COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,806: 11,488 14,728 2,776 330 384 734 9,186 899 11,341 1,752 500: 684 1,027
Old : 28,806: 11,488 14,728 2,776 330 384 734 9,186 899 11,341 1,752 500: 684 1,027
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -2,261: -749 -1,758 -364 -12 -131 39 128 -60 -803 -196 -109: -84 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 51.1 9.6 1.1 1.3 2.5 31.9 3.1 39.4 6.1 1.7: 2.4 3.6
Old : 100.0: 39.9 51.1 9.6 1.1 1.3 2.5 31.9 3.1 39.4 6.1 1.7: 2.4 3.6
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 : 40: 14 13 4 . . . . . 7 5 5:
Old : 40: 14 13 4 . . . . . 7 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 67.7 64.9 80.5 37.0 60.1 52.9 65.3
Old : 41.3 67.7 64.9 80.5 37.0 60.1 52.9 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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,253: 27,288 28,009 0 6,774 9,772 7,266 72 3,642 1,290 1,594 3,888: 1,107 501
Old : 54,253: 27,288 28,009 0 6,774 9,772 7,266 72 3,642 1,290 1,594 3,888: 1,107 501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -925: -340 -778 0 110 -93 49 -5 -203 -488 -100 142: 9 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 51.6 0.0 12.5 18.0 13.4 0.1 6.7 2.4 2.9 7.2: 2.0 0.9
Old : 100.0: 50.3 51.6 0.0 12.5 18.0 13.4 0.1 6.7 2.4 2.9 7.2: 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 : 51: 27 27 0 4 . 5 . 6 5 6 9:
Old : 51: 27 27 0 4 . 5 . 6 5 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 46.8 60.1 63.8 24.3 25.1 30.6 33.5
Old : 41.1 46.8 60.1 63.8 24.3 25.1 30.6 33.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,595: 30,145 40,938 5,196 0 2,908 1,049 1,200 321 5,950 325 900: 125 3
Old : 46,595: 30,145 40,938 5,196 0 2,908 1,049 1,200 321 5,950 325 900: 125 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 351: 816 235 -342 0 136 -114 -150 80 -200 75 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 87.9 11.2 0.0 6.2 2.3 2.6 0.7 12.8 0.7 1.9: 0.3 0.0
Old : 100.0: 64.7 87.9 11.2 0.0 6.2 2.3 2.6 0.7 12.8 0.7 1.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 24 . 0 . 4 . . . . .:
Old : 40: 20 24 . 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 : 58.3 68.0 82.2 84.5 51.7 64.3 67.7 72.1
Old : 58.3 68.0 82.2 84.5 51.7 64.3 67.7 72.1
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,870: 18,406 18,635 860 3,575 425 125 0 0 3,050 300 875: 129 60
Old : 23,870: 18,406 18,635 860 3,575 425 125 0 0 3,050 300 875: 129 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 675: 800 425 -250 125 -50 100 0 0 25 125 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 78.1 3.6 15.0 1.8 0.5 0.0 0.0 12.8 1.3 3.7: 0.5 0.3
Old : 100.0: 77.1 78.1 3.6 15.0 1.8 0.5 0.0 0.0 12.8 1.3 3.7: 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 : 32: 17 14 . . . . 0 0 . . .:
Old : 32: 17 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 75.7 86.8 91.5 71.6 71.5 81.3 82.9
Old : 72.2 75.7 86.8 91.5 71.6 71.5 81.3 82.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 157,753: 142,433 112,943 1,615 28,486 5,505 1,365 4,976 1,830 2,735 1,790 2,005: 265 218
Old : 157,753: 142,433 112,943 1,615 28,486 5,505 1,365 4,976 1,830 2,735 1,790 2,005: 265 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,803: 1,775 444 -30 1,326 53 0 -50 0 10 40 -10: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 71.6 1.0 18.1 3.5 0.9 3.2 1.2 1.7 1.1 1.3: 0.2 0.1
Old : 100.0: 90.3 71.6 1.0 18.1 3.5 0.9 3.2 1.2 1.7 1.1 1.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 30 32 . . 4 4 4 . . . .:
Old : 51: 30 32 . . 4 4 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 60.1 60.8 72.9 38.4 47.3 50.2 54.9
Old : 41.4 60.1 60.8 72.9 38.4 47.3 50.2 54.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,589: 32,519 30,205 8,703 5,339 2,431 376 5,143 766 100 1,130 500: 195 75
Old : 45,589: 32,519 30,205 8,703 5,339 2,431 376 5,143 766 100 1,130 500: 195 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 376: 864 540 -787 -126 166 -75 -278 59 -25 -160 100: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 66.3 19.1 11.7 5.3 0.8 11.3 1.7 0.2 2.5 1.1: 0.4 0.2
Old : 100.0: 71.3 66.3 19.1 11.7 5.3 0.8 11.3 1.7 0.2 2.5 1.1: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 14 18 . . . . . . . . 4:
Old : 35: 14 18 . . . . . . . . 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 : 78.3 64.2 90.0 82.7 72.2 51.7 75.8 68.8
Old : 78.3 64.2 90.0 82.7 72.2 51.7 75.8 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,975: 24,988 20,160 3,807 8,470 970 150 0 0 0 375 0: 60 0
Old : 29,975: 24,988 20,160 3,807 8,470 970 150 0 0 0 375 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 385: 332 75 -67 25 60 0 0 0 0 225 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 67.3 12.7 28.3 3.2 0.5 0.0 0.0 0.0 1.3 0.0: 0.2 0.0
Old : 100.0: 83.4 67.3 12.7 28.3 3.2 0.5 0.0 0.0 0.0 1.3 0.0: 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 : 24: 9 13 . . . . 0 0 0 . 0:
Old : 24: 9 13 . . . . 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 : 88.3 90.8 98.3 96.5 82.8 80.1 86.5 84.5
Old : 88.3 90.8 98.3 96.5 82.8 80.1 86.5 84.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,679: 35,134 35,654 6,250 7,065 1,540 1,000 800 100 1,105 0 410: 140 110
Old : 45,679: 35,134 35,654 6,250 7,065 1,540 1,000 800 100 1,105 0 410: 140 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 32: 572 182 -250 -120 -20 -300 0 0 5 0 0: 25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 78.1 13.7 15.5 3.4 2.2 1.8 0.2 2.4 0.0 0.9: 0.3 0.2
Old : 100.0: 76.9 78.1 13.7 15.5 3.4 2.2 1.8 0.2 2.4 0.0 0.9: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 25 . . . . . . . 0 .:
Old : 36: 23 25 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 48.2 70.6 69.9 46.1 44.0 58.4 61.3
