COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,618: 12,869 18,042 3,574 284 337 899 8,102 1,184 12,031 2,753 2,927: 797 989
Old : 34,618: 12,869 18,042 3,574 284 337 899 8,102 1,184 12,031 2,753 2,927: 797 989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,262: -799 -1,404 -443 -299 -72 -120 470 -412 82 -141 -411: -87 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 52.1 10.3 0.8 1.0 2.6 23.4 3.4 34.8 8.0 8.5: 2.3 2.9
Old : 100.0: 37.2 52.1 10.3 0.8 1.0 2.6 23.4 3.4 34.8 8.0 8.5: 2.3 2.9
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 : 42: 14 13 4 . . . . . 7 6 8:
Old : 42: 14 13 4 . . . . . 7 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 65.5 61.1 80.6 33.8 50.7 49.1 59.2
Old : 38.4 65.5 61.1 80.6 33.8 50.7 49.1 59.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,945: 28,797 31,302 0 4,850 11,135 7,672 17 3,293 872 1,978 3,024: 1,153 347
Old : 55,945: 28,797 31,302 0 4,850 11,135 7,672 17 3,293 872 1,978 3,024: 1,153 347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,184: -1,138 -2,732 -129 1,660 -1,531 -426 17 -74 -56 -402 -61: 229 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 56.0 0.0 8.7 19.9 13.7 0.0 5.9 1.6 3.5 5.4: 2.1 0.6
Old : 100.0: 51.5 56.0 0.0 8.7 19.9 13.7 0.0 5.9 1.6 3.5 5.4: 2.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 28 28 0 . . 5 . 6 8 . 8:
Old : 50: 28 28 0 . . 5 . 6 8 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 47.4 59.9 65.3 24.1 21.7 30.6 30.4
Old : 42.0 47.4 59.9 65.3 24.1 21.7 30.6 30.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,499: 30,998 34,246 100 497 4,881 285 900 0 4,325 225 750: 160 0
Old : 41,499: 30,998 34,246 100 497 4,881 285 900 0 4,325 225 750: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 1,077: 759 317 -325 -125 360 -42 0 0 -200 0 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 82.5 0.2 1.2 11.8 0.7 2.2 0.0 10.4 0.5 1.8: 0.4 0.0
Old : 100.0: 74.7 82.5 0.2 1.2 11.8 0.7 2.2 0.0 10.4 0.5 1.8: 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 : 61.7 65.2 80.9 86.7 58.3 60.3 63.5 68.3
Old : 61.7 65.2 80.9 86.7 58.3 60.3 63.5 68.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,867: 17,703 16,245 50 4,147 785 0 0 0 2,690 100 510: 129 80
Old : 21,867: 17,703 16,245 50 4,147 785 0 0 0 2,690 100 510: 129 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 860: 335 880 0 80 125 0 0 0 600 -25 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 74.3 0.2 19.0 3.6 0.0 0.0 0.0 12.3 0.5 2.3: 0.6 0.4
Old : 100.0: 81.0 74.3 0.2 19.0 3.6 0.0 0.0 0.0 12.3 0.5 2.3: 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 : 72.5 73.0 87.0 92.3 71.6 67.5 82.5 83.2
Old : 72.5 73.0 87.0 92.3 71.6 67.5 82.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,179: 132,007 110,782 1,651 18,576 10,052 3,460 8,843 915 3,022 1,975 2,858: 214 178
Old : 154,179: 132,007 110,782 1,651 18,576 10,052 3,460 8,843 915 3,022 1,975 2,858: 214 178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,956: -3,050 -2,622 -675 521 -483 -1,175 -1,270 -415 -48 -1,584 -95: -15 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 71.9 1.1 12.0 6.5 2.2 5.7 0.6 2.0 1.3 1.9: 0.1 0.1
Old : 100.0: 85.6 71.9 1.1 12.0 6.5 2.2 5.7 0.6 2.0 1.3 1.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 30 34 . . 4 4 . . . . 4:
Old : 54: 30 34 . . 4 4 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 55.0 55.7 71.2 32.7 42.5 42.5 52.0
Old : 37.5 55.0 55.7 71.2 32.7 42.5 42.5 52.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,565: 28,154 23,887 10,224 8,176 1,754 225 6,026 549 875 1,505 650: 134 18
Old : 42,565: 28,154 23,887 10,224 8,176 1,754 225 6,026 549 875 1,505 650: 134 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,019: -1,726 -1,809 -436 -113 13 -375 44 53 725 25 -200: -72 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 56.1 24.0 19.2 4.1 0.5 14.2 1.3 2.1 3.5 1.5: 0.3 0.0
Old : 100.0: 66.1 56.1 24.0 19.2 4.1 0.5 14.2 1.3 2.1 3.5 1.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 13 21 . . . . . . 4 . 4:
Old : 36: 13 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 : 78.5 65.7 88.9 80.3 71.5 55.0 76.6 68.5
Old : 78.5 65.7 88.9 80.3 71.5 55.0 76.6 68.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,430: 25,355 18,015 3,757 11,097 1,143 150 0 0 25 175 0: 0 0
Old : 30,430: 25,355 18,015 3,757 11,097 1,143 150 0 0 25 175 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,585: -1,320 -1,350 -115 -160 -75 0 0 0 -25 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 59.2 12.3 36.5 3.8 0.5 0.0 0.0 0.1 0.6 0.0: 0.0 0.0
Old : 100.0: 83.3 59.2 12.3 36.5 3.8 0.5 0.0 0.0 0.1 0.6 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 : 24: 8 16 . . . . 0 0 . . 0:
Old : 24: 8 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 : 87.4 90.4 98.3 95.3 81.3 80.2 85.7 83.8
Old : 87.4 90.4 98.3 95.3 81.3 80.2 85.7 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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,122: 34,529 33,197 5,745 9,350 155 1,750 800 0 1,260 0 490: 193 130
Old : 44,122: 34,529 33,197 5,745 9,350 155 1,750 800 0 1,260 0 490: 193 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,600: -1,405 -1,905 810 25 -550 -1,300 -150 0 -155 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 75.2 13.0 21.2 0.4 4.0 1.8 0.0 2.9 0.0 1.1: 0.4 0.3
Old : 100.0: 78.3 75.2 13.0 21.2 0.4 4.0 1.8 0.0 2.9 0.0 1.1: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 25 . . . . . 0 . 0 .:
Old : 34: 23 25 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 53.2 71.6 72.7 49.7 48.8 63.7 66.2
