COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,938: 12,375 17,697 3,923 251 437 969 8,443 1,140 12,352 2,897 2,981: 761 1,092
Old : 34,938: 12,375 17,697 3,923 251 437 969 8,443 1,140 12,352 2,897 2,981: 761 1,092
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 148: -56 -142 31 -45 83 15 254 -44 53 -27 66: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 50.7 11.2 0.7 1.3 2.8 24.2 3.3 35.4 8.3 8.5: 2.2 3.1
Old : 100.0: 35.4 50.7 11.2 0.7 1.3 2.8 24.2 3.3 35.4 8.3 8.5: 2.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 14 13 4 . . . . . 8 6 9:
Old : 43: 14 13 4 . . . . . 8 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 64.7 60.4 79.9 33.9 50.8 50.0 59.3
Old : 37.3 64.7 60.4 79.9 33.9 50.8 50.0 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 4,261: 1,626 2,518 85 252 138 195 0 0 1,654 658 280: 283 415
Old : 4,261: 1,626 2,518 85 252 138 195 0 0 1,654 658 280: 283 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 128: 89 44 3 -27 16 0 0 0 15 80 -45: 50 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 59.1 2.0 5.9 3.2 4.6 0.0 0.0 38.8 15.4 6.6: 6.6 9.7
Old : 100.0: 38.2 59.1 2.0 5.9 3.2 4.6 0.0 0.0 38.8 15.4 6.6: 6.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 4 5 . . . . 0 0 6 4 4:
Old : 21: 4 5 . . . . 0 0 6 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 62.1 80.8 79.9 57.5 53.5 67.5 62.4
Old : 63.1 62.1 80.8 79.9 57.5 53.5 67.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 57,956: 29,873 31,404 0 6,148 10,953 7,471 5 3,568 1,438 2,001 3,502: 1,150 374
Old : 57,956: 29,873 31,404 0 6,148 10,953 7,471 5 3,568 1,438 2,001 3,502: 1,150 374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 163: 358 31 0 361 -251 31 -63 -117 -42 20 185: -1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 54.2 0.0 10.6 18.9 12.9 0.0 6.2 2.5 3.5 6.0: 2.0 0.6
Old : 100.0: 51.5 54.2 0.0 10.6 18.9 12.9 0.0 6.2 2.5 3.5 6.0: 2.0 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 : 51: 27 28 0 . . 6 . 6 8 . 8:
Old : 51: 27 28 0 . . 6 . 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 : 40.8 46.9 59.5 64.5 24.0 23.0 30.0 31.2
Old : 40.8 46.9 59.5 64.5 24.0 23.0 30.0 31.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,781: 32,907 36,389 43 710 5,032 539 975 0 4,650 225 1,450: 160 0
Old : 44,781: 32,907 36,389 43 710 5,032 539 975 0 4,650 225 1,450: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,627: 1,470 1,047 -407 -81 211 77 0 0 -175 0 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 81.3 0.1 1.6 11.2 1.2 2.2 0.0 10.4 0.5 3.2: 0.4 0.0
Old : 100.0: 73.5 81.3 0.1 1.6 11.2 1.2 2.2 0.0 10.4 0.5 3.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 18 . . . . . 0 5 . .:
Old : 36: 22 18 . . . . . 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 : 60.3 63.1 79.3 84.2 55.8 58.6 61.7 66.0
Old : 60.3 63.1 79.3 84.2 55.8 58.6 61.7 66.0
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,467: 18,203 16,520 50 3,897 785 0 0 0 2,365 250 935: 129 80
Old : 22,467: 18,203 16,520 50 3,897 785 0 0 0 2,365 250 935: 129 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -25: 25 -125 0 -175 0 0 0 0 -275 50 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 73.5 0.2 17.3 3.5 0.0 0.0 0.0 10.5 1.1 4.2: 0.6 0.4
Old : 100.0: 81.0 73.5 0.2 17.3 3.5 0.0 0.0 0.0 10.5 1.1 4.2: 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 12 . . . 0 0 0 . . .:
Old : 25: 15 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 : 71.3 71.8 87.0 90.2 70.4 66.2 80.5 80.4
Old : 71.3 71.8 87.0 90.2 70.4 66.2 80.5 80.4
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 157,532: 137,900 116,392 1,656 22,153 7,528 3,435 5,345 1,215 2,650 1,812 2,845: 303 242
Old : 157,532: 137,900 116,392 1,656 22,153 7,528 3,435 5,345 1,215 2,650 1,812 2,845: 303 242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,769: 3,438 3,143 30 565 -787 25 -200 0 25 27 25: 13 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 73.9 1.1 14.1 4.8 2.2 3.4 0.8 1.7 1.2 1.8: 0.2 0.2
Old : 100.0: 87.5 73.9 1.1 14.1 4.8 2.2 3.4 0.8 1.7 1.2 1.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 30 34 . . 4 4 . . . . .:
Old : 53: 30 34 . . 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 : 39.0 58.0 58.6 72.8 34.7 46.4 46.4 54.7
Old : 39.0 58.0 58.6 72.8 34.7 46.4 46.4 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 43,765: 29,916 26,215 9,696 6,970 1,759 250 6,492 499 900 1,205 625: 120 0
Old : 43,765: 29,916 26,215 9,696 6,970 1,759 250 6,492 499 900 1,205 625: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 248: 1,195 1,749 -1,334 -1,831 237 0 293 -25 75 -275 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 59.9 22.2 15.9 4.0 0.6 14.8 1.1 2.1 2.8 1.4: 0.3 0.0
Old : 100.0: 68.4 59.9 22.2 15.9 4.0 0.6 14.8 1.1 2.1 2.8 1.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 15 21 . . . . 4 . . 4 5:
Old : 38: 15 21 . . . . 4 . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 67.0 88.2 81.4 71.6 56.0 76.6 69.4
Old : 76.8 67.0 88.2 81.4 71.6 56.0 76.6 69.4
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,230: 25,180 18,190 3,557 10,472 1,318 150 0 0 25 250 0: 0 0
Old : 30,230: 25,180 18,190 3,557 10,472 1,318 150 0 0 25 250 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 25: -150 25 150 -25 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 60.2 11.8 34.6 4.4 0.5 0.0 0.0 0.1 0.8 0.0: 0.0 0.0
Old : 100.0: 83.3 60.2 11.8 34.6 4.4 0.5 0.0 0.0 0.1 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 16 . . . . 0 0 . . 0:
Old : 25: 9 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 : 87.0 89.5 98.6 95.0 80.9 78.7 84.9 82.8
Old : 87.0 89.5 98.6 95.0 80.9 78.7 84.9 82.8