Old : 52.2 48.2 70.6 69.9 46.1 44.0 58.4 61.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,742: 46,770 45,662 6,384 19,310 4,835 11,165 1,320 235 1,605 0 380: 368 0
Old : 71,742: 46,770 45,662 6,384 19,310 4,835 11,165 1,320 235 1,605 0 380: 368 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -2: 48 -207 -625 -420 625 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 63.6 8.9 26.9 6.7 15.6 1.8 0.3 2.2 0.0 0.5: 0.5 0.0
Old : 100.0: 65.2 63.6 8.9 26.9 6.7 15.6 1.8 0.3 2.2 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 : 45: 26 25 4 . 4 7 . 4 . 0 .:
Old : 45: 26 25 4 . 4 7 . 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 : 41.4 58.0 62.3 74.8 36.8 55.0 53.0 64.2
Old : 41.4 58.0 62.3 74.8 36.8 55.0 53.0 64.2
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,059: 57,945 57,318 14,070 19,215 300 740 130 285 4,155 0 1,260: 304 551
Old : 79,059: 57,945 57,318 14,070 19,215 300 740 130 285 4,155 0 1,260: 304 551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,463: 1,063 2,228 800 220 0 340 -260 260 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 72.5 17.8 24.3 0.4 0.9 0.2 0.4 5.3 0.0 1.6: 0.4 0.7
Old : 100.0: 73.3 72.5 17.8 24.3 0.4 0.9 0.2 0.4 5.3 0.0 1.6: 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: 21 23 . . . . . . 4 0 .:
Old : 40: 21 23 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 61.9 68.8 79.5 47.2 61.9 67.5 76.2
Old : 47.9 61.9 68.8 79.5 47.2 61.9 67.5 76.2
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 113,439: 80,384 71,363 23,955 39,490 1,055 1,660 130 0 5,210 0 825: 350 576
Old : 113,439: 80,384 71,363 23,955 39,490 1,055 1,660 130 0 5,210 0 825: 350 576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,474: 594 1,754 1,230 720 0 690 0 0 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 62.9 21.1 34.8 0.9 1.5 0.1 0.0 4.6 0.0 0.7: 0.3 0.5
Old : 100.0: 70.9 62.9 21.1 34.8 0.9 1.5 0.1 0.0 4.6 0.0 0.7: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 26 25 . . . 4 . 0 4 0 .:
Old : 46: 26 25 . . . 4 . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 61.6 67.1 81.5 45.6 60.8 65.3 79.6
Old : 45.9 61.6 67.1 81.5 45.6 60.8 65.3 79.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,675: 28,425 38,535 9,900 50 1,600 455 0 0 75 75 100: 120 315
Old : 40,675: 28,425 38,535 9,900 50 1,600 455 0 0 75 75 100: 120 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,555: 1,275 1,845 570 0 -290 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 94.7 24.3 0.1 3.9 1.1 0.0 0.0 0.2 0.2 0.2: 0.3 0.8
Old : 100.0: 69.9 94.7 24.3 0.1 3.9 1.1 0.0 0.0 0.2 0.2 0.2: 0.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 16 4 . . . 0 0 . . .:
Old : 34: 19 16 4 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 86.4 84.7 93.0 55.0 83.9 78.6 87.6
Old : 59.2 86.4 84.7 93.0 55.0 83.9 78.6 87.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 26,672: 23,612 22,787 0 1,580 2,245 0 0 0 695 0 60: 60 0
Old : 26,672: 23,612 22,787 0 1,580 2,245 0 0 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 23, 2018 :
: -330: -50 -50 0 300 -280 0 -300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 85.4 0.0 5.9 8.4 0.0 0.0 0.0 2.6 0.0 0.2: 0.2 0.0
Old : 100.0: 88.5 85.4 0.0 5.9 8.4 0.0 0.0 0.0 2.6 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 20 0 . . 0 0 0 . 0 .:
Old : 27: 19 20 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 : 50.0 54.6 73.9 77.9 41.5 43.3 52.4 55.7
Old : 50.0 54.6 73.9 77.9 41.5 43.3 52.4 55.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,037: 37,422 34,438 414 7,860 8,313 2,957 0 272 3,624 2,395 2,747: 287 11
Old : 56,037: 37,422 34,438 414 7,860 8,313 2,957 0 272 3,624 2,395 2,747: 287 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,158: 1,036 1,192 264 -1,325 389 -294 0 162 144 1,311 -571: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 61.5 0.7 14.0 14.8 5.3 0.0 0.5 6.5 4.3 4.9: 0.5 0.0
Old : 100.0: 66.8 61.5 0.7 14.0 14.8 5.3 0.0 0.5 6.5 4.3 4.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 25 25 . . . 5 0 . 7 . 5:
Old : 48: 25 25 . . . 5 0 . 7 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 47.8 64.1 66.1 22.1 27.4 31.2 34.1
Old : 42.7 47.8 64.1 66.1 22.1 27.4 31.2 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,315: 7,075 7,625 860 600 900 100 0 0 1,000 900 1,050: 330 240
Old : 11,315: 7,075 7,625 860 600 900 100 0 0 1,000 900 1,050: 330 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,025: -175 975 0 0 0 0 0 0 1,000 -150 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 67.4 7.6 5.3 8.0 0.9 0.0 0.0 8.8 8.0 9.3: 2.9 2.1
Old : 100.0: 62.5 67.4 7.6 5.3 8.0 0.9 0.0 0.0 8.8 8.0 9.3: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 13 . . . . 0 0 . . .:
Old : 25: 13 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 42.8 74.2 67.2 33.5 37.9 50.0 55.3
Old : 50.3 42.8 74.2 67.2 33.5 37.9 50.0 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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,413: 38,978 50,013 10,655 100 3,000 405 0 0 180 25 140: 55 135
Old : 53,413: 38,978 50,013 10,655 100 3,000 405 0 0 180 25 140: 55 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,645: 1,115 1,805 570 0 20 -50 0 0 -10 0 0: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 93.6 19.9 0.2 5.6 0.8 0.0 0.0 0.3 0.0 0.3: 0.1 0.3
Old : 100.0: 73.0 93.6 19.9 0.2 5.6 0.8 0.0 0.0 0.3 0.0 0.3: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 20 . . . . 0 0 . . .:
Old : 35: 20 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 77.0 83.7 90.6 49.9 75.0 71.6 79.1
Old : 55.2 77.0 83.7 90.6 49.9 75.0 71.6 79.1
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,789: 38,229 29,664 690 12,065 705 1,800 0 0 580 80 275: 510 0