Old : 53.6 53.2 71.6 72.7 49.7 48.8 63.7 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 69,758: 47,146 44,377 6,749 19,736 3,575 10,080 1,310 210 1,060 0 430: 508 120
Old : 69,758: 47,146 44,377 6,749 19,736 3,575 10,080 1,310 210 1,060 0 430: 508 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,246: -269 -2,530 719 -213 -506 -3,660 -465 -590 25 0 -50: 85 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 63.6 9.7 28.3 5.1 14.4 1.9 0.3 1.5 0.0 0.6: 0.7 0.2
Old : 100.0: 67.6 63.6 9.7 28.3 5.1 14.4 1.9 0.3 1.5 0.0 0.6: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 25 . . 4 5 . . . 0 .:
Old : 40: 25 25 . . 4 5 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 63.7 63.3 78.0 36.0 60.0 57.4 67.9
Old : 39.2 63.7 63.3 78.0 36.0 60.0 57.4 67.9
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,239: 54,969 53,013 14,145 18,415 300 450 495 25 2,360 0 1,745: 245 246
Old : 74,239: 54,969 53,013 14,145 18,415 300 450 495 25 2,360 0 1,745: 245 246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,768: -2,788 -3,397 -795 -220 0 -50 105 -165 70 0 -65: 25 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 71.4 19.1 24.8 0.4 0.6 0.7 0.0 3.2 0.0 2.4: 0.3 0.3
Old : 100.0: 74.0 71.4 19.1 24.8 0.4 0.6 0.7 0.0 3.2 0.0 2.4: 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 : 39: 20 21 . . . . . . . 0 .:
Old : 39: 20 21 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 60.2 69.7 78.5 48.0 60.2 68.4 77.3
Old : 48.7 60.2 69.7 78.5 48.0 60.2 68.4 77.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 108,858: 78,958 68,391 22,020 37,634 1,340 1,650 140 0 3,240 0 1,280: 370 73
Old : 108,858: 78,958 68,391 22,020 37,634 1,340 1,650 140 0 3,240 0 1,280: 370 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,119: -3,059 -4,700 -1,315 -305 0 -640 -10 0 -95 0 -75: 65 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 62.8 20.2 34.6 1.2 1.5 0.1 0.0 3.0 0.0 1.2: 0.3 0.1
Old : 100.0: 72.5 62.8 20.2 34.6 1.2 1.5 0.1 0.0 3.0 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 : 41: 22 23 . 4 . . . 0 . 0 .:
Old : 41: 22 23 . 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 : 44.8 62.9 68.9 79.0 44.4 61.8 66.8 77.1
Old : 44.8 62.9 68.9 79.0 44.4 61.8 66.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,690: 22,115 28,805 6,250 0 3,490 565 0 0 150 215 0: 120 180
Old : 32,690: 22,115 28,805 6,250 0 3,490 565 0 0 150 215 0: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 575: -750 990 1,820 0 -410 -25 0 0 -50 10 -10: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 88.1 19.1 0.0 10.7 1.7 0.0 0.0 0.5 0.7 0.0: 0.4 0.6
Old : 100.0: 67.7 88.1 19.1 0.0 10.7 1.7 0.0 0.0 0.5 0.7 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 : 31: 17 18 4 0 . . 0 0 . . 0:
Old : 31: 17 18 4 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 77.3 82.0 87.9 40.9 71.0 64.3 76.7
Old : 54.7 77.3 82.0 87.9 40.9 71.0 64.3 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,735: 23,150 19,270 0 4,320 2,730 0 300 0 665 0 110: 80 5
Old : 26,735: 23,150 19,270 0 4,320 2,730 0 300 0 665 0 110: 80 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -265: -20 -1,855 0 1,820 -230 0 0 0 5 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 72.1 0.0 16.2 10.2 0.0 1.1 0.0 2.5 0.0 0.4: 0.3 0.0
Old : 100.0: 86.6 72.1 0.0 16.2 10.2 0.0 1.1 0.0 2.5 0.0 0.4: 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 : 27: 19 17 0 . . 0 . 0 . 0 .:
Old : 27: 19 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 : 52.8 66.3 73.6 87.4 39.6 54.1 49.4 59.0
Old : 52.8 66.3 73.6 87.4 39.6 54.1 49.4 59.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 51,854: 30,626 31,487 300 8,785 6,986 4,678 10 169 5,790 1,014 3,012: 293 391
Old : 51,854: 30,626 31,487 300 8,785 6,986 4,678 10 169 5,790 1,014 3,012: 293 391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,317: -1,798 -5,440 0 3,051 -575 66 0 -82 -1,225 -550 290: 7 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 60.7 0.6 16.9 13.5 9.0 0.0 0.3 11.2 2.0 5.8: 0.6 0.8
Old : 100.0: 59.1 60.7 0.6 16.9 13.5 9.0 0.0 0.3 11.2 2.0 5.8: 0.6 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 : 46: 24 24 . . . 6 . . 7 . 7:
Old : 46: 24 24 . . . 6 . . 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 : 43.5 45.6 65.3 67.0 23.6 27.1 35.2 36.3
Old : 43.5 45.6 65.3 67.0 23.6 27.1 35.2 36.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,975: 6,775 6,280 810 600 810 200 0 0 50 800 1,050: 280 435
Old : 9,975: 6,775 6,280 810 600 810 200 0 0 50 800 1,050: 280 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,405: -815 -1,045 -26 0 -350 0 0 0 -150 40 -50: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 63.0 8.1 6.0 8.1 2.0 0.0 0.0 0.5 8.0 10.5: 2.8 4.4
Old : 100.0: 67.9 63.0 8.1 6.0 8.1 2.0 0.0 0.0 0.5 8.0 10.5: 2.8 4.4
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 : 24: 13 13 . . . . 0 0 . . .:
Old : 24: 13 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 47.0 72.2 71.7 32.1 37.8 47.8 47.0
Old : 47.9 47.0 72.2 71.7 32.1 37.8 47.8 47.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,089: 31,929 39,879 7,660 0 3,895 565 0 0 0 25 0: 40 290
Old : 44,089: 31,929 39,879 7,660 0 3,895 565 0 0 0 25 0: 40 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -672: -2,582 -115 2,095 -252 -50 -75 -150 0 -50 -100 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 90.5 17.4 0.0 8.8 1.3 0.0 0.0 0.0 0.1 0.0: 0.1 0.7
Old : 100.0: 72.4 90.5 17.4 0.0 8.8 1.3 0.0 0.0 0.0 0.1 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 : 33: 20 19 . 0 . . 0 0 0 . 0:
Old : 33: 20 19 . 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 : 53.0 66.6 82.0 87.3 46.1 62.6 67.2 71.3