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,400: 34,447 32,815 6,345 9,420 645 800 800 100 1,260 0 490: 313 130
Old : 44,400: 34,447 32,815 6,345 9,420 645 800 800 100 1,260 0 490: 313 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 660: 60 -40 600 700 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 73.9 14.3 21.2 1.5 1.8 1.8 0.2 2.8 0.0 1.1: 0.7 0.3
Old : 100.0: 77.6 73.9 14.3 21.2 1.5 1.8 1.8 0.2 2.8 0.0 1.1: 0.7 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 .:
Old : 34: 23 25 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 53.0 73.9 73.3 51.3 48.2 64.5 65.5
Old : 56.4 53.0 73.9 73.3 51.3 48.2 64.5 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,553: 47,151 43,612 5,309 19,626 4,515 9,955 1,160 210 1,610 0 430: 373 0
Old : 69,553: 47,151 43,612 5,309 19,626 4,515 9,955 1,160 210 1,610 0 430: 373 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 815: 130 -125 -1,190 50 890 1,150 0 0 -150 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 62.7 7.6 28.2 6.5 14.3 1.7 0.3 2.3 0.0 0.6: 0.5 0.0
Old : 100.0: 67.8 62.7 7.6 28.2 6.5 14.3 1.7 0.3 2.3 0.0 0.6: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 25 . . 4 5 . . . 0 .:
Old : 42: 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 : 38.4 62.9 62.1 77.3 34.4 59.4 53.6 66.5
Old : 38.4 62.9 62.1 77.3 34.4 59.4 53.6 66.5
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 75,648: 55,148 54,572 14,120 18,345 300 450 495 25 3,935 0 1,425: 245 486
Old : 75,648: 55,148 54,572 14,120 18,345 300 450 495 25 3,935 0 1,425: 245 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 544: 159 1,019 -100 -300 0 0 0 0 660 0 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 72.1 18.7 24.3 0.4 0.6 0.7 0.0 5.2 0.0 1.9: 0.3 0.6
Old : 100.0: 72.9 72.1 18.7 24.3 0.4 0.6 0.7 0.0 5.2 0.0 1.9: 0.3 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 : 42: 20 24 . . . . . . 4 0 .:
Old : 42: 20 24 . . . . . . 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 : 48.4 59.8 69.3 79.0 47.7 59.8 68.1 78.0
Old : 48.4 59.8 69.3 79.0 47.7 59.8 68.1 78.0
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,383: 78,833 69,091 21,960 37,434 1,390 800 140 0 5,015 0 1,015: 370 313
Old : 109,383: 78,833 69,091 21,960 37,434 1,390 800 140 0 5,015 0 1,015: 370 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 940: 215 1,260 -135 -270 125 50 0 0 860 0 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 63.2 20.1 34.2 1.3 0.7 0.1 0.0 4.6 0.0 0.9: 0.3 0.3
Old : 100.0: 72.1 63.2 20.1 34.2 1.3 0.7 0.1 0.0 4.6 0.0 0.9: 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 : 46: 24 25 . 4 . . . 0 4 0 .:
Old : 46: 24 25 . 4 . . . 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 : 44.7 62.4 68.1 79.4 44.3 61.3 66.2 77.4
Old : 44.7 62.4 68.1 79.4 44.3 61.3 66.2 77.4
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,610: 22,750 32,115 8,925 0 2,100 565 0 0 150 215 0: 120 180
Old : 34,610: 22,750 32,115 8,925 0 2,100 565 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 18, 2018 :
: 1,920: 635 2,985 2,350 0 -1,065 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 92.8 25.8 0.0 6.1 1.6 0.0 0.0 0.4 0.6 0.0: 0.3 0.5
Old : 100.0: 65.7 92.8 25.8 0.0 6.1 1.6 0.0 0.0 0.4 0.6 0.0: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 18 4 0 . . 0 0 . . 0:
Old : 31: 18 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 : 55.5 78.4 82.1 88.6 47.0 76.2 69.9 81.8
Old : 55.5 78.4 82.1 88.6 47.0 76.2 69.9 81.8
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 28,075: 24,790 19,935 0 5,295 2,430 0 300 0 665 0 110: 80 5
Old : 28,075: 24,790 19,935 0 5,295 2,430 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 18, 2018 :
: 1,665: 2,365 1,015 0 1,350 -700 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 71.0 0.0 18.9 8.7 0.0 1.1 0.0 2.4 0.0 0.4: 0.3 0.0
Old : 100.0: 88.3 71.0 0.0 18.9 8.7 0.0 1.1 0.0 2.4 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 16 0 . . 0 . 0 . 0 .:
Old : 27: 19 16 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 65.4 74.1 86.5 40.1 54.3 53.0 60.5
Old : 51.7 65.4 74.1 86.5 40.1 54.3 53.0 60.5
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 53,616: 33,119 32,525 300 10,108 6,753 4,770 0 148 4,742 554 3,511: 274 17
Old : 53,616: 33,119 32,525 300 10,108 6,753 4,770 0 148 4,742 554 3,511: 274 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,128: 1,701 -186 0 1,943 -620 73 -5 -20 -556 -540 556: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 60.7 0.6 18.9 12.6 8.9 0.0 0.3 8.8 1.0 6.5: 0.5 0.0
Old : 100.0: 61.8 60.7 0.6 18.9 12.6 8.9 0.0 0.3 8.8 1.0 6.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 25 25 . . . 7 0 . 7 . 6:
Old : 49: 25 25 . . . 7 0 . 7 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 46.9 63.9 67.5 24.7 29.2 32.8 35.5
Old : 43.1 46.9 63.9 67.5 24.7 29.2 32.8 35.5
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,555: 7,155 7,245 960 600 800 200 0 0 50 800 1,050: 340 60
Old : 10,555: 7,155 7,245 960 600 800 200 0 0 50 800 1,050: 340 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 120: 60 120 60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 68.6 9.1 5.7 7.6 1.9 0.0 0.0 0.5 7.6 9.9: 3.2 0.6
Old : 100.0: 67.8 68.6 9.1 5.7 7.6 1.9 0.0 0.0 0.5 7.6 9.9: 3.2 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 : 25: 13 14 . . . . 0 0 . . .:
Old : 25: 13 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 46.3 70.1 69.6 31.5 38.8 47.1 51.2
Old : 47.1 46.3 70.1 69.6 31.5 38.8 47.1 51.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,708: 34,248 44,893 10,310 0 2,500 565 0 0 0 120 45: 40 150
