COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,456: 10,818 12,576 2,257 133 659 274 8,686 719 10,469 1,869 585: 675 1,229
Old : 26,456: 10,818 12,576 2,257 133 659 274 8,686 719 10,469 1,869 585: 675 1,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -2,012: -451 -1,666 -182 -314 -40 105 37 -203 -1,161 58 22: -102 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 47.5 8.5 0.5 2.5 1.0 32.8 2.7 39.6 7.1 2.2: 2.6 4.6
Old : 100.0: 40.9 47.5 8.5 0.5 2.5 1.0 32.8 2.7 39.6 7.1 2.2: 2.6 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 : 40: 13 12 4 . . . 4 . 8 6 8:
Old : 40: 13 12 4 . . . 4 . 8 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 65.6 66.6 77.6 41.3 57.9 56.6 64.3
Old : 45.5 65.6 66.6 77.6 41.3 57.9 56.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,586: 23,147 23,667 0 7,565 8,963 6,422 48 2,642 2,137 1,209 4,322: 1,954 1,171
Old : 49,586: 23,147 23,667 0 7,565 8,963 6,422 48 2,642 2,137 1,209 4,322: 1,954 1,171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -4,485: -3,217 -3,041 0 365 -781 189 -34 -1,422 35 -48 -263: 974 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 47.7 0.0 15.3 18.1 13.0 0.1 5.3 4.3 2.4 8.7: 3.9 2.4
Old : 100.0: 46.7 47.7 0.0 15.3 18.1 13.0 0.1 5.3 4.3 2.4 8.7: 3.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 27 28 0 . . 4 . 6 6 5 8:
Old : 49: 27 28 0 . . 4 . 6 6 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 48.8 63.5 66.2 26.5 27.2 33.7 35.8
Old : 41.6 48.8 63.5 66.2 26.5 27.2 33.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,843: 28,018 40,663 6,632 0 1,666 452 825 458 6,425 105 125: 66 1
Old : 43,843: 28,018 40,663 6,632 0 1,666 452 825 458 6,425 105 125: 66 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -1,818: -1,637 -1,437 197 0 -211 -193 -100 5 0 -100 25: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 92.7 15.1 0.0 3.8 1.0 1.9 1.0 14.7 0.2 0.3: 0.2 0.0
Old : 100.0: 63.9 92.7 15.1 0.0 3.8 1.0 1.9 1.0 14.7 0.2 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 : 38: 20 20 . 0 . . . . 4 . .:
Old : 38: 20 20 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 72.7 86.4 87.2 59.8 68.8 75.0 77.5
Old : 64.3 72.7 86.4 87.2 59.8 68.8 75.0 77.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 23,043: 16,924 18,563 0 3,285 960 25 0 0 4,950 165 50: 134 20
Old : 23,043: 16,924 18,563 0 3,285 960 25 0 0 4,950 165 50: 134 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -1,620: -850 -1,400 0 25 -100 -100 0 0 -500 -50 -75: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 80.6 0.0 14.3 4.2 0.1 0.0 0.0 21.5 0.7 0.2: 0.6 0.1
Old : 100.0: 73.4 80.6 0.0 14.3 4.2 0.1 0.0 0.0 21.5 0.7 0.2: 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 : 29: 13 15 0 . . . 0 0 4 . .:
Old : 29: 13 15 0 . . . 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 : 70.7 73.7 88.1 92.3 70.0 69.6 82.5 81.3
Old : 70.7 73.7 88.1 92.3 70.0 69.6 82.5 81.3
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 152,287: 133,421 106,940 1,595 28,958 3,367 380 4,030 2,335 4,605 0 2,175: 4,409 4,482
Old : 152,287: 133,421 106,940 1,595 28,958 3,367 380 4,030 2,335 4,605 0 2,175: 4,409 4,482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -168: -4,062 -1,896 -32 -1,146 119 -100 -639 -85 533 -8 -688: 4,147 4,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 70.2 1.0 19.0 2.2 0.2 2.6 1.5 3.0 0.0 1.4: 2.9 2.9
Old : 100.0: 87.6 70.2 1.0 19.0 2.2 0.2 2.6 1.5 3.0 0.0 1.4: 2.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 32 31 . . 4 . . . 4 0 .:
Old : 49: 32 31 . . 4 . . . 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 : 39.0 61.1 58.0 73.3 36.3 50.9 48.9 59.5
Old : 39.0 61.1 58.0 73.3 36.3 50.9 48.9 59.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,460: 37,326 33,215 5,086 4,386 2,370 267 4,952 646 325 500 375: 65 15
Old : 46,460: 37,326 33,215 5,086 4,386 2,370 267 4,952 646 325 500 375: 65 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,520: 1,938 962 -379 75 11 -25 77 24 25 475 -75: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 71.5 10.9 9.4 5.1 0.6 10.7 1.4 0.7 1.1 0.8: 0.1 0.0
Old : 100.0: 80.3 71.5 10.9 9.4 5.1 0.6 10.7 1.4 0.7 1.1 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 13 18 . . . 4 . . . . .:
Old : 34: 13 18 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 64.2 92.9 85.3 73.1 51.9 76.9 71.6
Old : 78.2 64.2 92.9 85.3 73.1 51.9 76.9 71.6
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,467: 23,445 19,360 3,135 7,237 645 150 0 0 0 175 50: 42 0
Old : 27,467: 23,445 19,360 3,135 7,237 645 150 0 0 0 175 50: 42 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 127: 177 -200 0 352 -50 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 70.5 11.4 26.3 2.3 0.5 0.0 0.0 0.0 0.6 0.2: 0.2 0.0
Old : 100.0: 85.4 70.5 11.4 26.3 2.3 0.5 0.0 0.0 0.0 0.6 0.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 . . . . 0 0 0 . .:
Old : 21: 8 12 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.0 93.1 98.1 97.7 85.0 81.5 87.3 86.0
Old : 85.0 93.1 98.1 97.7 85.0 81.5 87.3 86.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,191: 35,591 37,736 7,715 6,730 1,505 990 700 0 1,010 0 170: 210 350
Old : 47,191: 35,591 37,736 7,715 6,730 1,505 990 700 0 1,010 0 170: 210 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 565: 430 3,490 175 -3,130 65 -110 0 0 75 0 -110: 40 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 80.0 16.3 14.3 3.2 2.1 1.5 0.0 2.1 0.0 0.4: 0.4 0.7
Old : 100.0: 75.4 80.0 16.3 14.3 3.2 2.1 1.5 0.0 2.1 0.0 0.4: 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 : 35: 23 25 . . . . . 0 . 0 .:
Old : 35: 23 25 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 42.8 71.0 66.4 38.5 38.9 49.3 56.6
Old : 48.5 42.8 71.0 66.4 38.5 38.9 49.3 56.6
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,297: 45,124 46,180 5,256 19,140 5,555 13,695 1,330 285 2,353 0 475: 554 332
Old : 73,297: 45,124 46,180 5,256 19,140 5,555 13,695 1,330 285 2,353 0 475: 554 332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,429: -1,481 1,249 -2,230 -2,175 1,845 3,300 0 185 -310 0 0: 120 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 63.0 7.2 26.1 7.6 18.7 1.8 0.4 3.2 0.0 0.6: 0.8 0.5
Old : 100.0: 61.6 63.0 7.2 26.1 7.6 18.7 1.8 0.4 3.2 0.0 0.6: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 27 26 4 . 4 5 . . . 0 .:
Old : 42: 27 26 4 . 4 5 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 54.0 61.1 71.5 34.5 51.5 47.8 58.5
Old : 43.1 54.0 61.1 71.5 34.5 51.5 47.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,429: 62,032 59,463 13,453 21,555 300 785 120 190 4,997 0 1,015: 657 786
Old : 83,429: 62,032 59,463 13,453 21,555 300 785 120 190 4,997 0 1,015: 657 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 4,340: 3,525 400 -60 3,835 0 0 0 0 635 0 -135: 375 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 71.3 16.1 25.8 0.4 0.9 0.1 0.2 6.0 0.0 1.2: 0.8 0.9
Old : 100.0: 74.4 71.3 16.1 25.8 0.4 0.9 0.1 0.2 6.0 0.0 1.2: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.9 63.8 72.2 79.8 47.2 63.8 70.9 76.8
