COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,385: 11,253 14,763 2,282 447 768 174 8,227 922 11,718 1,697 546: 722 1,015
Old : 28,385: 11,253 14,763 2,282 447 768 174 8,227 922 11,718 1,697 546: 722 1,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 67: 290 -73 -59 0 101 0 43 3 -256 5 -3: -9 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 52.0 8.0 1.6 2.7 0.6 29.0 3.2 41.3 6.0 1.9: 2.5 3.6
Old : 100.0: 39.6 52.0 8.0 1.6 2.7 0.6 29.0 3.2 41.3 6.0 1.9: 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: 13 13 4 . 4 . 4 . 8 5 6:
Old : 40: 13 13 4 . 4 . 4 . 8 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 62.0 63.8 76.3 37.9 53.3 55.0 60.5
Old : 42.4 62.0 63.8 76.3 37.9 53.3 55.0 60.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 55,178: 26,929 26,996 0 7,634 9,759 6,263 263 4,136 2,459 1,264 4,654: 978 472
Old : 55,178: 26,929 26,996 0 7,634 9,759 6,263 263 4,136 2,459 1,264 4,654: 978 472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,298: 751 732 0 279 265 -31 93 237 493 48 602: -18 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 48.9 0.0 13.8 17.7 11.3 0.5 7.5 4.5 2.3 8.4: 1.8 0.9
Old : 100.0: 48.8 48.9 0.0 13.8 17.7 11.3 0.5 7.5 4.5 2.3 8.4: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 28 0 4 . 4 . 6 5 6 9:
Old : 51: 27 28 0 4 . 4 . 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 : 40.9 46.7 61.8 63.2 23.7 24.8 30.7 31.9
Old : 40.9 46.7 61.8 63.2 23.7 24.8 30.7 31.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,594: 29,601 42,032 6,492 0 1,960 720 875 377 6,225 200 150: 70 1
Old : 45,594: 29,601 42,032 6,492 0 1,960 720 875 377 6,225 200 150: 70 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,943: 376 2,285 1,922 0 -274 -66 -100 81 -150 -100 50: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 92.2 14.2 0.0 4.3 1.6 1.9 0.8 13.7 0.4 0.3: 0.2 0.0
Old : 100.0: 64.9 92.2 14.2 0.0 4.3 1.6 1.9 0.8 13.7 0.4 0.3: 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 : 39: 19 24 . 0 . . . . . . .:
Old : 39: 19 24 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 72.6 85.3 86.1 57.3 68.8 73.4 76.6
Old : 62.2 72.6 85.3 86.1 57.3 68.8 73.4 76.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,393: 17,979 19,688 0 3,330 1,010 125 0 0 5,025 200 125: 129 40
Old : 24,393: 17,979 19,688 0 3,330 1,010 125 0 0 5,025 200 125: 129 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 933: 508 1,133 0 -225 -25 0 0 0 450 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 80.7 0.0 13.7 4.1 0.5 0.0 0.0 20.6 0.8 0.5: 0.5 0.2
Old : 100.0: 73.7 80.7 0.0 13.7 4.1 0.5 0.0 0.0 20.6 0.8 0.5: 0.5 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 : 31: 15 15 0 . . . 0 0 5 . .:
Old : 31: 15 15 0 . . . 0 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 73.4 86.9 91.4 70.6 69.5 79.9 80.4
Old : 71.4 73.4 86.9 91.4 70.6 69.5 79.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,670: 138,353 110,503 1,635 29,979 3,281 535 4,572 2,420 4,572 0 2,633: 241 282
Old : 153,670: 138,353 110,503 1,635 29,979 3,281 535 4,572 2,420 4,572 0 2,633: 241 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -1,167: -1,905 -554 0 -402 -110 -565 -34 80 1,360 0 -27: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 71.9 1.1 19.5 2.1 0.3 3.0 1.6 3.0 0.0 1.7: 0.2 0.2
Old : 100.0: 90.0 71.9 1.1 19.5 2.1 0.3 3.0 1.6 3.0 0.0 1.7: 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 : 55: 33 32 . . 4 . 5 . 5 0 .:
Old : 55: 33 32 . . 4 . 5 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 60.9 59.3 74.4 37.3 50.7 49.5 59.7
Old : 41.1 60.9 59.3 74.4 37.3 50.7 49.5 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 44,888: 34,854 31,949 5,871 4,184 2,433 227 5,009 718 250 75 475: 60 45
Old : 44,888: 34,854 31,949 5,871 4,184 2,433 227 5,009 718 250 75 475: 60 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 3,311: 3,142 3,440 -247 -94 -40 152 -50 65 25 -250 225: -12 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 71.2 13.1 9.3 5.4 0.5 11.2 1.6 0.6 0.2 1.1: 0.1 0.1
Old : 100.0: 77.6 71.2 13.1 9.3 5.4 0.5 11.2 1.6 0.6 0.2 1.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 14 17 . . . 4 . . . . .:
Old : 34: 14 17 . . . 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 : 76.9 64.4 92.0 85.9 71.6 52.3 75.8 72.3
Old : 76.9 64.4 92.0 85.9 71.6 52.3 75.8 72.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,415: 23,288 19,585 3,142 6,785 795 150 0 0 0 250 0: 40 0
Old : 27,415: 23,288 19,585 3,142 6,785 795 150 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: November 13, 2018 :
: -85: -125 50 0 -175 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 71.4 11.5 24.7 2.9 0.5 0.0 0.0 0.0 0.9 0.0: 0.1 0.0
Old : 100.0: 84.9 71.4 11.5 24.7 2.9 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 11 . . . . 0 0 0 . 0:
Old : 22: 9 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 : 85.6 93.7 98.2 98.0 85.6 82.6 88.1 87.0
Old : 85.6 93.7 98.2 98.0 85.6 82.6 88.1 87.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,446: 34,976 34,821 7,595 9,160 1,385 1,100 700 0 935 0 280: 175 100
Old : 46,446: 34,976 34,821 7,595 9,160 1,385 1,100 700 0 935 0 280: 175 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 160: -35 45 325 350 -220 0 0 0 45 0 -20: 65 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 75.0 16.4 19.7 3.0 2.4 1.5 0.0 2.0 0.0 0.6: 0.4 0.2
Old : 100.0: 75.3 75.0 16.4 19.7 3.0 2.4 1.5 0.0 2.0 0.0 0.6: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 25 . . . . . 0 . 0 .:
Old : 35: 24 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 : 49.0 50.1 71.3 71.8 43.4 46.7 56.5 64.6
