COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,544: 10,143 15,191 3,336 327 436 1,050 8,766 956 12,173 2,105 2,596: 854 1,167
Old : 31,544: 10,143 15,191 3,336 327 436 1,050 8,766 956 12,173 2,105 2,596: 854 1,167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 50: -129 -188 -186 93 -2 60 60 0 81 -22 95: 131 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 48.2 10.6 1.0 1.4 3.3 27.8 3.0 38.6 6.7 8.2: 2.7 3.7
Old : 100.0: 32.2 48.2 10.6 1.0 1.4 3.3 27.8 3.0 38.6 6.7 8.2: 2.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 12 11 4 . . . 4 . 8 5 7:
Old : 39: 12 11 4 . . . 4 . 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 67.2 60.8 81.1 35.5 56.2 51.5 63.2
Old : 39.1 67.2 60.8 81.1 35.5 56.2 51.5 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,808: 1,618 2,291 85 245 46 215 0 0 1,298 564 280: 266 382
Old : 3,808: 1,618 2,291 85 245 46 215 0 0 1,298 564 280: 266 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -25: -20 0 0 15 -15 10 0 0 15 -20 0: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 60.2 2.2 6.4 1.2 5.6 0.0 0.0 34.1 14.8 7.4: 7.0 10.0
Old : 100.0: 42.5 60.2 2.2 6.4 1.2 5.6 0.0 0.0 34.1 14.8 7.4: 7.0 10.0
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 : 20: 5 5 . . . . 0 0 6 4 4:
Old : 20: 5 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 : 62.8 62.7 81.5 81.3 58.0 54.1 67.3 65.3
Old : 62.8 62.7 81.5 81.3 58.0 54.1 67.3 65.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,065: 27,308 28,403 0 6,499 9,701 7,175 54 3,644 1,535 1,667 3,605: 1,098 492
Old : 54,065: 27,308 28,403 0 6,499 9,701 7,175 54 3,644 1,535 1,667 3,605: 1,098 492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,153: -1,409 -2,320 0 169 -759 -201 -23 -47 -239 -397 152: -649 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 52.5 0.0 12.0 17.9 13.3 0.1 6.7 2.8 3.1 6.7: 2.0 0.9
Old : 100.0: 50.5 52.5 0.0 12.0 17.9 13.3 0.1 6.7 2.8 3.1 6.7: 2.0 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 : 50: 26 27 0 4 . 6 . 6 6 4 9:
Old : 50: 26 27 0 4 . 6 . 6 6 4 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 : 40.9 46.8 60.1 63.8 24.3 24.4 30.3 32.8
Old : 40.9 46.8 60.1 63.8 24.3 24.4 30.3 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,412: 30,738 37,379 1,729 255 4,503 988 975 0 5,075 100 1,200: 180 0
Old : 44,412: 30,738 37,379 1,729 255 4,503 988 975 0 5,075 100 1,200: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 1,122: 95 1,656 1,253 50 -609 308 0 0 50 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 84.2 3.9 0.6 10.1 2.2 2.2 0.0 11.4 0.2 2.7: 0.4 0.0
Old : 100.0: 69.2 84.2 3.9 0.6 10.1 2.2 2.2 0.0 11.4 0.2 2.7: 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 : 37: 20 20 . . . . . 0 4 . .:
Old : 37: 20 20 . . . . . 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 : 57.8 64.5 77.4 85.4 50.5 60.7 59.9 67.2
Old : 57.8 64.5 77.4 85.4 50.5 60.7 59.9 67.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 21,410: 17,276 15,935 0 3,685 830 0 0 0 2,450 175 725: 129 60
Old : 21,410: 17,276 15,935 0 3,685 830 0 0 0 2,450 175 725: 129 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 1,018: 543 1,210 -25 -467 350 0 0 0 25 -200 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 74.4 0.0 17.2 3.9 0.0 0.0 0.0 11.4 0.8 3.4: 0.6 0.3
Old : 100.0: 80.7 74.4 0.0 17.2 3.9 0.0 0.0 0.0 11.4 0.8 3.4: 0.6 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: 15 12 0 . . 0 0 0 . . .:
Old : 26: 15 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 74.4 85.6 92.7 69.2 68.5 80.3 80.4
Old : 69.7 74.4 85.6 92.7 69.2 68.5 80.3 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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 149,996: 133,395 108,517 1,655 24,565 6,731 2,085 5,040 1,140 2,600 1,650 2,120: 270 233
Old : 149,996: 133,395 108,517 1,655 24,565 6,731 2,085 5,040 1,140 2,600 1,650 2,120: 270 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -6,166: -71 -1,672 277 1,640 -982 -100 -352 -165 -30 -62 -125: -4,970 -4,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 72.3 1.1 16.4 4.5 1.4 3.4 0.8 1.7 1.1 1.4: 0.2 0.2
Old : 100.0: 88.9 72.3 1.1 16.4 4.5 1.4 3.4 0.8 1.7 1.1 1.4: 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 : 49: 30 30 . . 4 . 4 . . . .:
Old : 49: 30 30 . . 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 : 38.9 59.4 59.9 73.2 35.8 46.8 48.7 54.1
Old : 38.9 59.4 59.9 73.2 35.8 46.8 48.7 54.1
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 44,417: 30,691 28,418 9,614 5,904 2,086 375 6,093 621 700 1,145 150: 180 0
Old : 44,417: 30,691 28,418 9,614 5,904 2,086 375 6,093 621 700 1,145 150: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,058: -1,875 -1,992 -346 56 -429 0 -325 116 -275 -235 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.0 21.6 13.3 4.7 0.8 13.7 1.4 1.6 2.6 0.3: 0.4 0.0
Old : 100.0: 69.1 64.0 21.6 13.3 4.7 0.8 13.7 1.4 1.6 2.6 0.3: 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: 16 19 . . . . 4 . . . .:
Old : 36: 16 19 . . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 67.1 89.8 84.6 72.4 55.9 76.3 71.8
Old : 78.7 67.1 89.8 84.6 72.4 55.9 76.3 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,565: 24,681 20,085 3,874 8,495 860 150 0 0 0 125 0: 0 0
Old : 29,565: 24,681 20,085 3,874 8,495 860 150 0 0 0 125 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,010: -1,889 -1,425 17 -297 -113 0 0 0 -25 -175 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 67.9 13.1 28.7 2.9 0.5 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 83.5 67.9 13.1 28.7 2.9 0.5 0.0 0.0 0.0 0.4 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 : 23: 10 14 . . . . 0 0 0 . 0:
Old : 23: 10 14 . . . . 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 : 89.0 91.8 98.5 97.1 83.2 81.3 86.7 85.3