Old : 53.0 66.6 82.0 87.3 46.1 62.6 67.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,894: 40,419 29,689 720 14,680 200 1,900 0 0 885 100 225: 545 0
Old : 44,894: 40,419 29,689 720 14,680 200 1,900 0 0 885 100 225: 545 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,430: -722 -1,365 -30 1,367 -217 -460 -990 0 70 -205 -20: -51 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 66.1 1.6 32.7 0.4 4.2 0.0 0.0 2.0 0.2 0.5: 1.2 0.0
Old : 100.0: 90.0 66.1 1.6 32.7 0.4 4.2 0.0 0.0 2.0 0.2 0.5: 1.2 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 : 35: 19 22 . . . . 0 0 . . .:
Old : 35: 19 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 : 63.4 62.7 78.5 83.9 57.0 60.8 71.7 79.7
Old : 63.4 62.7 78.5 83.9 57.0 60.8 71.7 79.7
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,999: 37,515 38,591 5,535 7,740 425 400 0 0 2,971 300 425: 728 518
Old : 47,999: 37,515 38,591 5,535 7,740 425 400 0 0 2,971 300 425: 728 518
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,560: -2,582 -3,205 -301 -265 -25 -600 0 0 -62 0 -45: 55 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 80.4 11.5 16.1 0.9 0.8 0.0 0.0 6.2 0.6 0.9: 1.5 1.1
Old : 100.0: 78.2 80.4 11.5 16.1 0.9 0.8 0.0 0.0 6.2 0.6 0.9: 1.5 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 : 31: 19 16 . . . . 0 0 . . .:
Old : 31: 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 : 57.4 90.1 72.5 95.0 56.6 87.3 70.1 90.1
Old : 57.4 90.1 72.5 95.0 56.6 87.3 70.1 90.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,392: 43,665 43,154 6,070 7,780 1,340 0 0 0 3,074 2,250 425: 818 443
Old : 55,392: 43,665 43,154 6,070 7,780 1,340 0 0 0 3,074 2,250 425: 818 443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,034: -3,585 -3,289 640 -155 -25 -950 0 0 -149 -500 -25: 60 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 77.9 11.0 14.0 2.4 0.0 0.0 0.0 5.5 4.1 0.8: 1.5 0.8
Old : 100.0: 78.8 77.9 11.0 14.0 2.4 0.0 0.0 0.0 5.5 4.1 0.8: 1.5 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 : 30: 19 14 . . . 0 0 0 . . .:
Old : 30: 19 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 84.9 74.1 95.3 57.8 82.9 72.2 92.5
Old : 59.2 84.9 74.1 95.3 57.8 82.9 72.2 92.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 78,345: 67,952 70,490 8,020 4,502 1,632 0 100 0 0 941 664: 77 16
Old : 78,345: 67,952 70,490 8,020 4,502 1,632 0 100 0 0 941 664: 77 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,196: -4,167 -4,903 -834 37 -12 0 -50 0 0 -111 -157: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 90.0 10.2 5.7 2.1 0.0 0.1 0.0 0.0 1.2 0.8: 0.1 0.0
Old : 100.0: 86.7 90.0 10.2 5.7 2.1 0.0 0.1 0.0 0.0 1.2 0.8: 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: 23 25 . . 4 0 . 0 0 . .:
Old : 37: 23 25 . . 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 : 61.4 60.7 80.9 78.5 59.8 53.2 72.7 68.4
Old : 61.4 60.7 80.9 78.5 59.8 53.2 72.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,311: 91,002 94,989 10,163 8,129 1,739 180 427 210 2,972 1,045 1,758: 287 15
Old : 108,311: 91,002 94,989 10,163 8,129 1,739 180 427 210 2,972 1,045 1,758: 287 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -8,563: -5,278 -7,177 -1,102 -613 13 -8 -683 10 -2,294 -225 118: -22 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 87.7 9.4 7.5 1.6 0.2 0.4 0.2 2.7 1.0 1.6: 0.3 0.0
Old : 100.0: 84.0 87.7 9.4 7.5 1.6 0.2 0.4 0.2 2.7 1.0 1.6: 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 : 45: 22 27 . . . . 4 . 4 . .:
Old : 45: 22 27 . . . . 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 : 54.3 47.6 77.6 71.5 53.4 46.4 68.3 64.3
Old : 54.3 47.6 77.6 71.5 53.4 46.4 68.3 64.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,900: 43,810 43,330 670 433 4,362 0 150 0 25 600 25: 8 0
Old : 48,900: 43,810 43,330 670 433 4,362 0 150 0 25 600 25: 8 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,690: -2,735 -3,940 -438 415 -265 0 -25 0 -50 325 -200: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 88.6 1.4 0.9 8.9 0.0 0.3 0.0 0.1 1.2 0.1: 0.0 0.0
Old : 100.0: 89.6 88.6 1.4 0.9 8.9 0.0 0.3 0.0 0.1 1.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 90.5 84.4 99.0 94.8 87.3 81.3 89.7 86.2
Old : 90.5 84.4 99.0 94.8 87.3 81.3 89.7 86.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,125: 32,415 31,020 2,320 4,030 2,500 800 1,150 250 0 430 635: 1,205 110
Old : 40,125: 32,415 31,020 2,320 4,030 2,500 800 1,150 250 0 430 635: 1,205 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 928: 1,713 1,608 290 105 -745 -150 -625 0 -350 430 160: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 77.3 5.8 10.0 6.2 2.0 2.9 0.6 0.0 1.1 1.6: 3.0 0.3
Old : 100.0: 80.8 77.3 5.8 10.0 6.2 2.0 2.9 0.6 0.0 1.1 1.6: 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 : 25: 17 17 . . . . . . 0 . .:
Old : 25: 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 : 50.5 63.8 76.3 81.9 36.9 50.4 53.9 60.8
Old : 50.5 63.8 76.3 81.9 36.9 50.4 53.9 60.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,611: 30,318 42,421 1,315 3,815 3,515 14,110 0 160 0 285 415: 778 0
Old : 50,611: 30,318 42,421 1,315 3,815 3,515 14,110 0 160 0 285 415: 778 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,545: -572 -1,250 -570 394 -584 -1,135 -1,900 -105 -213 285 -385: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 83.8 2.6 7.5 6.9 27.9 0.0 0.3 0.0 0.6 0.8: 1.5 0.0
Old : 100.0: 59.9 83.8 2.6 7.5 6.9 27.9 0.0 0.3 0.0 0.6 0.8: 1.5 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: 20 21 . . . . 0 . 0 . .:
Old : 29: 20 21 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 60.5 77.6 79.3 53.7 54.3 64.0 67.8