Old : 49.0 50.1 71.3 71.8 43.4 46.7 56.5 64.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,797: 46,359 45,857 7,346 20,250 3,825 10,515 1,330 150 2,790 0 380: 432 5
Old : 71,797: 46,359 45,857 7,346 20,250 3,825 10,515 1,330 150 2,790 0 380: 432 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 405: 398 1,010 -138 -575 -85 -250 100 -50 530 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 63.9 10.2 28.2 5.3 14.6 1.9 0.2 3.9 0.0 0.5: 0.6 0.0
Old : 100.0: 64.6 63.9 10.2 28.2 5.3 14.6 1.9 0.2 3.9 0.0 0.5: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 25 4 . 4 6 . . . 0 .:
Old : 42: 26 25 4 . 4 6 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 57.0 60.7 73.2 34.3 54.6 50.6 62.2
Old : 39.2 57.0 60.7 73.2 34.3 54.6 50.6 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 79,039: 58,457 59,063 13,513 17,670 300 785 120 190 4,362 0 1,150: 282 546
Old : 79,039: 58,457 59,063 13,513 17,670 300 785 120 190 4,362 0 1,150: 282 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 315: 610 1,035 -295 -735 0 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 74.7 17.1 22.4 0.4 1.0 0.2 0.2 5.5 0.0 1.5: 0.4 0.7
Old : 100.0: 74.0 74.7 17.1 22.4 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 : 50.5 62.2 71.2 78.8 49.7 62.2 70.2 75.8
Old : 50.5 62.2 71.2 78.8 49.7 62.2 70.2 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,039: 79,235 71,873 23,594 37,625 1,055 1,305 120 0 5,716 0 800: 334 566
Old : 112,039: 79,235 71,873 23,594 37,625 1,055 1,305 120 0 5,716 0 800: 334 566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 255: 355 990 -100 -735 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 64.1 21.1 33.6 0.9 1.2 0.1 0.0 5.1 0.0 0.7: 0.3 0.5
Old : 100.0: 70.7 64.1 21.1 33.6 0.9 1.2 0.1 0.0 5.1 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 : 47.7 58.9 68.5 80.2 47.4 58.0 66.8 78.3
Old : 47.7 58.9 68.5 80.2 47.4 58.0 66.8 78.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,795: 27,795 38,560 10,410 0 1,975 345 0 0 50 30 100: 120 130
Old : 40,795: 27,795 38,560 10,410 0 1,975 345 0 0 50 30 100: 120 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 170: 120 225 105 0 -55 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 94.5 25.5 0.0 4.8 0.8 0.0 0.0 0.1 0.1 0.2: 0.3 0.3
Old : 100.0: 68.1 94.5 25.5 0.0 4.8 0.8 0.0 0.0 0.1 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 : 32: 20 16 4 0 . . 0 0 . . .:
Old : 32: 20 16 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 : 61.0 85.3 86.6 94.2 56.2 83.1 79.0 86.9
Old : 61.0 85.3 86.6 94.2 56.2 83.1 79.0 86.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,246: 24,230 24,118 439 1,085 1,835 0 0 0 532 0 170: 40 38
Old : 27,246: 24,230 24,118 439 1,085 1,835 0 0 0 532 0 170: 40 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 867: 135 949 439 -521 281 0 0 0 -108 0 120: 0 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 88.5 1.6 4.0 6.7 0.0 0.0 0.0 2.0 0.0 0.6: 0.1 0.1
Old : 100.0: 88.9 88.5 1.6 4.0 6.7 0.0 0.0 0.0 2.0 0.0 0.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 20 . . . 0 0 0 . 0 .:
Old : 28: 19 20 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 56.9 74.2 78.8 38.7 45.4 50.6 55.1
Old : 47.7 56.9 74.2 78.8 38.7 45.4 50.6 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,100: 6,660 7,350 240 350 200 0 200 0 1,000 0 0: 0 0
Old : 8,100: 6,660 7,350 240 350 200 0 200 0 1,000 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 90.7 3.0 4.3 2.5 0.0 2.5 0.0 12.3 0.0 0.0: 0.0 0.0
Old : 100.0: 82.2 90.7 3.0 4.3 2.5 0.0 2.5 0.0 12.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . . 0 . 0 . 0 0:
Old : 20: 11 8 . . . 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 : 56.3 73.0 80.4 95.8 45.8 54.9 59.9 64.2
Old : 56.3 73.0 80.4 95.8 45.8 54.9 59.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 55,670: 38,141 32,996 140 8,058 8,990 1,727 0 270 3,329 2,519 2,765: 308 72
Old : 55,670: 38,141 32,996 140 8,058 8,990 1,727 0 270 3,329 2,519 2,765: 308 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 901: 2,171 480 140 499 -248 -1,071 0 -44 -165 62 99: 18 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 59.3 0.3 14.5 16.1 3.1 0.0 0.5 6.0 4.5 5.0: 0.6 0.1
Old : 100.0: 68.5 59.3 0.3 14.5 16.1 3.1 0.0 0.5 6.0 4.5 5.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 27 26 . . . 5 0 . 5 . 6:
Old : 47: 27 26 . . . 5 0 . 5 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 46.6 66.2 65.2 22.2 24.7 32.2 33.4
Old : 43.7 46.6 66.2 65.2 22.2 24.7 32.2 33.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,317: 5,558 7,093 2,096 600 250 100 0 0 850 900 1,150: 313 324
Old : 10,317: 5,558 7,093 2,096 600 250 100 0 0 850 900 1,150: 313 324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -347: -1,046 253 1,302 0 -600 0 0 0 0 0 0: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 68.8 20.3 5.8 2.4 1.0 0.0 0.0 8.2 8.7 11.1: 3.0 3.1
Old : 100.0: 53.9 68.8 20.3 5.8 2.4 1.0 0.0 0.0 8.2 8.7 11.1: 3.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 14 . . . . 0 0 . . .:
Old : 23: 12 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 : 56.0 42.9 79.2 69.2 36.6 38.4 55.7 56.3
Old : 56.0 42.9 79.2 69.2 36.6 38.4 55.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,153: 37,828 49,418 11,100 0 3,425 270 0 0 385 0 120: 25 190
Old : 53,153: 37,828 49,418 11,100 0 3,425 270 0 0 385 0 120: 25 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 265: 230 370 105 0 -105 0 0 0 55 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 93.0 20.9 0.0 6.4 0.5 0.0 0.0 0.7 0.0 0.2: 0.0 0.4