Old : 89.0 91.8 98.5 97.1 83.2 81.3 86.7 85.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,992: 34,087 34,772 7,095 8,005 785 1,300 800 100 1,100 0 410: 115 120
Old : 44,992: 34,087 34,772 7,095 8,005 785 1,300 800 100 1,100 0 410: 115 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 112: -1,160 1,467 900 -1,065 70 500 -50 0 -150 0 0: -48 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 77.3 15.8 17.8 1.7 2.9 1.8 0.2 2.4 0.0 0.9: 0.3 0.3
Old : 100.0: 75.8 77.3 15.8 17.8 1.7 2.9 1.8 0.2 2.4 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 : 37: 24 25 . . . . . . . 0 .:
Old : 37: 24 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 : 55.9 49.3 72.2 70.9 48.9 45.2 61.2 62.5
Old : 55.9 49.3 72.2 70.9 48.9 45.2 61.2 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,529: 47,227 45,394 5,889 18,110 4,340 9,885 1,120 185 1,255 0 380: 368 0
Old : 69,529: 47,227 45,394 5,889 18,110 4,340 9,885 1,120 185 1,255 0 380: 368 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -285: -865 698 665 -121 -360 525 -140 -25 -10 0 -50: -165 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 65.3 8.5 26.0 6.2 14.2 1.6 0.3 1.8 0.0 0.5: 0.5 0.0
Old : 100.0: 67.9 65.3 8.5 26.0 6.2 14.2 1.6 0.3 1.8 0.0 0.5: 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 : 44: 26 25 4 . 4 5 . . . 0 .:
Old : 44: 26 25 4 . 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 : 41.6 60.4 63.0 75.0 36.6 57.9 53.1 66.0
Old : 41.6 60.4 63.0 75.0 36.6 57.9 53.1 66.0
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,326: 53,612 52,790 13,270 18,025 300 400 390 25 4,155 0 1,260: 304 536
Old : 73,326: 53,612 52,790 13,270 18,025 300 400 390 25 4,155 0 1,260: 304 536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,267: -2,371 -1,687 -400 -1,040 0 -50 -105 0 -55 0 0: -391 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 72.0 18.1 24.6 0.4 0.5 0.5 0.0 5.7 0.0 1.7: 0.4 0.7
Old : 100.0: 73.1 72.0 18.1 24.6 0.4 0.5 0.5 0.0 5.7 0.0 1.7: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 23 . . . . . . 4 0 .:
Old : 40: 20 23 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 61.4 69.7 79.8 47.1 61.4 68.5 78.8
Old : 47.9 61.4 69.7 79.8 47.1 61.4 68.5 78.8
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,365: 76,535 66,344 21,600 37,405 1,085 720 130 0 5,210 0 825: 390 576
Old : 106,365: 76,535 66,344 21,600 37,405 1,085 720 130 0 5,210 0 825: 390 576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -4,748: -3,108 -2,887 -265 -1,924 0 -250 -10 0 -105 0 0: -1,020 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 62.4 20.3 35.2 1.0 0.7 0.1 0.0 4.9 0.0 0.8: 0.4 0.5
Old : 100.0: 72.0 62.4 20.3 35.2 1.0 0.7 0.1 0.0 4.9 0.0 0.8: 0.4 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 : 45: 24 25 . . . . . 0 4 0 .:
Old : 45: 24 25 . . . . . 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 : 44.6 62.7 68.0 80.7 44.2 61.8 66.2 78.8
Old : 44.6 62.7 68.0 80.7 44.2 61.8 66.2 78.8
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,585: 22,035 31,180 8,860 50 2,040 455 0 0 75 25 0: 120 290
Old : 33,585: 22,035 31,180 8,860 50 2,040 455 0 0 75 25 0: 120 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,590: -1,310 -1,325 105 0 -200 -110 0 0 -75 -205 0: 0 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 92.8 26.4 0.1 6.1 1.4 0.0 0.0 0.2 0.1 0.0: 0.4 0.9
Old : 100.0: 65.6 92.8 26.4 0.1 6.1 1.4 0.0 0.0 0.2 0.1 0.0: 0.4 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 : 31: 16 17 4 . . . 0 0 . . 0:
Old : 31: 16 17 4 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 81.6 84.0 90.0 49.5 78.2 71.8 82.3
Old : 58.0 81.6 84.0 90.0 49.5 78.2 71.8 82.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,047: 22,077 20,322 0 2,210 2,155 0 300 0 695 0 60: 60 0
Old : 25,047: 22,077 20,322 0 2,210 2,155 0 300 0 695 0 60: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,900: -3,345 -445 0 -2,885 -515 0 0 0 30 0 -50: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 81.1 0.0 8.8 8.6 0.0 1.2 0.0 2.8 0.0 0.2: 0.2 0.0
Old : 100.0: 88.1 81.1 0.0 8.8 8.6 0.0 1.2 0.0 2.8 0.0 0.2: 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 : 27: 19 19 0 . . 0 . 0 . 0 .:
Old : 27: 19 19 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 60.1 75.5 81.7 46.6 46.6 56.7 58.2
Old : 52.1 60.1 75.5 81.7 46.6 46.6 56.7 58.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 52,483: 34,174 31,501 150 9,772 7,136 3,629 0 125 3,420 365 3,555: 293 29
Old : 52,483: 34,174 31,501 150 9,772 7,136 3,629 0 125 3,420 365 3,555: 293 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,070: -1,142 -2,665 -150 5 73 -1,271 0 -2 -437 -329 -162: 21 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 60.0 0.3 18.6 13.6 6.9 0.0 0.2 6.5 0.7 6.8: 0.6 0.1
Old : 100.0: 65.1 60.0 0.3 18.6 13.6 6.9 0.0 0.2 6.5 0.7 6.8: 0.6 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 : 46: 23 26 . . . 6 0 . 5 . 6:
Old : 46: 23 26 . . . 6 0 . 5 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 48.2 65.3 66.8 22.8 28.2 32.6 35.6
Old : 43.7 48.2 65.3 66.8 22.8 28.2 32.6 35.6
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,790: 6,650 6,400 1,060 600 700 200 0 0 0 1,000 850: 330 240
Old : 9,790: 6,650 6,400 1,060 600 700 200 0 0 0 1,000 850: 330 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -965: -705 -1,045 100 0 -100 0 0 0 -50 200 -200: -10 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 65.4 10.8 6.1 7.2 2.0 0.0 0.0 0.0 10.2 8.7: 3.4 2.5
Old : 100.0: 67.9 65.4 10.8 6.1 7.2 2.0 0.0 0.0 0.0 10.2 8.7: 3.4 2.5
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 : 24: 12 12 . . . . 0 0 0 . .:
Old : 24: 12 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 : 50.0 44.6 72.7 69.3 33.8 36.9 51.5 55.3
Old : 50.0 44.6 72.7 69.3 33.8 36.9 51.5 55.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,063: 32,658 42,653 9,880 100 3,005 455 0 0 0 25 0: 65 280