Old : 47,708: 34,248 44,893 10,310 0 2,500 565 0 0 0 120 45: 40 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 3,395: 2,135 4,440 2,275 0 -1,045 0 0 0 0 95 45: -15 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 94.1 21.6 0.0 5.2 1.2 0.0 0.0 0.0 0.3 0.1: 0.1 0.3
Old : 100.0: 71.8 94.1 21.6 0.0 5.2 1.2 0.0 0.0 0.0 0.3 0.1: 0.1 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: 21 20 . 0 . . 0 0 0 . .:
Old : 34: 21 20 . 0 . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 69.0 82.1 86.9 43.5 67.6 67.1 74.1
Old : 51.3 69.0 82.1 86.9 43.5 67.6 67.1 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,351: 42,571 31,346 720 15,260 365 1,900 0 0 1,025 155 225: 545 0
Old : 47,351: 42,571 31,346 720 15,260 365 1,900 0 0 1,025 155 225: 545 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,692: 1,402 1,067 0 405 165 0 0 0 125 55 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 66.2 1.5 32.2 0.8 4.0 0.0 0.0 2.2 0.3 0.5: 1.2 0.0
Old : 100.0: 89.9 66.2 1.5 32.2 0.8 4.0 0.0 0.0 2.2 0.3 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 : 39: 19 25 . . . . 0 0 4 . .:
Old : 39: 19 25 . . . . 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 : 60.3 61.4 77.5 82.3 54.1 58.7 68.8 77.1
Old : 60.3 61.4 77.5 82.3 54.1 58.7 68.8 77.1
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,439: 42,380 43,271 6,095 8,220 400 400 0 0 3,086 500 375: 703 673
Old : 53,439: 42,380 43,271 6,095 8,220 400 400 0 0 3,086 500 375: 703 673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,660: 2,680 2,255 0 480 -25 0 0 0 55 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 81.0 11.4 15.4 0.7 0.7 0.0 0.0 5.8 0.9 0.7: 1.3 1.3
Old : 100.0: 79.3 81.0 11.4 15.4 0.7 0.7 0.0 0.0 5.8 0.9 0.7: 1.3 1.3
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 : 31: 19 17 . . . . 0 0 . . .:
Old : 31: 19 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 88.2 71.1 95.4 55.8 87.5 69.9 91.2
Old : 56.3 88.2 71.1 95.4 55.8 87.5 69.9 91.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,662: 47,990 47,669 6,630 8,260 1,310 200 0 0 3,364 2,450 375: 793 598
Old : 60,662: 47,990 47,669 6,630 8,260 1,310 200 0 0 3,364 2,450 375: 793 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,965: 2,985 2,565 0 480 -30 0 0 0 60 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 78.6 10.9 13.6 2.2 0.3 0.0 0.0 5.5 4.0 0.6: 1.3 1.0
Old : 100.0: 79.1 78.6 10.9 13.6 2.2 0.3 0.0 0.0 5.5 4.0 0.6: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 13 . . . . 0 0 . . .:
Old : 31: 19 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 83.4 75.4 95.0 57.9 82.4 74.0 94.0
Old : 59.2 83.4 75.4 95.0 57.9 82.4 74.0 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,661: 76,382 76,558 7,520 6,452 1,607 0 100 0 0 733 1,075: 77 136
Old : 86,661: 76,382 76,558 7,520 6,452 1,607 0 100 0 0 733 1,075: 77 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 5,488: 5,799 3,234 -345 1,935 -5 0 0 0 0 285 39: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 88.3 8.7 7.4 1.9 0.0 0.1 0.0 0.0 0.8 1.2: 0.1 0.2
Old : 100.0: 88.1 88.3 8.7 7.4 1.9 0.0 0.1 0.0 0.0 0.8 1.2: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 26 . . 4 0 . 0 0 . .:
Old : 37: 22 26 . . 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 : 60.8 61.5 80.5 81.1 58.4 53.5 73.6 71.0
Old : 60.8 61.5 80.5 81.1 58.4 53.5 73.6 71.0
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,486: 100,159 105,991 10,372 8,113 1,894 278 374 247 4,584 1,015 1,716: 235 135
Old : 119,486: 100,159 105,991 10,372 8,113 1,894 278 374 247 4,584 1,015 1,716: 235 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 5,895: 4,935 5,407 112 -73 193 67 -32 22 180 -30 407: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 88.7 8.7 6.8 1.6 0.2 0.3 0.2 3.8 0.8 1.4: 0.2 0.1
Old : 100.0: 83.8 88.7 8.7 6.8 1.6 0.2 0.3 0.2 3.8 0.8 1.4: 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 : 49: 23 26 . . . . . . 5 . .:
Old : 49: 23 26 . . . . . . 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 : 54.1 48.3 76.0 72.8 52.5 47.8 66.7 65.2
Old : 54.1 48.3 76.0 72.8 52.5 47.8 66.7 65.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,895: 44,968 46,805 2,145 283 3,957 100 200 0 725 650 0: 0 0
Old : 51,895: 44,968 46,805 2,145 283 3,957 100 200 0 725 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,325: 525 1,525 200 -475 300 75 0 0 225 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 90.2 4.1 0.5 7.6 0.2 0.4 0.0 1.4 1.3 0.0: 0.0 0.0
Old : 100.0: 86.7 90.2 4.1 0.5 7.6 0.2 0.4 0.0 1.4 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 11 18 . . . . . 0 . . 0:
Old : 31: 11 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 : 89.7 81.3 97.7 94.3 86.1 80.4 90.2 86.8
Old : 89.7 81.3 97.7 94.3 86.1 80.4 90.2 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,563: 35,472 34,233 2,070 3,489 3,286 800 1,150 250 0 375 690: 995 90
Old : 43,563: 35,472 34,233 2,070 3,489 3,286 800 1,150 250 0 375 690: 995 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 825: 874 230 -700 9 586 0 0 0 0 20 -20: 85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 78.6 4.8 8.0 7.5 1.8 2.6 0.6 0.0 0.9 1.6: 2.3 0.2
Old : 100.0: 81.4 78.6 4.8 8.0 7.5 1.8 2.6 0.6 0.0 0.9 1.6: 2.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 18 . . . . . . 0 . .:
Old : 26: 18 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 60.5 76.9 80.3 37.9 48.6 54.8 59.8
Old : 49.1 60.5 76.9 80.3 37.9 48.6 54.8 59.8
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 53,066: 31,314 46,211 485 1,140 4,555 15,310 200 160 0 285 465: 777 50
Old : 53,066: 31,314 46,211 485 1,140 4,555 15,310 200 160 0 285 465: 777 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 3,905: 2,415 5,200 -830 -2,375 1,040 1,200 0 0 0 50 0: 80 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 87.1 0.9 2.1 8.6 28.9 0.4 0.3 0.0 0.5 0.9: 1.5 0.1
