245: 70 -230 1,175 275 15 -1,060 140 -40 0 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 61.9 31.8 10.4 10.2 1.6 0.9 0.4 0.0 2.2 0.0: 14.0 14.0
Old : 100.0: 42.1 61.9 31.8 10.4 10.2 1.6 0.9 0.4 0.0 2.2 0.0: 14.0 14.0
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 11 . . . . . . 0 . 0:
Old : 22: 13 11 . . . . . . 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 : 70.3 50.6 80.6 71.1 61.4 43.8 64.1 57.4
Old : 70.3 50.6 80.6 71.1 61.4 43.8 64.1 57.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,760: 3,195 9,640 5,400 370 600 1,160 0 100 250 0 0: 1,055 1,050
Old : 11,760: 3,195 9,640 5,400 370 600 1,160 0 100 250 0 0: 1,055 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 705: 70 370 600 300 0 0 0 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 82.0 45.9 3.1 5.1 9.9 0.0 0.9 2.1 0.0 0.0: 9.0 8.9
Old : 100.0: 27.2 82.0 45.9 3.1 5.1 9.9 0.0 0.9 2.1 0.0 0.0: 9.0 8.9
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 : 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 : 68.9 47.1 85.4 74.9 67.6 44.8 74.8 63.5
Old : 68.9 47.1 85.4 74.9 67.6 44.8 74.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,314: 25,112 23,909 15,203 22,805 0 13,880 5,970 0 0 1,545 1,750: 7,369 7,335
Old : 63,314: 25,112 23,909 15,203 22,805 0 13,880 5,970 0 0 1,545 1,750: 7,369 7,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,830: 2,100 395 -325 1,400 0 -20 0 0 0 -40 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 37.8 24.0 36.0 0.0 21.9 9.4 0.0 0.0 2.4 2.8: 11.6 11.6
Old : 100.0: 39.7 37.8 24.0 36.0 0.0 21.9 9.4 0.0 0.0 2.4 2.8: 11.6 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: 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 : 63.8 51.7 78.9 69.7 62.9 51.7 73.6 67.9
Old : 63.8 51.7 78.9 69.7 62.9 51.7 73.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,372: 23,394 22,412 13,840 22,745 0 15,545 6,070 0 0 1,445 1,750: 6,843 6,950
Old : 61,372: 23,394 22,412 13,840 22,745 0 15,545 6,070 0 0 1,445 1,750: 6,843 6,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,875: 2,145 440 -325 1,400 0 -20 0 0 0 -40 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 36.5 22.6 37.1 0.0 25.3 9.9 0.0 0.0 2.4 2.9: 11.2 11.3
Old : 100.0: 38.1 36.5 22.6 37.1 0.0 25.3 9.9 0.0 0.0 2.4 2.9: 11.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 64.1 52.8 80.6 71.5 63.5 52.8 77.9 68.8
Old : 64.1 52.8 80.6 71.5 63.5 52.8 77.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,000: 13,485 6,310 920 0 1,515 460 7,800 25 0 1,065 200: 3,395 3,085
Old : 20,000: 13,485 6,310 920 0 1,515 460 7,800 25 0 1,065 200: 3,395 3,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 275: -60 25 30 -45 45 35 150 -15 0 -125 200: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 31.6 4.6 0.0 7.6 2.3 39.0 0.1 0.0 5.3 1.0: 17.0 15.4
Old : 100.0: 67.4 31.6 4.6 0.0 7.6 2.3 39.0 0.1 0.0 5.3 1.0: 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 : 45.4 60.0 68.1 73.9 43.7 56.0 56.3 64.4
Old : 45.4 60.0 68.1 73.9 43.7 56.0 56.3 64.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,690: 12,505 6,285 2,345 0 1,015 210 8,000 5 0 1,060 200: 3,410 3,125
Old : 19,690: 12,505 6,285 2,345 0 1,015 210 8,000 5 0 1,060 200: 3,410 3,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 225: -110 -25 30 -45 45 35 150 -15 0 -125 200: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 31.9 11.9 0.0 5.2 1.1 40.6 0.0 0.0 5.4 1.0: 17.3 15.9
Old : 100.0: 63.5 31.9 11.9 0.0 5.2 1.1 40.6 0.0 0.0 5.4 1.0: 17.3 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 8 . 0 . . . . 0 . .:
Old : 26: 16 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 : 46.1 62.0 68.0 74.5 44.0 57.9 59.1 66.9
Old : 46.1 62.0 68.0 74.5 44.0 57.9 59.1 66.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,952: 11,777 23,115 2,652 610 1,140 10,525 980 0 0 0 0: 2,858 3,107
Old : 28,952: 11,777 23,115 2,652 610 1,140 10,525 980 0 0 0 0: 2,858 3,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,275: 600 1,275 675 0 -20 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 79.8 9.2 2.1 3.9 36.4 3.4 0.0 0.0 0.0 0.0: 9.9 10.7
Old : 100.0: 40.7 79.8 9.2 2.1 3.9 36.4 3.4 0.0 0.0 0.0 0.0: 9.9 10.7
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 : 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 : 68.9 70.3 85.7 81.8 68.7 67.7 79.7 76.7