Old : 47.9 63.8 72.2 79.8 47.2 63.8 70.9 76.8
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 115,959: 82,425 72,398 23,209 41,020 1,055 1,305 120 0 6,156 0 700: 1,109 666
Old : 115,959: 82,425 72,398 23,209 41,020 1,055 1,305 120 0 6,156 0 700: 1,109 666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 4,095: 3,065 600 -235 3,495 0 0 0 0 590 0 -100: 775 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 62.4 20.0 35.4 0.9 1.1 0.1 0.0 5.3 0.0 0.6: 1.0 0.6
Old : 100.0: 71.1 62.4 20.0 35.4 0.9 1.1 0.1 0.0 5.3 0.0 0.6: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.3 60.0 69.2 80.8 46.0 59.1 67.7 78.9
Old : 46.3 60.0 69.2 80.8 46.0 59.1 67.7 78.9
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,945: 27,845 39,060 11,110 0 1,525 195 0 0 0 80 150: 120 130
Old : 40,945: 27,845 39,060 11,110 0 1,525 195 0 0 0 80 150: 120 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 125: 125 425 450 0 -300 -150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 95.4 27.1 0.0 3.7 0.5 0.0 0.0 0.0 0.2 0.4: 0.3 0.3
Old : 100.0: 68.0 95.4 27.1 0.0 3.7 0.5 0.0 0.0 0.0 0.2 0.4: 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: 19 17 4 0 . . 0 0 0 . .:
Old : 32: 19 17 4 0 . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 84.8 86.5 93.8 57.6 83.3 79.3 86.8
Old : 61.4 84.8 86.5 93.8 57.6 83.3 79.3 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,340: 24,617 23,647 0 1,601 1,904 0 0 0 599 0 170: 50 18
Old : 27,340: 24,617 23,647 0 1,601 1,904 0 0 0 599 0 170: 50 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -120: 82 -650 -344 481 69 0 0 0 63 0 0: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 86.5 0.0 5.9 7.0 0.0 0.0 0.0 2.2 0.0 0.6: 0.2 0.1
Old : 100.0: 90.0 86.5 0.0 5.9 7.0 0.0 0.0 0.0 2.2 0.0 0.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 20 0 . . 0 0 0 . 0 .:
Old : 28: 19 20 0 . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 55.2 74.6 78.5 40.6 43.4 52.3 52.9
Old : 50.1 55.2 74.6 78.5 40.6 43.4 52.3 52.9
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 27, 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: 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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,399: 41,202 34,713 578 7,897 9,842 1,274 1,064 336 2,866 2,629 2,899: 402 19
Old : 59,399: 41,202 34,713 578 7,897 9,842 1,274 1,064 336 2,866 2,629 2,899: 402 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 2,326: 2,011 1,168 211 -576 486 -455 1,064 64 -171 35 87: 93 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 58.4 1.0 13.3 16.6 2.1 1.8 0.6 4.8 4.4 4.9: 0.7 0.0
Old : 100.0: 69.4 58.4 1.0 13.3 16.6 2.1 1.8 0.6 4.8 4.4 4.9: 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 : 50: 27 27 . . . 4 . 4 5 . 5:
Old : 50: 27 27 . . . 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 : 46.0 44.0 68.3 62.3 25.4 23.6 33.4 32.9
Old : 46.0 44.0 68.3 62.3 25.4 23.6 33.4 32.9
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,592: 5,758 6,418 2,171 600 250 100 950 0 850 900 1,150: 313 324
Old : 10,592: 5,758 6,418 2,171 600 250 100 950 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 27, 2018 :
: 275: 200 -675 75 0 0 0 950 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 60.6 20.5 5.7 2.4 0.9 9.0 0.0 8.0 8.5 10.9: 3.0 3.1
Old : 100.0: 54.4 60.6 20.5 5.7 2.4 0.9 9.0 0.0 8.0 8.5 10.9: 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 13 . . . . . 0 . . .:
Old : 23: 12 13 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 41.5 78.8 67.1 42.0 38.6 61.1 57.7