Old : 46,063: 32,658 42,653 9,880 100 3,005 455 0 0 0 25 0: 65 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,110: -1,805 -2,445 -570 0 385 -110 0 0 0 -25 0: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 92.6 21.4 0.2 6.5 1.0 0.0 0.0 0.0 0.1 0.0: 0.1 0.6
Old : 100.0: 70.9 92.6 21.4 0.2 6.5 1.0 0.0 0.0 0.0 0.1 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 21 . . . . 0 0 0 . 0:
Old : 34: 20 21 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 71.9 83.5 87.9 43.0 69.7 66.9 74.1
Old : 52.0 71.9 83.5 87.9 43.0 69.7 66.9 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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,186: 37,271 27,671 690 13,545 665 1,800 0 0 1,025 80 225: 510 0
Old : 42,186: 37,271 27,671 690 13,545 665 1,800 0 0 1,025 80 225: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,820: -3,805 -2,410 -30 -1,630 295 -100 0 0 -145 -75 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 65.6 1.6 32.1 1.6 4.3 0.0 0.0 2.4 0.2 0.5: 1.2 0.0
Old : 100.0: 88.3 65.6 1.6 32.1 1.6 4.3 0.0 0.0 2.4 0.2 0.5: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 23 . . . . 0 0 . . .:
Old : 36: 19 23 . . . . 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 : 59.7 62.4 76.3 81.6 50.3 59.4 64.8 73.9
Old : 59.7 62.4 76.3 81.6 50.3 59.4 64.8 73.9
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,940: 41,760 44,217 6,913 7,945 400 900 0 0 3,044 500 225: 698 653
Old : 53,940: 41,760 44,217 6,913 7,945 400 900 0 0 3,044 500 225: 698 653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,509: -1,070 -2,189 353 -225 0 -100 0 0 75 0 -75: -1,692 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 82.0 12.8 14.7 0.7 1.7 0.0 0.0 5.6 0.9 0.4: 1.3 1.2
Old : 100.0: 77.4 82.0 12.8 14.7 0.7 1.7 0.0 0.0 5.6 0.9 0.4: 1.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 16 . . . . 0 0 . . .:
Old : 32: 20 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 87.5 69.9 95.9 54.3 86.2 68.9 91.9
Old : 54.8 87.5 69.9 95.9 54.3 86.2 68.9 91.9
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,382: 46,445 47,394 6,928 7,870 1,310 200 0 0 3,466 2,000 240: 793 568
Old : 59,382: 46,445 47,394 6,928 7,870 1,310 200 0 0 3,466 2,000 240: 793 568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,140: -875 -1,265 448 -315 0 0 0 0 195 -450 -75: -1,833 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 79.8 11.7 13.3 2.2 0.3 0.0 0.0 5.8 3.4 0.4: 1.3 1.0
Old : 100.0: 78.2 79.8 11.7 13.3 2.2 0.3 0.0 0.0 5.8 3.4 0.4: 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: 20 12 . . . . 0 0 . . .:
Old : 31: 20 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 : 58.9 83.0 75.4 95.6 57.6 81.7 73.9 94.3
Old : 58.9 83.0 75.4 95.6 57.6 81.7 73.9 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 83,001: 73,282 72,235 7,322 6,424 1,924 0 50 0 0 1,947 406: 67 15
Old : 83,001: 73,282 72,235 7,322 6,424 1,924 0 50 0 0 1,947 406: 67 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -6,062: -5,097 -6,225 -568 -268 62 0 -50 0 0 989 -449: -10 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 87.0 8.8 7.7 2.3 0.0 0.1 0.0 0.0 2.3 0.5: 0.1 0.0
Old : 100.0: 88.3 87.0 8.8 7.7 2.3 0.0 0.1 0.0 0.0 2.3 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 24 . . 4 0 . 0 0 . .:
Old : 36: 21 24 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 61.1 80.4 82.5 58.3 54.0 75.5 73.2
Old : 59.9 61.1 80.4 82.5 58.3 54.0 75.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,601: 96,045 98,169 9,322 7,930 2,154 305 461 267 1,488 905 1,703: 319 12
Old : 111,601: 96,045 98,169 9,322 7,930 2,154 305 461 267 1,488 905 1,703: 319 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -9,073: -6,229 -7,805 -1,136 -1,036 118 -12 69 36 -1,468 -10 -333: -50 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 88.0 8.4 7.1 1.9 0.3 0.4 0.2 1.3 0.8 1.5: 0.3 0.0
Old : 100.0: 86.1 88.0 8.4 7.1 1.9 0.3 0.4 0.2 1.3 0.8 1.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 21 26 . . . . . . 4 . .:
Old : 47: 21 26 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 48.9 76.7 74.1 52.8 48.8 65.9 65.5
Old : 54.8 48.9 76.7 74.1 52.8 48.8 65.9 65.5
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,700: 44,044 44,660 864 623 3,867 25 300 0 775 125 125: 0 0
Old : 49,700: 44,044 44,660 864 623 3,867 25 300 0 775 125 125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,490: -2,069 -3,040 -1,406 -60 60 -50 -25 0 -50 -450 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 89.9 1.7 1.3 7.8 0.1 0.6 0.0 1.6 0.3 0.3: 0.0 0.0
Old : 100.0: 88.6 89.9 1.7 1.3 7.8 0.1 0.6 0.0 1.6 0.3 0.3: 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 16 . . . . . 0 . . .:
Old : 31: 11 16 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 81.5 97.4 95.0 84.5 80.6 90.2 87.1
Old : 88.5 81.5 97.4 95.0 84.5 80.6 90.2 87.1
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,943: 41,152 38,878 2,060 4,684 3,086 800 975 250 0 380 595: 1,000 95
Old : 48,943: 41,152 38,878 2,060 4,684 3,086 800 975 250 0 380 595: 1,000 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 584: 1,525 210 40 1,875 -646 0 -175 0 0 125 -125: -210 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 79.4 4.2 9.6 6.3 1.6 2.0 0.5 0.0 0.8 1.2: 2.0 0.2
Old : 100.0: 84.1 79.4 4.2 9.6 6.3 1.6 2.0 0.5 0.0 0.8 1.2: 2.0 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 : 50.5 67.7 79.1 82.9 44.1 56.1 58.3 63.7
Old : 50.5 67.7 79.1 82.9 44.1 56.1 58.3 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 55,291: 28,839 47,276 0 3,935 3,020 22,345 200 10 0 355 430: 647 65
Old : 55,291: 28,839 47,276 0 3,935 3,020 22,345 200 10 0 355 430: 647 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 170: -1,844 -385 -710 3,115 -1,855 5,075 0 -150 0 -25 25: -371 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 85.5 0.0 7.1 5.5 40.4 0.4 0.0 0.0 0.6 0.8: 1.2 0.1
