COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,229: 11,018 14,798 2,500 417 606 289 8,298 953 11,649 1,624 510: 704 1,023
Old : 28,229: 11,018 14,798 2,500 417 606 289 8,298 953 11,649 1,624 510: 704 1,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -577: -470 70 -276 87 222 -445 -888 54 308 -128 10: 20 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 52.4 8.9 1.5 2.1 1.0 29.4 3.4 41.3 5.8 1.8: 2.5 3.6
Old : 100.0: 39.0 52.4 8.9 1.5 2.1 1.0 29.4 3.4 41.3 5.8 1.8: 2.5 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 . 4 . . . 7 5 5:
Old : 40: 14 13 4 . 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 : 42.6 64.4 66.2 78.5 38.6 56.7 55.2 63.9
Old : 42.6 64.4 66.2 78.5 38.6 56.7 55.2 63.9
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,810: 25,663 25,917 0 6,906 9,471 6,326 123 3,756 1,626 1,197 3,974: 993 466
Old : 51,810: 25,663 25,917 0 6,906 9,471 6,326 123 3,756 1,626 1,197 3,974: 993 466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,443: -1,624 -2,092 0 132 -301 -940 50 114 336 -397 85: -113 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 50.0 0.0 13.3 18.3 12.2 0.2 7.3 3.1 2.3 7.7: 1.9 0.9
Old : 100.0: 49.5 50.0 0.0 13.3 18.3 12.2 0.2 7.3 3.1 2.3 7.7: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 28 0 . . 5 . 6 5 6 9:
Old : 50: 27 28 0 . . 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 : 42.1 47.1 61.5 63.5 24.8 25.2 31.0 33.3
Old : 42.1 47.1 61.5 63.5 24.8 25.2 31.0 33.3
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,384: 27,961 39,155 5,392 0 2,457 789 1,100 346 6,350 300 0: 90 26
Old : 43,384: 27,961 39,155 5,392 0 2,457 789 1,100 346 6,350 300 0: 90 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -3,210: -2,185 -1,782 196 0 -451 -260 -100 25 400 -25 -900: -35 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 90.3 12.4 0.0 5.7 1.8 2.5 0.8 14.6 0.7 0.0: 0.2 0.1
Old : 100.0: 64.4 90.3 12.4 0.0 5.7 1.8 2.5 0.8 14.6 0.7 0.0: 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 : 39: 18 23 . 0 . 4 . . . . 0:
Old : 39: 18 23 . 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 : 61.7 70.8 84.8 85.7 55.6 66.9 71.5 74.4
Old : 61.7 70.8 84.8 85.7 55.6 66.9 71.5 74.4
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 22,865: 17,371 18,195 60 3,425 905 125 0 0 4,125 150 150: 129 40
Old : 22,865: 17,371 18,195 60 3,425 905 125 0 0 4,125 150 150: 129 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,005: -1,035 -440 -800 -150 480 0 0 0 1,075 -150 -725: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 79.6 0.3 15.0 4.0 0.5 0.0 0.0 18.0 0.7 0.7: 0.6 0.2
Old : 100.0: 76.0 79.6 0.3 15.0 4.0 0.5 0.0 0.0 18.0 0.7 0.7: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 . . . . 0 0 4 . .:
Old : 28: 14 14 . . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 75.9 88.7 91.9 75.0 72.0 81.3 82.1
Old : 75.5 75.9 88.7 91.9 75.0 72.0 81.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,503: 138,785 109,799 1,551 29,408 4,619 1,255 4,555 1,860 2,690 540 2,490: 253 232
Old : 153,503: 138,785 109,799 1,551 29,408 4,619 1,255 4,555 1,860 2,690 540 2,490: 253 232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -4,250: -3,648 -3,144 -64 922 -886 -110 -421 30 -45 -1,250 485: -12 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 71.5 1.0 19.2 3.0 0.8 3.0 1.2 1.8 0.4 1.6: 0.2 0.2
Old : 100.0: 90.4 71.5 1.0 19.2 3.0 0.8 3.0 1.2 1.8 0.4 1.6: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 30 32 . . 4 . 4 . . . .:
Old : 51: 30 32 . . 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 : 41.7 61.8 59.2 74.6 39.4 50.1 51.4 58.2
Old : 41.7 61.8 59.2 74.6 39.4 50.1 51.4 58.2
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 42,381: 31,063 28,509 7,381 4,866 2,525 150 4,837 840 150 575 200: 72 30
Old : 42,381: 31,063 28,509 7,381 4,866 2,525 150 4,837 840 150 575 200: 72 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -3,208: -1,455 -1,696 -1,322 -474 94 -226 -306 74 50 -555 -300: -123 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 67.3 17.4 11.5 6.0 0.4 11.4 2.0 0.4 1.4 0.5: 0.2 0.1
Old : 100.0: 73.3 67.3 17.4 11.5 6.0 0.4 11.4 2.0 0.4 1.4 0.5: 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 : 28: 13 16 . . . . . . . . .:
Old : 28: 13 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 66.4 93.0 86.3 73.7 53.1 78.2 72.0
Old : 80.3 66.4 93.0 86.3 73.7 53.1 78.2 72.0
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,500: 23,113 18,560 3,442 7,935 755 150 0 0 0 250 0: 40 0
Old : 27,500: 23,113 18,560 3,442 7,935 755 150 0 0 0 250 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,475: -1,875 -1,600 -365 -535 -215 0 0 0 0 -125 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 67.5 12.5 28.9 2.7 0.5 0.0 0.0 0.0 0.9 0.0: 0.1 0.0
Old : 100.0: 84.0 67.5 12.5 28.9 2.7 0.5 0.0 0.0 0.0 0.9 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 12 . . . . 0 0 0 . 0:
Old : 22: 9 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 : 88.7 91.9 98.2 97.3 83.6 81.0 86.1 85.0
Old : 88.7 91.9 98.2 97.3 83.6 81.0 86.1 85.0
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 46,111: 35,621 34,451 6,295 8,995 1,570 1,100 700 0 1,115 0 300: 110 95
Old : 46,111: 35,621 34,451 6,295 8,995 1,570 1,100 700 0 1,115 0 300: 110 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 432: 487 -1,203 45 1,930 30 100 -100 -100 10 0 -110: -30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 74.7 13.7 19.5 3.4 2.4 1.5 0.0 2.4 0.0 0.7: 0.2 0.2
Old : 100.0: 77.3 74.7 13.7 19.5 3.4 2.4 1.5 0.0 2.4 0.0 0.7: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 25 . . . . . 0 . 0 .:
Old : 35: 23 25 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 50.6 71.9 70.6 45.0 47.3 58.2 62.9