Old : 58.3 60.5 77.6 79.3 53.7 54.3 64.0 67.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 32,696: 18,816 31,731 13,091 0 296 20 50 460 0 50 0: 13 109
Old : 32,696: 18,816 31,731 13,091 0 296 20 50 460 0 50 0: 13 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,750: -1,802 -3,064 -1,994 0 50 20 -361 -20 0 -360 0: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 97.0 40.0 0.0 0.9 0.1 0.2 1.4 0.0 0.2 0.0: 0.0 0.3
Old : 100.0: 57.5 97.0 40.0 0.0 0.9 0.1 0.2 1.4 0.0 0.2 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 : 26: 14 14 4 0 . . . . 0 . 0:
Old : 26: 14 14 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 : 61.9 85.9 86.0 93.4 61.5 82.2 81.4 87.2
Old : 61.9 85.9 86.0 93.4 61.5 82.2 81.4 87.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 28,063: 15,250 25,568 11,353 70 1,240 0 700 0 100 0 0: 120 485
Old : 28,063: 15,250 25,568 11,353 70 1,240 0 700 0 100 0 0: 120 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,619: -1,117 -2,442 -1,602 0 0 0 -145 0 100 0 0: 0 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 91.1 40.5 0.2 4.4 0.0 2.5 0.0 0.4 0.0 0.0: 0.4 1.7
Old : 100.0: 54.3 91.1 40.5 0.2 4.4 0.0 2.5 0.0 0.4 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 : 24: 13 11 . . . 0 . 0 . 0 0:
Old : 24: 13 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 82.1 89.6 93.4 66.9 79.2 84.6 87.6
Old : 67.7 82.1 89.6 93.4 66.9 79.2 84.6 87.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,437: 29,801 31,096 1,933 0 1,321 0 550 0 234 465 0: 148 5
Old : 33,437: 29,801 31,096 1,933 0 1,321 0 550 0 234 465 0: 148 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -816: -680 -821 -25 0 60 -63 -60 0 -76 5 0: -32 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 93.0 5.8 0.0 4.0 0.0 1.6 0.0 0.7 1.4 0.0: 0.4 0.0
Old : 100.0: 89.1 93.0 5.8 0.0 4.0 0.0 1.6 0.0 0.7 1.4 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 18 5 0 . 0 . 0 . . 0:
Old : 32: 20 18 5 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 : 67.9 56.8 84.4 77.8 66.2 54.9 77.8 75.5
Old : 67.9 56.8 84.4 77.8 66.2 54.9 77.8 75.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,560: 20,546 22,980 2,150 0 939 0 40 210 305 0 25: 385 366
Old : 24,560: 20,546 22,980 2,150 0 939 0 40 210 305 0 25: 385 366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,190: -1,093 -968 197 0 -237 0 -60 50 -95 0 25: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 93.6 8.8 0.0 3.8 0.0 0.2 0.9 1.2 0.0 0.1: 1.6 1.5
Old : 100.0: 83.7 93.6 8.8 0.0 3.8 0.0 0.2 0.9 1.2 0.0 0.1: 1.6 1.5
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 : 28: 17 18 . 0 . 0 . . . 0 .:
Old : 28: 17 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 : 63.4 65.4 81.4 81.6 59.9 63.7 72.6 75.9
Old : 63.4 65.4 81.4 81.6 59.9 63.7 72.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 43,264: 37,054 30,643 4,765 6,884 660 25 4,457 4 356 243 285: 115 88
Old : 43,264: 37,054 30,643 4,765 6,884 660 25 4,457 4 356 243 285: 115 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,902: -2,585 -749 115 -795 -157 -85 -887 -1 -100 -289 -24: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 70.8 11.0 15.9 1.5 0.1 10.3 0.0 0.8 0.6 0.7: 0.3 0.2
Old : 100.0: 85.6 70.8 11.0 15.9 1.5 0.1 10.3 0.0 0.8 0.6 0.7: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 21 . . 4 . 4 . . . .:
Old : 38: 23 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 : 57.3 52.6 73.4 74.9 45.1 48.8 56.5 62.3
Old : 57.3 52.6 73.4 74.9 45.1 48.8 56.5 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,241: 32,466 25,557 4,162 10,655 592 0 325 510 0 490 65: 446 47
Old : 38,241: 32,466 25,557 4,162 10,655 592 0 325 510 0 490 65: 446 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,606: -1,723 -377 567 -628 -360 0 -285 -50 0 120 0: -40 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 66.8 10.9 27.9 1.5 0.0 0.8 1.3 0.0 1.3 0.2: 1.2 0.1
Old : 100.0: 84.9 66.8 10.9 27.9 1.5 0.0 0.8 1.3 0.0 1.3 0.2: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 17 . . . 0 . . 0 4 .:
Old : 30: 21 17 . . . 0 . . 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 : 52.9 65.2 74.2 83.9 43.4 59.7 57.0 68.8
Old : 52.9 65.2 74.2 83.9 43.4 59.7 57.0 68.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,923: 10,920 16,897 3,950 876 3,135 2,600 0 3 75 0 0: 240 12
Old : 20,923: 10,920 16,897 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: September 4, 2018 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 80.8 18.9 4.2 15.0 12.4 0.0 0.0 0.4 0.0 0.0: 1.1 0.1
Old : 100.0: 52.2 80.8 18.9 4.2 15.0 12.4 0.0 0.0 0.4 0.0 0.0: 1.1 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 : 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 : 70.0 74.0 89.9 97.6 57.9 69.6 76.6 82.7
Old : 70.0 74.0 89.9 97.6 57.9 69.6 76.6 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,155: 11,565 16,520 3,245 0 2,010 50 1,075 0 2,920 225 325: 40 0
Old : 20,155: 11,565 16,520 3,245 0 2,010 50 1,075 0 2,920 225 325: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -70: -860 285 -35 0 -205 0 -25 -125 1,165 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 82.0 16.1 0.0 10.0 0.2 5.3 0.0 14.5 1.1 1.6: 0.2 0.0
Old : 100.0: 57.4 82.0 16.1 0.0 10.0 0.2 5.3 0.0 14.5 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 : 25: 13 7 . 0 . . . 0 . . .:
Old : 25: 13 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 86.8 82.1 97.0 49.5 81.6 70.4 85.1
Old : 58.9 86.8 82.1 97.0 49.5 81.6 70.4 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,930: 12,520 16,780 3,380 0 1,775 50 1,825 0 2,705 175 375: 125 0