Old : 100.0: 71.2 93.0 20.9 0.0 6.4 0.5 0.0 0.0 0.7 0.0 0.2: 0.0 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 : 34: 20 19 . 0 . . 0 0 . 0 .:
Old : 34: 20 19 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 76.9 84.3 91.5 49.8 74.1 71.6 79.3
Old : 56.3 76.9 84.3 91.5 49.8 74.1 71.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,704: 39,389 30,569 660 11,785 735 1,800 150 0 300 120 340: 480 5
Old : 43,704: 39,389 30,569 660 11,785 735 1,800 150 0 300 120 340: 480 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 931: 811 1,706 0 -1,020 120 0 0 0 5 120 5: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 69.9 1.5 27.0 1.7 4.1 0.3 0.0 0.7 0.3 0.8: 1.1 0.0
Old : 100.0: 90.1 69.9 1.5 27.0 1.7 4.1 0.3 0.0 0.7 0.3 0.8: 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 : 33: 18 23 . . . . . 0 . . .:
Old : 33: 18 23 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 56.8 76.6 80.5 42.2 53.4 60.7 71.0
Old : 55.1 56.8 76.6 80.5 42.2 53.4 60.7 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 68,545: 55,410 59,027 6,429 7,100 1,265 900 0 0 3,673 300 175: 693 678
Old : 68,545: 55,410 59,027 6,429 7,100 1,265 900 0 0 3,673 300 175: 693 678
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 885: 590 885 45 100 0 0 0 0 250 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 86.1 9.4 10.4 1.8 1.3 0.0 0.0 5.4 0.4 0.3: 1.0 1.0
Old : 100.0: 80.8 86.1 9.4 10.4 1.8 1.3 0.0 0.0 5.4 0.4 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 17 . . . . 0 0 . . .:
Old : 32: 20 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 : 50.3 86.7 70.0 96.3 45.0 81.6 63.5 82.1
Old : 50.3 86.7 70.0 96.3 45.0 81.6 63.5 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,122: 58,770 61,884 6,608 7,493 2,380 1,150 0 0 4,196 1,800 225: 793 340
Old : 74,122: 58,770 61,884 6,608 7,493 2,380 1,150 0 0 4,196 1,800 225: 793 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 680: 440 690 -10 100 -10 0 0 0 260 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 83.5 8.9 10.1 3.2 1.6 0.0 0.0 5.7 2.4 0.3: 1.1 0.5
Old : 100.0: 79.3 83.5 8.9 10.1 3.2 1.6 0.0 0.0 5.7 2.4 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 15 . . . . 0 0 . . .:
Old : 32: 21 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 : 52.4 82.4 72.2 94.4 47.6 77.9 62.5 82.6
Old : 52.4 82.4 72.2 94.4 47.6 77.9 62.5 82.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,486: 81,067 80,074 7,583 5,930 2,647 0 0 0 45 2,820 5: 139 10
Old : 91,486: 81,067 80,074 7,583 5,930 2,647 0 0 0 45 2,820 5: 139 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 945: 996 462 40 140 0 0 0 0 0 454 -111: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 87.5 8.3 6.5 2.9 0.0 0.0 0.0 0.0 3.1 0.0: 0.2 0.0
Old : 100.0: 88.6 87.5 8.3 6.5 2.9 0.0 0.0 0.0 0.0 3.1 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 23 . . 4 0 0 0 . . .:
Old : 36: 22 23 . . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 60.3 81.0 84.2 57.2 56.3 74.1 74.1
Old : 61.4 60.3 81.0 84.2 57.2 56.3 74.1 74.1
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,575: 104,775 106,773 10,288 6,758 2,700 170 883 101 1,119 2,209 1,027: 395 124
Old : 120,575: 104,775 106,773 10,288 6,758 2,700 170 883 101 1,119 2,209 1,027: 395 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,673: 1,881 2,140 231 231 -33 -10 57 -76 -10 -421 -309: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 88.6 8.5 5.6 2.2 0.1 0.7 0.1 0.9 1.8 0.9: 0.3 0.1
Old : 100.0: 86.9 88.6 8.5 5.6 2.2 0.1 0.7 0.1 0.9 1.8 0.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 21 25 . 4 . . . . 4 4 4:
Old : 48: 21 25 . 4 . . . . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 53.0 78.1 75.6 53.5 52.9 66.8 65.2
Old : 58.7 53.0 78.1 75.6 53.5 52.9 66.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 51,515: 44,217 46,795 3,228 0 3,795 0 150 75 25 525 175: 0 0
Old : 51,515: 44,217 46,795 3,228 0 3,795 0 150 75 25 525 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,805: 925 2,675 2,150 0 -245 0 75 0 -150 175 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 90.8 6.3 0.0 7.4 0.0 0.3 0.1 0.0 1.0 0.3: 0.0 0.0
Old : 100.0: 85.8 90.8 6.3 0.0 7.4 0.0 0.3 0.1 0.0 1.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 15 . 0 . 0 . . . . .:
Old : 31: 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 : 87.7 85.0 97.4 95.7 83.6 84.3 90.0 88.5
Old : 87.7 85.0 97.4 95.7 83.6 84.3 90.0 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 39,921: 35,789 35,991 2,542 1,890 1,590 0 0 0 0 450 0: 0 0
Old : 39,921: 35,789 35,991 2,542 1,890 1,590 0 0 0 0 450 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 90.2 6.4 4.7 4.0 0.0 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 89.6 90.2 6.4 4.7 4.0 0.0 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 10 . . . 0 0 0 0 . 0:
Old : 21: 9 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 : 89.0 95.1 98.2 98.6 88.2 90.1 94.1 93.4
Old : 89.0 95.1 98.2 98.6 88.2 90.1 94.1 93.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,676: 41,141 41,901 3,670 3,544 3,000 1,050 950 250 0 220 655: 910 156
Old : 50,676: 41,141 41,901 3,670 3,544 3,000 1,050 950 250 0 220 655: 910 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -82: -120 249 0 -430 38 0 0 0 0 -15 15: -15 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 82.7 7.2 7.0 5.9 2.1 1.9 0.5 0.0 0.4 1.3: 1.8 0.3
Old : 100.0: 81.2 82.7 7.2 7.0 5.9 2.1 1.9 0.5 0.0 0.4 1.3: 1.8 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 : 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 68.0 78.8 81.5 42.3 56.7 61.1 63.7
Old : 49.2 68.0 78.8 81.5 42.3 56.7 61.1 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 57,664: 29,560 49,037 1,050 2,203 4,187 21,755 1,050 150 0 606 305: 657 126