Old : 49.4 50.6 71.9 70.6 45.0 47.3 58.2 62.9
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,915: 47,363 44,924 7,054 21,475 3,705 10,865 1,230 200 1,980 0 380: 368 1
Old : 71,915: 47,363 44,924 7,054 21,475 3,705 10,865 1,230 200 1,980 0 380: 368 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 173: 593 -738 670 2,165 -1,130 -300 -90 -35 375 0 0: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 62.5 9.8 29.9 5.2 15.1 1.7 0.3 2.8 0.0 0.5: 0.5 0.0
Old : 100.0: 65.9 62.5 9.8 29.9 5.2 15.1 1.7 0.3 2.8 0.0 0.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 25 4 . 4 8 . 4 . 0 .:
Old : 42: 25 25 4 . 4 8 . 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 : 40.3 58.9 62.9 75.0 36.4 56.9 53.5 65.6
Old : 40.3 58.9 62.9 75.0 36.4 56.9 53.5 65.6
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 78,449: 57,222 58,178 14,218 17,980 300 785 120 190 4,302 0 1,150: 282 531
Old : 78,449: 57,222 58,178 14,218 17,980 300 785 120 190 4,302 0 1,150: 282 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -610: -723 860 148 -1,235 0 45 -10 -95 147 0 -110: -22 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 74.2 18.1 22.9 0.4 1.0 0.2 0.2 5.5 0.0 1.5: 0.4 0.7
Old : 100.0: 72.9 74.2 18.1 22.9 0.4 1.0 0.2 0.2 5.5 0.0 1.5: 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 : 39: 21 23 . . . . . . 4 0 .:
Old : 39: 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 : 49.6 62.1 70.3 79.2 48.9 62.1 69.3 75.9
Old : 49.6 62.1 70.3 79.2 48.9 62.1 69.3 75.9
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 110,609: 77,905 70,558 23,854 37,510 1,055 1,305 120 0 5,356 0 800: 334 566
Old : 110,609: 77,905 70,558 23,854 37,510 1,055 1,305 120 0 5,356 0 800: 334 566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,830: -2,479 -805 -101 -1,980 0 -355 -10 0 146 0 -25: -16 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 63.8 21.6 33.9 1.0 1.2 0.1 0.0 4.8 0.0 0.7: 0.3 0.5
Old : 100.0: 70.4 63.8 21.6 33.9 1.0 1.2 0.1 0.0 4.8 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: 25 26 . . . 4 . 0 4 0 .:
Old : 46: 25 26 . . . 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 : 47.2 60.0 68.2 80.7 46.9 59.1 66.5 78.8
Old : 47.2 60.0 68.2 80.7 46.9 59.1 66.5 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,990: 29,160 39,330 9,765 50 2,315 455 0 0 75 60 100: 120 135
Old : 41,990: 29,160 39,330 9,765 50 2,315 455 0 0 75 60 100: 120 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,315: 735 795 -135 0 715 0 0 0 0 -15 0: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 93.7 23.3 0.1 5.5 1.1 0.0 0.0 0.2 0.1 0.2: 0.3 0.3
Old : 100.0: 69.4 93.7 23.3 0.1 5.5 1.1 0.0 0.0 0.2 0.1 0.2: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.1 84.7 84.8 93.4 54.4 81.4 76.7 86.1
Old : 60.1 84.7 84.8 93.4 54.4 81.4 76.7 86.1
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 27,307: 24,727 23,847 0 1,635 1,765 0 0 0 695 0 60: 60 0
Old : 27,307: 24,727 23,847 0 1,635 1,765 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 30, 2018 :
: 635: 1,115 1,060 0 55 -480 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 87.3 0.0 6.0 6.5 0.0 0.0 0.0 2.5 0.0 0.2: 0.2 0.0
Old : 100.0: 90.6 87.3 0.0 6.0 6.5 0.0 0.0 0.0 2.5 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 : 28: 19 21 0 . . 0 0 0 . 0 .:
Old : 28: 19 21 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 : 47.9 53.9 73.8 77.3 38.3 41.1 48.9 52.1
Old : 47.9 53.9 73.8 77.3 38.3 41.1 48.9 52.1
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,651: 37,693 34,745 509 7,604 8,653 2,793 0 321 3,604 2,550 2,756: 322 23
Old : 56,651: 37,693 34,745 509 7,604 8,653 2,793 0 321 3,604 2,550 2,756: 322 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 614: 271 307 94 -257 339 -163 0 49 -20 155 9: 35 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 61.3 0.9 13.4 15.3 4.9 0.0 0.6 6.4 4.5 4.9: 0.6 0.0
Old : 100.0: 66.5 61.3 0.9 13.4 15.3 4.9 0.0 0.6 6.4 4.5 4.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 27 25 . . . 5 0 . 6 . 5:
Old : 48: 27 25 . . . 5 0 . 6 . 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 : 42.2 48.0 64.2 66.8 22.1 26.0 31.3 33.5
Old : 42.2 48.0 64.2 66.8 22.1 26.0 31.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,229: 6,965 7,515 884 600 900 100 0 0 1,000 900 1,050: 330 264
Old : 11,229: 6,965 7,515 884 600 900 100 0 0 1,000 900 1,050: 330 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -86: -110 -110 24 0 0 0 0 0 0 0 0: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 66.9 7.9 5.3 8.0 0.9 0.0 0.0 8.9 8.0 9.4: 2.9 2.4
Old : 100.0: 62.0 66.9 7.9 5.3 8.0 0.9 0.0 0.0 8.9 8.0 9.4: 2.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.4 42.6 71.9 67.2 30.1 37.6 47.4 55.2
Old : 47.4 42.6 71.9 67.2 30.1 37.6 47.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,618: 39,418 50,378 10,535 100 3,780 380 0 0 310 25 140: 55 195
Old : 54,618: 39,418 50,378 10,535 100 3,780 380 0 0 310 25 140: 55 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,205: 440 365 -120 0 780 -25 0 0 130 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 92.2 19.3 0.2 6.9 0.7 0.0 0.0 0.6 0.0 0.3: 0.1 0.4
Old : 100.0: 72.2 92.2 19.3 0.2 6.9 0.7 0.0 0.0 0.6 0.0 0.3: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 20 . . . . 0 0 . . .:
Old : 36: 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 : 56.5 76.7 84.0 91.0 49.9 73.3 70.7 78.1
Old : 56.5 76.7 84.0 91.0 49.9 73.3 70.7 78.1
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,869: 39,264 30,164 690 12,620 720 1,800 55 0 600 25 285: 510 0
Old : 43,869: 39,264 30,164 690 12,620 720 1,800 55 0 600 25 285: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 1,080: 1,035 500 0 555 15 0 55 0 20 -55 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 68.8 1.6 28.8 1.6 4.1 0.1 0.0 1.4 0.1 0.6: 1.2 0.0