Old : 42,789: 38,229 29,664 690 12,065 705 1,800 0 0 580 80 275: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 450: 570 1,250 0 -680 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 69.3 1.6 28.2 1.6 4.2 0.0 0.0 1.4 0.2 0.6: 1.2 0.0
Old : 100.0: 89.3 69.3 1.6 28.2 1.6 4.2 0.0 0.0 1.4 0.2 0.6: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 25 . . . . 0 0 . . .:
Old : 35: 19 25 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 57.8 75.2 79.8 43.0 54.4 57.4 70.0
Old : 57.2 57.8 75.2 79.8 43.0 54.4 57.4 70.0
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,990: 55,830 59,277 6,833 7,175 1,160 1,000 0 0 3,244 500 225: 698 653
Old : 68,990: 55,830 59,277 6,833 7,175 1,160 1,000 0 0 3,244 500 225: 698 653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 7,295: 6,565 7,135 300 -120 280 50 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 85.9 9.9 10.4 1.7 1.4 0.0 0.0 4.7 0.7 0.3: 1.0 0.9
Old : 100.0: 80.9 85.9 9.9 10.4 1.7 1.4 0.0 0.0 4.7 0.7 0.3: 1.0 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 : 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 : 51.7 85.4 69.7 96.1 46.6 81.2 64.1 83.3
Old : 51.7 85.4 69.7 96.1 46.6 81.2 64.1 83.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,822: 58,695 61,184 7,193 7,620 2,210 1,000 0 0 3,691 2,000 240: 793 568
Old : 73,822: 58,695 61,184 7,193 7,620 2,210 1,000 0 0 3,691 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 23, 2018 :
: 5,005: 4,385 4,605 70 0 400 50 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 82.9 9.7 10.3 3.0 1.4 0.0 0.0 5.0 2.7 0.3: 1.1 0.8
Old : 100.0: 79.5 82.9 9.7 10.3 3.0 1.4 0.0 0.0 5.0 2.7 0.3: 1.1 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 : 31: 21 14 . . . . 0 0 . . .:
Old : 31: 21 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 81.3 71.3 94.3 47.8 78.4 63.7 83.8
Old : 54.6 81.3 71.3 94.3 47.8 78.4 63.7 83.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,627: 80,130 79,777 7,050 6,873 2,545 0 50 0 90 638 729: 83 15
Old : 90,627: 80,130 79,777 7,050 6,873 2,545 0 50 0 90 638 729: 83 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,790: 1,246 2,136 120 -180 205 0 0 0 10 -540 179: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 88.0 7.8 7.6 2.8 0.0 0.1 0.0 0.1 0.7 0.8: 0.1 0.0
Old : 100.0: 88.4 88.0 7.8 7.6 2.8 0.0 0.1 0.0 0.1 0.7 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 22 . . 4 0 . 0 . . .:
Old : 38: 21 22 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 58.7 80.3 82.9 56.9 55.0 73.1 72.6
Old : 61.1 58.7 80.3 82.9 56.9 55.0 73.1 72.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,017: 104,393 105,238 9,923 7,377 2,697 327 881 314 1,136 2,615 1,865: 361 30
Old : 121,017: 104,393 105,238 9,923 7,377 2,697 327 881 314 1,136 2,615 1,865: 361 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,761: 2,264 1,979 643 -372 267 2 143 40 -48 1,010 -278: -130 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 87.0 8.2 6.1 2.2 0.3 0.7 0.3 0.9 2.2 1.5: 0.3 0.0
Old : 100.0: 86.3 87.0 8.2 6.1 2.2 0.3 0.7 0.3 0.9 2.2 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 : 51: 22 29 . . . . . . 4 5 4:
Old : 51: 22 29 . . . . . . 4 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 49.7 77.2 73.2 52.2 49.7 65.2 64.3
Old : 57.4 49.7 77.2 73.2 52.2 49.7 65.2 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 51,275: 44,744 46,410 1,339 223 3,967 25 250 75 1,000 225 125: 0 0
Old : 51,275: 44,744 46,410 1,339 223 3,967 25 250 75 1,000 225 125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -25: 175 -25 -100 25 0 25 -25 -25 -125 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 90.5 2.6 0.4 7.7 0.0 0.5 0.1 2.0 0.4 0.2: 0.0 0.0
Old : 100.0: 87.3 90.5 2.6 0.4 7.7 0.0 0.5 0.1 2.0 0.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 17 . . . . . . . . .:
Old : 31: 13 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 82.4 96.8 95.0 83.0 81.6 89.6 87.2
Old : 87.2 82.4 96.8 95.0 83.0 81.6 89.6 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,693: 42,067 40,918 2,780 4,314 3,166 800 1,075 250 0 185 690: 940 95
Old : 50,693: 42,067 40,918 2,780 4,314 3,166 800 1,075 250 0 185 690: 940 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -949: -1,144 -794 480 5 -210 0 50 0 0 -25 25: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 80.7 5.5 8.5 6.2 1.6 2.1 0.5 0.0 0.4 1.4: 1.9 0.2
Old : 100.0: 83.0 80.7 5.5 8.5 6.2 1.6 2.1 0.5 0.0 0.4 1.4: 1.9 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 : 27: 18 18 . . . . . . 0 . .:
Old : 27: 18 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 67.6 79.3 81.9 43.7 55.9 59.5 64.4
Old : 49.6 67.6 79.3 81.9 43.7 55.9 59.5 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,845: 29,268 48,024 60 3,755 4,075 23,575 950 5 0 645 315: 547 76
Old : 57,845: 29,268 48,024 60 3,755 4,075 23,575 950 5 0 645 315: 547 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,333: -1,808 -1,388 60 -490 490 10 50 0 0 -10 10: -95 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 83.0 0.1 6.5 7.0 40.8 1.6 0.0 0.0 1.1 0.5: 0.9 0.1
Old : 100.0: 50.6 83.0 0.1 6.5 7.0 40.8 1.6 0.0 0.0 1.1 0.5: 0.9 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 : 32: 21 21 . . . 5 . . 0 . .:
Old : 32: 21 21 . . . 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 : 65.2 57.7 80.8 75.6 61.1 51.4 68.3 64.6
Old : 65.2 57.7 80.8 75.6 61.1 51.4 68.3 64.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,349: 20,551 36,289 15,726 0 356 65 0 415 0 0 0: 236 289
Old : 37,349: 20,551 36,289 15,726 0 356 65 0 415 0 0 0: 236 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 5: 25 5 -25 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 97.2 42.1 0.0 1.0 0.2 0.0 1.1 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 55.0 97.2 42.1 0.0 1.0 0.2 0.0 1.1 0.0 0.0 0.0: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 14 4 0 . . 0 . 0 0 0:
Old : 21: 13 14 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 : 61.7 86.4 84.6 93.6 61.2 79.2 79.4 85.7
Old : 61.7 86.4 84.6 93.6 61.2 79.2 79.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,826: 19,960 32,546 13,131 0 470 0 555 0 100 0 0: 165 255
Old : 33,826: 19,960 32,546 13,131 0 470 0 555 0 100 0 0: 165 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 96.2 38.8 0.0 1.4 0.0 1.6 0.0 0.3 0.0 0.0: 0.5 0.8
Old : 100.0: 59.0 96.2 38.8 0.0 1.4 0.0 1.6 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: 13 11 4 0 . 0 . 0 . 0 0:
Old : 23: 13 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 94.8 64.0 79.6 83.1 88.3
Old : 64.2 85.8 87.3 94.8 64.0 79.6 83.1 88.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,705: 32,141 32,416 1,217 239 1,630 75 850 0 198 270 300: 144 0
Old : 35,705: 32,141 32,416 1,217 239 1,630 75 850 0 198 270 300: 144 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 829: 399 814 0 -405 420 0 0 0 5 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 90.8 3.4 0.7 4.6 0.2 2.4 0.0 0.6 0.8 0.8: 0.4 0.0
Old : 100.0: 90.0 90.8 3.4 0.7 4.6 0.2 2.4 0.0 0.6 0.8 0.8: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 17 . . . . . 0 . . .:
Old : 33: 19 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 : 71.3 55.0 84.7 75.7 70.2 53.1 80.1 72.7
Old : 71.3 55.0 84.7 75.7 70.2 53.1 80.1 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,103: 21,236 23,781 2,303 100 446 0 55 195 210 0 340: 373 186
Old : 25,103: 21,236 23,781 2,303 100 446 0 55 195 210 0 340: 373 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 416: 451 366 -35 0 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 94.7 9.2 0.4 1.8 0.0 0.2 0.8 0.8 0.0 1.4: 1.5 0.7
Old : 100.0: 84.6 94.7 9.2 0.4 1.8 0.0 0.2 0.8 0.8 0.0 1.4: 1.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 20 . . . 0 . . . 0 .:
Old : 30: 17 20 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 65.5 82.7 83.0 63.6 64.4 74.7 78.8
Old : 67.1 65.5 82.7 83.0 63.6 64.4 74.7 78.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 46,920: 39,522 33,860 5,578 10,086 384 0 1,420 741 420 82 233: 42 114
Old : 46,920: 39,522 33,860 5,578 10,086 384 0 1,420 741 420 82 233: 42 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,411: 1,309 1,458 68 -12 -45 0 -57 -1 120 70 -10: -30 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 72.2 11.9 21.5 0.8 0.0 3.0 1.6 0.9 0.2 0.5: 0.1 0.2
Old : 100.0: 84.2 72.2 11.9 21.5 0.8 0.0 3.0 1.6 0.9 0.2 0.5: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 20 . . . 0 . . . . .:
Old : 37: 24 20 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 54.6 77.8 74.2 46.6 52.5 60.9 64.7
Old : 60.4 54.6 77.8 74.2 46.6 52.5 60.9 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,804: 35,895 27,921 3,183 12,607 826 1,440 0 90 120 285 65: 185 10
Old : 41,804: 35,895 27,921 3,183 12,607 826 1,440 0 90 120 285 65: 185 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 501: 546 456 -200 60 0 50 0 0 120 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 66.8 7.6 30.2 2.0 3.4 0.0 0.2 0.3 0.7 0.2: 0.4 0.0
Old : 100.0: 85.9 66.8 7.6 30.2 2.0 3.4 0.0 0.2 0.3 0.7 0.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 17 . . . . 0 . . . .:
Old : 32: 21 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 : 59.4 63.9 79.8 84.0 45.8 58.9 60.3 69.0
Old : 59.4 63.9 79.8 84.0 45.8 58.9 60.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,358: 11,439 18,837 4,278 0 3,512 2,755 0 0 150 0 0: 224 9
Old : 22,358: 11,439 18,837 4,278 0 3,512 2,755 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 23, 2018 :
: 1,150: 1,173 1,774 878 -96 -528 -373 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 84.3 19.1 0.0 15.7 12.3 0.0 0.0 0.7 0.0 0.0: 1.0 0.0
Old : 100.0: 51.2 84.3 19.1 0.0 15.7 12.3 0.0 0.0 0.7 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . 0 . . 0 0 . 0 0:
Old : 22: 11 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 68.9 90.0 95.4 53.2 65.8 71.0 74.7
Old : 63.0 68.9 90.0 95.4 53.2 65.8 71.0 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,350: 11,395 17,225 2,589 0 2,050 0 650 0 3,941 75 350: 25 0
Old : 20,350: 11,395 17,225 2,589 0 2,050 0 650 0 3,941 75 350: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -120: -100 280 -120 0 0 0 -400 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 84.6 12.7 0.0 10.1 0.0 3.2 0.0 19.4 0.4 1.7: 0.1 0.0
Old : 100.0: 56.0 84.6 12.7 0.0 10.1 0.0 3.2 0.0 19.4 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 : 52.3 86.4 82.9 97.0 42.6 79.5 67.6 81.5
Old : 52.3 86.4 82.9 97.0 42.6 79.5 67.6 81.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,680: 12,435 17,150 2,811 0 1,680 0 1,425 0 3,309 75 350: 95 0
Old : 20,680: 12,435 17,150 2,811 0 1,680 0 1,425 0 3,309 75 350: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -420: -400 -20 -120 0 0 0 -400 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 82.9 13.6 0.0 8.1 0.0 6.9 0.0 16.0 0.4 1.7: 0.5 0.0
Old : 100.0: 60.1 82.9 13.6 0.0 8.1 0.0 6.9 0.0 16.0 0.4 1.7: 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 : 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 : 48.9 85.1 80.5 95.6 39.8 82.8 68.1 84.7
Old : 48.9 85.1 80.5 95.6 39.8 82.8 68.1 84.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 329,910: 261,908 166,541 11,815 86,506 22,699 0 5,074 19,545 693 16,360 13,186: 64 0
Old : 329,910: 261,908 166,541 11,815 86,506 22,699 0 5,074 19,545 693 16,360 13,186: 64 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -723: -1,084 -991 -616 -324 651 0 -206 194 63 -115 69: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 50.5 3.6 26.2 6.9 0.0 1.5 5.9 0.2 5.0 4.0: 0.0 0.0