Old : 57,664: 29,560 49,037 1,050 2,203 4,187 21,755 1,050 150 0 606 305: 657 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -54: -17 -353 -300 -6 211 50 0 -5 0 -10 10: -3 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 85.0 1.8 3.8 7.3 37.7 1.8 0.3 0.0 1.1 0.5: 1.1 0.2
Old : 100.0: 51.3 85.0 1.8 3.8 7.3 37.7 1.8 0.3 0.0 1.1 0.5: 1.1 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 : 32: 21 22 . . . 5 . . 0 . .:
Old : 32: 21 22 . . . 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 : 63.6 54.9 78.5 73.5 58.7 48.1 64.4 60.5
Old : 63.6 54.9 78.5 73.5 58.7 48.1 64.4 60.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,708: 20,676 34,964 13,950 0 376 180 0 300 0 0 0: 226 68
Old : 35,708: 20,676 34,964 13,950 0 376 180 0 300 0 0 0: 226 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 135: 145 135 -35 0 20 0 0 0 0 0 0: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 97.9 39.1 0.0 1.1 0.5 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Old : 100.0: 57.9 97.9 39.1 0.0 1.1 0.5 0.0 0.8 0.0 0.0 0.0: 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 : 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 : 60.6 87.7 84.2 94.9 60.0 80.5 78.8 86.4
Old : 60.6 87.7 84.2 94.9 60.0 80.5 78.8 86.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,589: 20,545 31,684 11,309 0 460 0 410 0 0 0 0: 275 35
Old : 32,589: 20,545 31,684 11,309 0 460 0 410 0 0 0 0: 275 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 305: 300 325 0 0 0 0 0 0 0 0 0: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 97.2 34.7 0.0 1.4 0.0 1.3 0.0 0.0 0.0 0.0: 0.8 0.1
Old : 100.0: 63.0 97.2 34.7 0.0 1.4 0.0 1.3 0.0 0.0 0.0 0.0: 0.8 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 : 22: 14 11 4 0 . 0 . 0 0 0 0:
Old : 22: 14 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 : 62.5 86.0 85.2 95.7 62.3 79.6 81.5 87.7
Old : 62.5 86.0 85.2 95.7 62.3 79.6 81.5 87.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,342: 30,801 31,182 1,120 111 1,649 0 650 150 142 160 300: 180 140
Old : 34,342: 30,801 31,182 1,120 111 1,649 0 650 150 142 160 300: 180 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 236: 120 171 22 60 4 0 -100 100 0 0 0: -10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 90.8 3.3 0.3 4.8 0.0 1.9 0.4 0.4 0.5 0.9: 0.5 0.4
Old : 100.0: 89.7 90.8 3.3 0.3 4.8 0.0 1.9 0.4 0.4 0.5 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 : 32: 19 18 4 . . 0 . . . . .:
Old : 32: 19 18 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 : 73.2 55.9 85.9 76.7 72.1 55.1 80.9 74.9
Old : 73.2 55.9 85.9 76.7 72.1 55.1 80.9 74.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,646: 19,790 22,411 2,160 0 574 30 0 250 280 0 215: 347 196
Old : 23,646: 19,790 22,411 2,160 0 574 30 0 250 280 0 215: 347 196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -140: -155 -130 20 0 -10 0 0 0 5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 94.8 9.1 0.0 2.4 0.1 0.0 1.1 1.2 0.0 0.9: 1.5 0.8
Old : 100.0: 83.7 94.8 9.1 0.0 2.4 0.1 0.0 1.1 1.2 0.0 0.9: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.9 67.2 82.4 85.8 62.5 66.7 76.1 81.3
Old : 66.9 67.2 82.4 85.8 62.5 66.7 76.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,661: 38,921 32,680 4,878 10,257 376 65 1,284 746 350 23 280: 46 17
Old : 45,661: 38,921 32,680 4,878 10,257 376 65 1,284 746 350 23 280: 46 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 523: 443 106 105 344 -10 25 122 29 -150 -80 80: 0 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 71.6 10.7 22.5 0.8 0.1 2.8 1.6 0.8 0.1 0.6: 0.1 0.0
Old : 100.0: 85.2 71.6 10.7 22.5 0.8 0.1 2.8 1.6 0.8 0.1 0.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 22 . . . . . . . . .:
Old : 38: 24 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 54.3 77.3 74.2 43.2 51.7 61.0 63.0
Old : 56.5 54.3 77.3 74.2 43.2 51.7 61.0 63.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,368: 34,125 25,570 2,854 12,584 789 1,170 0 130 120 285 0: 180 10
Old : 39,368: 34,125 25,570 2,854 12,584 789 1,170 0 130 120 285 0: 180 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 16: 148 -87 -160 15 48 -60 0 40 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 65.0 7.2 32.0 2.0 3.0 0.0 0.3 0.3 0.7 0.0: 0.5 0.0
Old : 100.0: 86.7 65.0 7.2 32.0 2.0 3.0 0.0 0.3 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 : 60.6 64.3 79.3 84.9 46.5 59.3 60.0 69.6
Old : 60.6 64.3 79.3 84.9 46.5 59.3 60.0 69.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,165: 11,931 15,154 1,278 629 3,376 2,320 0 0 50 0 0: 210 6
Old : 19,165: 11,931 15,154 1,278 629 3,376 2,320 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: November 13, 2018 :
: -2,186: 340 -2,910 -2,571 629 95 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 79.1 6.7 3.3 17.6 12.1 0.0 0.0 0.3 0.0 0.0: 1.1 0.0
Old : 100.0: 62.3 79.1 6.7 3.3 17.6 12.1 0.0 0.0 0.3 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . . 0 0 . 0 0:
Old : 22: 12 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 : 55.1 68.6 88.0 94.8 47.7 54.3 66.5 68.3
Old : 55.1 68.6 88.0 94.8 47.7 54.3 66.5 68.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,280: 10,860 17,205 2,679 0 1,995 50 550 0 4,151 0 530: 15 0
Old : 20,280: 10,860 17,205 2,679 0 1,995 50 550 0 4,151 0 530: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 625: 175 625 150 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 84.8 13.2 0.0 9.8 0.2 2.7 0.0 20.5 0.0 2.6: 0.1 0.0
Old : 100.0: 53.6 84.8 13.2 0.0 9.8 0.2 2.7 0.0 20.5 0.0 2.6: 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 : 24: 13 7 . 0 . . . 0 4 0 .:
Old : 24: 13 7 . 0 . . . 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 : 55.7 83.1 80.3 98.3 44.9 76.9 67.8 80.4
Old : 55.7 83.1 80.3 98.3 44.9 76.9 67.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,640: 11,910 17,230 2,971 0 1,555 0 1,275 50 3,554 0 530: 70 0
Old : 20,640: 11,910 17,230 2,971 0 1,555 0 1,275 50 3,554 0 530: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 625: 175 725 250 0 -100 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 83.5 14.4 0.0 7.5 0.0 6.2 0.2 17.2 0.0 2.6: 0.3 0.0
Old : 100.0: 57.7 83.5 14.4 0.0 7.5 0.0 6.2 0.2 17.2 0.0 2.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . 0 . 0 . . . 0 .:
Old : 23: 13 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 : 51.6 81.2 79.4 96.9 41.6 79.5 67.8 81.8
Old : 51.6 81.2 79.4 96.9 41.6 79.5 67.8 81.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 395,650: 313,194 211,218 17,831 94,020 20,339 298 12,202 23,730 264 14,188 19,953: 41 0
Old : 395,650: 313,194 211,218 17,831 94,020 20,339 298 12,202 23,730 264 14,188 19,953: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 13,517: 8,267 3,670 -1,804 742 2,387 298 1,803 1,807 95 641 2,468: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 53.4 4.5 23.8 5.1 0.1 3.1 6.0 0.1 3.6 5.0: 0.0 0.0
Old : 100.0: 79.2 53.4 4.5 23.8 5.1 0.1 3.1 6.0 0.1 3.6 5.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . . . . . . .:
Old : 25: 13 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 : 74.6 52.8 91.7 79.3 45.5 37.5 46.7 45.8
Old : 74.6 52.8 91.7 79.3 45.5 37.5 46.7 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,164: 11,449 14,945 9,880 6,010 390 115 175 60 2,890 3,480 1,095: 285 9
Old : 26,164: 11,449 14,945 9,880 6,010 390 115 175 60 2,890 3,480 1,095: 285 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -80: -585 -210 475 100 0 0 0 0 -225 -225 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 57.1 37.8 23.0 1.5 0.4 0.7 0.2 11.0 13.3 4.2: 1.1 0.0
Old : 100.0: 43.8 57.1 37.8 23.0 1.5 0.4 0.7 0.2 11.0 13.3 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 : 29: 11 13 . . . . . . . . .:
Old : 29: 11 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 59.2 90.7 83.1 65.5 57.7 86.0 79.2
Old : 69.3 59.2 90.7 83.1 65.5 57.7 86.0 79.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,504: 10,095 12,210 8,990 5,810 590 115 200 60 2,245 3,480 1,150: 259 4
Old : 23,504: 10,095 12,210 8,990 5,810 590 115 200 60 2,245 3,480 1,150: 259 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -120: -625 -250 475 100 0 0 0 0 -225 -225 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 51.9 38.2 24.7 2.5 0.5 0.9 0.3 9.6 14.8 4.9: 1.1 0.0
Old : 100.0: 43.0 51.9 38.2 24.7 2.5 0.5 0.9 0.3 9.6 14.8 4.9: 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 11 . . . . . . . . .:
Old : 27: 11 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 63.6 88.9 88.4 64.5 61.1 83.6 81.3
Old : 69.0 63.6 88.9 88.4 64.5 61.1 83.6 81.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,286: 37,103 45,701 7,975 0 3,810 325 0 50 0 165 2,550: 473 10
Old : 52,286: 37,103 45,701 7,975 0 3,810 325 0 50 0 165 2,550: 473 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 297: 370 220 -500 0 350 0 0 0 0 -355 80: -3 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 87.4 15.3 0.0 7.3 0.6 0.0 0.1 0.0 0.3 4.9: 0.9 0.0
Old : 100.0: 71.0 87.4 15.3 0.0 7.3 0.6 0.0 0.1 0.0 0.3 4.9: 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 : 31: 17 14 . 0 . . 0 . 0 . .:
Old : 31: 17 14 . 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 84.5 79.8 94.1 53.7 80.4 72.2 82.8
Old : 59.1 84.5 79.8 94.1 53.7 80.4 72.2 82.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,891: 36,990 45,276 7,868 0 3,285 325 0 50 750 895 2,385: 238 0
Old : 51,891: 36,990 45,276 7,868 0 3,285 325 0 50 750 895 2,385: 238 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 375: 270 220 -505 0 355 0 0 0 475 20 -220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 87.3 15.2 0.0 6.3 0.6 0.0 0.1 1.4 1.7 4.6: 0.5 0.0
Old : 100.0: 71.3 87.3 15.2 0.0 6.3 0.6 0.0 0.1 1.4 1.7 4.6: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 15 4 0 . . 0 . . . .:
Old : 34: 18 15 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 : 58.7 82.5 80.1 92.8 54.5 80.0 72.0 83.1
Old : 58.7 82.5 80.1 92.8 54.5 80.0 72.0 83.1
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 113,191: 82,672 79,649 14,500 16,346 3,208 1,075 150 880 8,334 10,631 2,247: 275 80
Old : 113,191: 82,672 79,649 14,500 16,346 3,208 1,075 150 880 8,334 10,631 2,247: 275 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 850: 580 260 0 -735 620 0 0 0 -205 849 -144: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 70.4 12.8 14.4 2.8 0.9 0.1 0.8 7.4 9.4 2.0: 0.2 0.1
Old : 100.0: 73.0 70.4 12.8 14.4 2.8 0.9 0.1 0.8 7.4 9.4 2.0: 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 : 55: 30 26 . 4 4 . . 4 5 . 5:
Old : 55: 30 26 . 4 4 . . 4 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 49.5 62.5 78.5 40.6 47.5 59.6 67.2
Old : 41.2 49.5 62.5 78.5 40.6 47.5 59.6 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 128,134: 94,978 84,025 17,010 24,206 2,133 2,560 2,745 400 8,669 12,498 2,047: 337 80
Old : 128,134: 94,978 84,025 17,010 24,206 2,133 2,560 2,745 400 8,669 12,498 2,047: 337 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 875: 1,205 -25 0 100 50 0 0 0 -205 925 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 65.6 13.3 18.9 1.7 2.0 2.1 0.3 6.8 9.8 1.6: 0.3 0.1