Old : 100.0: 89.5 68.8 1.6 28.8 1.6 4.1 0.1 0.0 1.4 0.1 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 . . .:
Old : 35: 19 25 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 57.2 75.4 79.3 43.5 54.3 59.0 70.2
Old : 56.1 57.2 75.4 79.3 43.5 54.3 59.0 70.2
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,110: 53,455 56,617 6,624 7,000 1,090 900 0 0 3,123 500 225: 693 678
Old : 66,110: 53,455 56,617 6,624 7,000 1,090 900 0 0 3,123 500 225: 693 678
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,880: -2,375 -2,660 -209 -175 -70 -100 0 0 -121 0 0: -5 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 85.6 10.0 10.6 1.6 1.4 0.0 0.0 4.7 0.8 0.3: 1.0 1.0
Old : 100.0: 80.9 85.6 10.0 10.6 1.6 1.4 0.0 0.0 4.7 0.8 0.3: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 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 : 51.5 85.9 70.2 96.0 46.3 81.5 64.1 82.4
Old : 51.5 85.9 70.2 96.0 46.3 81.5 64.1 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,797: 56,905 59,649 6,958 7,493 2,090 1,150 0 0 3,676 2,000 225: 793 340
Old : 71,797: 56,905 59,649 6,958 7,493 2,090 1,150 0 0 3,676 2,000 225: 793 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,025: -1,790 -1,535 -235 -127 -120 150 0 0 -15 0 -15: 0 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 83.1 9.7 10.4 2.9 1.6 0.0 0.0 5.1 2.8 0.3: 1.1 0.5
Old : 100.0: 79.3 83.1 9.7 10.4 2.9 1.6 0.0 0.0 5.1 2.8 0.3: 1.1 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 : 32: 21 14 . . . . 0 0 . . .:
Old : 32: 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 : 53.4 82.3 72.3 94.4 47.5 79.6 63.7 84.2
Old : 53.4 82.3 72.3 94.4 47.5 79.6 63.7 84.2
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,290: 79,031 78,655 7,207 6,110 2,573 0 0 0 135 1,702 240: 104 10
Old : 89,290: 79,031 78,655 7,207 6,110 2,573 0 0 0 135 1,702 240: 104 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,337: -1,099 -1,122 157 -763 28 0 -50 0 45 1,064 -489: 21 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 88.1 8.1 6.8 2.9 0.0 0.0 0.0 0.2 1.9 0.3: 0.1 0.0
Old : 100.0: 88.5 88.1 8.1 6.8 2.9 0.0 0.0 0.0 0.2 1.9 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 22 . . 4 0 0 0 . . .:
Old : 37: 21 22 . . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 61.0 80.8 84.7 57.5 57.6 74.0 74.8
Old : 61.8 61.0 80.8 84.7 57.5 57.6 74.0 74.8
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,506: 103,134 103,541 9,673 6,569 2,812 180 822 193 1,053 3,420 1,104: 356 45
Old : 118,506: 103,134 103,541 9,673 6,569 2,812 180 822 193 1,053 3,420 1,104: 356 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,511: -1,259 -1,696 -250 -808 115 -147 -60 -121 -83 805 -761: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 87.4 8.2 5.5 2.4 0.2 0.7 0.2 0.9 2.9 0.9: 0.3 0.0
Old : 100.0: 87.0 87.4 8.2 5.5 2.4 0.2 0.7 0.2 0.9 2.9 0.9: 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 : 49: 21 26 . 4 . . . . 4 5 .:
Old : 49: 21 26 . 4 . . . . 4 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 53.0 78.4 75.5 53.9 53.0 66.6 66.1
Old : 58.5 53.0 78.4 75.5 53.9 53.0 66.6 66.1
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 48,560: 43,067 44,045 1,078 0 4,040 0 75 75 250 275 50: 0 0
Old : 48,560: 43,067 44,045 1,078 0 4,040 0 75 75 250 275 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,715: -1,677 -2,365 -261 -223 73 -25 -175 0 -750 50 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 90.7 2.2 0.0 8.3 0.0 0.2 0.2 0.5 0.6 0.1: 0.0 0.0
Old : 100.0: 88.7 90.7 2.2 0.0 8.3 0.0 0.2 0.2 0.5 0.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . 0 . 0 . . . . .:
Old : 28: 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 : 88.1 84.4 97.5 96.4 84.2 83.6 89.5 88.3
Old : 88.1 84.4 97.5 96.4 84.2 83.6 89.5 88.3
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,432: 40,986 41,802 3,570 3,449 3,011 1,050 950 250 0 235 640: 925 95
Old : 50,432: 40,986 41,802 3,570 3,449 3,011 1,050 950 250 0 235 640: 925 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -261: -1,081 884 790 -865 -155 250 -125 0 0 50 -50: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 82.9 7.1 6.8 6.0 2.1 1.9 0.5 0.0 0.5 1.3: 1.8 0.2
Old : 100.0: 81.3 82.9 7.1 6.8 6.0 2.1 1.9 0.5 0.0 0.5 1.3: 1.8 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 17 . . . . . . 0 . .:
Old : 27: 18 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 : 49.2 70.5 78.9 83.2 42.9 59.0 61.2 66.3
Old : 49.2 70.5 78.9 83.2 42.9 59.0 61.2 66.3
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,261: 28,964 47,704 250 2,025 4,340 21,705 1,050 155 0 626 285: 562 76
Old : 56,261: 28,964 47,704 250 2,025 4,340 21,705 1,050 155 0 626 285: 562 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,584: -304 -320 190 -1,730 265 -1,870 100 150 0 -19 -30: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 84.8 0.4 3.6 7.7 38.6 1.9 0.3 0.0 1.1 0.5: 1.0 0.1
Old : 100.0: 51.5 84.8 0.4 3.6 7.7 38.6 1.9 0.3 0.0 1.1 0.5: 1.0 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 : 64.8 57.0 80.8 74.7 60.9 50.6 67.2 62.8
Old : 64.8 57.0 80.8 74.7 60.9 50.6 67.2 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,168: 19,601 34,244 14,510 0 356 180 0 300 0 0 0: 221 268
Old : 35,168: 19,601 34,244 14,510 0 356 180 0 300 0 0 0: 221 268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,181: -950 -2,045 -1,216 0 0 115 0 -115 0 0 0: -15 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 97.4 41.3 0.0 1.0 0.5 0.0 0.9 0.0 0.0 0.0: 0.6 0.8
Old : 100.0: 55.7 97.4 41.3 0.0 1.0 0.5 0.0 0.9 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: 12 13 4 0 . . 0 . 0 0 0:
Old : 21: 12 13 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 : 61.0 88.2 84.7 94.2 60.4 81.0 79.2 86.3
Old : 61.0 88.2 84.7 94.2 60.4 81.0 79.2 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 31,519: 19,125 30,404 11,774 0 470 0 410 0 0 0 0: 150 235
Old : 31,519: 19,125 30,404 11,774 0 470 0 410 0 0 0 0: 150 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,307: -835 -2,142 -1,357 0 0 0 -145 0 -100 0 0: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 96.5 37.4 0.0 1.5 0.0 1.3 0.0 0.0 0.0 0.0: 0.5 0.7
Old : 100.0: 60.7 96.5 37.4 0.0 1.5 0.0 1.3 0.0 0.0 0.0 0.0: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 4 0 . 0 . 0 0 0 0:
Old : 22: 13 11 4 0 . 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 : 63.9 86.6 86.9 94.8 63.7 79.8 82.7 87.9
Old : 63.9 86.6 86.9 94.8 63.7 79.8 82.7 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,926: 30,486 30,881 1,147 0 1,671 0 825 0 142 110 300: 180 139
Old : 33,926: 30,486 30,881 1,147 0 1,671 0 825 0 142 110 300: 180 139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,779: -1,655 -1,535 -70 -239 41 -75 -25 0 -56 -160 0: 36 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 91.0 3.4 0.0 4.9 0.0 2.4 0.0 0.4 0.3 0.9: 0.5 0.4
Old : 100.0: 89.9 91.0 3.4 0.0 4.9 0.0 2.4 0.0 0.4 0.3 0.9: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 4 0 . 0 . 0 . . .:
Old : 31: 18 17 4 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 56.2 86.4 76.5 71.9 55.5 81.3 75.0
Old : 72.9 56.2 86.4 76.5 71.9 55.5 81.3 75.0
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,731: 19,895 22,556 2,195 0 529 30 0 250 295 0 190: 347 206
Old : 23,731: 19,895 22,556 2,195 0 529 30 0 250 295 0 190: 347 206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,372: -1,341 -1,225 -108 -100 83 30 -55 55 85 0 -150: -26 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 95.0 9.2 0.0 2.2 0.1 0.0 1.1 1.2 0.0 0.8: 1.5 0.9
Old : 100.0: 83.8 95.0 9.2 0.0 2.2 0.1 0.0 1.1 1.2 0.0 0.8: 1.5 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 : 27: 15 17 . 0 . . 0 . . 0 .:
Old : 27: 15 17 . 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 : 66.8 67.2 82.2 85.5 62.8 66.7 75.3 81.0
Old : 66.8 67.2 82.2 85.5 62.8 66.7 75.3 81.0
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 44,529: 37,680 32,092 5,069 9,900 336 25 1,115 698 480 103 200: 41 86
Old : 44,529: 37,680 32,092 5,069 9,900 336 25 1,115 698 480 103 200: 41 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,392: -1,842 -1,768 -509 -187 -48 25 -305 -43 60 21 -33: -1 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 72.1 11.4 22.2 0.8 0.1 2.5 1.6 1.1 0.2 0.4: 0.1 0.2
Old : 100.0: 84.6 72.1 11.4 22.2 0.8 0.1 2.5 1.6 1.1 0.2 0.4: 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 : 39: 24 20 . . . . . . . . .:
Old : 39: 24 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 54.9 78.5 74.8 45.4 52.6 61.2 64.6
Old : 59.6 54.9 78.5 74.8 45.4 52.6 61.2 64.6
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,087: 33,542 25,727 3,149 12,204 776 1,230 0 90 120 280 0: 180 10
Old : 39,087: 33,542 25,727 3,149 12,204 776 1,230 0 90 120 280 0: 180 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,717: -2,353 -2,194 -34 -403 -50 -210 0 0 0 -5 -65: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 65.8 8.1 31.2 2.0 3.1 0.0 0.2 0.3 0.7 0.0: 0.5 0.0
Old : 100.0: 85.8 65.8 8.1 31.2 2.0 3.1 0.0 0.2 0.3 0.7 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 17 . . . . 0 . . . 0:
Old : 31: 21 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 : 61.6 63.9 81.4 84.9 46.5 58.6 61.2 69.9
Old : 61.6 63.9 81.4 84.9 46.5 58.6 61.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,408: 11,366 18,046 3,874 0 3,356 2,552 0 0 50 0 0: 210 6
Old : 21,408: 11,366 18,046 3,874 0 3,356 2,552 0 0 50 0 0: 210 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -950: -73 -791 -404 0 -156 -203 0 0 -100 0 0: -14 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 84.3 18.1 0.0 15.7 11.9 0.0 0.0 0.2 0.0 0.0: 1.0 0.0
Old : 100.0: 53.1 84.3 18.1 0.0 15.7 11.9 0.0 0.0 0.2 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 : 21: 11 10 . 0 . . 0 0 . 0 0:
Old : 21: 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 : 62.3 68.3 89.9 95.0 49.0 63.2 69.1 72.6
Old : 62.3 68.3 89.9 95.0 49.0 63.2 69.1 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,300: 10,530 16,480 2,654 0 1,870 0 550 0 3,881 50 350: 15 0
Old : 19,300: 10,530 16,480 2,654 0 1,870 0 550 0 3,881 50 350: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,050: -865 -745 65 0 -180 0 -100 0 -60 -25 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 85.4 13.8 0.0 9.7 0.0 2.8 0.0 20.1 0.3 1.8: 0.1 0.0
Old : 100.0: 54.6 85.4 13.8 0.0 9.7 0.0 2.8 0.0 20.1 0.3 1.8: 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 : 22: 12 7 . 0 . 0 . 0 . . .:
Old : 22: 12 7 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 86.5 82.4 97.5 44.8 80.2 68.0 81.6
Old : 54.5 86.5 82.4 97.5 44.8 80.2 68.0 81.6
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,660: 11,580 16,405 2,846 0 1,530 0 1,325 0 3,284 50 350: 70 0
Old : 19,660: 11,580 16,405 2,846 0 1,530 0 1,325 0 3,284 50 350: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,020: -855 -745 35 0 -150 0 -100 0 -25 -25 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 83.4 14.5 0.0 7.8 0.0 6.7 0.0 16.7 0.3 1.8: 0.4 0.0
Old : 100.0: 58.9 83.4 14.5 0.0 7.8 0.0 6.7 0.0 16.7 0.3 1.8: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . 0 . 0 . 0 . . .:
Old : 22: 12 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 : 50.4 85.1 79.8 96.1 41.6 83.5 67.9 84.9