Old : 56.2 41.5 78.8 67.1 42.0 38.6 61.1 57.7
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,948: 38,878 50,398 11,300 0 3,140 120 0 0 365 100 120: 25 190
Old : 53,948: 38,878 50,398 11,300 0 3,140 120 0 0 365 100 120: 25 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 845: 1,175 880 -125 0 -35 -150 0 0 -20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 93.4 20.9 0.0 5.8 0.2 0.0 0.0 0.7 0.2 0.2: 0.0 0.4
Old : 100.0: 72.1 93.4 20.9 0.0 5.8 0.2 0.0 0.0 0.7 0.2 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 : 35: 20 19 . 0 . . 0 0 . . .:
Old : 35: 20 19 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 75.9 84.5 90.8 50.4 73.6 71.6 78.4
Old : 56.3 75.9 84.5 90.8 50.4 73.6 71.6 78.4
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,874: 39,618 30,394 660 12,120 435 1,800 170 0 346 455 295: 720 5
Old : 43,874: 39,618 30,394 660 12,120 435 1,800 170 0 346 455 295: 720 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 155: 35 -85 0 10 -60 0 20 0 20 290 -20: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 69.3 1.5 27.6 1.0 4.1 0.4 0.0 0.8 1.0 0.7: 1.6 0.0
Old : 100.0: 90.3 69.3 1.5 27.6 1.0 4.1 0.4 0.0 0.8 1.0 0.7: 1.6 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 : 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 : 55.3 56.6 76.5 79.5 42.8 53.8 60.6 70.7
Old : 55.3 56.6 76.5 79.5 42.8 53.8 60.6 70.7
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,975: 57,435 62,497 6,399 7,100 1,265 800 0 0 3,815 300 100: 2,161 713
Old : 71,975: 57,435 62,497 6,399 7,100 1,265 800 0 0 3,815 300 100: 2,161 713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 2,160: 840 2,125 -10 0 0 -100 0 0 -38 0 0: 1,468 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 86.8 8.9 9.9 1.8 1.1 0.0 0.0 5.3 0.4 0.1: 3.0 1.0
Old : 100.0: 79.8 86.8 8.9 9.9 1.8 1.1 0.0 0.0 5.3 0.4 0.1: 3.0 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 : 48.6 87.6 68.7 96.7 44.8 82.7 62.5 83.0
Old : 48.6 87.6 68.7 96.7 44.8 82.7 62.5 83.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,062: 60,025 64,039 6,643 8,193 2,380 1,300 0 0 4,181 1,800 175: 2,358 475
Old : 77,062: 60,025 64,039 6,643 8,193 2,380 1,300 0 0 4,181 1,800 175: 2,358 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 2,685: 1,120 1,950 -105 600 0 150 0 0 -45 0 0: 1,565 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 83.1 8.6 10.6 3.1 1.7 0.0 0.0 5.4 2.3 0.2: 3.1 0.6
Old : 100.0: 77.9 83.1 8.6 10.6 3.1 1.7 0.0 0.0 5.4 2.3 0.2: 3.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 15 . . . . 0 0 . . .:
Old : 33: 22 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 : 48.8 82.5 69.8 94.6 46.0 77.6 61.1 83.0
Old : 48.8 82.5 69.8 94.6 46.0 77.6 61.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,013: 84,323 81,586 6,987 7,609 2,416 0 0 0 45 2,289 93: 149 20
Old : 94,013: 84,323 81,586 6,987 7,609 2,416 0 0 0 45 2,289 93: 149 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 2,162: 2,844 1,510 -588 1,800 -202 0 0 0 0 -1,023 88: 20 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 86.8 7.4 8.1 2.6 0.0 0.0 0.0 0.0 2.4 0.1: 0.2 0.0
Old : 100.0: 89.7 86.8 7.4 8.1 2.6 0.0 0.0 0.0 0.0 2.4 0.1: 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: 21 23 . 4 4 0 0 0 . . .:
Old : 36: 21 23 . 4 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 58.4 80.4 84.0 57.4 54.7 72.9 73.9
Old : 61.4 58.4 80.4 84.0 57.4 54.7 72.9 73.9
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,369: 108,874 108,078 9,489 8,367 2,238 187 990 103 1,181 2,659 879: 419 55