Old : 100.0: 79.4 50.5 3.6 26.2 6.9 0.0 1.5 5.9 0.2 5.0 4.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . 0 . . . . .:
Old : 25: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 54.0 89.6 78.8 47.0 40.7 47.4 44.9
Old : 74.3 54.0 89.6 78.8 47.0 40.7 47.4 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,720: 10,535 10,240 3,650 5,505 875 0 0 0 960 100 0: 700 0
Old : 16,720: 10,535 10,240 3,650 5,505 875 0 0 0 960 100 0: 700 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 61.2 21.8 32.9 5.2 0.0 0.0 0.0 5.7 0.6 0.0: 4.2 0.0
Old : 100.0: 63.0 61.2 21.8 32.9 5.2 0.0 0.0 0.0 5.7 0.6 0.0: 4.2 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 : 21: 10 10 . . . 0 0 0 . . 0:
Old : 21: 10 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 : 72.8 82.3 88.2 94.2 70.7 77.1 82.6 86.6
Old : 72.8 82.3 88.2 94.2 70.7 77.1 82.6 86.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,325: 13,435 13,150 5,800 7,105 970 0 0 0 960 100 0: 160 0
Old : 21,325: 13,435 13,150 5,800 7,105 970 0 0 0 960 100 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 61.7 27.2 33.3 4.5 0.0 0.0 0.0 4.5 0.5 0.0: 0.8 0.0
Old : 100.0: 63.0 61.7 27.2 33.3 4.5 0.0 0.0 0.0 4.5 0.5 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 . . . 0 0 0 . . 0:
Old : 22: 10 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 : 76.8 79.8 91.1 91.4 71.6 73.6 83.4 82.2
Old : 76.8 79.8 91.1 91.4 71.6 73.6 83.4 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,501: 11,494 16,630 9,875 5,015 485 140 100 60 3,170 3,230 965: 312 16
Old : 26,501: 11,494 16,630 9,875 5,015 485 140 100 60 3,170 3,230 965: 312 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 525: 0 -50 600 -150 150 0 0 0 -650 150 425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 62.8 37.3 18.9 1.8 0.5 0.4 0.2 12.0 12.2 3.6: 1.2 0.1
Old : 100.0: 43.4 62.8 37.3 18.9 1.8 0.5 0.4 0.2 12.0 12.2 3.6: 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: 11 12 . . . . . . . . .:
Old : 27: 11 12 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 57.5 91.7 83.1 66.1 53.7 87.5 78.5
Old : 69.3 57.5 91.7 83.1 66.1 53.7 87.5 78.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,050: 9,906 13,105 8,690 4,715 785 140 125 60 2,175 3,230 1,020: 274 10
Old : 23,050: 9,906 13,105 8,690 4,715 785 140 125 60 2,175 3,230 1,020: 274 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 575: 0 -50 600 -150 150 0 0 0 -650 150 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 56.9 37.7 20.5 3.4 0.6 0.5 0.3 9.4 14.0 4.4: 1.2 0.0
Old : 100.0: 43.0 56.9 37.7 20.5 3.4 0.6 0.5 0.3 9.4 14.0 4.4: 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 : 25: 11 10 . . . . . . . . .:
Old : 25: 11 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 63.9 89.3 88.2 64.8 58.2 84.5 80.8
Old : 69.6 63.9 89.3 88.2 64.8 58.2 84.5 80.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,123: 38,248 46,171 7,810 0 4,095 450 0 50 890 1,710 2,080: 500 17
Old : 54,123: 38,248 46,171 7,810 0 4,095 450 0 50 890 1,710 2,080: 500 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50: 150 0 0 0 0 -150 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 85.3 14.4 0.0 7.6 0.8 0.0 0.1 1.6 3.2 3.8: 0.9 0.0
Old : 100.0: 70.7 85.3 14.4 0.0 7.6 0.8 0.0 0.1 1.6 3.2 3.8: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 13 . 0 . . 0 . . . .:
Old : 32: 18 13 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 81.9 78.3 94.3 54.2 78.8 70.8 82.7
Old : 59.1 81.9 78.3 94.3 54.2 78.8 70.8 82.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,110: 38,019 45,920 7,631 0 3,560 450 0 50 0 460 3,120: 280 0
Old : 53,110: 38,019 45,920 7,631 0 3,560 450 0 50 0 460 3,120: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50: 150 0 0 0 0 -150 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 86.5 14.4 0.0 6.7 0.8 0.0 0.1 0.0 0.9 5.9: 0.5 0.0
Old : 100.0: 71.6 86.5 14.4 0.0 6.7 0.8 0.0 0.1 0.0 0.9 5.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 14 4 0 . . 0 . 0 . .:
Old : 34: 18 14 4 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 81.5 78.7 93.0 55.2 77.3 72.2 79.9
Old : 59.0 81.5 78.7 93.0 55.2 77.3 72.2 79.9
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,251: 86,566 81,677 14,470 18,569 2,784 815 125 1,105 6,821 8,512 3,384: 306 95
Old : 116,251: 86,566 81,677 14,470 18,569 2,784 815 125 1,105 6,821 8,512 3,384: 306 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 109: -111 448 0 -384 85 -135 65 -65 200 -175 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 70.3 12.4 16.0 2.4 0.7 0.1 1.0 5.9 7.3 2.9: 0.3 0.1
Old : 100.0: 74.5 70.3 12.4 16.0 2.4 0.7 0.1 1.0 5.9 7.3 2.9: 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 : 56: 32 28 . 4 4 . . . 6 . 4:
Old : 56: 32 28 . 4 4 . . . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 44.3 61.3 75.8 37.1 41.8 54.7 63.7
Old : 39.0 44.3 61.3 75.8 37.1 41.8 54.7 63.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,730: 98,585 85,323 16,980 25,937 1,660 2,300 2,820 590 7,321 11,335 2,940: 354 125
Old : 130,730: 98,585 85,323 16,980 25,937 1,660 2,300 2,820 590 7,321 11,335 2,940: 354 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 196: 331 64 0 -2 -136 -335 315 5 200 -181 131: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 65.3 13.0 19.8 1.3 1.8 2.2 0.5 5.6 8.7 2.2: 0.3 0.1
Old : 100.0: 75.4 65.3 13.0 19.8 1.3 1.8 2.2 0.5 5.6 8.7 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 : 61: 34 29 . 4 5 . 4 . 5 4 4:
Old : 61: 34 29 . 4 5 . 4 . 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 : 37.6 45.4 57.9 75.2 35.4 42.0 51.6 65.8
Old : 37.6 45.4 57.9 75.2 35.4 42.0 51.6 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 297,438: 183,010 191,577 40,516 25,149 21,633 9,301 16,049 17,718 10,261 10,891 14,304: 694 117