Old : 20,930: 12,520 16,780 3,380 0 1,775 50 1,825 0 2,705 175 375: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -840: -1,300 285 -695 0 0 0 -1,125 0 1,200 25 -25: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 80.2 16.1 0.0 8.5 0.2 8.7 0.0 12.9 0.8 1.8: 0.6 0.0
Old : 100.0: 59.8 80.2 16.1 0.0 8.5 0.2 8.7 0.0 12.9 0.8 1.8: 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 : 24: 13 8 . 0 . . . 0 . . .:
Old : 24: 13 8 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 84.9 81.9 96.9 47.1 83.1 70.9 86.5
Old : 56.2 84.9 81.9 96.9 47.1 83.1 70.9 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 283,085: 230,075 137,628 5,372 80,778 22,660 2,767 3,212 12,305 1,285 17,964 8,539: 83 0
Old : 283,085: 230,075 137,628 5,372 80,778 22,660 2,767 3,212 12,305 1,285 17,964 8,539: 83 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 3,225: 2,918 3,609 2,241 1,236 -2,104 350 136 -211 -173 332 228: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 48.6 1.9 28.5 8.0 1.0 1.1 4.3 0.5 6.3 3.0: 0.0 0.0
Old : 100.0: 81.3 48.6 1.9 28.5 8.0 1.0 1.1 4.3 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 : 76.0 58.4 90.5 81.6 48.4 44.8 49.5 48.3
Old : 76.0 58.4 90.5 81.6 48.4 44.8 49.5 48.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,390: 10,881 17,175 9,445 4,345 555 475 225 0 2,560 1,805 285: 189 0
Old : 24,390: 10,881 17,175 9,445 4,345 555 475 225 0 2,560 1,805 285: 189 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,120: -627 -2,770 -1,005 720 -220 -25 85 -85 -275 0 150: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 70.4 38.7 17.8 2.3 1.9 0.9 0.0 10.5 7.4 1.2: 0.8 0.0
Old : 100.0: 44.6 70.4 38.7 17.8 2.3 1.9 0.9 0.0 10.5 7.4 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 : 27: 11 9 . . . . . 0 . . .:
Old : 27: 11 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 : 68.7 64.4 89.5 89.8 67.4 59.1 87.6 83.7
Old : 68.7 64.4 89.5 89.8 67.4 59.1 87.6 83.7
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,330: 9,365 12,965 8,000 3,945 955 275 250 0 1,185 1,805 410: 140 0
Old : 20,330: 9,365 12,965 8,000 3,945 955 275 250 0 1,185 1,805 410: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -920: -368 -1,570 -75 770 -270 -25 85 -85 -225 0 150: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 63.8 39.4 19.4 4.7 1.4 1.2 0.0 5.8 8.9 2.0: 0.7 0.0
Old : 100.0: 46.1 63.8 39.4 19.4 4.7 1.4 1.2 0.0 5.8 8.9 2.0: 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 : 24: 11 6 . . . . . 0 . . .:
Old : 24: 11 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 : 68.2 69.5 89.1 93.8 68.2 61.2 84.0 84.6
Old : 68.2 69.5 89.1 93.8 68.2 61.2 84.0 84.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,160: 5,535 3,680 205 80 1,455 0 2,275 0 650 475 125: 190 70
Old : 8,160: 5,535 3,680 205 80 1,455 0 2,275 0 650 475 125: 190 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,220: -875 -240 -55 80 -230 0 -825 0 0 25 -25: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 45.1 2.5 1.0 17.8 0.0 27.9 0.0 8.0 5.8 1.5: 2.3 0.9
Old : 100.0: 67.8 45.1 2.5 1.0 17.8 0.0 27.9 0.0 8.0 5.8 1.5: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . . . 0 . 0 . . .:
Old : 20: 10 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 : 56.2 70.7 85.3 92.2 51.0 60.8 66.7 70.7
Old : 56.2 70.7 85.3 92.2 51.0 60.8 66.7 70.7
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,756: 34,089 40,651 7,240 0 4,755 675 50 25 1,625 3,320 1,935: 412 20
Old : 50,756: 34,089 40,651 7,240 0 4,755 675 50 25 1,625 3,320 1,935: 412 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,219: -2,704 699 165 0 -185 -325 0 0 1,625 -1,985 -760: -35 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 80.1 14.3 0.0 9.4 1.3 0.1 0.0 3.2 6.5 3.8: 0.8 0.0
Old : 100.0: 67.2 80.1 14.3 0.0 9.4 1.3 0.1 0.0 3.2 6.5 3.8: 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: 15 11 . 0 . . . . . . .:
Old : 29: 15 11 . 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 : 59.4 82.7 82.9 96.9 53.4 81.2 70.9 83.5
Old : 59.4 82.7 82.9 96.9 53.4 81.2 70.9 83.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,040: 33,818 40,128 7,104 0 4,127 750 50 0 3,010 4,835 900: 331 0
Old : 50,040: 33,818 40,128 7,104 0 4,127 750 50 0 3,010 4,835 900: 331 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,046: -2,671 586 284 -3 -204 -350 0 0 1,475 -1,890 -535: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 80.2 14.2 0.0 8.2 1.5 0.1 0.0 6.0 9.7 1.8: 0.7 0.0
Old : 100.0: 67.6 80.2 14.2 0.0 8.2 1.5 0.1 0.0 6.0 9.7 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 : 32: 16 12 4 0 . . . 0 . . .:
Old : 32: 16 12 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 : 59.4 84.6 82.9 95.8 54.9 84.1 75.1 86.3
Old : 59.4 84.6 82.9 95.8 54.9 84.1 75.1 86.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,613: 78,953 71,943 14,440 24,963 2,978 1,730 50 1,465 8,233 6,527 2,577: 237 110
Old : 110,613: 78,953 71,943 14,440 24,963 2,978 1,730 50 1,465 8,233 6,527 2,577: 237 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -7,523: -3,428 -7,957 0 1,238 -1,076 990 -740 -1,045 -2,062 2,969 -897: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 65.0 13.1 22.6 2.7 1.6 0.0 1.3 7.4 5.9 2.3: 0.2 0.1
Old : 100.0: 71.4 65.0 13.1 22.6 2.7 1.6 0.0 1.3 7.4 5.9 2.3: 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 : 52: 28 25 . 4 5 4 . . 5 . 5:
Old : 52: 28 25 . 4 5 4 . . 5 . 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 : 45.8 47.2 65.6 74.4 42.6 43.0 58.6 62.6
Old : 45.8 47.2 65.6 74.4 42.6 43.0 58.6 62.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,008: 93,291 81,042 16,950 30,591 2,240 2,620 1,905 1,625 10,173 9,688 807: 302 110