Old : 123,369: 108,874 108,078 9,489 8,367 2,238 187 990 103 1,181 2,659 879: 419 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 2,506: 3,510 1,702 -762 1,682 -399 23 33 -8 55 -564 52: 35 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 87.6 7.7 6.8 1.8 0.2 0.8 0.1 1.0 2.2 0.7: 0.3 0.0
Old : 100.0: 88.3 87.6 7.7 6.8 1.8 0.2 0.8 0.1 1.0 2.2 0.7: 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 : 48: 21 26 . 5 . . . . 4 4 .:
Old : 48: 21 26 . 5 . . . . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 51.0 78.8 76.2 53.3 50.9 67.3 64.2
Old : 58.8 51.0 78.8 76.2 53.3 50.9 67.3 64.2
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,370: 44,942 47,920 3,703 0 3,525 0 150 75 0 575 125: 0 0
Old : 52,370: 44,942 47,920 3,703 0 3,525 0 150 75 0 575 125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 450: 450 500 75 0 -50 0 0 0 0 25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 91.5 7.1 0.0 6.7 0.0 0.3 0.1 0.0 1.1 0.2: 0.0 0.0
Old : 100.0: 85.8 91.5 7.1 0.0 6.7 0.0 0.3 0.1 0.0 1.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 16 . 0 . 0 . . 0 4 .:
Old : 31: 14 16 . 0 . 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 : 87.3 85.4 97.3 95.4 83.5 84.6 90.6 88.8
Old : 87.3 85.4 97.3 95.4 83.5 84.6 90.6 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 48,967: 39,379 39,626 4,010 3,589 2,955 850 950 250 0 440 520: 1,003 637
Old : 48,967: 39,379 39,626 4,010 3,589 2,955 850 950 250 0 440 520: 1,003 637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -719: -812 -1,234 340 110 -110 -200 0 0 0 20 -20: 83 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 80.9 8.2 7.3 6.0 1.7 1.9 0.5 0.0 0.9 1.1: 2.0 1.3
Old : 100.0: 80.4 80.9 8.2 7.3 6.0 1.7 1.9 0.5 0.0 0.9 1.1: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 18 . . . . . . 0 . .:
Old : 27: 19 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 64.8 77.6 78.6 40.2 51.9 58.5 59.0
Old : 50.2 64.8 77.6 78.6 40.2 51.9 58.5 59.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,799: 28,236 48,771 1,530 2,361 3,934 23,010 1,200 0 0 673 250: 839 610
Old : 57,799: 28,236 48,771 1,530 2,361 3,934 23,010 1,200 0 0 673 250: 839 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -830: -1,406 -1,397 480 18 -113 110 150 -50 0 17 -20: 169 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 84.4 2.6 4.1 6.8 39.8 2.1 0.0 0.0 1.2 0.4: 1.5 1.1
Old : 100.0: 48.9 84.4 2.6 4.1 6.8 39.8 2.1 0.0 0.0 1.2 0.4: 1.5 1.1
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 : 33: 21 24 . . . 4 . 0 0 . .:
Old : 33: 21 24 . . . 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 : 66.4 55.2 80.2 72.3 60.4 48.5 66.7 61.0
Old : 66.4 55.2 80.2 72.3 60.4 48.5 66.7 61.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 37,467: 21,235 36,391 14,890 0 226 195 0 285 0 0 0: 636 565
Old : 37,467: 21,235 36,391 14,890 0 226 195 0 285 0 0 0: 636 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 956: -99 594 745 0 -100 15 0 -15 0 0 0: 410 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 97.1 39.7 0.0 0.6 0.5 0.0 0.8 0.0 0.0 0.0: 1.7 1.5
Old : 100.0: 56.7 97.1 39.7 0.0 0.6 0.5 0.0 0.8 0.0 0.0 0.0: 1.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 15 4 0 . . 0 . 0 0 0:
Old : 24: 14 15 4 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 88.2 83.4 94.3 60.9 81.8 79.4 86.8
Old : 61.1 88.2 83.4 94.3 60.9 81.8 79.4 86.8
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,309: 20,915 32,962 12,194 0 460 0 265 0 0 0 0: 740 622
Old : 34,309: 20,915 32,962 12,194 0 460 0 265 0 0 0 0: 740 622