Old : 50.4 85.1 79.8 96.1 41.6 83.5 67.9 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 357,125: 284,510 188,702 16,735 90,204 19,412 0 7,702 20,681 482 15,162 15,263: 41 0
Old : 357,125: 284,510 188,702 16,735 90,204 19,412 0 7,702 20,681 482 15,162 15,263: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 27,215: 22,602 22,161 4,920 3,698 -3,287 0 2,627 1,136 -211 -1,198 2,077: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 52.8 4.7 25.3 5.4 0.0 2.2 5.8 0.1 4.2 4.3: 0.0 0.0
Old : 100.0: 79.7 52.8 4.7 25.3 5.4 0.0 2.2 5.8 0.1 4.2 4.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.1 53.1 91.2 79.1 47.1 39.5 47.3 45.8
Old : 75.1 53.1 91.2 79.1 47.1 39.5 47.3 45.8
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,880: 10,015 9,580 3,500 5,425 775 0 0 0 930 100 0: 660 0
Old : 15,880: 10,015 9,580 3,500 5,425 775 0 0 0 930 100 0: 660 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -840: -520 -660 -150 -80 -100 0 0 0 -30 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 60.3 22.0 34.2 4.9 0.0 0.0 0.0 5.9 0.6 0.0: 4.2 0.0
Old : 100.0: 63.1 60.3 22.0 34.2 4.9 0.0 0.0 0.0 5.9 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: 11 11 . . . 0 0 0 . . 0:
Old : 21: 11 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 83.0 88.6 93.9 72.2 77.1 83.1 86.6
Old : 74.5 83.0 88.6 93.9 72.2 77.1 83.1 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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,330: 12,740 12,365 5,650 6,995 870 0 0 0 930 100 0: 140 0
Old : 20,330: 12,740 12,365 5,650 6,995 870 0 0 0 930 100 0: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -995: -695 -785 -150 -110 -100 0 0 0 -30 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 60.8 27.8 34.4 4.3 0.0 0.0 0.0 4.6 0.5 0.0: 0.7 0.0
Old : 100.0: 62.7 60.8 27.8 34.4 4.3 0.0 0.0 0.0 4.6 0.5 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 . . . 0 0 0 . . 0:
Old : 22: 11 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 : 78.7 80.5 92.4 91.5 73.3 74.3 83.5 81.9
Old : 78.7 80.5 92.4 91.5 73.3 74.3 83.5 81.9
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,251: 11,389 15,155 9,480 5,660 440 215 150 60 3,445 3,830 940: 282 16
Old : 26,251: 11,389 15,155 9,480 5,660 440 215 150 60 3,445 3,830 940: 282 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -250: -105 -1,475 -395 645 -45 75 50 0 275 600 -25: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 57.7 36.1 21.6 1.7 0.8 0.6 0.2 13.1 14.6 3.6: 1.1 0.1
Old : 100.0: 43.4 57.7 36.1 21.6 1.7 0.8 0.6 0.2 13.1 14.6 3.6: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 11 12 . . . . . . . . .:
Old : 29: 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 : 70.2 59.7 92.1 84.2 66.2 57.7 88.1 80.8
Old : 70.2 59.7 92.1 84.2 66.2 57.7 88.1 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,630: 10,075 12,460 8,590 5,460 640 215 175 60 2,800 3,830 995: 255 10
Old : 23,630: 10,075 12,460 8,590 5,460 640 215 175 60 2,800 3,830 995: 255 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 580: 169 -645 -100 745 -145 75 50 0 625 600 -25: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 52.7 36.4 23.1 2.7 0.9 0.7 0.3 11.8 16.2 4.2: 1.1 0.0
Old : 100.0: 42.6 52.7 36.4 23.1 2.7 0.9 0.7 0.3 11.8 16.2 4.2: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 10 . . . . . . . . .:
Old : 27: 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 : 71.5 64.1 90.5 89.3 66.8 61.0 85.8 83.0
Old : 71.5 64.1 90.5 89.3 66.8 61.0 85.8 83.0
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,789: 36,133 44,450 8,025 0 3,660 325 0 50 800 1,295 2,320: 476 14
Old : 51,789: 36,133 44,450 8,025 0 3,660 325 0 50 800 1,295 2,320: 476 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,334: -2,115 -1,721 215 0 -435 -125 0 0 -90 -415 240: -24 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 85.8 15.5 0.0 7.1 0.6 0.0 0.1 1.5 2.5 4.5: 0.9 0.0
Old : 100.0: 69.8 85.8 15.5 0.0 7.1 0.6 0.0 0.1 1.5 2.5 4.5: 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 : 30: 17 13 . 0 . . 0 . . . .:
Old : 30: 17 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 : 58.8 82.5 78.7 94.3 53.6 79.0 71.6 83.3
Old : 58.8 82.5 78.7 94.3 53.6 79.0 71.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,991: 35,970 44,131 7,873 0 3,130 325 0 50 0 275 3,405: 238 0
Old : 50,991: 35,970 44,131 7,873 0 3,130 325 0 50 0 275 3,405: 238 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,119: -2,049 -1,789 242 0 -430 -125 0 0 0 -185 285: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 86.5 15.4 0.0 6.1 0.6 0.0 0.1 0.0 0.5 6.7: 0.5 0.0
Old : 100.0: 70.5 86.5 15.4 0.0 6.1 0.6 0.0 0.1 0.0 0.5 6.7: 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 : 34: 18 15 4 0 . . 0 . 0 . .:
Old : 34: 18 15 4 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 82.0 79.3 92.8 54.6 77.7 72.0 80.7
Old : 58.5 82.0 79.3 92.8 54.6 77.7 72.0 80.7
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 109,166: 80,599 75,249 14,500 18,843 2,191 1,065 265 655 7,504 9,517 2,366: 286 80
Old : 109,166: 80,599 75,249 14,500 18,843 2,191 1,065 265 655 7,504 9,517 2,366: 286 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -7,085: -5,967 -6,428 30 274 -593 250 140 -450 683 1,005 -1,018: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 68.9 13.3 17.3 2.0 1.0 0.2 0.6 6.9 8.7 2.2: 0.3 0.1
Old : 100.0: 73.8 68.9 13.3 17.3 2.0 1.0 0.2 0.6 6.9 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 : 54: 31 25 . 4 4 . . . 6 . 4:
Old : 54: 31 25 . 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 : 40.8 44.8 63.0 77.2 39.9 42.7 57.1 67.2
Old : 40.8 44.8 63.0 77.2 39.9 42.7 57.1 67.2
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,942: 93,561 80,711 17,010 26,128 1,333 2,450 2,750 285 7,989 11,678 1,977: 337 80