Old : 297,438: 183,010 191,577 40,516 25,149 21,633 9,301 16,049 17,718 10,261 10,891 14,304: 694 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 7,958: 4,982 1,597 -1,634 10 2,534 -88 681 267 1,854 2,754 185: -141 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 64.4 13.6 8.5 7.3 3.1 5.4 6.0 3.4 3.7 4.8: 0.2 0.0
Old : 100.0: 61.5 64.4 13.6 8.5 7.3 3.1 5.4 6.0 3.4 3.7 4.8: 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 : 87: 37 38 4 . 5 9 8 9 12 8 14:
Old : 87: 37 38 4 . 5 9 8 9 12 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 41.5 54.3 59.6 30.9 29.8 41.4 42.6
Old : 37.3 41.5 54.3 59.6 30.9 29.8 41.4 42.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,284: 16,354 32,699 9,607 0 0 1,305 0 20 5,518 230 335: 145 0
Old : 33,284: 16,354 32,699 9,607 0 0 1,305 0 20 5,518 230 335: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 100: 525 150 -25 0 0 -100 0 0 -250 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 98.2 28.9 0.0 0.0 3.9 0.0 0.1 16.6 0.7 1.0: 0.4 0.0
Old : 100.0: 49.1 98.2 28.9 0.0 0.0 3.9 0.0 0.1 16.6 0.7 1.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.1 95.4 80.4 99.1 55.1 93.9 79.0 94.8
Old : 56.1 95.4 80.4 99.1 55.1 93.9 79.0 94.8
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,294: 15,382 30,344 10,084 0 0 650 1,345 195 5,481 80 330: 172 0
Old : 32,294: 15,382 30,344 10,084 0 0 650 1,345 195 5,481 80 330: 172 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 100: 525 150 -25 0 0 -100 0 0 -250 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 94.0 31.2 0.0 0.0 2.0 4.2 0.6 17.0 0.2 1.0: 0.5 0.0
Old : 100.0: 47.6 94.0 31.2 0.0 0.0 2.0 4.2 0.6 17.0 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 : 59.2 92.9 83.8 98.9 58.3 91.1 82.8 94.5
Old : 59.2 92.9 83.8 98.9 58.3 91.1 82.8 94.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,307: 5,320 9,437 8,577 2,020 910 200 2,490 850 200 350 0: 2,250 2,250
Old : 18,307: 5,320 9,437 8,577 2,020 910 200 2,490 850 200 350 0: 2,250 2,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 250: 150 50 -100 -50 150 0 100 -100 100 50 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 51.5 46.9 11.0 5.0 1.1 13.6 4.6 1.1 1.9 0.0: 12.3 12.3
Old : 100.0: 29.1 51.5 46.9 11.0 5.0 1.1 13.6 4.6 1.1 1.9 0.0: 12.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 13 . . . . . . . . 0:
Old : 25: 12 13 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 56.1 81.6 72.7 66.7 47.7 70.6 62.3
Old : 73.4 56.1 81.6 72.7 66.7 47.7 70.6 62.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,575: 2,365 8,665 7,590 150 900 75 1,340 635 125 0 0: 885 885
Old : 12,575: 2,365 8,665 7,590 150 900 75 1,340 635 125 0 0: 885 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 68.9 60.4 1.2 7.2 0.6 10.7 5.0 1.0 0.0 0.0: 7.0 7.0
Old : 100.0: 18.8 68.9 60.4 1.2 7.2 0.6 10.7 5.0 1.0 0.0 0.0: 7.0 7.0
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 13 . . . . . . . 0 0:
Old : 21: 8 13 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 46.3 89.8 76.8 72.3 39.2 73.9 64.0
Old : 77.9 46.3 89.8 76.8 72.3 39.2 73.9 64.0
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,979: 30,610 22,141 14,898 28,390 175 7,935 5,540 1,690 2,965 0 2,400: 9,306 9,643
Old : 69,979: 30,610 22,141 14,898 28,390 175 7,935 5,540 1,690 2,965 0 2,400: 9,306 9,643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 275: 45 65 50 230 0 200 0 -60 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 31.6 21.3 40.6 0.3 11.3 7.9 2.4 4.2 0.0 3.4: 13.3 13.8
Old : 100.0: 43.7 31.6 21.3 40.6 0.3 11.3 7.9 2.4 4.2 0.0 3.4: 13.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 18 . . . . . . . 0 .:
Old : 28: 15 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 : 57.4 53.9 79.8 68.7 54.4 53.9 70.0 66.9
Old : 57.4 53.9 79.8 68.7 54.4 53.9 70.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,411: 30,619 21,532 13,625 28,135 175 8,880 5,540 1,790 2,550 0 2,435: 8,337 8,804
Old : 68,411: 30,619 21,532 13,625 28,135 175 8,880 5,540 1,790 2,550 0 2,435: 8,337 8,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 280: 265 45 50 180 0 -90 0 40 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 31.5 19.9 41.1 0.3 13.0 8.1 2.6 3.7 0.0 3.6: 12.2 12.9
Old : 100.0: 44.8 31.5 19.9 41.1 0.3 13.0 8.1 2.6 3.7 0.0 3.6: 12.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . . . . . . 0 .:
Old : 28: 14 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 : 59.3 54.3 79.2 68.9 56.5 54.3 69.8 66.3
Old : 59.3 54.3 79.2 68.9 56.5 54.3 69.8 66.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,515: 12,840 5,250 2,085 0 1,165 0 10,615 275 1,245 600 2,280: 3,625 3,330
Old : 23,515: 12,840 5,250 2,085 0 1,165 0 10,615 275 1,245 600 2,280: 3,625 3,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 150: -125 -50 -200 0 0 -35 90 -35 400 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 22.3 8.9 0.0 5.0 0.0 45.1 1.2 5.3 2.6 9.7: 15.4 14.2
Old : 100.0: 54.6 22.3 8.9 0.0 5.0 0.0 45.1 1.2 5.3 2.6 9.7: 15.4 14.2
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: 15 10 . 0 . 0 . . . . .:
Old : 26: 15 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 : 46.5 66.6 68.7 76.6 35.9 58.4 53.9 63.8
Old : 46.5 66.6 68.7 76.6 35.9 58.4 53.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,640: 11,925 5,275 3,000 0 965 0 10,490 275 1,145 600 2,480: 3,850 3,555
Old : 23,640: 11,925 5,275 3,000 0 965 0 10,490 275 1,145 600 2,480: 3,850 3,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 150: -225 -50 -200 0 0 -60 65 -10 500 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 22.3 12.7 0.0 4.1 0.0 44.4 1.2 4.8 2.5 10.5: 16.3 15.0
Old : 100.0: 50.4 22.3 12.7 0.0 4.1 0.0 44.4 1.2 4.8 2.5 10.5: 16.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . 0 . 0 . . . . .:
Old : 25: 15 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 : 48.1 66.6 67.7 76.5 36.1 57.6 52.9 63.0
Old : 48.1 66.6 67.7 76.5 36.1 57.6 52.9 63.0
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,895: 11,515 3,955 0 3,495 1,035 0 1,225 1,500 0 2,885 0: 1,845 1,800
Old : 15,895: 11,515 3,955 0 3,495 1,035 0 1,225 1,500 0 2,885 0: 1,845 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 24.9 0.0 22.0 6.5 0.0 7.7 9.4 0.0 18.2 0.0: 11.6 11.3
Old : 100.0: 72.4 24.9 0.0 22.0 6.5 0.0 7.7 9.4 0.0 18.2 0.0: 11.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 7 0 . . 0 . . 0 . 0:
Old : 21: 12 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 : 50.7 58.4 76.6 86.1 48.7 49.1 62.6 61.4
Old : 50.7 58.4 76.6 86.1 48.7 49.1 62.6 61.4
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,226: 11,036 21,801 4,117 2,155 385 9,930 880 0 0 0 0: 2,758 3,005
Old : 28,226: 11,036 21,801 4,117 2,155 385 9,930 880 0 0 0 0: 2,758 3,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 300: 300 0 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 77.2 14.6 7.6 1.4 35.2 3.1 0.0 0.0 0.0 0.0: 9.8 10.6
Old : 100.0: 39.1 77.2 14.6 7.6 1.4 35.2 3.1 0.0 0.0 0.0 0.0: 9.8 10.6
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: 8 13 . . . . . 0 0 0 0:
Old : 20: 8 13 . . . . . 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 : 70.9 72.5 87.3 82.4 70.8 71.1 83.2 79.6
Old : 70.9 72.5 87.3 82.4 70.8 71.1 83.2 79.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,400: 14,700 32,475 10,880 0 410 3,950 1,350 50 4,905 875 775: 2,730 2,465
Old : 38,400: 14,700 32,475 10,880 0 410 3,950 1,350 50 4,905 875 775: 2,730 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 835: 125 1,040 625 0 -80 50 0 -100 240 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 84.6 28.3 0.0 1.1 10.3 3.5 0.1 12.8 2.3 2.0: 7.1 6.4
Old : 100.0: 38.3 84.6 28.3 0.0 1.1 10.3 3.5 0.1 12.8 2.3 2.0: 7.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 9 . 0 . . . . . . .:
Old : 27: 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 : 54.7 79.9 78.6 90.4 52.3 78.9 75.4 88.0
Old : 54.7 79.9 78.6 90.4 52.3 78.9 75.4 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,745: 13,230 30,115 10,000 0 260 3,640 1,350 400 4,855 525 775: 2,585 2,320
Old : 35,745: 13,230 30,115 10,000 0 260 3,640 1,350 400 4,855 525 775: 2,585 2,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 920: 125 1,040 625 0 -80 0 -50 50 240 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 84.2 28.0 0.0 0.7 10.2 3.8 1.1 13.6 1.5 2.2: 7.2 6.5
Old : 100.0: 37.0 84.2 28.0 0.0 0.7 10.2 3.8 1.1 13.6 1.5 2.2: 7.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 8 . 0 . . . . . . .:
Old : 26: 14 8 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 79.5 78.3 89.8 52.8 78.5 75.2 87.3
Old : 55.3 79.5 78.3 89.8 52.8 78.5 75.2 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,860: 8,310 2,375 1,075 4,925 50 0 2,105 40 0 325 100: 1,285 940
Old : 10,860: 8,310 2,375 1,075 4,925 50 0 2,105 40 0 325 100: 1,285 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 270: 230 0 0 280 0 0 -50 40 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 21.9 9.9 45.3 0.5 0.0 19.4 0.4 0.0 3.0 0.9: 11.8 8.7
Old : 100.0: 76.5 21.9 9.9 45.3 0.5 0.0 19.4 0.4 0.0 3.0 0.9: 11.8 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 : 20: 10 9 . . . 0 . . 0 . .:
Old : 20: 10 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 : 73.5 73.4 84.4 85.3 72.0 68.8 77.4 77.8
Old : 73.5 73.4 84.4 85.3 72.0 68.8 77.4 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,135: 26,360 15,025 0 12,470 1,265 1,250 9,615 390 9,055 125 3,040: 1,775 1,205
Old : 43,135: 26,360 15,025 0 12,470 1,265 1,250 9,615 390 9,055 125 3,040: 1,775 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -215: 250 -235 0 -100 0 -225 -50 50 -410 0 110: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 34.8 0.0 28.9 2.9 2.9 22.3 0.9 21.0 0.3 7.0: 4.1 2.8
Old : 100.0: 61.1 34.8 0.0 28.9 2.9 2.9 22.3 0.9 21.0 0.3 7.0: 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 15 0 . . . . 4 . . .:
Old : 31: 16 15 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 : 70.5 61.6 82.6 84.8 62.9 58.2 72.6 76.6
Old : 70.5 61.6 82.6 84.8 62.9 58.2 72.6 76.6
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,650: 26,870 13,810 0 13,110 1,265 650 9,590 565 8,575 125 2,950: 1,775 1,235
Old : 42,650: 26,870 13,810 0 13,110 1,265 650 9,590 565 8,575 125 2,950: 1,775 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -295: 170 -315 0 -100 0 -225 -50 50 -410 0 110: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 32.4 0.0 30.7 3.0 1.5 22.5 1.3 20.1 0.3 6.9: 4.2 2.9
Old : 100.0: 63.0 32.4 0.0 30.7 3.0 1.5 22.5 1.3 20.1 0.3 6.9: 4.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 0 . . . . 4 . . .:
Old : 31: 17 15 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 : 71.7 63.1 83.3 85.1 64.6 59.5 73.7 74.2
Old : 71.7 63.1 83.3 85.1 64.6 59.5 73.7 74.2
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,710: 24,115 17,370 0 18,835 430 15,555 50 975 2,080 5,495 2,080: 2,475 2,475
Old : 47,710: 24,115 17,370 0 18,835 430 15,555 50 975 2,080 5,495 2,080: 2,475 2,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,380: 820 295 0 275 0 925 0 0 0 1,175 -375: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 36.4 0.0 39.5 0.9 32.6 0.1 2.0 4.4 11.5 4.4: 5.2 5.2
Old : 100.0: 50.5 36.4 0.0 39.5 0.9 32.6 0.1 2.0 4.4 11.5 4.4: 5.2 5.2
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: 19 10 0 . . . . . . . .:
Old : 30: 19 10 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 73.5 78.9 91.4 59.8 68.3 76.5 84.2