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 660: -460 223 660 0 0 0 -145 0 0 0 0: 460 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 96.1 35.5 0.0 1.3 0.0 0.8 0.0 0.0 0.0 0.0: 2.2 1.8
Old : 100.0: 61.0 96.1 35.5 0.0 1.3 0.0 0.8 0.0 0.0 0.0 0.0: 2.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 4 0 . 0 . 0 0 0 0:
Old : 23: 15 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 : 61.0 86.2 84.4 94.5 60.8 80.4 81.0 87.0
Old : 61.0 86.2 84.4 94.5 60.8 80.4 81.0 87.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,490: 30,977 31,595 953 120 1,972 0 500 150 122 410 300: 1,016 443
Old : 35,490: 30,977 31,595 953 120 1,972 0 500 150 122 410 300: 1,016 443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 753: -213 -147 -216 120 372 0 -150 0 -20 250 0: 830 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 89.0 2.7 0.3 5.6 0.0 1.4 0.4 0.3 1.2 0.8: 2.9 1.2
Old : 100.0: 87.3 89.0 2.7 0.3 5.6 0.0 1.4 0.4 0.3 1.2 0.8: 2.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 18 4 . 4 0 . . . . .:
Old : 33: 18 18 4 . 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 : 72.1 57.1 85.3 77.2 71.1 56.5 79.3 75.5
Old : 72.1 57.1 85.3 77.2 71.1 56.5 79.3 75.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 24,712: 18,935 22,771 3,061 100 298 15 0 250 220 0 225: 1,708 1,068
Old : 24,712: 18,935 22,771 3,061 100 298 15 0 250 220 0 225: 1,708 1,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,075: -855 370 912 100 -277 -15 0 0 -60 0 10: 1,360 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 92.1 12.4 0.4 1.2 0.1 0.0 1.0 0.9 0.0 0.9: 6.9 4.3
Old : 100.0: 76.6 92.1 12.4 0.4 1.2 0.1 0.0 1.0 0.9 0.0 0.9: 6.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 16 . . . . 0 . . 0 .:
Old : 28: 15 16 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 65.0 78.7 83.0 59.2 64.5 69.6 78.0
Old : 62.3 65.0 78.7 83.0 59.2 64.5 69.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,054: 39,780 32,905 4,673 10,671 486 75 1,141 1,002 522 393 210: 306 247
Old : 47,054: 39,780 32,905 4,673 10,671 486 75 1,141 1,002 522 393 210: 306 247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 967: 651 195 -350 218 110 0 -221 140 197 336 -36: 255 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 69.9 9.9 22.7 1.0 0.2 2.4 2.1 1.1 0.8 0.4: 0.7 0.5
Old : 100.0: 84.5 69.9 9.9 22.7 1.0 0.2 2.4 2.1 1.1 0.8 0.4: 0.7 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 : 37: 22 20 . . . . . . . . .:
Old : 37: 22 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 54.0 77.3 73.6 43.7 52.1 61.5 63.1
Old : 56.5 54.0 77.3 73.6 43.7 52.1 61.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 40,147: 34,924 25,167 2,574 12,739 964 1,055 0 65 100 675 0: 465 537
Old : 40,147: 34,924 25,167 2,574 12,739 964 1,055 0 65 100 675 0: 465 537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 485: 575 -522 -325 5 130 -115 0 -65 0 410 0: 285 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 62.7 6.4 31.7 2.4 2.6 0.0 0.2 0.2 1.7 0.0: 1.2 1.3
Old : 100.0: 87.0 62.7 6.4 31.7 2.4 2.6 0.0 0.2 0.2 1.7 0.0: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 17 . . . . 0 . . . 0:
Old : 32: 21 17 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 63.0 79.4 83.0 47.3 57.9 59.6 68.5
Old : 61.8 63.0 79.4 83.0 47.3 57.9 59.6 68.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,431: 11,558 13,689 1,644 1,609 2,055 1,906 0 75 0 0 0: 193 3