Old : 100.0: 52.2 85.5 0.0 7.1 5.5 40.4 0.4 0.0 0.0 0.6 0.8: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 21 0 . . 4 . . 0 . .:
Old : 31: 21 21 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 : 65.5 59.2 79.9 78.1 61.4 52.2 69.3 66.6
Old : 65.5 59.2 79.9 78.1 61.4 52.2 69.3 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 36,808: 20,047 35,680 15,713 0 283 15 50 465 0 0 0: 285 330
Old : 36,808: 20,047 35,680 15,713 0 283 15 50 465 0 0 0: 285 330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 2,207: 546 2,535 2,466 0 -36 -120 0 120 0 -50 0: -769 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 96.9 42.7 0.0 0.8 0.0 0.1 1.3 0.0 0.0 0.0: 0.8 0.9
Old : 100.0: 54.5 96.9 42.7 0.0 0.8 0.0 0.1 1.3 0.0 0.0 0.0: 0.8 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 : 23: 12 14 5 0 . . . . 0 0 0:
Old : 23: 12 14 5 0 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 86.0 85.0 92.8 61.6 79.0 79.2 85.3
Old : 61.9 86.0 85.0 92.8 61.6 79.0 79.2 85.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,361: 19,610 32,076 13,016 0 470 0 555 0 100 0 0: 165 260
Old : 33,361: 19,610 32,076 13,016 0 470 0 555 0 100 0 0: 165 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 1,268: 1,120 2,805 1,593 0 -840 0 0 0 0 0 0: -605 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 96.1 39.0 0.0 1.4 0.0 1.7 0.0 0.3 0.0 0.0: 0.5 0.8
Old : 100.0: 58.8 96.1 39.0 0.0 1.4 0.0 1.7 0.0 0.3 0.0 0.0: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 4 0 . 0 . 0 . 0 0:
Old : 23: 12 11 4 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 : 64.2 85.8 87.3 94.6 64.1 79.4 82.9 87.9
Old : 64.2 85.8 87.3 94.6 64.1 79.4 82.9 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,891: 30,567 31,367 1,217 144 1,360 75 400 50 183 270 300: 139 0
Old : 33,891: 30,567 31,367 1,217 144 1,360 75 400 50 183 270 300: 139 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,294: -1,065 -915 -70 -258 100 0 0 50 -51 0 0: -258 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 92.6 3.6 0.4 4.0 0.2 1.2 0.1 0.5 0.8 0.9: 0.4 0.0
Old : 100.0: 90.2 92.6 3.6 0.4 4.0 0.2 1.2 0.1 0.5 0.8 0.9: 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 : 33: 18 18 . . . . . . . . .:
Old : 33: 18 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 55.8 83.9 73.9 69.3 53.5 79.7 71.6
Old : 70.5 55.8 83.9 73.9 69.3 53.5 79.7 71.6
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 24,377: 20,595 22,760 1,773 100 891 0 55 195 360 0 190: 373 186
Old : 24,377: 20,595 22,760 1,773 100 891 0 55 195 360 0 190: 373 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,741: -798 -538 -5 0 197 0 0 0 -90 0 0: -1,045 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 93.4 7.3 0.4 3.7 0.0 0.2 0.8 1.5 0.0 0.8: 1.5 0.8
Old : 100.0: 84.5 93.4 7.3 0.4 3.7 0.0 0.2 0.8 1.5 0.0 0.8: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 19 . . . 0 . . . 0 .:
Old : 30: 15 19 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 64.0 84.4 80.3 64.2 62.3 74.1 75.6
Old : 67.3 64.0 84.4 80.3 64.2 62.3 74.1 75.6
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,098: 38,156 29,990 4,363 10,574 444 0 2,363 301 403 0 330: 101 95
Old : 44,098: 38,156 29,990 4,363 10,574 444 0 2,363 301 403 0 330: 101 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 819: 1,229 -588 -172 3,550 -333 -25 -1,574 300 67 -100 97: -344 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 68.0 9.9 24.0 1.0 0.0 5.4 0.7 0.9 0.0 0.7: 0.2 0.2
Old : 100.0: 86.5 68.0 9.9 24.0 1.0 0.0 5.4 0.7 0.9 0.0 0.7: 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 : 35: 22 20 . . . 0 . . 4 0 .:
Old : 35: 22 20 . . . 0 . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 55.7 77.6 76.6 45.8 53.5 60.0 66.8
Old : 59.1 55.7 77.6 76.6 45.8 53.5 60.0 66.8
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 40,366: 35,142 26,003 3,088 12,847 786 620 0 285 120 275 130: 195 40
Old : 40,366: 35,142 26,003 3,088 12,847 786 620 0 285 120 275 130: 195 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 1,035: 2,024 145 -739 1,942 -154 100 0 -100 120 -90 65: -281 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 64.4 7.7 31.8 1.9 1.5 0.0 0.7 0.3 0.7 0.3: 0.5 0.1
Old : 100.0: 87.1 64.4 7.7 31.8 1.9 1.5 0.0 0.7 0.3 0.7 0.3: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 17 . . . . 0 . . . .:
Old : 29: 20 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 63.7 80.8 85.1 45.4 58.5 60.9 67.3
Old : 59.9 63.7 80.8 85.1 45.4 58.5 60.9 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,798: 10,166 17,013 3,830 276 3,500 2,928 0 0 150 0 0: 224 9
Old : 20,798: 10,166 17,013 3,830 276 3,500 2,928 0 0 150 0 0: 224 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 565: 640 190 -549 276 99 375 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 81.8 18.4 1.3 16.8 14.1 0.0 0.0 0.7 0.0 0.0: 1.1 0.0
Old : 100.0: 48.9 81.8 18.4 1.3 16.8 14.1 0.0 0.0 0.7 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 . . . . 0 0 . 0 0:
Old : 21: 8 10 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 73.9 92.9 95.5 58.8 69.6 75.7 78.9
Old : 70.7 73.9 92.9 95.5 58.8 69.6 75.7 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,270: 11,695 16,745 3,190 0 2,050 0 1,050 0 2,960 75 350: 25 0
Old : 20,270: 11,695 16,745 3,190 0 2,050 0 1,050 0 2,960 75 350: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -600: -710 205 -210 0 45 -50 -125 0 465 -50 0: -140 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 82.6 15.7 0.0 10.1 0.0 5.2 0.0 14.6 0.4 1.7: 0.1 0.0
Old : 100.0: 57.7 82.6 15.7 0.0 10.1 0.0 5.2 0.0 14.6 0.4 1.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . 0 . 0 . 0 . . .:
Old : 23: 12 8 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 87.4 84.6 97.1 43.6 82.4 71.3 84.4
Old : 54.5 87.4 84.6 97.1 43.6 82.4 71.3 84.4
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,300: 12,885 17,245 3,310 0 1,830 0 1,800 0 2,830 75 350: 95 0