Old : 59.9 73.5 78.9 91.4 59.8 68.3 76.5 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,480: 21,650 18,785 0 14,810 585 15,530 50 1,035 1,960 5,495 2,080: 2,640 2,640
Old : 45,480: 21,650 18,785 0 14,810 585 15,530 50 1,035 1,960 5,495 2,080: 2,640 2,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,370: 820 295 0 275 0 925 0 0 0 1,175 -375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 41.3 0.0 32.6 1.3 34.1 0.1 2.3 4.3 12.1 4.6: 5.8 5.8
Old : 100.0: 47.6 41.3 0.0 32.6 1.3 34.1 0.1 2.3 4.3 12.1 4.6: 5.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 10 0 . . . . 4 . . .:
Old : 30: 18 10 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 : 60.4 68.7 78.4 90.3 60.1 62.3 75.4 82.3
Old : 60.4 68.7 78.4 90.3 60.1 62.3 75.4 82.3
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,200: 52,645 82,900 30,280 1,475 1,285 8,655 80 5,490 1,000 8,065 5,435: 9,410 9,470
Old : 114,200: 52,645 82,900 30,280 1,475 1,285 8,655 80 5,490 1,000 8,065 5,435: 9,410 9,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 780: 1,235 1,355 775 -175 -60 -900 -25 135 0 -45 -350: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 72.6 26.5 1.3 1.1 7.6 0.1 4.8 0.9 7.1 4.8: 8.2 8.3
Old : 100.0: 46.1 72.6 26.5 1.3 1.1 7.6 0.1 4.8 0.9 7.1 4.8: 8.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 25 . . . . . 4 . . .:
Old : 41: 21 25 . . . . . 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 : 62.3 53.0 76.5 67.8 56.4 48.5 63.3 59.7
Old : 62.3 53.0 76.5 67.8 56.4 48.5 63.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,729: 48,415 76,875 26,810 1,085 1,490 9,767 155 4,072 650 7,290 6,160: 10,365 10,602
Old : 107,729: 48,415 76,875 26,810 1,085 1,490 9,767 155 4,072 650 7,290 6,160: 10,365 10,602
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,055: 1,565 1,665 655 -175 115 -700 -25 -20 0 55 -425: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 71.4 24.9 1.0 1.4 9.1 0.1 3.8 0.6 6.8 5.7: 9.6 9.8
Old : 100.0: 44.9 71.4 24.9 1.0 1.4 9.1 0.1 3.8 0.6 6.8 5.7: 9.6 9.8
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 : 39: 17 24 . . . . . 4 . . .:
Old : 39: 17 24 . . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 51.4 75.6 66.7 55.1 45.9 63.3 59.5
Old : 61.1 51.4 75.6 66.7 55.1 45.9 63.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,560: 10,270 21,915 11,760 2,930 3,105 6,480 1,550 365 0 2,450 0: 1,580 1,245
Old : 33,560: 10,270 21,915 11,760 2,930 3,105 6,480 1,550 365 0 2,450 0: 1,580 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 225: 25 120 230 0 -50 -115 0 115 0 0 0: 20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 65.3 35.0 8.7 9.3 19.3 4.6 1.1 0.0 7.3 0.0: 4.7 3.7
Old : 100.0: 30.6 65.3 35.0 8.7 9.3 19.3 4.6 1.1 0.0 7.3 0.0: 4.7 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 : 29: 13 17 . . . . . . 0 . 0:
Old : 29: 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 : 73.8 42.8 87.2 62.2 65.6 41.4 74.7 59.7
Old : 73.8 42.8 87.2 62.2 65.6 41.4 74.7 59.7
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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,940: 7,865 16,715 11,205 3,175 2,040 3,295 75 370 0 2,400 0: 1,165 1,165
Old : 25,940: 7,865 16,715 11,205 3,175 2,040 3,295 75 370 0 2,400 0: 1,165 1,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 255: -25 255 180 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 64.4 43.2 12.2 7.9 12.7 0.3 1.4 0.0 9.3 0.0: 4.5 4.5
Old : 100.0: 30.3 64.4 43.2 12.2 7.9 12.7 0.3 1.4 0.0 9.3 0.0: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . . . . 0 . 0:
Old : 26: 14 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 : 75.2 40.1 88.0 59.6 65.2 35.7 71.6 54.4
Old : 75.2 40.1 88.0 59.6 65.2 35.7 71.6 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,935: 8,925 12,175 0 6,460 1,880 9,500 1,170 80 1,200 0 0: 1,350 1,170
Old : 22,935: 8,925 12,175 0 6,460 1,880 9,500 1,170 80 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 23, 2018 :
: 300: 0 300 0 -300 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 53.1 0.0 28.2 8.2 41.4 5.1 0.3 5.2 0.0 0.0: 5.9 5.1
Old : 100.0: 38.9 53.1 0.0 28.2 8.2 41.4 5.1 0.3 5.2 0.0 0.0: 5.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 74.4 66.6 88.2 85.3 74.2 58.0 80.6 75.8
Old : 74.4 66.6 88.2 85.3 74.2 58.0 80.6 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,115: 32,380 28,805 6,285 1,400 7,585 50 8,920 755 350 0 0: 10,710 10,650
Old : 58,115: 32,380 28,805 6,285 1,400 7,585 50 8,920 755 350 0 0: 10,710 10,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 140: -435 -40 695 300 -950 0 0 300 0 0 0: 530 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 49.6 10.8 2.4 13.1 0.1 15.3 1.3 0.6 0.0 0.0: 18.4 18.3
Old : 100.0: 55.7 49.6 10.8 2.4 13.1 0.1 15.3 1.3 0.6 0.0 0.0: 18.4 18.3
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 : 32: 17 18 . . . . . . . 0 0:
Old : 32: 17 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 : 48.9 36.3 67.7 57.2 38.5 27.2 47.2 41.4
Old : 48.9 36.3 67.7 57.2 38.5 27.2 47.2 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 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,665: 21,795 18,000 1,415 1,720 5,905 855 4,975 0 0 0 0: 12,695 12,065
Old : 42,665: 21,795 18,000 1,415 1,720 5,905 855 4,975 0 0 0 0: 12,695 12,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50: -550 -50 415 -185 -415 0 100 0 0 0 0: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 42.2 3.3 4.0 13.8 2.0 11.7 0.0 0.0 0.0 0.0: 29.8 28.3
Old : 100.0: 51.1 42.2 3.3 4.0 13.8 2.0 11.7 0.0 0.0 0.0 0.0: 29.8 28.3
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 17 . . . . . 0 0 0 0:
Old : 26: 15 17 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 35.3 60.9 51.5 30.7 24.3 38.5 35.1
Old : 42.4 35.3 60.9 51.5 30.7 24.3 38.5 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2018