Old : 128,008: 93,291 81,042 16,950 30,591 2,240 2,620 1,905 1,625 10,173 9,688 807: 302 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -10,828: -7,696 -9,500 0 -1,705 -67 -365 -1,255 -260 -2,032 2,247 -398: -10 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 63.3 13.2 23.9 1.7 2.0 1.5 1.3 7.9 7.6 0.6: 0.2 0.1
Old : 100.0: 72.9 63.3 13.2 23.9 1.7 2.0 1.5 1.3 7.9 7.6 0.6: 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: 29 27 . 4 5 . . . 4 4 4:
Old : 56: 29 27 . 4 5 . . . 4 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 : 42.1 50.6 62.5 74.8 38.4 47.4 57.0 68.0
Old : 42.1 50.6 62.5 74.8 38.4 47.4 57.0 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 278,741: 173,432 189,391 29,844 16,028 21,362 13,275 16,662 15,141 14,670 9,735 10,297: 719 125
Old : 278,741: 173,432 189,391 29,844 16,028 21,362 13,275 16,662 15,141 14,670 9,735 10,297: 719 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -14,742: -16,610 -10,980 -181 1,451 -2,358 -747 -5,669 4,157 1,251 -849 -532: 278 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 67.9 10.7 5.8 7.7 4.8 6.0 5.4 5.3 3.5 3.7: 0.3 0.0
Old : 100.0: 62.2 67.9 10.7 5.8 7.7 4.8 6.0 5.4 5.3 3.5 3.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 34 36 . . 5 12 4 8 10 5 13:
Old : 76: 34 36 . . 5 12 4 8 10 5 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 40.2 53.3 58.1 28.6 27.0 38.8 40.3
Old : 35.0 40.2 53.3 58.1 28.6 27.0 38.8 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,477: 17,430 30,867 9,387 0 0 805 0 20 3,313 235 355: 167 0
Old : 31,477: 17,430 30,867 9,387 0 0 805 0 20 3,313 235 355: 167 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,610: -1,563 -1,190 90 0 -135 -200 0 0 265 -190 -95: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 98.1 29.8 0.0 0.0 2.6 0.0 0.1 10.5 0.7 1.1: 0.5 0.0
Old : 100.0: 55.4 98.1 29.8 0.0 0.0 2.6 0.0 0.1 10.5 0.7 1.1: 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 : 27: 16 9 . 0 0 . 0 . . . .:
Old : 27: 16 9 . 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 94.9 76.4 99.3 53.8 91.9 75.3 93.3
Old : 53.8 94.9 76.4 99.3 53.8 91.9 75.3 93.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,327: 16,313 28,327 9,962 0 0 50 1,235 280 3,143 85 400: 179 0
Old : 30,327: 16,313 28,327 9,962 0 0 50 1,235 280 3,143 85 400: 179 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,357: -1,290 -1,117 15 0 -60 -75 135 -120 265 -90 -105: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 93.4 32.8 0.0 0.0 0.2 4.1 0.9 10.4 0.3 1.3: 0.6 0.0
Old : 100.0: 53.8 93.4 32.8 0.0 0.0 0.2 4.1 0.9 10.4 0.3 1.3: 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 : 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 : 57.4 93.0 80.5 98.9 57.4 89.7 79.4 92.9
Old : 57.4 93.0 80.5 98.9 57.4 89.7 79.4 92.9
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,337: 5,825 9,407 6,192 2,395 990 250 165 35 0 300 0: 2,045 2,045
Old : 15,337: 5,825 9,407 6,192 2,395 990 250 165 35 0 300 0: 2,045 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -235: -725 -230 1,240 770 -595 0 25 -25 0 -50 0: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 61.3 40.4 15.6 6.5 1.6 1.1 0.2 0.0 2.0 0.0: 13.3 13.3
Old : 100.0: 38.0 61.3 40.4 15.6 6.5 1.6 1.1 0.2 0.0 2.0 0.0: 13.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . . . . . 0 . 0:
Old : 21: 12 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 : 72.5 55.0 82.3 72.4 67.2 49.3 69.8 62.7
Old : 72.5 55.0 82.3 72.4 67.2 49.3 69.8 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,305: 2,775 9,095 5,590 585 600 1,135 0 100 175 0 0: 930 925
Old : 11,305: 2,775 9,095 5,590 585 600 1,135 0 100 175 0 0: 930 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -455: -420 -545 190 215 0 -25 0 0 -75 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 80.5 49.4 5.2 5.3 10.0 0.0 0.9 1.5 0.0 0.0: 8.2 8.2
Old : 100.0: 24.5 80.5 49.4 5.2 5.3 10.0 0.0 0.9 1.5 0.0 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . 0 . . 0 0:
Old : 20: 8 12 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 46.5 86.9 76.6 70.3 44.0 76.3 65.7
Old : 71.9 46.5 86.9 76.6 70.3 44.0 76.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,051: 26,077 22,416 13,908 23,150 0 13,255 5,705 0 0 1,995 1,750: 7,061 7,035
Old : 62,051: 26,077 22,416 13,908 23,150 0 13,255 5,705 0 0 1,995 1,750: 7,061 7,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,263: 965 -1,493 -1,295 345 0 -625 -265 0 0 450 0: -308 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 36.1 22.4 37.3 0.0 21.4 9.2 0.0 0.0 3.2 2.8: 11.4 11.3
Old : 100.0: 42.0 36.1 22.4 37.3 0.0 21.4 9.2 0.0 0.0 3.2 2.8: 11.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 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 : 64.4 53.0 79.4 71.1 63.5 52.6 74.7 68.6
Old : 64.4 53.0 79.4 71.1 63.5 52.6 74.7 68.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,221: 24,658 21,116 12,650 22,955 0 14,570 5,705 0 0 1,995 1,750: 6,593 6,700
Old : 60,221: 24,658 21,116 12,650 22,955 0 14,570 5,705 0 0 1,995 1,750: 6,593 6,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,151: 1,264 -1,296 -1,190 210 0 -975 -365 0 0 550 0: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 35.1 21.0 38.1 0.0 24.2 9.5 0.0 0.0 3.3 2.9: 10.9 11.1
Old : 100.0: 40.9 35.1 21.0 38.1 0.0 24.2 9.5 0.0 0.0 3.3 2.9: 10.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 19 . . 0 . . 0 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 : 64.0 54.4 80.7 72.5 63.0 53.3 77.7 69.2
Old : 64.0 54.4 80.7 72.5 63.0 53.3 77.7 69.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,030: 13,100 5,965 1,575 0 1,060 205 8,475 35 0 735 800: 3,255 2,960