Old : 100.0: 59.0 87.1 0.9 2.1 8.6 28.9 0.4 0.3 0.0 0.5 0.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 21 . . . . . . 0 . .:
Old : 30: 21 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 : 58.3 60.0 77.4 78.1 54.3 53.9 63.4 65.7
Old : 58.3 60.0 77.4 78.1 54.3 53.9 63.4 65.7
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,436: 19,551 32,451 13,076 0 316 20 50 460 0 50 0: 13 109
Old : 33,436: 19,551 32,451 13,076 0 316 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 18, 2018 :
: -95: -90 -105 -15 0 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 97.1 39.1 0.0 0.9 0.1 0.1 1.4 0.0 0.1 0.0: 0.0 0.3
Old : 100.0: 58.5 97.1 39.1 0.0 0.9 0.1 0.1 1.4 0.0 0.1 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.5 86.1 83.8 93.2 60.0 80.8 79.4 86.1
Old : 60.5 86.1 83.8 93.2 60.0 80.8 79.4 86.1
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,168: 18,380 28,853 11,388 70 1,240 0 700 0 100 0 0: 60 305
Old : 31,168: 18,380 28,853 11,388 70 1,240 0 700 0 100 0 0: 60 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,105: 2,130 2,285 35 0 0 0 0 0 0 0 0: -60 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 92.6 36.5 0.2 4.0 0.0 2.2 0.0 0.3 0.0 0.0: 0.2 1.0
Old : 100.0: 59.0 92.6 36.5 0.2 4.0 0.0 2.2 0.0 0.3 0.0 0.0: 0.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 . . . 0 . 0 . 0 0:
Old : 25: 14 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 : 61.8 83.4 85.5 93.9 61.1 78.3 80.9 86.4
Old : 61.8 83.4 85.5 93.9 61.1 78.3 80.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,312: 30,940 31,645 1,336 437 1,260 75 400 0 234 270 300: 167 0
Old : 34,312: 30,940 31,645 1,336 437 1,260 75 400 0 234 270 300: 167 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 750: 894 704 -9 170 -179 25 -50 0 0 105 0: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 92.2 3.9 1.3 3.7 0.2 1.2 0.0 0.7 0.8 0.9: 0.5 0.0
Old : 100.0: 90.2 92.2 3.9 1.3 3.7 0.2 1.2 0.0 0.7 0.8 0.9: 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 : 34: 20 20 . . . . . 0 . . .:
Old : 34: 20 20 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 57.5 83.6 77.5 67.7 55.2 79.5 74.6
Old : 69.0 57.5 83.6 77.5 67.7 55.2 79.5 74.6
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,915: 22,223 24,226 1,385 100 1,079 0 40 210 500 0 140: 378 120
Old : 25,915: 22,223 24,226 1,385 100 1,079 0 40 210 500 0 140: 378 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 725: 892 616 -150 100 -40 0 0 0 -105 0 115: 13 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 93.5 5.3 0.4 4.2 0.0 0.2 0.8 1.9 0.0 0.5: 1.5 0.5
Old : 100.0: 85.8 93.5 5.3 0.4 4.2 0.0 0.2 0.8 1.9 0.0 0.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 . . . 0 . . . 0 .:
Old : 31: 19 20 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 64.2 82.7 81.1 64.4 62.6 72.9 75.3
Old : 66.3 64.2 82.7 81.1 64.4 62.6 72.9 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,575: 37,295 30,881 4,907 6,924 652 25 4,496 2 336 300 228: 130 93
Old : 43,575: 37,295 30,881 4,907 6,924 652 25 4,496 2 336 300 228: 130 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -289: -115 -419 -200 -20 97 0 43 -1 -20 50 -50: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 70.9 11.3 15.9 1.5 0.1 10.3 0.0 0.8 0.7 0.5: 0.3 0.2
Old : 100.0: 85.6 70.9 11.3 15.9 1.5 0.1 10.3 0.0 0.8 0.7 0.5: 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 : 55.2 50.1 72.9 73.2 41.9 47.4 54.7 62.1
Old : 55.2 50.1 72.9 73.2 41.9 47.4 54.7 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,639: 33,771 26,567 4,202 10,755 865 0 325 510 0 490 65: 226 62
Old : 39,639: 33,771 26,567 4,202 10,755 865 0 325 510 0 490 65: 226 62
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 305: 211 -79 30 100 269 0 0 0 0 0 0: -205 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 67.0 10.6 27.1 2.2 0.0 0.8 1.3 0.0 1.2 0.2: 0.6 0.2
Old : 100.0: 85.2 67.0 10.6 27.1 2.2 0.0 0.8 1.3 0.0 1.2 0.2: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 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 : 56.4 61.7 78.7 82.6 43.4 55.8 58.6 65.0
Old : 56.4 61.7 78.7 82.6 43.4 55.8 58.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,218: 10,433 17,377 4,380 451 3,375 2,675 0 3 100 0 0: 252 12
Old : 21,218: 10,433 17,377 4,380 451 3,375 2,675 0 3 100 0 0: 252 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -150: -37 -25 -225 -200 75 0 0 0 25 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 81.9 20.6 2.1 15.9 12.6 0.0 0.0 0.5 0.0 0.0: 1.2 0.1
Old : 100.0: 49.2 81.9 20.6 2.1 15.9 12.6 0.0 0.0 0.5 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 11 . . . . 0 . . 0 0:
Old : 26: 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 : 71.0 72.7 89.1 95.5 59.7 69.0 73.5 79.7
Old : 71.0 72.7 89.1 95.5 59.7 69.0 73.5 79.7
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,800: 12,765 16,820 3,400 0 2,005 50 1,175 0 1,870 125 675: 35 0
Old : 20,800: 12,765 16,820 3,400 0 2,005 50 1,175 0 1,870 125 675: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 0: 400 0 0 0 0 0 0 0 -500 -100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 80.9 16.3 0.0 9.6 0.2 5.6 0.0 9.0 0.6 3.2: 0.2 0.0
Old : 100.0: 61.4 80.9 16.3 0.0 9.6 0.2 5.6 0.0 9.0 0.6 3.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 7 . 0 . . . 0 . . .:
Old : 26: 14 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 85.5 82.0 97.1 47.0 80.5 68.6 83.9
Old : 55.0 85.5 82.0 97.1 47.0 80.5 68.6 83.9
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,815: 13,940 17,320 3,535 0 1,770 50 1,925 0 1,655 75 725: 140 0