Old : 21,300: 12,885 17,245 3,310 0 1,830 0 1,800 0 2,830 75 350: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -585: -680 205 -225 0 60 -50 -125 0 500 0 0: -190 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 81.0 15.5 0.0 8.6 0.0 8.5 0.0 13.3 0.4 1.6: 0.4 0.0
Old : 100.0: 60.5 81.0 15.5 0.0 8.6 0.0 8.5 0.0 13.3 0.4 1.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . 0 . 0 . 0 . . .:
Old : 22: 12 10 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 84.3 83.6 95.6 42.2 82.8 70.7 84.9
Old : 52.1 84.3 83.6 95.6 42.2 82.8 70.7 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 332,698: 263,182 166,915 11,149 86,259 23,696 0 6,214 20,194 818 15,825 13,594: 64 0
Old : 332,698: 263,182 166,915 11,149 86,259 23,696 0 6,214 20,194 818 15,825 13,594: 64 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 4,474: -1,860 -2,841 -662 155 3,362 0 897 1,650 141 -726 1,976: -133 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 50.2 3.4 25.9 7.1 0.0 1.9 6.1 0.2 4.8 4.1: 0.0 0.0
Old : 100.0: 79.1 50.2 3.4 25.9 7.1 0.0 1.9 6.1 0.2 4.8 4.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.6 53.4 89.0 78.2 46.3 40.2 46.7 44.5
Old : 73.6 53.4 89.0 78.2 46.3 40.2 46.7 44.5
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,225: 13,335 13,030 5,800 7,105 970 0 0 0 960 0 0: 160 120
Old : 21,225: 13,335 13,030 5,800 7,105 970 0 0 0 960 0 0: 160 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -760: -140 -405 0 190 -100 0 0 0 -30 0 0: -490 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 61.4 27.3 33.5 4.6 0.0 0.0 0.0 4.5 0.0 0.0: 0.8 0.6
Old : 100.0: 62.8 61.4 27.3 33.5 4.6 0.0 0.0 0.0 4.5 0.0 0.0: 0.8 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 : 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 : 77.1 80.2 91.6 91.8 71.9 73.9 83.8 82.6
Old : 77.1 80.2 91.6 91.8 71.9 73.9 83.8 82.6
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,311: 11,004 17,190 9,275 4,565 335 190 100 35 3,770 2,680 390: 312 16
Old : 25,311: 11,004 17,190 9,275 4,565 335 190 100 35 3,770 2,680 390: 312 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 131: 80 -100 -285 220 -220 -285 -25 35 1,190 500 -40: -344 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 67.9 36.6 18.0 1.3 0.8 0.4 0.1 14.9 10.6 1.5: 1.2 0.1
Old : 100.0: 43.5 67.9 36.6 18.0 1.3 0.8 0.4 0.1 14.9 10.6 1.5: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 11 . . . . . . . . .:
Old : 27: 10 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 : 70.5 61.3 92.6 86.1 69.2 57.9 91.1 82.1
Old : 70.5 61.3 92.6 86.1 69.2 57.9 91.1 82.1
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,910: 8,935 13,765 8,090 4,265 635 190 125 35 2,875 2,680 395: 755 10
Old : 21,910: 8,935 13,765 8,090 4,265 635 190 125 35 2,875 2,680 395: 755 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 880: 210 670 -55 320 -320 -85 -25 35 1,190 500 -40: -55 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 62.8 36.9 19.5 2.9 0.9 0.6 0.2 13.1 12.2 1.8: 3.4 0.0
Old : 100.0: 40.8 62.8 36.9 19.5 2.9 0.9 0.6 0.2 13.1 12.2 1.8: 3.4 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 : 24: 9 8 . . . . . . . . .:
Old : 24: 9 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 : 71.0 68.4 91.1 91.7 69.4 63.1 87.3 85.8
Old : 71.0 68.4 91.1 91.7 69.4 63.1 87.3 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,803: 34,258 45,381 8,085 0 4,095 575 0 0 2,030 50 2,260: 500 17
Old : 51,803: 34,258 45,381 8,085 0 4,095 575 0 0 2,030 50 2,260: 500 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,928: -1,664 2,050 765 0 -710 -100 0 -25 1,025 -1,410 -405: -814 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 87.6 15.6 0.0 7.9 1.1 0.0 0.0 3.9 0.1 4.4: 1.0 0.0
Old : 100.0: 66.1 87.6 15.6 0.0 7.9 1.1 0.0 0.0 3.9 0.1 4.4: 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 : 30: 14 14 . 0 . . 0 0 . . .:
Old : 30: 14 14 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 81.1 82.0 92.7 56.6 78.3 73.4 81.3
Old : 61.7 81.1 82.0 92.7 56.6 78.3 73.4 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,645: 34,034 45,315 8,086 0 3,455 575 0 0 2,390 50 1,825: 280 0
Old : 50,645: 34,034 45,315 8,086 0 3,455 575 0 0 2,390 50 1,825: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,925: -1,739 1,902 777 0 -722 -175 0 0 2,390 -635 -1,770: -686 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 89.5 16.0 0.0 6.8 1.1 0.0 0.0 4.7 0.1 3.6: 0.6 0.0
Old : 100.0: 67.2 89.5 16.0 0.0 6.8 1.1 0.0 0.0 4.7 0.1 3.6: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 15 4 0 . . 0 0 . . .:
Old : 32: 14 15 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 80.7 82.8 91.8 58.4 79.3 74.3 82.4
Old : 62.2 80.7 82.8 91.8 58.4 79.3 74.3 82.4
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,114: 86,687 78,119 14,470 19,438 2,496 1,575 0 1,120 4,911 10,292 2,544: 311 105
Old : 114,114: 86,687 78,119 14,470 19,438 2,496 1,575 0 1,120 4,911 10,292 2,544: 311 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -6,087: -1,833 -5,401 0 -169 -53 130 -50 -360 -397 3,450 -2,038: -1,536 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 68.5 12.7 17.0 2.2 1.4 0.0 1.0 4.3 9.0 2.2: 0.3 0.1
Old : 100.0: 76.0 68.5 12.7 17.0 2.2 1.4 0.0 1.0 4.3 9.0 2.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 31 25 . 4 4 . 0 . 6 . 4:
Old : 53: 31 25 . 4 4 . 0 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 42.8 62.1 75.6 38.6 40.9 54.5 65.3
Old : 40.7 42.8 62.1 75.6 38.6 40.9 54.5 65.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 128,094: 97,336 81,404 16,980 26,921 1,944 3,185 1,770 575 5,611 13,271 2,094: 369 115
Old : 128,094: 97,336 81,404 16,980 26,921 1,944 3,185 1,770 575 5,611 13,271 2,094: 369 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -9,017: -3,632 -7,083 0 -380 -337 85 -210 -250 -877 3,188 -1,888: -2,118 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 63.6 13.3 21.0 1.5 2.5 1.4 0.4 4.4 10.4 1.6: 0.3 0.1