Old : 20,030: 13,100 5,965 1,575 0 1,060 205 8,475 35 0 735 800: 3,255 2,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 30: -385 -345 655 0 -455 -255 675 10 0 -330 600: -140 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 29.8 7.9 0.0 5.3 1.0 42.3 0.2 0.0 3.7 4.0: 16.3 14.8
Old : 100.0: 65.4 29.8 7.9 0.0 5.3 1.0 42.3 0.2 0.0 3.7 4.0: 16.3 14.8
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 : 24: 12 8 . 0 . . . . 0 . .:
Old : 24: 12 8 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 62.4 69.3 76.7 41.0 58.8 56.3 64.8
Old : 46.3 62.4 69.3 76.7 41.0 58.8 56.3 64.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,020: 12,250 5,915 2,625 0 900 105 8,625 35 0 730 800: 3,305 3,015
Old : 20,020: 12,250 5,915 2,625 0 900 105 8,625 35 0 730 800: 3,305 3,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 330: -255 -370 280 0 -115 -105 625 30 0 -330 600: -105 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 29.5 13.1 0.0 4.5 0.5 43.1 0.2 0.0 3.6 4.0: 16.5 15.1
Old : 100.0: 61.2 29.5 13.1 0.0 4.5 0.5 43.1 0.2 0.0 3.6 4.0: 16.5 15.1
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: 13 7 . 0 . . . . 0 . .:
Old : 23: 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 : 47.4 63.2 69.2 76.6 40.7 59.6 56.8 65.6
Old : 47.4 63.2 69.2 76.6 40.7 59.6 56.8 65.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,400: 11,050 21,040 2,337 335 1,140 9,165 930 0 0 0 0: 2,708 2,955
Old : 26,400: 11,050 21,040 2,337 335 1,140 9,165 930 0 0 0 0: 2,708 2,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,552: -727 -2,075 -315 -275 0 -1,360 -50 0 0 0 0: -150 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 79.7 8.9 1.3 4.3 34.7 3.5 0.0 0.0 0.0 0.0: 10.3 11.2
Old : 100.0: 41.9 79.7 8.9 1.3 4.3 34.7 3.5 0.0 0.0 0.0 0.0: 10.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . . 0 0 0 0:
Old : 20: 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 : 67.6 70.0 85.3 81.5 67.4 68.0 78.8 76.2
Old : 67.6 70.0 85.3 81.5 67.4 68.0 78.8 76.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,420: 12,880 27,810 11,130 0 490 3,225 1,155 0 1,600 50 600: 2,495 2,315
Old : 32,420: 12,880 27,810 11,130 0 490 3,225 1,155 0 1,600 50 600: 2,495 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,860: -1,125 -2,420 -1,235 0 0 -165 -140 -10 -215 0 0: -110 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 85.8 34.3 0.0 1.5 9.9 3.6 0.0 4.9 0.2 1.9: 7.7 7.1
Old : 100.0: 39.7 85.8 34.3 0.0 1.5 9.9 3.6 0.0 4.9 0.2 1.9: 7.7 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 : 25: 12 7 . 0 . . . 0 . . .:
Old : 25: 12 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 : 57.4 80.2 77.3 89.8 56.9 79.8 74.3 88.0
Old : 57.4 80.2 77.3 89.8 56.9 79.8 74.3 88.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,545: 11,670 25,375 10,365 0 340 3,165 1,155 10 1,200 50 600: 2,195 2,015
Old : 29,545: 11,670 25,375 10,365 0 340 3,165 1,155 10 1,200 50 600: 2,195 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,345: -1,045 -1,950 -920 0 0 -155 -140 -20 -150 0 0: -55 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 85.9 35.1 0.0 1.2 10.7 3.9 0.0 4.1 0.2 2.0: 7.4 6.8
Old : 100.0: 39.5 85.9 35.1 0.0 1.2 10.7 3.9 0.0 4.1 0.2 2.0: 7.4 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 : 25: 12 7 . 0 . . . . . . .:
Old : 25: 12 7 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 79.3 77.3 90.3 58.5 78.9 75.6 88.5
Old : 59.1 79.3 77.3 90.3 58.5 78.9 75.6 88.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,610: 21,180 9,035 0 15,520 300 1,800 830 45 1,965 150 1,295: 1,025 435
Old : 27,610: 21,180 9,035 0 15,520 300 1,800 830 45 1,965 150 1,295: 1,025 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -960: -1,680 130 0 -1,155 0 -75 -60 0 575 -115 95: 125 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 32.7 0.0 56.2 1.1 6.5 3.0 0.2 7.1 0.5 4.7: 3.7 1.6
Old : 100.0: 76.7 32.7 0.0 56.2 1.1 6.5 3.0 0.2 7.1 0.5 4.7: 3.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 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 : 63.1 73.4 82.5 87.3 58.0 72.3 75.8 80.5
Old : 63.1 73.4 82.5 87.3 58.0 72.3 75.8 80.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,115: 21,890 7,635 0 16,070 300 1,200 780 220 1,005 150 1,315: 1,185 645
Old : 27,115: 21,890 7,635 0 16,070 300 1,200 780 220 1,005 150 1,315: 1,185 645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,320: -1,520 -315 0 -1,205 0 -75 -50 0 -25 -50 200: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 28.2 0.0 59.3 1.1 4.4 2.9 0.8 3.7 0.6 4.8: 4.4 2.4
Old : 100.0: 80.7 28.2 0.0 59.3 1.1 4.4 2.9 0.8 3.7 0.6 4.8: 4.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 13 0 . . . . . . . .:
Old : 28: 12 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 76.8 81.4 88.4 59.9 75.7 73.3 82.1
Old : 63.9 76.8 81.4 88.4 59.9 75.7 73.3 82.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,475: 22,820 11,005 0 17,920 425 7,820 825 250 1,925 2,980 150: 2,085 1,920
Old : 35,475: 22,820 11,005 0 17,920 425 7,820 825 250 1,925 2,980 150: 2,085 1,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,710: -1,635 -405 0 -1,200 0 145 -150 -70 -105 150 0: -45 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 31.0 0.0 50.5 1.2 22.0 2.3 0.7 5.4 8.4 0.4: 5.9 5.4
Old : 100.0: 64.3 31.0 0.0 50.5 1.2 22.0 2.3 0.7 5.4 8.4 0.4: 5.9 5.4
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: 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 : 62.1 70.7 81.2 93.0 62.1 69.7 80.7 87.8
Old : 62.1 70.7 81.2 93.0 62.1 69.7 80.7 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,445: 19,955 12,630 0 13,535 475 7,770 825 250 1,900 2,675 150: 1,945 1,905