Old : 21,815: 13,940 17,320 3,535 0 1,770 50 1,925 0 1,655 75 725: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 240: 640 240 0 0 0 0 0 0 -500 -100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 79.4 16.2 0.0 8.1 0.2 8.8 0.0 7.6 0.3 3.3: 0.6 0.0
Old : 100.0: 63.9 79.4 16.2 0.0 8.1 0.2 8.8 0.0 7.6 0.3 3.3: 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 : 25: 14 9 . 0 . . . 0 . . .:
Old : 25: 14 9 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 82.9 80.9 96.0 43.4 81.2 67.9 84.4
Old : 51.9 82.9 80.9 96.0 43.4 81.2 67.9 84.4
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 323,335: 259,857 165,328 9,733 84,709 22,706 0 4,402 18,629 900 16,134 11,427: 83 0
Old : 323,335: 259,857 165,328 9,733 84,709 22,706 0 4,402 18,629 900 16,134 11,427: 83 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 11,644: 6,298 6,157 -1,589 -534 4,679 0 575 1,857 162 -1,326 237: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 51.1 3.0 26.2 7.0 0.0 1.4 5.8 0.3 5.0 3.5: 0.0 0.0
Old : 100.0: 80.4 51.1 3.0 26.2 7.0 0.0 1.4 5.8 0.3 5.0 3.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . 0 . . . . .:
Old : 25: 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 : 74.4 53.8 89.5 78.6 46.5 40.9 46.9 44.8
Old : 74.4 53.8 89.5 78.6 46.5 40.9 46.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,985: 13,795 13,880 5,950 6,915 1,070 0 0 0 990 0 0: 180 120
Old : 21,985: 13,795 13,880 5,950 6,915 1,070 0 0 0 990 0 0: 180 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 63.1 27.1 31.5 4.9 0.0 0.0 0.0 4.5 0.0 0.0: 0.8 0.5
Old : 100.0: 62.7 63.1 27.1 31.5 4.9 0.0 0.0 0.0 4.5 0.0 0.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . . 0 0 0 . 0 0:
Old : 20: 9 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 79.0 90.5 91.7 71.3 73.1 83.2 82.5
Old : 76.7 79.0 90.5 91.7 71.3 73.1 83.2 82.5
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,705: 10,906 17,395 9,435 4,445 555 475 125 0 2,705 1,805 380: 249 0
Old : 24,705: 10,906 17,395 9,435 4,445 555 475 125 0 2,705 1,805 380: 249 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 60: -145 110 -55 0 0 0 0 0 250 0 -50: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 70.4 38.2 18.0 2.2 1.9 0.5 0.0 10.9 7.3 1.5: 1.0 0.0
Old : 100.0: 44.1 70.4 38.2 18.0 2.2 1.9 0.5 0.0 10.9 7.3 1.5: 1.0 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: 11 10 . . . . . 0 . . .:
Old : 27: 11 10 . . . . . 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 : 68.8 64.0 89.8 89.7 67.1 59.6 88.1 84.7
Old : 68.8 64.0 89.8 89.7 67.1 59.6 88.1 84.7
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,555: 9,180 13,190 8,020 4,045 955 275 150 0 1,510 1,805 410: 205 0
Old : 20,555: 9,180 13,190 8,020 4,045 955 275 150 0 1,510 1,805 410: 205 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 110: -175 110 -25 0 0 0 0 0 250 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 64.2 39.0 19.7 4.6 1.3 0.7 0.0 7.3 8.8 2.0: 1.0 0.0
Old : 100.0: 44.7 64.2 39.0 19.7 4.6 1.3 0.7 0.0 7.3 8.8 2.0: 1.0 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: 11 7 . . . . . 0 . . .:
Old : 24: 11 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 : 69.2 69.3 89.3 94.1 67.8 62.1 85.1 86.2
Old : 69.2 69.3 89.3 94.1 67.8 62.1 85.1 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,185: 5,535 3,705 205 80 1,455 0 2,275 0 650 450 150: 190 70
Old : 8,185: 5,535 3,705 205 80 1,455 0 2,275 0 650 450 150: 190 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 25: 0 25 0 0 0 0 0 0 0 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 45.3 2.5 1.0 17.8 0.0 27.8 0.0 7.9 5.5 1.8: 2.3 0.9
Old : 100.0: 67.6 45.3 2.5 1.0 17.8 0.0 27.8 0.0 7.9 5.5 1.8: 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 : 56.0 70.8 85.0 92.2 50.8 61.0 66.5 70.5
Old : 56.0 70.8 85.0 92.2 50.8 61.0 66.5 70.5
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,141: 33,674 41,411 7,270 0 4,805 675 50 25 1,720 2,395 3,435: 537 20
Old : 52,141: 33,674 41,411 7,270 0 4,805 675 50 25 1,720 2,395 3,435: 537 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,190: 50 1,115 15 0 0 0 0 0 1,050 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 79.4 13.9 0.0 9.2 1.3 0.1 0.0 3.3 4.6 6.6: 1.0 0.0
Old : 100.0: 64.6 79.4 13.9 0.0 9.2 1.3 0.1 0.0 3.3 4.6 6.6: 1.0 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 : 29: 16 11 . 0 . . . . . . .:
Old : 29: 16 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 : 59.2 80.5 83.4 96.4 51.9 78.4 69.2 80.6
Old : 59.2 80.5 83.4 96.4 51.9 78.4 69.2 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,005: 33,428 41,538 7,259 0 4,177 750 50 0 3,705 3,885 2,355: 331 0
Old : 52,005: 33,428 41,538 7,259 0 4,177 750 50 0 3,705 3,885 2,355: 331 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,170: 30 1,095 15 0 0 0 0 0 1,050 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 79.9 14.0 0.0 8.0 1.4 0.1 0.0 7.1 7.5 4.5: 0.6 0.0
Old : 100.0: 64.3 79.9 14.0 0.0 8.0 1.4 0.1 0.0 7.1 7.5 4.5: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 4 0 . . . 0 . . .:
Old : 31: 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 : 60.1 81.8 83.7 95.3 52.7 81.4 73.6 83.5
Old : 60.1 81.8 83.7 95.3 52.7 81.4 73.6 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 115,491: 83,596 80,641 14,440 20,753 2,668 1,530 50 1,465 7,628 5,937 3,867: 297 110
Old : 115,491: 83,596 80,641 14,440 20,753 2,668 1,530 50 1,465 7,628 5,937 3,867: 297 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 3,743: 3,968 7,618 0 -4,415 -435 0 0 0 260 1,000 -50: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 69.8 12.5 18.0 2.3 1.3 0.0 1.3 6.6 5.1 3.3: 0.3 0.1
Old : 100.0: 72.4 69.8 12.5 18.0 2.3 1.3 0.0 1.3 6.6 5.1 3.3: 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 : 53: 29 26 . 4 4 4 . . 6 . 6:
Old : 53: 29 26 . 4 4 4 . . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 44.3 61.5 73.0 39.6 39.3 55.4 59.9
Old : 41.6 44.3 61.5 73.0 39.6 39.3 55.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 135,241: 99,570 90,791 16,950 27,066 2,384 3,320 2,155 725 9,543 9,608 2,387: 362 125
Old : 135,241: 99,570 90,791 16,950 27,066 2,384 3,320 2,155 725 9,543 9,608 2,387: 362 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 6,689: 6,495 8,755 0 -3,030 -81 0 50 0 260 990 15: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 67.1 12.5 20.0 1.8 2.5 1.6 0.5 7.1 7.1 1.8: 0.3 0.1
Old : 100.0: 73.6 67.1 12.5 20.0 1.8 2.5 1.6 0.5 7.1 7.1 1.8: 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 : 58: 31 26 . 4 5 . 4 . 5 4 5:
Old : 58: 31 26 . 4 5 . 4 . 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 47.7 59.5 73.0 35.7 44.3 53.7 64.8
Old : 38.7 47.7 59.5 73.0 35.7 44.3 53.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 290,885: 179,456 194,922 32,965 22,503 21,578 15,132 14,861 16,108 12,781 8,616 12,051: 814 246
Old : 290,885: 179,456 194,922 32,965 22,503 21,578 15,132 14,861 16,108 12,781 8,616 12,051: 814 246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 5,095: 2,438 2,458 -102 209 1,471 350 288 75 -531 -869 1,326: 70 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 67.0 11.3 7.7 7.4 5.2 5.1 5.5 4.4 3.0 4.1: 0.3 0.1
Old : 100.0: 61.7 67.0 11.3 7.7 7.4 5.2 5.1 5.5 4.4 3.0 4.1: 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 : 79: 35 37 . . 5 12 5 8 12 4 11:
Old : 79: 35 37 . . 5 12 5 8 12 4 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 43.6 52.9 60.8 28.7 30.4 39.2 42.5
Old : 34.3 43.6 52.9 60.8 28.7 30.4 39.2 42.5
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,737: 17,330 31,092 9,612 0 0 1,005 0 20 3,238 260 305: 227 60
Old : 31,737: 17,330 31,092 9,612 0 0 1,005 0 20 3,238 260 305: 227 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 325: -95 350 300 0 0 0 0 0 125 25 -50: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 98.0 30.3 0.0 0.0 3.2 0.0 0.1 10.2 0.8 1.0: 0.7 0.2
Old : 100.0: 54.6 98.0 30.3 0.0 0.0 3.2 0.0 0.1 10.2 0.8 1.0: 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 : 29: 17 9 . 0 0 . 0 . . . .:
Old : 29: 17 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 : 54.7 95.0 77.1 99.1 54.7 92.7 76.2 94.2
Old : 54.7 95.0 77.1 99.1 54.7 92.7 76.2 94.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,597: 16,178 28,562 10,187 0 0 250 1,235 280 3,083 110 410: 209 0
Old : 30,597: 16,178 28,562 10,187 0 0 250 1,235 280 3,083 110 410: 209 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 325: -125 350 300 0 0 0 0 0 140 25 10: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 93.3 33.3 0.0 0.0 0.8 4.0 0.9 10.1 0.4 1.3: 0.7 0.0
Old : 100.0: 52.9 93.3 33.3 0.0 0.0 0.8 4.0 0.9 10.1 0.4 1.3: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 8 . 0 0 . . . . . .:
Old : 28: 17 8 . 0 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 92.4 81.2 98.9 58.3 90.0 80.1 93.8
Old : 58.3 92.4 81.2 98.9 58.3 90.0 80.1 93.8
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,952: 5,720 9,567 7,937 2,725 990 250 1,415 0 100 300 0: 1,955 1,955
Old : 16,952: 5,720 9,567 7,937 2,725 990 250 1,415 0 100 300 0: 1,955 1,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,315: -105 175 1,445 15 0 0 1,250 -35 100 0 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 56.4 46.8 16.1 5.8 1.5 8.3 0.0 0.6 1.8 0.0: 11.5 11.5
Old : 100.0: 33.7 56.4 46.8 16.1 5.8 1.5 8.3 0.0 0.6 1.8 0.0: 11.5 11.5
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 : 22: 12 12 . . . . . 0 . . 0:
Old : 22: 12 12 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6
Old : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,705: 2,715 9,110 7,165 885 600 100 165 35 175 0 0: 915 910
Old : 11,705: 2,715 9,110 7,165 885 600 100 165 35 175 0 0: 915 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 100: -60 15 1,275 0 0 -1,035 165 -65 0 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 77.8 61.2 7.6 5.1 0.9 1.4 0.3 1.5 0.0 0.0: 7.8 7.8
Old : 100.0: 23.2 77.8 61.2 7.6 5.1 0.9 1.4 0.3 1.5 0.0 0.0: 7.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . . . . 0 0:
Old : 20: 8 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 66.6
Old : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 66.6
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,301: 27,553 21,647 14,553 25,995 0 11,835 5,855 180 0 110 1,750: 8,430 8,764
Old : 64,301: 27,553 21,647 14,553 25,995 0 11,835 5,855 180 0 110 1,750: 8,430 8,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,345: 850 50 80 1,105 0 110 0 180 0 -475 0: 125 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 33.7 22.6 40.4 0.0 18.4 9.1 0.3 0.0 0.2 2.7: 13.1 13.6
Old : 100.0: 42.9 33.7 22.6 40.4 0.0 18.4 9.1 0.3 0.0 0.2 2.7: 13.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . 0 . . . 0 . .:
Old : 28: 14 18 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 55.4 78.8 71.0 60.1 55.4 75.4 70.8
Old : 61.3 55.4 78.8 71.0 60.1 55.4 75.4 70.8
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,541: 26,903 21,011 13,285 25,820 0 13,110 5,855 180 0 145 1,750: 7,313 7,780
Old : 62,541: 26,903 21,011 13,285 25,820 0 13,110 5,855 180 0 145 1,750: 7,313 7,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,345: 850 0 80 1,105 0 60 0 180 0 -475 0: 175 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 33.6 21.2 41.3 0.0 21.0 9.4 0.3 0.0 0.2 2.8: 11.7 12.4
Old : 100.0: 43.0 33.6 21.2 41.3 0.0 21.0 9.4 0.3 0.0 0.2 2.8: 11.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 18 . . 0 . . . 0 . .:
Old : 28: 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 : 62.0 56.2 80.4 72.2 61.7 56.2 77.4 71.1
Old : 62.0 56.2 80.4 72.2 61.7 56.2 77.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,265: 13,385 5,450 2,575 0 1,125 205 8,475 35 0 2,535 450: 3,490 3,195
Old : 21,265: 13,385 5,450 2,575 0 1,125 205 8,475 35 0 2,535 450: 3,490 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,200: 800 600 300 0 300 0 0 0 0 500 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 25.6 12.1 0.0 5.3 1.0 39.9 0.2 0.0 11.9 2.1: 16.4 15.0
Old : 100.0: 62.9 25.6 12.1 0.0 5.3 1.0 39.9 0.2 0.0 11.9 2.1: 16.4 15.0
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: 14 9 . 0 . . . . 0 . .:
Old : 26: 14 9 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 63.8 68.3 74.9 42.7 61.7 61.0 71.6
Old : 46.1 63.8 68.3 74.9 42.7 61.7 61.0 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,280: 12,560 5,425 3,625 0 965 105 8,625 35 0 2,530 450: 3,540 3,250
Old : 21,280: 12,560 5,425 3,625 0 965 105 8,625 35 0 2,530 450: 3,540 3,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,200: 800 600 300 0 300 0 0 0 0 500 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 25.5 17.0 0.0 4.5 0.5 40.5 0.2 0.0 11.9 2.1: 16.6 15.3
Old : 100.0: 59.0 25.5 17.0 0.0 4.5 0.5 40.5 0.2 0.0 11.9 2.1: 16.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 8 . 0 . . . . 0 . .:
Old : 25: 15 8 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 64.4 68.2 75.5 44.3 62.3 61.4 72.2
Old : 46.9 64.4 68.2 75.5 44.3 62.3 61.4 72.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,200: 11,050 22,840 4,137 335 1,140 9,165 930 0 0 0 0: 2,708 2,955
Old : 28,200: 11,050 22,840 4,137 335 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 18, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 81.0 14.7 1.2 4.0 32.5 3.3 0.0 0.0 0.0 0.0: 9.6 10.5
Old : 100.0: 39.2 81.0 14.7 1.2 4.0 32.5 3.3 0.0 0.0 0.0 0.0: 9.6 10.5
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 : 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 : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8
Old : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,745: 14,830 30,685 10,500 0 490 4,625 1,180 0 1,780 50 950: 2,570 2,390
Old : 35,745: 14,830 30,685 10,500 0 490 4,625 1,180 0 1,780 50 950: 2,570 2,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,655: 1,200 2,475 -200 0 0 1,000 25 0 500 0 330: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 85.8 29.4 0.0 1.4 12.9 3.3 0.0 5.0 0.1 2.7: 7.2 6.7
Old : 100.0: 41.5 85.8 29.4 0.0 1.4 12.9 3.3 0.0 5.0 0.1 2.7: 7.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 7 . 0 . . . 0 . . .:
Old : 27: 14 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 79.3 75.4 90.8 54.0 78.9 71.4 87.2
Old : 54.5 79.3 75.4 90.8 54.0 78.9 71.4 87.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,115: 13,520 28,150 9,435 0 340 4,565 1,180 0 1,680 50 950: 2,625 2,445
Old : 33,115: 13,520 28,150 9,435 0 340 4,565 1,180 0 1,680 50 950: 2,625 2,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,675: 1,100 2,375 -200 0 0 1,000 25 0 500 0 350: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 85.0 28.5 0.0 1.0 13.8 3.6 0.0 5.1 0.2 2.9: 7.9 7.4
Old : 100.0: 40.8 85.0 28.5 0.0 1.0 13.8 3.6 0.0 5.1 0.2 2.9: 7.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 7 . 0 . . . 0 . . .:
Old : 27: 14 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 77.8 74.7 90.2 53.9 77.5 70.8 86.4
Old : 54.5 77.8 74.7 90.2 53.9 77.5 70.8 86.4
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,365: 22,090 11,575 0 16,675 415 1,675 3,390 45 7,435 150 640: 1,065 475
Old : 33,365: 22,090 11,575 0 16,675 415 1,675 3,390 45 7,435 150 640: 1,065 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,510: -390 925 0 610 240 -125 0 0 2,050 0 -265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 34.7 0.0 50.0 1.2 5.0 10.2 0.1 22.3 0.4 1.9: 3.2 1.4
Old : 100.0: 66.2 34.7 0.0 50.0 1.2 5.0 10.2 0.1 22.3 0.4 1.9: 3.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 14 0 . . . . . . . .:
Old : 30: 15 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 : 69.6 69.1 82.5 86.8 65.6 67.7 78.2 82.7
Old : 69.6 69.1 82.5 86.8 65.6 67.7 78.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,555: 22,575 9,950 0 17,305 415 1,075 3,340 220 6,555 150 490: 1,225 685
Old : 32,555: 22,575 9,950 0 17,305 415 1,075 3,340 220 6,555 150 490: 1,225 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,195: -545 770 0 610 240 -125 0 0 2,050 0 -425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 30.6 0.0 53.2 1.3 3.3 10.3 0.7 20.1 0.5 1.5: 3.8 2.1
Old : 100.0: 69.3 30.6 0.0 53.2 1.3 3.3 10.3 0.7 20.1 0.5 1.5: 3.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 13 0 . . . . . . . .:
Old : 30: 15 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 : 70.5 72.8 83.7 89.0 67.7 71.4 79.5 87.0
Old : 70.5 72.8 83.7 89.0 67.7 71.4 79.5 87.0
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,890: 23,715 12,105 0 17,570 425 7,920 75 850 2,045 3,875 405: 2,530 2,585
Old : 37,890: 23,715 12,105 0 17,570 425 7,920 75 850 2,045 3,875 405: 2,530 2,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,885: 265 650 0 -400 0 100 -675 600 0 790 220: 700 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 31.9 0.0 46.4 1.1 20.9 0.2 2.2 5.4 10.2 1.1: 6.7 6.8
Old : 100.0: 62.6 31.9 0.0 46.4 1.1 20.9 0.2 2.2 5.4 10.2 1.1: 6.7 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 : 28: 15 8 0 . . . . . . . .:
Old : 28: 15 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 : 59.0 69.1 77.2 89.9 59.0 67.1 77.2 85.2