Old : 68.9 70.3 85.7 81.8 68.7 67.7 79.7 76.7
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,280: 14,005 30,230 12,365 0 490 3,390 1,295 10 1,815 50 600: 2,605 2,605
Old : 35,280: 14,005 30,230 12,365 0 490 3,390 1,295 10 1,815 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 28, 2018 :
: 150: 0 250 50 0 -50 0 -50 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 85.7 35.0 0.0 1.4 9.6 3.7 0.0 5.1 0.1 1.7: 7.4 7.4
Old : 100.0: 39.7 85.7 35.0 0.0 1.4 9.6 3.7 0.0 5.1 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 : 57.4 80.0 77.5 89.5 56.8 79.6 74.6 87.9
Old : 57.4 80.0 77.5 89.5 56.8 79.6 74.6 87.9
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,890: 12,715 27,325 11,285 0 340 3,320 1,295 30 1,350 50 600: 2,250 2,250
Old : 31,890: 12,715 27,325 11,285 0 340 3,320 1,295 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 28, 2018 :
: 50: 0 100 50 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 85.7 35.4 0.0 1.1 10.4 4.1 0.1 4.2 0.2 1.9: 7.1 7.1
Old : 100.0: 39.9 85.7 35.4 0.0 1.1 10.4 4.1 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 : 59.1 79.1 77.3 89.9 58.5 78.8 76.1 88.3
Old : 59.1 79.1 77.3 89.9 58.5 78.8 76.1 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,930: 10,500 3,535 950 4,990 100 0 3,180 100 0 150 0: 1,280 875
Old : 12,930: 10,500 3,535 950 4,990 100 0 3,180 100 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 28, 2018 :
: 60: 60 -100 0 -50 0 0 210 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 27.3 7.3 38.6 0.8 0.0 24.6 0.8 0.0 1.2 0.0: 9.9 6.8
Old : 100.0: 81.2 27.3 7.3 38.6 0.8 0.0 24.6 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 : 79.4 70.8 88.1 84.6 74.0 64.7 76.3 73.3
Old : 79.4 70.8 88.1 84.6 74.0 64.7 76.3 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,570: 22,860 8,905 0 16,675 300 1,875 890 45 1,390 265 1,200: 900 290
Old : 28,570: 22,860 8,905 0 16,675 300 1,875 890 45 1,390 265 1,200: 900 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 100: 200 100 0 0 0 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 31.2 0.0 58.4 1.1 6.6 3.1 0.2 4.9 0.9 4.2: 3.2 1.0
Old : 100.0: 80.0 31.2 0.0 58.4 1.1 6.6 3.1 0.2 4.9 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 : 62.3 75.6 82.2 88.9 59.9 74.5 76.1 82.4
Old : 62.3 75.6 82.2 88.9 59.9 74.5 76.1 82.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 23,410 7,950 0 17,275 300 1,275 830 220 1,030 200 1,115: 1,085 545
Old : 28,435: 23,410 7,950 0 17,275 300 1,275 830 220 1,030 200 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 28, 2018 :
: 0: 200 0 0 0 0 0 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 28.0 0.0 60.8 1.1 4.5 2.9 0.8 3.6 0.7 3.9: 3.8 1.9
Old : 100.0: 82.3 28.0 0.0 60.8 1.1 4.5 2.9 0.8 3.6 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 60.9 77.0 75.5 83.6
Old : 64.2 78.1 81.7 89.2 60.9 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,185: 24,455 11,410 0 19,120 425 7,675 975 320 2,030 2,830 150: 2,130 1,955
Old : 37,185: 24,455 11,410 0 19,120 425 7,675 975 320 2,030 2,830 150: 2,130 1,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 430: 25 0 0 0 0 400 -75 0 0 505 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 30.7 0.0 51.4 1.1 20.6 2.6 0.9 5.5 7.6 0.4: 5.7 5.3
Old : 100.0: 65.8 30.7 0.0 51.4 1.1 20.6 2.6 0.9 5.5 7.6 0.4: 5.7 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 : 62.4 69.9 81.6 92.5 62.1 68.9 80.2 87.1
Old : 62.4 69.9 81.6 92.5 62.1 68.9 80.2 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,250: 21,255 13,615 0 14,380 475 7,860 975 200 1,980 2,175 500: 1,980 1,930
Old : 34,250: 21,255 13,615 0 14,380 475 7,860 975 200 1,980 2,175 500: 1,980 1,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 125: 25 0 0 0 0 100 -75 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 39.8 0.0 42.0 1.4 22.9 2.8 0.6 5.8 6.4 1.5: 5.8 5.6
Old : 100.0: 62.1 39.8 0.0 42.0 1.4 22.9 2.8 0.6 5.8 6.4 1.5: 5.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 61.9 66.5 80.8 91.8 61.9 65.7 80.0 85.6
Old : 61.9 66.5 80.8 91.8 61.9 65.7 80.0 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,315: 40,435 82,070 36,520 0 840 5,165 0 3,915 2,030 2,030 2,330: 8,080 8,130