Old : 32,445: 19,955 12,630 0 13,535 475 7,770 825 250 1,900 2,675 150: 1,945 1,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,805: -1,300 -985 0 -845 0 -90 -150 50 -80 500 -350: -35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 38.9 0.0 41.7 1.5 23.9 2.5 0.8 5.9 8.2 0.5: 6.0 5.9
Old : 100.0: 61.5 38.9 0.0 41.7 1.5 23.9 2.5 0.8 5.9 8.2 0.5: 6.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.1 66.3 81.1 91.9 62.1 65.2 80.5 86.9
Old : 62.1 66.3 81.1 91.9 62.1 65.2 80.5 86.9
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,225: 39,780 77,030 33,460 0 1,415 4,765 430 2,705 1,425 1,925 3,020: 7,655 7,700
Old : 94,225: 39,780 77,030 33,460 0 1,415 4,765 430 2,705 1,425 1,925 3,020: 7,655 7,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,090: -655 -5,040 -3,060 0 575 -400 430 -1,210 -605 -105 690: -425 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 81.8 35.5 0.0 1.5 5.1 0.5 2.9 1.5 2.0 3.2: 8.1 8.2
Old : 100.0: 42.2 81.8 35.5 0.0 1.5 5.1 0.5 2.9 1.5 2.0 3.2: 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 : 37: 16 22 . 0 . . . . . . .:
Old : 37: 16 22 . 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 57.7 76.4 72.7 60.0 57.5 68.6 68.6
Old : 63.2 57.7 76.4 72.7 60.0 57.5 68.6 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,625: 35,005 69,825 29,225 0 1,340 5,165 0 2,510 2,375 1,900 2,875: 8,130 8,175
Old : 86,625: 35,005 69,825 29,225 0 1,340 5,165 0 2,510 2,375 1,900 2,875: 8,130 8,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,745: -1,245 -3,510 -2,455 0 600 -165 0 -720 270 -80 330: -360 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 80.6 33.7 0.0 1.5 6.0 0.0 2.9 2.7 2.2 3.3: 9.4 9.4
Old : 100.0: 40.4 80.6 33.7 0.0 1.5 6.0 0.0 2.9 2.7 2.2 3.3: 9.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 15 20 . 0 . 4 0 . . . .:
Old : 36: 15 20 . 0 . 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 56.3 75.5 70.4 58.7 56.3 69.7 68.4
Old : 62.1 56.3 75.5 70.4 58.7 56.3 69.7 68.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,515: 10,665 19,735 8,685 3,235 3,485 6,300 1,600 0 0 1,150 50: 1,330 1,260
Old : 30,515: 10,665 19,735 8,685 3,235 3,485 6,300 1,600 0 0 1,150 50: 1,330 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -555: -765 -120 -220 -240 235 400 -275 0 0 50 -50: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 64.7 28.5 10.6 11.4 20.6 5.2 0.0 0.0 3.8 0.2: 4.4 4.1
Old : 100.0: 35.0 64.7 28.5 10.6 11.4 20.6 5.2 0.0 0.0 3.8 0.2: 4.4 4.1
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 : 29: 13 18 . . . . . 0 0 . .:
Old : 29: 13 18 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 48.2 84.9 66.9 60.6 44.0 70.9 59.4
Old : 70.1 48.2 84.9 66.9 60.6 44.0 70.9 59.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,260: 7,880 14,490 7,845 3,165 2,770 3,160 100 30 0 1,200 0: 575 505
Old : 22,260: 7,880 14,490 7,845 3,165 2,770 3,160 100 30 0 1,200 0: 575 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 195: -500 250 65 -150 45 360 -25 30 0 -50 0: 195 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 65.1 35.2 14.2 12.4 14.2 0.4 0.1 0.0 5.4 0.0: 2.6 2.3
Old : 100.0: 35.4 65.1 35.2 14.2 12.4 14.2 0.4 0.1 0.0 5.4 0.0: 2.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 16 . . . . . . 0 . 0:
Old : 24: 11 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 : 78.2 48.5 91.0 71.6 60.9 40.3 67.5 60.2
Old : 78.2 48.5 91.0 71.6 60.9 40.3 67.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,620: 8,580 9,495 0 3,540 1,910 6,050 1,775 0 0 0 0: 1,080 900
Old : 17,620: 8,580 9,495 0 3,540 1,910 6,050 1,775 0 0 0 0: 1,080 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -390: -310 -55 0 -60 0 -75 -150 0 0 0 0: -5 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 53.9 0.0 20.1 10.8 34.3 10.1 0.0 0.0 0.0 0.0: 6.1 5.1
Old : 100.0: 48.7 53.9 0.0 20.1 10.8 34.3 10.1 0.0 0.0 0.0 0.0: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 0 . . . . 0 0 0 0:
Old : 22: 12 10 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 71.0 87.4 88.1 72.8 63.5 77.3 75.1
Old : 73.1 71.0 87.4 88.1 72.8 63.5 77.3 75.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,795: 30,565 29,745 3,470 540 8,710 50 3,835 890 0 25 0: 11,110 11,050
Old : 54,795: 30,565 29,745 3,470 540 8,710 50 3,835 890 0 25 0: 11,110 11,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -470: -1,220 -940 1,075 -265 185 -50 1,060 -25 0 -50 0: -435 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 54.3 6.3 1.0 15.9 0.1 7.0 1.6 0.0 0.0 0.0: 20.3 20.2
Old : 100.0: 55.8 54.3 6.3 1.0 15.9 0.1 7.0 1.6 0.0 0.0 0.0: 20.3 20.2
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: 15 19 . . . . . . 0 . 0:
Old : 30: 15 19 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 33.3 68.4 53.8 37.3 23.7 43.9 37.5
Old : 50.3 33.3 68.4 53.8 37.3 23.7 43.9 37.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,985: 20,075 20,250 1,640 950 6,570 1,040 2,075 200 0 0 0: 12,460 11,940
Old : 41,985: 20,075 20,250 1,640 950 6,570 1,040 2,075 200 0 0 0: 12,460 11,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -530: -320 -845 795 -300 -395 -185 1,425 -25 0 0 0: -400 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 48.2 3.9 2.3 15.6 2.5 4.9 0.5 0.0 0.0 0.0: 29.7 28.4
Old : 100.0: 47.8 48.2 3.9 2.3 15.6 2.5 4.9 0.5 0.0 0.0 0.0: 29.7 28.4
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 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 : 44.7 31.8 60.7 49.7 26.2 18.5 33.8 28.6
Old : 44.7 31.8 60.7 49.7 26.2 18.5 33.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2018