Old : 59.0 69.1 77.2 89.9 59.0 67.1 77.2 85.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,965: 20,705 13,705 0 13,185 475 7,870 75 850 2,020 3,570 405: 2,640 2,700
Old : 34,965: 20,705 13,705 0 13,185 475 7,870 75 850 2,020 3,570 405: 2,640 2,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,930: 240 625 0 -400 0 100 -675 600 0 790 220: 770 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 39.2 0.0 37.7 1.4 22.5 0.2 2.4 5.8 10.2 1.2: 7.6 7.7
Old : 100.0: 59.2 39.2 0.0 37.7 1.4 22.5 0.2 2.4 5.8 10.2 1.2: 7.6 7.7
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 : 28: 15 8 0 . . . . . . . .:
Old : 28: 15 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 : 58.6 64.3 76.7 88.4 58.6 62.5 76.3 83.9
Old : 58.6 64.3 76.7 88.4 58.6 62.5 76.3 83.9
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,915: 43,330 79,785 33,720 0 1,630 4,435 480 4,455 870 2,045 3,485: 8,990 9,035
Old : 100,915: 43,330 79,785 33,720 0 1,630 4,435 480 4,455 870 2,045 3,485: 8,990 9,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,905: 3,125 1,360 -115 0 35 -2,415 50 1,630 670 -145 -740: 715 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 79.1 33.4 0.0 1.6 4.4 0.5 4.4 0.9 2.0 3.5: 8.9 9.0
Old : 100.0: 42.9 79.1 33.4 0.0 1.6 4.4 0.5 4.4 0.9 2.0 3.5: 8.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 25 . 0 . . . 4 . . .:
Old : 39: 17 25 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 52.9 76.5 67.2 57.6 52.5 66.6 63.1
Old : 61.3 52.9 76.5 67.2 57.6 52.5 66.6 63.1
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,039: 38,505 72,445 29,815 0 1,510 4,807 0 4,112 1,440 2,020 3,905: 9,945 10,047
Old : 94,039: 38,505 72,445 29,815 0 1,510 4,807 0 4,112 1,440 2,020 3,905: 9,945 10,047
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 3,204: 3,040 1,240 -115 0 -105 -2,443 0 1,577 815 0 -700: 1,135 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 77.0 31.7 0.0 1.6 5.1 0.0 4.4 1.5 2.1 4.2: 10.6 10.7
Old : 100.0: 40.9 77.0 31.7 0.0 1.6 5.1 0.0 4.4 1.5 2.1 4.2: 10.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 22 . 0 . . 0 4 . . .:
Old : 37: 16 22 . 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 : 59.6 50.5 75.4 64.7 56.2 50.5 66.3 62.1
Old : 59.6 50.5 75.4 64.7 56.2 50.5 66.3 62.1
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,155: 11,390 21,135 9,950 3,475 3,435 5,950 1,600 0 0 1,150 50: 1,380 1,310
Old : 32,155: 11,390 21,135 9,950 3,475 3,435 5,950 1,600 0 0 1,150 50: 1,380 1,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 700: 710 735 925 -50 0 -950 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 65.7 30.9 10.8 10.7 18.5 5.0 0.0 0.0 3.6 0.2: 4.3 4.1
Old : 100.0: 35.4 65.7 30.9 10.8 10.7 18.5 5.0 0.0 0.0 3.6 0.2: 4.3 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 : 71.2 46.3 85.3 64.8 62.2 42.3 72.0 58.0
Old : 71.2 46.3 85.3 64.8 62.2 42.3 72.0 58.0
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,795: 8,380 14,915 8,890 3,335 2,790 2,210 100 360 0 1,200 0: 1,165 1,095
Old : 23,795: 8,380 14,915 8,890 3,335 2,790 2,210 100 360 0 1,200 0: 1,165 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,330: 435 460 925 -50 0 -950 0 330 0 0 0: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 62.7 37.4 14.0 11.7 9.3 0.4 1.5 0.0 5.0 0.0: 4.9 4.6
Old : 100.0: 35.2 62.7 37.4 14.0 11.7 9.3 0.4 1.5 0.0 5.0 0.0: 4.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 15 . . . . . . 0 . 0:
Old : 23: 11 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 : 77.6 46.5 89.0 66.8 63.6 39.2 67.7 58.9
Old : 77.6 46.5 89.0 66.8 63.6 39.2 67.7 58.9
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,365: 8,530 10,870 0 4,865 1,910 8,450 1,425 0 0 0 0: 1,475 1,295
Old : 20,365: 8,530 10,870 0 4,865 1,910 8,450 1,425 0 0 0 0: 1,475 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,205: -550 875 0 1,325 0 2,400 -350 0 0 0 0: 355 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 53.4 0.0 23.9 9.4 41.5 7.0 0.0 0.0 0.0 0.0: 7.2 6.4
Old : 100.0: 41.9 53.4 0.0 23.9 9.4 41.5 7.0 0.0 0.0 0.0 0.0: 7.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 0 . . . . 0 0 0 0:
Old : 23: 12 11 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 63.8 87.2 85.3 73.8 56.7 77.4 73.3
Old : 73.8 63.8 87.2 85.3 73.8 56.7 77.4 73.3
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 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,925: 32,075 30,055 4,470 340 9,010 50 6,235 890 0 25 0: 11,430 11,370
Old : 57,925: 32,075 30,055 4,470 340 9,010 50 6,235 890 0 25 0: 11,430 11,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,850: 480 -120 1,300 100 0 0 1,800 0 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 51.9 7.7 0.6 15.6 0.1 10.8 1.5 0.0 0.0 0.0: 19.7 19.6
Old : 100.0: 55.4 51.9 7.7 0.6 15.6 0.1 10.8 1.5 0.0 0.0 0.0: 19.7 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 19 . . . . . . 0 . 0:
Old : 30: 16 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 : 48.0 34.7 67.2 56.0 36.9 26.5 44.5 40.2
Old : 48.0 34.7 67.2 56.0 36.9 26.5 44.5 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,420: 20,675 19,950 1,340 1,250 6,675 1,040 2,375 200 0 0 0: 12,490 11,970
Old : 42,420: 20,675 19,950 1,340 1,250 6,675 1,040 2,375 200 0 0 0: 12,490 11,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 30: 0 -300 0 0 0 0 300 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 47.0 3.2 2.9 15.7 2.5 5.6 0.5 0.0 0.0 0.0: 29.4 28.2
Old : 100.0: 48.7 47.0 3.2 2.9 15.7 2.5 5.6 0.5 0.0 0.0 0.0: 29.4 28.2
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 : 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 : 44.1 32.4 60.7 50.1 26.0 18.4 32.7 29.0
Old : 44.1 32.4 60.7 50.1 26.0 18.4 32.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2018