Old : 124,942: 93,561 80,711 17,010 26,128 1,333 2,450 2,750 285 7,989 11,678 1,977: 337 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -5,788: -5,024 -4,612 30 191 -327 150 -70 -305 668 343 -963: -17 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 64.6 13.6 20.9 1.1 2.0 2.2 0.2 6.4 9.3 1.6: 0.3 0.1
Old : 100.0: 74.9 64.6 13.6 20.9 1.1 2.0 2.2 0.2 6.4 9.3 1.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 35 27 . 4 5 . 4 . 5 5 4:
Old : 62: 35 27 . 4 5 . 4 . 5 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 : 38.7 45.6 57.7 76.5 37.1 42.2 52.5 68.0
Old : 38.7 45.6 57.7 76.5 37.1 42.2 52.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 296,070: 178,217 188,890 41,132 26,210 21,961 11,522 15,363 17,744 10,946 11,880 13,907: 640 115
Old : 296,070: 178,217 188,890 41,132 26,210 21,961 11,522 15,363 17,744 10,946 11,880 13,907: 640 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,368: -4,793 -2,687 617 1,062 328 2,221 -687 26 685 989 -397: -55 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 63.8 13.9 8.9 7.4 3.9 5.2 6.0 3.7 4.0 4.7: 0.2 0.0
Old : 100.0: 60.2 63.8 13.9 8.9 7.4 3.9 5.2 6.0 3.7 4.0 4.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 85: 37 37 4 . 5 11 7 9 11 7 14:
Old : 85: 37 37 4 . 5 11 7 9 11 7 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 : 38.8 43.6 56.2 60.8 32.3 32.4 44.0 44.5
Old : 38.8 43.6 56.2 60.8 32.3 32.4 44.0 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,702: 15,394 31,142 9,086 0 0 1,280 0 20 5,479 230 310: 133 0
Old : 31,702: 15,394 31,142 9,086 0 0 1,280 0 20 5,479 230 310: 133 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,582: -960 -1,557 -521 0 0 -25 0 0 -39 0 -25: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 98.2 28.7 0.0 0.0 4.0 0.0 0.1 17.3 0.7 1.0: 0.4 0.0
Old : 100.0: 48.6 98.2 28.7 0.0 0.0 4.0 0.0 0.1 17.3 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 : 28: 17 10 . 0 0 . 0 . . . .:
Old : 28: 17 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 : 56.2 95.6 80.7 99.0 55.2 93.6 79.3 94.5
Old : 56.2 95.6 80.7 99.0 55.2 93.6 79.3 94.5
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,597: 14,357 28,672 9,515 0 0 700 1,430 110 5,455 80 305: 155 0
Old : 30,597: 14,357 28,672 9,515 0 0 700 1,430 110 5,455 80 305: 155 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,697: -1,025 -1,672 -569 0 0 50 85 -85 -26 0 -25: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 93.7 31.1 0.0 0.0 2.3 4.7 0.4 17.8 0.3 1.0: 0.5 0.0
Old : 100.0: 46.9 93.7 31.1 0.0 0.0 2.3 4.7 0.4 17.8 0.3 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 : 27: 16 9 . 0 0 . . . . . .:
Old : 27: 16 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 : 59.5 93.2 84.4 98.7 58.6 91.4 83.5 94.7
Old : 59.5 93.2 84.4 98.7 58.6 91.4 83.5 94.7
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,007: 4,895 8,857 8,257 1,805 750 225 2,515 850 150 350 0: 1,880 1,880
Old : 17,007: 4,895 8,857 8,257 1,805 750 225 2,515 850 150 350 0: 1,880 1,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,300: -425 -580 -320 -215 -160 25 25 0 -50 0 0: -370 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 52.1 48.6 10.6 4.4 1.3 14.8 5.0 0.9 2.1 0.0: 11.1 11.1
Old : 100.0: 28.8 52.1 48.6 10.6 4.4 1.3 14.8 5.0 0.9 2.1 0.0: 11.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 14 . . . . . . . . 0:
Old : 25: 12 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 59.7 81.9 76.0 67.4 50.7 71.0 65.7
Old : 73.5 59.7 81.9 76.0 67.4 50.7 71.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,225: 2,055 7,580 6,780 65 900 50 1,315 635 75 0 0: 730 730
Old : 11,225: 2,055 7,580 6,780 65 900 50 1,315 635 75 0 0: 730 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,350: -310 -1,085 -810 -85 0 -25 -25 0 -50 0 0: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 67.5 60.4 0.6 8.0 0.4 11.7 5.7 0.7 0.0 0.0: 6.5 6.5
Old : 100.0: 18.3 67.5 60.4 0.6 8.0 0.4 11.7 5.7 0.7 0.0 0.0: 6.5 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 : 21: 9 13 . . . . . . . 0 0:
Old : 21: 9 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 : 79.0 49.3 90.0 77.4 71.3 41.8 72.4 63.7
Old : 79.0 49.3 90.0 77.4 71.3 41.8 72.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,051: 28,917 21,447 16,363 26,460 175 6,715 5,590 1,790 1,840 0 2,965: 9,286 9,624
Old : 68,051: 28,917 21,447 16,363 26,460 175 6,715 5,590 1,790 1,840 0 2,965: 9,286 9,624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,928: -1,693 -694 1,465 -1,930 0 -1,220 50 100 -1,125 0 565: -20 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 31.5 24.0 38.9 0.3 9.9 8.2 2.6 2.7 0.0 4.4: 13.6 14.1
Old : 100.0: 42.5 31.5 24.0 38.9 0.3 9.9 8.2 2.6 2.7 0.0 4.4: 13.6 14.1
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: 14 18 . . . . . . . 0 .:
Old : 27: 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 : 58.6 52.4 80.2 68.0 55.4 52.4 69.3 65.8
Old : 58.6 52.4 80.2 68.0 55.4 52.4 69.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,678: 28,970 20,873 15,070 26,265 175 7,730 5,590 1,840 1,425 0 3,075: 8,393 8,860
Old : 66,678: 28,970 20,873 15,070 26,265 175 7,730 5,590 1,840 1,425 0 3,075: 8,393 8,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,733: -1,649 -659 1,445 -1,870 0 -1,150 50 50 -1,125 0 640: 56 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 31.3 22.6 39.4 0.3 11.6 8.4 2.8 2.1 0.0 4.6: 12.6 13.3
Old : 100.0: 43.4 31.3 22.6 39.4 0.3 11.6 8.4 2.8 2.1 0.0 4.6: 12.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.6 53.1 79.5 68.6 57.6 53.1 68.3 65.3
Old : 60.6 53.1 79.5 68.6 57.6 53.1 68.3 65.3
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,310: 12,200 4,890 1,415 0 1,165 0 10,510 300 1,575 25 1,860: 3,795 3,560