Old : 100.0: 74.1 65.6 13.3 18.9 1.7 2.0 2.1 0.3 6.8 9.8 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 : 60: 34 31 . 4 5 . . . 4 4 4:
Old : 60: 34 31 . 4 5 . . . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 47.5 58.1 75.6 38.4 44.9 53.7 66.9
Old : 40.0 47.5 58.1 75.6 38.4 44.9 53.7 66.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 301,441: 185,393 190,093 35,412 26,246 24,677 10,350 14,372 17,963 10,445 11,582 16,480: 721 29
Old : 301,441: 185,393 190,093 35,412 26,246 24,677 10,350 14,372 17,963 10,445 11,582 16,480: 721 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,225: 1,240 845 -1,030 -669 1,207 -1,402 -1,378 -42 -120 18 1,349: 22 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 63.1 11.7 8.7 8.2 3.4 4.8 6.0 3.5 3.8 5.5: 0.2 0.0
Old : 100.0: 61.5 63.1 11.7 8.7 8.2 3.4 4.8 6.0 3.5 3.8 5.5: 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 : 83: 37 38 . . 5 10 6 9 12 7 16:
Old : 83: 37 38 . . 5 10 6 9 12 7 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 : 36.6 43.3 54.8 59.5 29.6 31.0 41.7 41.4
Old : 36.6 43.3 54.8 59.5 29.6 31.0 41.7 41.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,517: 15,859 30,612 8,711 0 0 1,230 50 20 4,934 205 630: 133 0
Old : 31,517: 15,859 30,612 8,711 0 0 1,230 50 20 4,934 205 630: 133 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -70: 75 -200 -50 0 0 0 0 0 -250 -25 155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 97.1 27.6 0.0 0.0 3.9 0.2 0.1 15.7 0.7 2.0: 0.4 0.0
Old : 100.0: 50.3 97.1 27.6 0.0 0.0 3.9 0.2 0.1 15.7 0.7 2.0: 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: 18 10 . 0 0 . . . . . .:
Old : 28: 18 10 . 0 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 94.4 79.9 98.9 52.6 91.9 77.5 92.9
Old : 54.6 94.4 79.9 98.9 52.6 91.9 77.5 92.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,377: 14,637 28,077 9,140 0 0 650 1,480 110 5,030 55 655: 155 0
Old : 30,377: 14,637 28,077 9,140 0 0 650 1,480 110 5,030 55 655: 155 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -50: 75 -200 -50 0 0 0 0 0 -250 -25 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 92.4 30.1 0.0 0.0 2.1 4.9 0.4 16.6 0.2 2.2: 0.5 0.0
Old : 100.0: 48.2 92.4 30.1 0.0 0.0 2.1 4.9 0.4 16.6 0.2 2.2: 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: 17 9 . 0 0 . . . . . .:
Old : 27: 17 9 . 0 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 92.1 83.8 98.7 56.4 89.9 81.6 93.1
Old : 58.4 92.1 83.8 98.7 56.4 89.9 81.6 93.1
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,157: 4,795 8,957 8,207 1,905 750 175 2,415 900 450 350 0: 1,880 1,880
Old : 17,157: 4,795 8,957 8,207 1,905 750 175 2,415 900 450 350 0: 1,880 1,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 0: 0 0 50 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 52.2 47.8 11.1 4.4 1.0 14.1 5.2 2.6 2.0 0.0: 11.0 11.0
Old : 100.0: 27.9 52.2 47.8 11.1 4.4 1.0 14.1 5.2 2.6 2.0 0.0: 11.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.6 59.5 82.0 76.2 66.2 50.3 71.4 65.7
Old : 72.6 59.5 82.0 76.2 66.2 50.3 71.4 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,250: 2,055 7,580 6,830 65 900 0 1,315 660 75 0 0: 730 730
Old : 11,250: 2,055 7,580 6,830 65 900 0 1,315 660 75 0 0: 730 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 25: 0 0 50 0 0 -50 0 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 67.4 60.7 0.6 8.0 0.0 11.7 5.9 0.7 0.0 0.0: 6.5 6.5
Old : 100.0: 18.3 67.4 60.7 0.6 8.0 0.0 11.7 5.9 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 0:
Old : 21: 9 13 . . . 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 : 79.2 49.2 90.2 77.2 71.6 41.7 72.3 63.6
Old : 79.2 49.2 90.2 77.2 71.6 41.7 72.3 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,676: 29,162 21,332 16,413 26,460 175 4,890 5,740 2,815 3,405 0 2,840: 8,976 9,314
Old : 68,676: 29,162 21,332 16,413 26,460 175 4,890 5,740 2,815 3,405 0 2,840: 8,976 9,314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -45: 500 -175 50 0 0 -800 150 100 225 0 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 31.1 23.9 38.5 0.3 7.1 8.4 4.1 5.0 0.0 4.1: 13.1 13.6
Old : 100.0: 42.5 31.1 23.9 38.5 0.3 7.1 8.4 4.1 5.0 0.0 4.1: 13.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 18 . . . . . . . 0 .:
Old : 27: 13 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 52.1 80.9 68.4 52.8 52.1 68.8 66.3
Old : 57.4 52.1 80.9 68.4 52.8 52.1 68.8 66.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,128: 28,975 20,718 15,070 26,265 175 6,005 5,740 2,865 3,140 0 2,875: 8,023 8,490
Old : 67,128: 28,975 20,718 15,070 26,265 175 6,005 5,740 2,865 3,140 0 2,875: 8,023 8,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 25: 460 -215 0 0 0 -800 150 100 275 0 -50: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 30.9 22.4 39.1 0.3 8.9 8.6 4.3 4.7 0.0 4.3: 12.0 12.6
Old : 100.0: 43.2 30.9 22.4 39.1 0.3 8.9 8.6 4.3 4.7 0.0 4.3: 12.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 18 . . . . . . . 0 .:
Old : 28: 13 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 52.9 80.2 69.1 54.7 52.9 67.9 66.0
Old : 59.3 52.9 80.2 69.1 54.7 52.9 67.9 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,615: 13,115 5,220 3,265 0 815 0 11,635 415 200 25 2,935: 3,870 3,570
Old : 24,615: 13,115 5,220 3,265 0 815 0 11,635 415 200 25 2,935: 3,870 3,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 45: 115 15 -75 0 0 0 25 15 0 0 -25: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 21.2 13.3 0.0 3.3 0.0 47.3 1.7 0.8 0.1 11.9: 15.7 14.5
Old : 100.0: 53.3 21.2 13.3 0.0 3.3 0.0 47.3 1.7 0.8 0.1 11.9: 15.7 14.5
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: 14 10 . 0 . 0 4 . . . .:
Old : 27: 14 10 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 67.6 68.4 76.8 40.6 56.6 55.0 62.0
Old : 47.3 67.6 68.4 76.8 40.6 56.6 55.0 62.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,700: 12,260 5,205 4,080 0 615 0 11,510 415 100 25 3,135: 4,095 3,795
Old : 24,700: 12,260 5,205 4,080 0 615 0 11,510 415 100 25 3,135: 4,095 3,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 30: 100 0 -75 0 0 0 25 15 0 0 -25: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 21.1 16.5 0.0 2.5 0.0 46.6 1.7 0.4 0.1 12.7: 16.6 15.4
Old : 100.0: 49.6 21.1 16.5 0.0 2.5 0.0 46.6 1.7 0.4 0.1 12.7: 16.6 15.4
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 : 26: 14 10 . 0 . 0 4 . . . .:
Old : 26: 14 10 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 67.8 67.7 76.6 39.0 56.0 54.4 61.2
Old : 47.0 67.8 67.7 76.6 39.0 56.0 54.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,384: 10,394 21,289 3,932 2,005 385 9,945 830 0 100 0 0: 2,628 2,875
Old : 27,384: 10,394 21,289 3,932 2,005 385 9,945 830 0 100 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: November 13, 2018 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 77.7 14.4 7.3 1.4 36.3 3.0 0.0 0.4 0.0 0.0: 9.6 10.5
Old : 100.0: 38.0 77.7 14.4 7.3 1.4 36.3 3.0 0.0 0.4 0.0 0.0: 9.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 13 . . . . . 0 . 0 0:
Old : 22: 8 13 . . . . . 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 : 70.3 70.9 86.7 81.9 70.2 69.5 82.7 79.8
Old : 70.3 70.9 86.7 81.9 70.2 69.5 82.7 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,550: 14,295 32,175 10,810 0 285 3,800 945 230 4,710 525 1,745: 2,675 2,645
Old : 38,550: 14,295 32,175 10,810 0 285 3,800 945 230 4,710 525 1,745: 2,675 2,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,225: -50 1,275 600 0 0 0 50 0 550 -25 -75: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 83.5 28.0 0.0 0.7 9.9 2.5 0.6 12.2 1.4 4.5: 6.9 6.9
Old : 100.0: 37.1 83.5 28.0 0.0 0.7 9.9 2.5 0.6 12.2 1.4 4.5: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 10 . 0 . 4 . . . . .:
Old : 28: 14 10 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 78.3 78.5 89.3 50.0 77.3 73.3 84.3
Old : 54.3 78.3 78.5 89.3 50.0 77.3 73.3 84.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,160: 12,960 29,810 9,990 0 185 3,290 945 830 4,660 175 1,645: 2,600 2,570
Old : 36,160: 12,960 29,810 9,990 0 185 3,290 945 830 4,660 175 1,645: 2,600 2,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 1,150: -50 1,075 600 0 0 0 50 0 350 -25 50: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 82.4 27.6 0.0 0.5 9.1 2.6 2.3 12.9 0.5 4.5: 7.2 7.1
Old : 100.0: 35.8 82.4 27.6 0.0 0.5 9.1 2.6 2.3 12.9 0.5 4.5: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 9 . 0 . 4 . 4 . . .:
Old : 27: 14 9 . 0 . 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 : 53.6 77.2 77.6 87.7 49.1 76.2 72.0 83.0
Old : 53.6 77.2 77.6 87.7 49.1 76.2 72.0 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,195: 8,715 2,155 1,225 4,825 0 0 2,025 0 0 1,250 100: 1,155 840
Old : 11,195: 8,715 2,155 1,225 4,825 0 0 2,025 0 0 1,250 100: 1,155 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 50: 50 0 0 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 19.2 10.9 43.1 0.0 0.0 18.1 0.0 0.0 11.2 0.9: 10.3 7.5
Old : 100.0: 77.8 19.2 10.9 43.1 0.0 0.0 18.1 0.0 0.0 11.2 0.9: 10.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . . 0 0 . 0 0 . .:
Old : 20: 12 8 . . 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 : 70.4 76.9 82.6 87.9 70.3 72.4 78.8 81.8
Old : 70.4 76.9 82.6 87.9 70.3 72.4 78.8 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,880: 31,090 20,955 0 11,130 1,365 1,580 11,525 540 10,410 30 1,855: 2,040 1,480
Old : 48,880: 31,090 20,955 0 11,130 1,365 1,580 11,525 540 10,410 30 1,855: 2,040 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,390: 2,220 -5 0 -50 0 125 2,400 -25 -20 -20 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 42.9 0.0 22.8 2.8 3.2 23.6 1.1 21.3 0.1 3.8: 4.2 3.0
Old : 100.0: 63.6 42.9 0.0 22.8 2.8 3.2 23.6 1.1 21.3 0.1 3.8: 4.2 3.0
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 17 0 . . . . . . . .:
Old : 30: 17 17 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 64.6 82.7 86.7 63.7 60.2 76.1 81.2
Old : 68.5 64.6 82.7 86.7 63.7 60.2 76.1 81.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,230: 31,165 19,620 0 11,740 1,365 1,055 11,525 680 10,155 30 1,690: 2,120 1,580
Old : 48,230: 31,165 19,620 0 11,740 1,365 1,055 11,525 680 10,155 30 1,690: 2,120 1,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 2,550: 2,300 125 0 -50 0 125 2,400 0 30 -20 65: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 40.7 0.0 24.3 2.8 2.2 23.9 1.4 21.1 0.1 3.5: 4.4 3.3
Old : 100.0: 64.6 40.7 0.0 24.3 2.8 2.2 23.9 1.4 21.1 0.1 3.5: 4.4 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 : 30: 17 17 0 . . . . . . . .:
Old : 30: 17 17 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 66.7 83.5 86.0 65.8 62.5 78.1 79.9
Old : 70.2 66.7 83.5 86.0 65.8 62.5 78.1 79.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,585: 22,780 14,920 0 19,010 210 16,285 0 575 2,030 7,175 935: 2,770 2,760
Old : 45,585: 22,780 14,920 0 19,010 210 16,285 0 575 2,030 7,175 935: 2,770 2,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 215: -20 -595 0 400 -50 225 0 -150 0 400 -140: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 32.7 0.0 41.7 0.5 35.7 0.0 1.3 4.5 15.7 2.1: 6.1 6.1
Old : 100.0: 50.0 32.7 0.0 41.7 0.5 35.7 0.0 1.3 4.5 15.7 2.1: 6.1 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: 16 9 0 . . . 0 . . . .:
Old : 28: 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 : 61.0 74.2 78.2 91.4 61.0 71.7 77.7 87.2
Old : 61.0 74.2 78.2 91.4 61.0 71.7 77.7 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,080: 20,230 16,250 0 15,195 315 16,310 0 575 1,910 7,015 970: 2,770 2,760
Old : 43,080: 20,230 16,250 0 15,195 315 16,310 0 575 1,910 7,015 970: 2,770 2,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 130: 5 -570 0 400 -50 225 0 -150 0 400 -140: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 37.7 0.0 35.3 0.7 37.9 0.0 1.3 4.4 16.3 2.3: 6.4 6.4
Old : 100.0: 47.0 37.7 0.0 35.3 0.7 37.9 0.0 1.3 4.4 16.3 2.3: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 9 0 . . . 0 . . . .:
Old : 28: 15 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 : 62.1 68.8 78.6 90.7 62.1 65.9 77.7 86.3
Old : 62.1 68.8 78.6 90.7 62.1 65.9 77.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 111,959: 53,825 79,739 28,685 1,500 1,230 6,559 380 6,585 630 7,865 5,285: 9,160 9,375
Old : 111,959: 53,825 79,739 28,685 1,500 1,230 6,559 380 6,585 630 7,865 5,285: 9,160 9,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -375: 850 -850 -800 -600 65 25 150 -195 -45 1,130 -380: 105 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 71.2 25.6 1.3 1.1 5.9 0.3 5.9 0.6 7.0 4.7: 8.2 8.4
Old : 100.0: 48.1 71.2 25.6 1.3 1.1 5.9 0.3 5.9 0.6 7.0 4.7: 8.2 8.4
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 : 42: 21 26 . . . . . 4 . . .:
Old : 42: 21 26 . . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 51.9 76.7 65.9 57.2 47.4 64.1 57.8
Old : 63.8 51.9 76.7 65.9 57.2 47.4 64.1 57.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,323: 49,830 74,609 25,550 1,460 1,145 8,276 175 5,002 280 7,200 5,935: 9,305 9,797
Old : 105,323: 49,830 74,609 25,550 1,460 1,145 8,276 175 5,002 280 7,200 5,935: 9,305 9,797
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -160: 1,005 -705 -810 -600 0 50 175 55 -45 1,030 -480: 65 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 70.8 24.3 1.4 1.1 7.9 0.2 4.7 0.3 6.8 5.6: 8.8 9.3
Old : 100.0: 47.3 70.8 24.3 1.4 1.1 7.9 0.2 4.7 0.3 6.8 5.6: 8.8 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 : 39: 19 23 . . . . . 4 . . .:
Old : 39: 19 23 . . . . . 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 51.0 77.6 66.2 57.9 45.7 65.8 59.5
Old : 63.9 51.0 77.6 66.2 57.9 45.7 65.8 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,290: 10,095 20,875 12,320 3,865 1,915 5,905 2,750 365 0 1,400 0: 1,690 1,120
Old : 32,290: 10,095 20,875 12,320 3,865 1,915 5,905 2,750 365 0 1,400 0: 1,690 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 30: -30 -80 0 60 0 0 0 0 0 50 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 64.6 38.2 12.0 5.9 18.3 8.5 1.1 0.0 4.3 0.0: 5.2 3.5
Old : 100.0: 31.3 64.6 38.2 12.0 5.9 18.3 8.5 1.1 0.0 4.3 0.0: 5.2 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 : 76.8 43.5 88.6 62.7 69.7 42.3 78.8 61.4
Old : 76.8 43.5 88.6 62.7 69.7 42.3 78.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,990: 7,650 16,145 11,505 3,385 1,525 2,825 1,250 370 0 1,200 0: 1,115 1,115
Old : 24,990: 7,650 16,145 11,505 3,385 1,525 2,825 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: November 13, 2018 :
: 60: 10 -50 0 110 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 64.6 46.0 13.5 6.1 11.3 5.0 1.5 0.0 4.8 0.0: 4.5 4.5
Old : 100.0: 30.6 64.6 46.0 13.5 6.1 11.3 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 : 75.6 39.8 87.9 59.4 66.5 36.6 74.0 55.7
Old : 75.6 39.8 87.9 59.4 66.5 36.6 74.0 55.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,095: 8,710 11,815 0 6,005 1,880 9,925 995 380 0 0 0: 1,200 1,020
Old : 22,095: 8,710 11,815 0 6,005 1,880 9,925 995 380 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: November 13, 2018 :
: 50: 50 300 0 -300 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 53.5 0.0 27.2 8.5 44.9 4.5 1.7 0.0 0.0 0.0: 5.4 4.6
Old : 100.0: 39.4 53.5 0.0 27.2 8.5 44.9 4.5 1.7 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 : 73.7 67.2 89.1 85.2 72.1 58.0 80.2 75.3
Old : 73.7 67.2 89.1 85.2 72.1 58.0 80.2 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,670: 34,830 30,215 4,165 1,240 8,520 50 8,055 570 725 0 0: 10,810 11,070
Old : 59,670: 34,830 30,215 4,165 1,240 8,520 50 8,055 570 725 0 0: 10,810 11,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -25: 1,270 -450 -2,020 -300 625 0 -250 50 -50 0 0: 100 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 50.6 7.0 2.1 14.3 0.1 13.5 1.0 1.2 0.0 0.0: 18.1 18.6
Old : 100.0: 58.4 50.6 7.0 2.1 14.3 0.1 13.5 1.0 1.2 0.0 0.0: 18.1 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 18 . . . . . . . 0 0:
Old : 31: 17 18 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.2 67.2 55.4 37.2 24.2 43.4 37.7
Old : 47.9 34.2 67.2 55.4 37.2 24.2 43.4 37.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,955: 23,385 19,290 1,135 1,795 6,480 795 4,975 0 325 0 0: 12,835 12,415
Old : 44,955: 23,385 19,290 1,135 1,795 6,480 795 4,975 0 325 0 0: 12,835 12,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 305: 400 210 -240 -50 310 200 0 0 0 0 0: -365 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 42.9 2.5 4.0 14.4 1.8 11.1 0.0 0.7 0.0 0.0: 28.6 27.6
Old : 100.0: 52.0 42.9 2.5 4.0 14.4 1.8 11.1 0.0 0.7 0.0 0.0: 28.6 27.6
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 : 26: 16 16 . . . . . 0 . 0 0:
Old : 26: 16 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 : 43.2 35.4 62.2 52.2 30.0 24.2 36.2 33.3
Old : 43.2 35.4 62.2 52.2 30.0 24.2 36.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 23, 2018