Old : 100.0: 76.0 63.6 13.3 21.0 1.5 2.5 1.4 0.4 4.4 10.4 1.6: 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: 34 28 . 4 5 . . . 5 4 4:
Old : 58: 34 28 . 4 5 . . . 5 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 45.8 58.3 75.5 36.9 42.3 53.4 67.1
Old : 39.7 45.8 58.3 75.5 36.9 42.3 53.4 67.1
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 279,002: 170,543 184,568 37,764 25,402 19,006 10,270 14,292 16,707 11,574 6,557 11,636: 1,501 833
Old : 279,002: 170,543 184,568 37,764 25,402 19,006 10,270 14,292 16,707 11,574 6,557 11,636: 1,501 833
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -10,160: -5,920 -7,327 2,709 139 -1,405 -4,620 484 709 -1,531 -996 452: -555 -2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 66.2 13.5 9.1 6.8 3.7 5.1 6.0 4.1 2.4 4.2: 0.5 0.3
Old : 100.0: 61.1 66.2 13.5 9.1 6.8 3.7 5.1 6.0 4.1 2.4 4.2: 0.5 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 : 82: 35 38 5 . 5 10 6 9 12 6 13:
Old : 82: 35 38 5 . 5 10 6 9 12 6 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 44.0 54.3 62.5 30.3 31.8 40.9 45.2
Old : 36.6 44.0 54.3 62.5 30.3 31.8 40.9 45.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,040: 16,090 32,505 9,762 0 0 930 0 20 5,808 230 285: 145 0
Old : 33,040: 16,090 32,505 9,762 0 0 930 0 20 5,808 230 285: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,187: -470 -607 -375 0 0 -75 0 0 -200 -50 50: -1,117 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 98.4 29.5 0.0 0.0 2.8 0.0 0.1 17.6 0.7 0.9: 0.4 0.0
Old : 100.0: 48.7 98.4 29.5 0.0 0.0 2.8 0.0 0.1 17.6 0.7 0.9: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 57.7 95.8 81.0 99.3 56.8 94.5 80.1 95.3
Old : 57.7 95.8 81.0 99.3 56.8 94.5 80.1 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,095: 15,118 30,170 10,259 0 0 250 1,320 195 5,771 80 330: 172 0
Old : 32,095: 15,118 30,170 10,259 0 0 250 1,320 195 5,771 80 330: 172 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,142: -835 -472 -478 0 0 0 85 -85 -197 -50 0: -547 -1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 94.0 32.0 0.0 0.0 0.8 4.1 0.6 18.0 0.2 1.0: 0.5 0.0
Old : 100.0: 47.1 94.0 32.0 0.0 0.0 0.8 4.1 0.6 18.0 0.2 1.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 9 . 0 0 . . . . . .:
Old : 28: 17 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 : 61.0 93.0 84.8 98.9 60.1 91.6 83.9 94.8
Old : 61.0 93.0 84.8 98.9 60.1 91.6 83.9 94.8
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,967: 4,740 8,997 8,317 2,670 760 200 1,390 0 100 300 0: 1,850 1,850
Old : 15,967: 4,740 8,997 8,317 2,670 760 200 1,390 0 100 300 0: 1,850 1,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -985: -830 -570 230 -55 -230 -50 -25 0 0 0 0: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 56.3 52.1 16.7 4.8 1.3 8.7 0.0 0.6 1.9 0.0: 11.6 11.6
Old : 100.0: 29.7 56.3 52.1 16.7 4.8 1.3 8.7 0.0 0.6 1.9 0.0: 11.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.9 55.8 84.0 73.7 72.2 51.5 75.5 68.0
Old : 75.9 55.8 84.0 73.7 72.2 51.5 75.5 68.0
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,885: 2,385 8,475 6,830 800 600 75 140 35 125 0 0: 835 835
Old : 10,885: 2,385 8,475 6,830 800 600 75 140 35 125 0 0: 835 835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -820: -330 -635 -335 -85 0 -25 -25 0 -50 0 0: -80 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 77.9 62.7 7.3 5.5 0.7 1.3 0.3 1.1 0.0 0.0: 7.7 7.7
Old : 100.0: 21.9 77.9 62.7 7.3 5.5 0.7 1.3 0.3 1.1 0.0 0.0: 7.7 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 : 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 : 79.3 47.7 89.3 77.4 76.5 42.1 78.4 67.7
Old : 79.3 47.7 89.3 77.4 76.5 42.1 78.4 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,654: 27,999 20,770 14,188 25,380 0 8,135 5,540 1,750 1,705 0 3,600: 9,277 9,614
Old : 66,654: 27,999 20,770 14,188 25,380 0 8,135 5,540 1,750 1,705 0 3,600: 9,277 9,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,687: -794 -547 -365 -1,335 0 -1,170 -315 0 135 0 -135: -358 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 31.2 21.3 38.1 0.0 12.2 8.3 2.6 2.6 0.0 5.4: 13.9 14.4
Old : 100.0: 42.0 31.2 21.3 38.1 0.0 12.2 8.3 2.6 2.6 0.0 5.4: 13.9 14.4
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: 15 18 . . 0 . . . . 0 .:
Old : 28: 15 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 : 55.2 52.4 77.7 68.9 51.7 51.8 67.6 65.1
Old : 55.2 52.4 77.7 68.9 51.7 51.8 67.6 65.1
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,881: 27,639 19,932 12,865 25,125 0 9,070 5,540 1,750 1,490 0 3,635: 8,432 8,899
Old : 64,881: 27,639 19,932 12,865 25,125 0 9,070 5,540 1,750 1,490 0 3,635: 8,432 8,899
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,700: -715 -600 -420 -1,415 0 -1,330 -315 0 135 0 -135: -235 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 30.7 19.8 38.7 0.0 14.0 8.5 2.7 2.3 0.0 5.6: 13.0 13.7
Old : 100.0: 42.6 30.7 19.8 38.7 0.0 14.0 8.5 2.7 2.3 0.0 5.6: 13.0 13.7
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: 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 : 56.5 53.6 79.2 69.6 53.8 52.6 69.7 65.0
Old : 56.5 53.6 79.2 69.6 53.8 52.6 69.7 65.0
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,965: 12,850 5,200 2,475 0 1,125 110 10,675 80 745 600 2,280: 3,300 3,005
Old : 22,965: 12,850 5,200 2,475 0 1,125 110 10,675 80 745 600 2,280: 3,300 3,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -500: -585 -300 -100 0 0 -95 150 -5 630 0 -155: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 22.6 10.8 0.0 4.9 0.5 46.5 0.3 3.2 2.6 9.9: 14.4 13.1
Old : 100.0: 56.0 22.6 10.8 0.0 4.9 0.5 46.5 0.3 3.2 2.6 9.9: 14.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 . 0 . . . . . . .:
Old : 25: 14 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 68.0 69.7 78.1 37.4 60.4 54.8 66.9