Old : 22,310: 12,200 4,890 1,415 0 1,165 0 10,510 300 1,575 25 1,860: 3,795 3,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,205: -640 -360 -670 0 0 0 -105 25 330 -575 -420: 170 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 21.9 6.3 0.0 5.2 0.0 47.1 1.3 7.1 0.1 8.3: 17.0 16.0
Old : 100.0: 54.7 21.9 6.3 0.0 5.2 0.0 47.1 1.3 7.1 0.1 8.3: 17.0 16.0
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 9 . 0 . 0 4 . . . .:
Old : 25: 13 9 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 64.4 67.2 75.0 37.6 57.5 53.7 62.7
Old : 46.1 64.4 67.2 75.0 37.6 57.5 53.7 62.7
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,435: 11,385 4,915 2,230 0 965 0 10,385 300 1,475 25 2,060: 4,020 3,785
Old : 22,435: 11,385 4,915 2,230 0 965 0 10,385 300 1,475 25 2,060: 4,020 3,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,205: -540 -360 -770 0 0 0 -105 25 330 -575 -420: 170 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 21.9 9.9 0.0 4.3 0.0 46.3 1.3 6.6 0.1 9.2: 17.9 16.9
Old : 100.0: 50.7 21.9 9.9 0.0 4.3 0.0 46.3 1.3 6.6 0.1 9.2: 17.9 16.9
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 : 24: 13 9 . 0 . 0 4 . . . .:
Old : 24: 13 9 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 64.5 66.1 74.7 36.1 56.7 53.0 61.8
Old : 47.0 64.5 66.1 74.7 36.1 56.7 53.0 61.8
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,124: 10,334 21,029 3,932 2,005 385 9,845 830 0 0 0 0: 2,628 2,875
Old : 27,124: 10,334 21,029 3,932 2,005 385 9,845 830 0 0 0 0: 2,628 2,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,102: -702 -772 -185 -150 0 -85 -50 0 0 0 0: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 77.5 14.5 7.4 1.4 36.3 3.1 0.0 0.0 0.0 0.0: 9.7 10.6
Old : 100.0: 38.1 77.5 14.5 7.4 1.4 36.3 3.1 0.0 0.0 0.0 0.0: 9.7 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 71.3 87.3 82.4 70.8 69.9 83.3 79.9
Old : 70.9 71.3 87.3 82.4 70.8 69.9 83.3 79.9
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,350: 14,195 32,035 9,910 0 185 4,175 945 100 5,530 860 790: 2,465 2,435
Old : 37,350: 14,195 32,035 9,910 0 185 4,175 945 100 5,530 860 790: 2,465 2,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,050: -505 -440 -970 0 -225 225 -405 50 625 -15 15: -265 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 85.8 26.5 0.0 0.5 11.2 2.5 0.3 14.8 2.3 2.1: 6.6 6.5
Old : 100.0: 38.0 85.8 26.5 0.0 0.5 11.2 2.5 0.3 14.8 2.3 2.1: 6.6 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: 13 9 . 0 . 4 . . . . .:
Old : 26: 13 9 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 81.2 79.0 90.8 54.2 80.1 76.1 88.2
Old : 56.5 81.2 79.0 90.8 54.2 80.1 76.1 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,085: 12,760 29,870 9,090 0 135 3,665 945 500 5,780 510 765: 2,390 2,360
Old : 35,085: 12,760 29,870 9,090 0 135 3,665 945 500 5,780 510 765: 2,390 2,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -660: -470 -245 -910 0 -125 25 -405 100 925 -15 -10: -195 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 85.1 25.9 0.0 0.4 10.4 2.7 1.4 16.5 1.5 2.2: 6.8 6.7
Old : 100.0: 36.4 85.1 25.9 0.0 0.4 10.4 2.7 1.4 16.5 1.5 2.2: 6.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 8 . 0 . 4 . . . . .:
Old : 25: 13 8 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 80.5 78.3 89.7 53.9 79.5 75.3 87.1
Old : 56.5 80.5 78.3 89.7 53.9 79.5 75.3 87.1
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,460: 29,210 20,585 0 11,170 1,365 1,375 9,495 265 10,255 150 1,940: 2,050 1,490
Old : 46,460: 29,210 20,585 0 11,170 1,365 1,375 9,495 265 10,255 150 1,940: 2,050 1,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 3,325: 2,850 5,560 0 -1,300 100 125 -120 -125 1,200 25 -1,100: 275 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 44.3 0.0 24.0 2.9 3.0 20.4 0.6 22.1 0.3 4.2: 4.4 3.2
Old : 100.0: 62.9 44.3 0.0 24.0 2.9 3.0 20.4 0.6 22.1 0.3 4.2: 4.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 0 . . . . . . . .:
Old : 29: 16 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 62.9 82.6 85.4 62.9 58.7 76.1 80.0
Old : 67.8 62.9 82.6 85.4 62.9 58.7 76.1 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,910: 29,405 19,345 0 11,830 1,365 780 9,425 450 10,025 150 1,825: 2,060 1,520
Old : 45,910: 29,405 19,345 0 11,830 1,365 780 9,425 450 10,025 150 1,825: 2,060 1,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 3,260: 2,535 5,535 0 -1,280 100 130 -165 -115 1,450 25 -1,125: 285 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 42.1 0.0 25.8 3.0 1.7 20.5 1.0 21.8 0.3 4.0: 4.5 3.3
Old : 100.0: 64.0 42.1 0.0 25.8 3.0 1.7 20.5 1.0 21.8 0.3 4.0: 4.5 3.3
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 : 29: 17 16 0 . . . . . . . .:
Old : 29: 17 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 65.1 83.8 84.9 65.2 61.2 78.1 78.8
Old : 69.8 65.1 83.8 84.9 65.2 61.2 78.1 78.8
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,590: 22,655 15,355 0 18,160 530 15,960 25 725 2,030 7,055 1,255: 2,435 2,485
Old : 45,590: 22,655 15,355 0 18,160 530 15,960 25 725 2,030 7,055 1,255: 2,435 2,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,120: -1,460 -2,015 0 -675 100 405 -25 -250 -50 1,560 -825: -40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 33.7 0.0 39.8 1.2 35.0 0.1 1.6 4.5 15.5 2.8: 5.3 5.5
Old : 100.0: 49.7 33.7 0.0 39.8 1.2 35.0 0.1 1.6 4.5 15.5 2.8: 5.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 9 0 . . . . . . . .:
Old : 28: 16 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 : 61.0 74.5 78.4 91.9 60.9 70.6 77.7 86.1
Old : 61.0 74.5 78.4 91.9 60.9 70.6 77.7 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,260: 20,125 16,645 0 14,345 685 15,985 25 725 1,910 6,955 1,255: 2,575 2,625