Old : 99,315: 40,435 82,070 36,520 0 840 5,165 0 3,915 2,030 2,030 2,330: 8,080 8,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 70: 120 150 -100 0 30 -200 0 -205 330 0 125: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 82.6 36.8 0.0 0.8 5.2 0.0 3.9 2.0 2.0 2.3: 8.1 8.2
Old : 100.0: 40.7 82.6 36.8 0.0 0.8 5.2 0.0 3.9 2.0 2.0 2.3: 8.1 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 : 61.1 57.5 75.1 72.0 56.8 57.3 66.7 68.7
Old : 61.1 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,370: 36,250 73,335 31,680 0 740 5,330 0 3,230 2,105 1,980 2,545: 8,490 8,540
Old : 90,370: 36,250 73,335 31,680 0 740 5,330 0 3,230 2,105 1,980 2,545: 8,490 8,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 45: -180 95 -100 0 100 100 0 -255 275 0 100: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 81.1 35.1 0.0 0.8 5.9 0.0 3.6 2.3 2.2 2.8: 9.4 9.5
Old : 100.0: 40.1 81.1 35.1 0.0 0.8 5.9 0.0 3.6 2.3 2.2 2.8: 9.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.1 55.7 74.1 69.8 56.9 55.7 68.4 68.5
Old : 60.1 55.7 74.1 69.8 56.9 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 11,430 19,855 8,905 3,475 3,250 5,900 1,875 0 0 1,100 100: 1,485 1,415
Old : 31,070: 11,430 19,855 8,905 3,475 3,250 5,900 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 28, 2018 :
: 0: 50 0 0 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 63.9 28.7 11.2 10.5 19.0 6.0 0.0 0.0 3.5 0.3: 4.8 4.6
Old : 100.0: 36.8 63.9 28.7 11.2 10.5 19.0 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 : 65.5 50.4 83.0 69.3 57.3 46.1 71.5 61.1
Old : 65.5 50.4 83.0 69.3 57.3 46.1 71.5 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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,065: 8,380 14,240 7,780 3,315 2,725 2,800 125 0 0 1,250 0: 380 410
Old : 22,065: 8,380 14,240 7,780 3,315 2,725 2,800 125 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 28, 2018 :
: 225: 575 -75 -600 0 300 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 64.5 35.3 15.0 12.3 12.7 0.6 0.0 0.0 5.7 0.0: 1.7 1.9
Old : 100.0: 38.0 64.5 35.3 15.0 12.3 12.7 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 16 . . . . . 0 0 . 0:
Old : 23: 10 16 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 53.3 93.7 76.2 62.1 45.2 73.2 65.4
Old : 79.1 53.3 93.7 76.2 62.1 45.2 73.2 65.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,010: 8,890 9,550 0 3,600 1,910 6,125 1,925 0 0 0 0: 1,085 1,025
Old : 18,010: 8,890 9,550 0 3,600 1,910 6,125 1,925 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 28, 2018 :
: 300: 300 50 0 300 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 53.0 0.0 20.0 10.6 34.0 10.7 0.0 0.0 0.0 0.0: 6.0 5.7
Old : 100.0: 49.4 53.0 0.0 20.0 10.6 34.0 10.7 0.0 0.0 0.0 0.0: 6.0 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 : 22: 12 11 0 . . . . 0 0 0 0:
Old : 22: 12 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 : 75.0 68.2 86.3 87.5 71.8 60.3 77.1 74.8
Old : 75.0 68.2 86.3 87.5 71.8 60.3 77.1 74.8
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,265: 31,785 30,685 2,395 805 8,525 100 2,775 915 0 75 0: 11,545 11,485
Old : 55,265: 31,785 30,685 2,395 805 8,525 100 2,775 915 0 75 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 28, 2018 :
: 300: 0 300 300 25 0 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 55.5 4.3 1.5 15.4 0.2 5.0 1.7 0.0 0.1 0.0: 20.9 20.8
Old : 100.0: 57.5 55.5 4.3 1.5 15.4 0.2 5.0 1.7 0.0 0.1 0.0: 20.9 20.8
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 : 31: 17 19 . . . . . . 0 . 0:
Old : 31: 17 19 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 34.4 67.4 55.2 35.9 25.3 42.3 37.0
Old : 51.1 34.4 67.4 55.2 35.9 25.3 42.3 37.0
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,515: 20,395 21,095 845 1,250 6,965 1,225 650 225 0 0 0: 12,860 12,330
Old : 42,515: 20,395 21,095 845 1,250 6,965 1,225 650 225 0 0 0: 12,860 12,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,000: 30 530 300 -200 300 0 0 0 0 0 0: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 49.6 2.0 2.9 16.4 2.9 1.5 0.5 0.0 0.0 0.0: 30.2 29.0
Old : 100.0: 48.0 49.6 2.0 2.9 16.4 2.9 1.5 0.5 0.0 0.0 0.0: 30.2 29.0
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 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 : 45.7 31.1 61.2 48.8 27.3 17.7 31.4 27.3
Old : 45.7 31.1 61.2 48.8 27.3 17.7 31.4 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2018