Old : 47.0 68.0 69.7 78.1 37.4 60.4 54.8 66.9
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,140: 12,100 5,225 3,400 0 965 110 10,625 80 545 600 2,480: 3,460 3,165
Old : 23,140: 12,100 5,225 3,400 0 965 110 10,625 80 545 600 2,480: 3,460 3,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -340: -510 -250 -225 0 0 5 -50 -5 425 0 50: -80 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 22.6 14.7 0.0 4.2 0.5 45.9 0.3 2.4 2.6 10.7: 15.0 13.7
Old : 100.0: 52.3 22.6 14.7 0.0 4.2 0.5 45.9 0.3 2.4 2.6 10.7: 15.0 13.7
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 : 25: 15 9 . 0 . . . . . . .:
Old : 25: 15 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 68.1 68.7 78.2 39.1 59.7 54.5 65.9
Old : 48.7 68.1 68.7 78.2 39.1 59.7 54.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,825: 11,505 3,955 0 3,495 1,035 0 1,225 1,500 0 2,815 0: 1,785 1,800
Old : 15,825: 11,505 3,955 0 3,495 1,035 0 1,225 1,500 0 2,815 0: 1,785 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 80: -575 40 0 -570 90 0 -675 600 0 625 -25: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 25.0 0.0 22.1 6.5 0.0 7.7 9.5 0.0 17.8 0.0: 11.3 11.4
Old : 100.0: 72.7 25.0 0.0 22.1 6.5 0.0 7.7 9.5 0.0 17.8 0.0: 11.3 11.4
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 : 20: 11 7 0 . . 0 . . 0 . 0:
Old : 20: 11 7 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 58.2 77.1 86.0 48.8 48.8 63.1 61.3
Old : 50.9 58.2 77.1 86.0 48.8 48.8 63.1 61.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,501: 10,776 21,641 3,917 55 1,020 8,130 880 0 0 0 0: 2,658 2,905
Old : 26,501: 10,776 21,641 3,917 55 1,020 8,130 880 0 0 0 0: 2,658 2,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,299: -874 -1,799 -220 -280 -120 -1,035 -50 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 81.7 14.8 0.2 3.8 30.7 3.3 0.0 0.0 0.0 0.0: 10.0 11.0
Old : 100.0: 40.7 81.7 14.8 0.2 3.8 30.7 3.3 0.0 0.0 0.0 0.0: 10.0 11.0
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 : 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 : 68.0 72.2 86.5 82.7 67.9 71.4 80.9 78.7
Old : 68.0 72.2 86.5 82.7 67.9 71.4 80.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,900: 14,330 30,790 10,155 0 490 4,000 1,350 150 4,340 950 700: 2,735 2,470
Old : 36,900: 14,330 30,790 10,155 0 490 4,000 1,350 150 4,340 950 700: 2,735 2,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,090: -535 -1,805 -745 0 0 -700 -5 100 1,025 900 -200: -35 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 83.4 27.5 0.0 1.3 10.8 3.7 0.4 11.8 2.6 1.9: 7.4 6.7
Old : 100.0: 38.8 83.4 27.5 0.0 1.3 10.8 3.7 0.4 11.8 2.6 1.9: 7.4 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: 13 9 . 0 . . . . . . .:
Old : 27: 13 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 77.2 78.4 89.4 51.2 76.3 75.0 87.6
Old : 53.7 77.2 78.4 89.4 51.2 76.3 75.0 87.6
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,145: 12,835 28,405 9,275 0 340 3,740 1,400 350 4,290 600 700: 2,615 2,350
Old : 34,145: 12,835 28,405 9,275 0 340 3,740 1,400 350 4,290 600 700: 2,615 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,215: -720 -1,655 -560 0 0 -1,000 45 300 1,175 550 -200: -210 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 83.2 27.2 0.0 1.0 11.0 4.1 1.0 12.6 1.8 2.1: 7.7 6.9
Old : 100.0: 37.6 83.2 27.2 0.0 1.0 11.0 4.1 1.0 12.6 1.8 2.1: 7.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 8 . 0 . . . . . . .:
Old : 26: 13 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 : 54.5 76.8 78.2 88.9 51.7 75.9 75.0 87.2
Old : 54.5 76.8 78.2 88.9 51.7 75.9 75.0 87.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,810: 24,685 12,155 0 13,420 1,265 1,575 10,165 185 9,060 150 2,460: 1,580 1,010
Old : 40,810: 24,685 12,155 0 13,420 1,265 1,575 10,165 185 9,060 150 2,460: 1,580 1,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 4,675: -255 100 0 -2,080 250 -150 6,700 0 5,170 0 -470: 130 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 29.8 0.0 32.9 3.1 3.9 24.9 0.5 22.2 0.4 6.0: 3.9 2.5
Old : 100.0: 60.5 29.8 0.0 32.9 3.1 3.9 24.9 0.5 22.2 0.4 6.0: 3.9 2.5
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: 15 14 0 . . . . 4 . . .:
Old : 31: 15 14 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 : 71.9 67.1 83.4 86.0 65.7 63.8 75.9 78.0
Old : 71.9 67.1 83.4 86.0 65.7 63.8 75.9 78.0
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,185: 24,970 10,715 0 14,060 1,265 975 10,140 360 8,580 150 2,370: 1,665 1,125
Old : 40,185: 24,970 10,715 0 14,060 1,265 975 10,140 360 8,580 150 2,370: 1,665 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 4,660: -645 120 0 -2,070 250 -150 6,700 0 5,570 0 -470: 105 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 26.7 0.0 35.0 3.1 2.4 25.2 0.9 21.4 0.4 5.9: 4.1 2.8
Old : 100.0: 62.1 26.7 0.0 35.0 3.1 2.4 25.2 0.9 21.4 0.4 5.9: 4.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 13 0 . . . . 4 . . .:
Old : 31: 16 13 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 : 73.5 69.7 84.6 87.5 67.7 66.5 77.1 79.1
Old : 73.5 69.7 84.6 87.5 67.7 66.5 77.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,875: 23,180 13,315 0 17,310 460 7,005 0 975 1,960 1,520 3,130: 3,165 3,165
Old : 39,875: 23,180 13,315 0 17,310 460 7,005 0 975 1,960 1,520 3,130: 3,165 3,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,015: -1,110 -95 0 -1,610 210 60 -50 0 -85 620 -600: 510 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 33.4 0.0 43.4 1.2 17.6 0.0 2.4 4.9 3.8 7.8: 7.9 7.9
Old : 100.0: 58.1 33.4 0.0 43.4 1.2 17.6 0.0 2.4 4.9 3.8 7.8: 7.9 7.9
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 : 30: 19 10 0 . . . 0 . . . .:
Old : 30: 19 10 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 67.4 75.0 88.2 51.8 60.4 69.5 76.9
Old : 52.5 67.4 75.0 88.2 51.8 60.4 69.5 76.9