Old : 43,260: 20,125 16,645 0 14,345 685 15,985 25 725 1,910 6,955 1,255: 2,575 2,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,220: -1,525 -2,140 0 -465 100 455 -25 -310 -50 1,460 -825: -65 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 38.5 0.0 33.2 1.6 37.0 0.1 1.7 4.4 16.1 2.9: 6.0 6.1
Old : 100.0: 46.5 38.5 0.0 33.2 1.6 37.0 0.1 1.7 4.4 16.1 2.9: 6.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 9 0 . . . . . . . .:
Old : 28: 15 9 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 69.7 78.4 90.9 61.8 65.5 77.5 84.8
Old : 61.9 69.7 78.4 90.9 61.8 65.5 77.5 84.8
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,754: 53,345 78,324 28,615 705 1,325 5,999 30 6,285 1,085 9,730 4,505: 8,595 8,850
Old : 109,754: 53,345 78,324 28,615 705 1,325 5,999 30 6,285 1,085 9,730 4,505: 8,595 8,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -4,446: 700 -4,576 -1,665 -770 40 -2,656 -50 795 85 1,665 -930: -815 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 71.4 26.1 0.6 1.2 5.5 0.0 5.7 1.0 8.9 4.1: 7.8 8.1
Old : 100.0: 48.6 71.4 26.1 0.6 1.2 5.5 0.0 5.7 1.0 8.9 4.1: 7.8 8.1
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 : 40: 19 25 . . . . . 4 . . .:
Old : 40: 19 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 : 64.1 54.3 77.1 68.5 57.7 50.4 64.6 60.7
Old : 64.1 54.3 77.1 68.5 57.7 50.4 64.6 60.7
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,483: 48,935 72,639 25,540 565 1,565 7,836 45 3,907 735 9,330 4,855: 9,110 9,577
Old : 102,483: 48,935 72,639 25,540 565 1,565 7,836 45 3,907 735 9,330 4,855: 9,110 9,577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -5,246: 520 -4,236 -1,270 -520 75 -1,931 -110 -165 85 2,040 -1,305: -1,255 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 70.9 24.9 0.6 1.5 7.6 0.0 3.8 0.7 9.1 4.7: 8.9 9.3
Old : 100.0: 47.7 70.9 24.9 0.6 1.5 7.6 0.0 3.8 0.7 9.1 4.7: 8.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 22 . . . . . 4 . . .:
Old : 37: 17 22 . . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 53.6 77.3 68.7 58.7 49.1 66.9 62.9
Old : 63.9 53.6 77.3 68.7 58.7 49.1 66.9 62.9
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,260: 10,125 20,955 12,020 3,505 2,215 5,905 2,750 365 0 1,350 0: 1,630 1,120
Old : 32,260: 10,125 20,955 12,020 3,505 2,215 5,905 2,750 365 0 1,350 0: 1,630 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,300: -145 -960 260 575 -890 -575 1,200 0 0 -1,100 0: 50 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 65.0 37.3 10.9 6.9 18.3 8.5 1.1 0.0 4.2 0.0: 5.1 3.5
Old : 100.0: 31.4 65.0 37.3 10.9 6.9 18.3 8.5 1.1 0.0 4.2 0.0: 5.1 3.5
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 : 27: 13 15 . . . . . . 0 . 0:
Old : 27: 13 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 44.0 88.8 63.0 68.9 42.7 78.1 61.5
Old : 76.0 44.0 88.8 63.0 68.9 42.7 78.1 61.5
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,780: 7,615 16,170 11,430 3,200 1,475 2,775 1,250 370 0 1,200 0: 1,115 1,115
Old : 24,780: 7,615 16,170 11,430 3,200 1,475 2,775 1,250 370 0 1,200 0: 1,115 1,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,160: -250 -545 225 25 -565 -520 1,175 0 0 -1,200 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 65.3 46.1 12.9 6.0 11.2 5.0 1.5 0.0 4.8 0.0: 4.5 4.5
Old : 100.0: 30.7 65.3 46.1 12.9 6.0 11.2 5.0 1.5 0.0 4.8 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 : 76.0 40.1 88.2 59.9 66.7 36.9 74.1 56.3
Old : 76.0 40.1 88.2 59.9 66.7 36.9 74.1 56.3
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,020: 8,660 11,365 0 6,305 1,880 9,775 945 505 0 0 0: 1,200 1,020
Old : 22,020: 8,660 11,365 0 6,305 1,880 9,775 945 505 0 0 0: 1,200 1,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -915: -265 -810 0 -155 0 275 -225 425 -1,200 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 51.6 0.0 28.6 8.5 44.4 4.3 2.3 0.0 0.0 0.0: 5.4 4.6
Old : 100.0: 39.3 51.6 0.0 28.6 8.5 44.4 4.3 2.3 0.0 0.0 0.0: 5.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 0 . . . . . 0 0 0:
Old : 22: 11 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 : 73.9 66.8 89.3 84.6 71.7 57.7 79.5 74.7
Old : 73.9 66.8 89.3 84.6 71.7 57.7 79.5 74.7
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,340: 31,440 28,665 5,835 1,190 7,445 50 8,080 645 550 0 0: 10,375 10,315
Old : 56,340: 31,440 28,665 5,835 1,190 7,445 50 8,080 645 550 0 0: 10,375 10,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,775: -940 -140 -450 -210 -140 0 -840 -110 200 0 0: -335 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 50.9 10.4 2.1 13.2 0.1 14.3 1.1 1.0 0.0 0.0: 18.4 18.3
Old : 100.0: 55.8 50.9 10.4 2.1 13.2 0.1 14.3 1.1 1.0 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 : 31: 17 17 . . . . . . . 0 0:
Old : 31: 17 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 : 47.2 34.3 66.9 56.9 37.1 26.1 46.8 40.6
Old : 47.2 34.3 66.9 56.9 37.1 26.1 46.8 40.6
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, November 06, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,645: 21,160 17,105 1,025 1,495 5,560 670 4,975 0 100 0 0: 13,130 12,510
Old : 41,645: 21,160 17,105 1,025 1,495 5,560 670 4,975 0 100 0 0: 13,130 12,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,020: -635 -895 -390 -225 -345 -185 0 0 100 0 0: 435 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 41.1 2.5 3.6 13.4 1.6 11.9 0.0 0.2 0.0 0.0: 31.5 30.0
Old : 100.0: 50.8 41.1 2.5 3.6 13.4 1.6 11.9 0.0 0.2 0.0 0.0: 31.5 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . . . 0 . 0 0:
Old : 26: 15 16 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 35.2 59.4 50.2 31.3 25.1 38.0 35.2
Old : 40.6 35.2 59.4 50.2 31.3 25.1 38.0 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2018