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,680: 20,685 14,820 0 13,285 615 6,980 0 1,035 1,960 1,520 3,130: 3,275 3,275
Old : 37,680: 20,685 14,820 0 13,285 615 6,980 0 1,035 1,960 1,520 3,130: 3,275 3,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -465: -845 -245 0 -1,250 315 285 -50 0 -60 925 -600: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 39.3 0.0 35.3 1.6 18.5 0.0 2.7 5.2 4.0 8.3: 8.7 8.7
Old : 100.0: 54.9 39.3 0.0 35.3 1.6 18.5 0.0 2.7 5.2 4.0 8.3: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 10 0 . . . 0 4 . . .:
Old : 30: 18 10 0 . . . 0 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 61.2 74.5 86.7 50.0 53.6 67.6 74.3
Old : 52.6 61.2 74.5 86.7 50.0 53.6 67.6 74.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,185: 44,645 80,540 29,465 0 2,125 15,340 130 3,215 1,100 9,880 5,405: 9,890 9,890
Old : 111,185: 44,645 80,540 29,465 0 2,125 15,340 130 3,215 1,100 9,880 5,405: 9,890 9,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 3,935: 105 -1,015 -3,755 0 -30 7,695 115 -930 900 5,845 -115: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 72.4 26.5 0.0 1.9 13.8 0.1 2.9 1.0 8.9 4.9: 8.9 8.9
Old : 100.0: 40.2 72.4 26.5 0.0 1.9 13.8 0.1 2.9 1.0 8.9 4.9: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 18 25 . 0 . . . 4 . . .:
Old : 41: 18 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 : 60.8 55.8 75.5 69.8 57.7 51.2 64.7 62.2
Old : 60.8 55.8 75.5 69.8 57.7 51.2 64.7 62.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,244: 40,250 73,965 26,175 0 1,835 16,302 180 2,017 750 9,275 6,280: 10,635 10,692
Old : 104,244: 40,250 73,965 26,175 0 1,835 16,302 180 2,017 750 9,275 6,280: 10,635 10,692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 3,585: 210 -800 -3,140 0 -130 7,620 105 -1,245 550 5,935 -180: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 71.0 25.1 0.0 1.8 15.6 0.2 1.9 0.7 8.9 6.0: 10.2 10.3
Old : 100.0: 38.6 71.0 25.1 0.0 1.8 15.6 0.2 1.9 0.7 8.9 6.0: 10.2 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 16 23 . 0 . . . 4 . . .:
Old : 39: 16 23 . 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 : 59.7 54.7 74.7 68.1 56.6 48.9 64.9 61.2
Old : 59.7 54.7 74.7 68.1 56.6 48.9 64.9 61.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,140: 9,965 20,665 11,730 3,360 2,740 5,925 1,500 250 0 2,450 0: 1,530 1,175
Old : 32,140: 9,965 20,665 11,730 3,360 2,740 5,925 1,500 250 0 2,450 0: 1,530 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 240: -1,135 -240 1,980 -115 -595 -50 -100 250 0 1,250 -50: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 64.3 36.5 10.5 8.5 18.4 4.7 0.8 0.0 7.6 0.0: 4.8 3.7
Old : 100.0: 31.0 64.3 36.5 10.5 8.5 18.4 4.7 0.8 0.0 7.6 0.0: 4.8 3.7
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: 13 17 . . . . . . 0 . 0:
Old : 28: 13 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 : 75.0 43.4 87.6 60.8 66.7 41.2 75.8 57.3
Old : 75.0 43.4 87.6 60.8 66.7 41.2 75.8 57.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,370: 7,640 15,510 10,625 2,855 2,005 2,575 75 390 0 2,400 0: 1,135 1,135
Old : 24,370: 7,640 15,510 10,625 2,855 2,005 2,575 75 390 0 2,400 0: 1,135 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 115: -615 125 1,855 -480 -785 10 -25 40 0 1,200 0: -390 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 63.6 43.6 11.7 8.2 10.6 0.3 1.6 0.0 9.8 0.0: 4.7 4.7
Old : 100.0: 31.4 63.6 43.6 11.7 8.2 10.6 0.3 1.6 0.0 9.8 0.0: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . . . 0 . 0:
Old : 26: 13 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 : 76.6 41.3 88.5 61.9 64.8 37.2 71.3 56.9
Old : 76.6 41.3 88.5 61.9 64.8 37.2 71.3 56.9
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,235: 8,675 10,475 0 6,730 1,610 8,350 1,200 50 1,200 0 0: 1,350 1,170
Old : 21,235: 8,675 10,475 0 6,730 1,610 8,350 1,200 50 1,200 0 0: 1,350 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 870: 145 -420 0 1,865 -300 -100 -200 50 1,200 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 49.3 0.0 31.7 7.6 39.3 5.7 0.2 5.7 0.0 0.0: 6.4 5.5
Old : 100.0: 40.9 49.3 0.0 31.7 7.6 39.3 5.7 0.2 5.7 0.0 0.0: 6.4 5.5
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 : 23: 11 11 0 . . . . . . 0 0:
Old : 23: 11 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 : 73.3 67.7 87.4 86.7 73.3 59.9 80.2 76.3
Old : 73.3 67.7 87.4 86.7 73.3 59.9 80.2 76.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,375: 32,095 28,725 4,765 875 8,680 0 7,370 455 50 0 0: 10,330 10,270
Old : 56,375: 32,095 28,725 4,765 875 8,680 0 7,370 455 50 0 0: 10,330 10,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,595: -65 -1,315 -175 -35 300 -50 1,085 -435 25 0 -25: -1,170 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 51.0 8.5 1.6 15.4 0.0 13.1 0.8 0.1 0.0 0.0: 18.3 18.2
Old : 100.0: 56.9 51.0 8.5 1.6 15.4 0.0 13.1 0.8 0.1 0.0 0.0: 18.3 18.2
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: 17 18 . . . 0 . . . 0 0:
Old : 30: 17 18 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 36.3 69.3 58.0 39.2 27.2 46.4 41.4
Old : 49.3 36.3 69.3 58.0 39.2 27.2 46.4 41.4
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,415: 21,415 18,300 880 2,205 6,020 855 3,275 0 0 0 0: 12,245 11,615
Old : 41,415: 21,415 18,300 880 2,205 6,020 855 3,275 0 0 0 0: 12,245 11,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,500: 235 -1,025 -40 575 -575 -185 450 -200 0 0 0: -735 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 44.2 2.1 5.3 14.5 2.1 7.9 0.0 0.0 0.0 0.0: 29.6 28.0
Old : 100.0: 51.7 44.2 2.1 5.3 14.5 2.1 7.9 0.0 0.0 0.0 0.0: 29.6 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . . . . . 0 0 0 0:
Old : 24: 14 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 : 43.3 34.4 61.1 51.7 31.8 21.8 38.1 33.0
Old : 43.3 34.4 61.1 51.7 31.8 21.8 38.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2018