Old : 17,431: 11,558 13,689 1,644 1,609 2,055 1,906 0 75 0 0 0: 193 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -1,759: -398 -1,465 241 980 -1,271 -264 0 0 -50 0 0: -17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 78.5 9.4 9.2 11.8 10.9 0.0 0.4 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 66.3 78.5 9.4 9.2 11.8 10.9 0.0 0.4 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 57.7 71.5 88.4 94.3 52.3 55.7 71.4 73.5
Old : 57.7 71.5 88.4 94.3 52.3 55.7 71.4 73.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,786: 10,886 16,261 2,679 0 1,995 50 550 0 3,626 0 480: 70 500
Old : 19,786: 10,886 16,261 2,679 0 1,995 50 550 0 3,626 0 480: 70 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -600: -30 -1,050 0 0 0 0 0 0 -575 0 -50: 55 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 82.2 13.5 0.0 10.1 0.3 2.8 0.0 18.3 0.0 2.4: 0.4 2.5
Old : 100.0: 55.0 82.2 13.5 0.0 10.1 0.3 2.8 0.0 18.3 0.0 2.4: 0.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 54.2 83.2 80.0 95.7 43.4 76.6 67.2 78.0
Old : 54.2 83.2 80.0 95.7 43.4 76.6 67.2 78.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,154: 11,849 16,019 2,971 0 1,555 0 1,275 50 3,004 0 480: 245 775
Old : 20,154: 11,849 16,019 2,971 0 1,555 0 1,275 50 3,004 0 480: 245 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -600: -125 -1,325 0 0 0 0 0 0 -600 0 -50: 175 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 79.5 14.7 0.0 7.7 0.0 6.3 0.2 14.9 0.0 2.4: 1.2 3.8
Old : 100.0: 58.8 79.5 14.7 0.0 7.7 0.0 6.3 0.2 14.9 0.0 2.4: 1.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 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 : 49.8 80.1 78.1 92.9 40.1 78.5 66.5 79.0
Old : 49.8 80.1 78.1 92.9 40.1 78.5 66.5 79.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 392,339: 311,229 208,889 17,453 93,870 20,516 0 11,849 23,557 156 14,438 19,219: 209 0
Old : 392,339: 311,229 208,889 17,453 93,870 20,516 0 11,849 23,557 156 14,438 19,219: 209 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 7,630: 7,697 6,116 886 1,144 -375 -446 275 188 -184 587 -304: 168 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 53.2 4.4 23.9 5.2 0.0 3.0 6.0 0.0 3.7 4.9: 0.1 0.0
Old : 100.0: 79.3 53.2 4.4 23.9 5.2 0.0 3.0 6.0 0.0 3.7 4.9: 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 : 26: 14 14 . . . 0 . . . . .:
Old : 26: 14 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 52.6 91.6 79.2 45.8 37.8 46.8 45.7
Old : 74.7 52.6 91.6 79.2 45.8 37.8 46.8 45.7
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,860: 9,770 8,940 3,350 5,425 775 0 0 0 930 100 0: 1,035 620
Old : 15,860: 9,770 8,940 3,350 5,425 775 0 0 0 930 100 0: 1,035 620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -20: -245 -640 -150 0 0 0 0 0 0 0 0: 375 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 56.4 21.1 34.2 4.9 0.0 0.0 0.0 5.9 0.6 0.0: 6.5 3.9
Old : 100.0: 61.6 56.4 21.1 34.2 4.9 0.0 0.0 0.0 5.9 0.6 0.0: 6.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . 0 0 0 . . 0:
Old : 20: 10 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 : 73.1 80.9 87.1 91.8 70.8 75.0 80.5 84.0
Old : 73.1 80.9 87.1 91.8 70.8 75.0 80.5 84.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 12,395 11,645 5,500 6,995 870 0 0 0 930 100 0: 635 720
Old : 20,330: 12,395 11,645 5,500 6,995 870 0 0 0 930 100 0: 635 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 0: -345 -720 -150 0 0 0 0 0 0 0 0: 495 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 57.3 27.1 34.4 4.3 0.0 0.0 0.0 4.6 0.5 0.0: 3.1 3.5
Old : 100.0: 61.0 57.3 27.1 34.4 4.3 0.0 0.0 0.0 4.6 0.5 0.0: 3.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 12 . . . 0 0 0 . . 0:
Old : 21: 10 12 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 78.3 90.7 89.8 71.8 72.1 81.3 79.5
Old : 77.2 78.3 90.7 89.8 71.8 72.1 81.3 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,252: 11,265 15,040 9,930 6,498 390 115 125 60 2,740 2,880 1,095: 657 164
Old : 26,252: 11,265 15,040 9,930 6,498 390 115 125 60 2,740 2,880 1,095: 657 164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 50: -172 95 50 -100 0 0 -50 0 -150 0 -50: 372 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 57.3 37.8 24.8 1.5 0.4 0.5 0.2 10.4 11.0 4.2: 2.5 0.6
Old : 100.0: 42.9 57.3 37.8 24.8 1.5 0.4 0.5 0.2 10.4 11.0 4.2: 2.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 13 . . . . . . . . .:
Old : 28: 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 : 68.5 58.7 89.3 82.7 64.9 57.1 84.8 78.6
Old : 68.5 58.7 89.3 82.7 64.9 57.1 84.8 78.6
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,592: 10,016 12,310 9,040 6,298 590 115 150 60 2,295 2,880 1,150: 326 154
Old : 23,592: 10,016 12,310 9,040 6,298 590 115 150 60 2,295 2,880 1,150: 326 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 50: -67 100 50 -100 0 0 -50 0 50 0 -50: 67 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 52.2 38.3 26.7 2.5 0.5 0.6 0.3 9.7 12.2 4.9: 1.4 0.7
Old : 100.0: 42.5 52.2 38.3 26.7 2.5 0.5 0.6 0.3 9.7 12.2 4.9: 1.4 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 : 26: 11 11 . . . . . . . . .:
Old : 26: 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 : 68.9 63.1 88.6 87.9 64.7 60.4 83.6 81.0
Old : 68.9 63.1 88.6 87.9 64.7 60.4 83.6 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,179: 36,593 44,390 8,075 0 3,810 75 150 300 0 435 2,400: 926 694
Old : 52,179: 36,593 44,390 8,075 0 3,810 75 150 300 0 435 2,400: 926 694
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 66: -329 -1,090 100 0 0 -250 150 250 0 220 -150: 445 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 85.1 15.5 0.0 7.3 0.1 0.3 0.6 0.0 0.8 4.6: 1.8 1.3
Old : 100.0: 70.1 85.1 15.5 0.0 7.3 0.1 0.3 0.6 0.0 0.8 4.6: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 . 0 . . . . 0 . .:
Old : 31: 17 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 : 58.9 82.2 79.2 92.0 53.5 78.0 71.8 80.5
Old : 58.9 82.2 79.2 92.0 53.5 78.0 71.8 80.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,597: 36,680 43,891 7,902 0 3,316 75 150 300 490 895 2,285: 549 760
Old : 51,597: 36,680 43,891 7,902 0 3,316 75 150 300 490 895 2,285: 549 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 31: -135 -1,160 34 0 31 -250 150 250 -210 0 0: 311 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 85.1 15.3 0.0 6.4 0.1 0.3 0.6 0.9 1.7 4.4: 1.1 1.5
Old : 100.0: 71.1 85.1 15.3 0.0 6.4 0.1 0.3 0.6 0.9 1.7 4.4: 1.1 1.5
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 : 34: 17 15 4 0 . . . . . . .:
Old : 34: 17 15 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 : 58.8 80.4 79.4 90.6 54.7 78.0 72.1 81.0
Old : 58.8 80.4 79.4 90.6 54.7 78.0 72.1 81.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 116,890: 85,481 82,910 14,530 16,376 3,578 1,425 1,000 430 7,934 9,137 2,291: 1,221 1,168
Old : 116,890: 85,481 82,910 14,530 16,376 3,578 1,425 1,000 430 7,934 9,137 2,291: 1,221 1,168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 2,163: 1,238 1,615 30 505 35 350 850 -450 0 -1,495 15: 945 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 70.9 12.4 14.0 3.1 1.2 0.9 0.4 6.8 7.8 2.0: 1.0 1.0
Old : 100.0: 73.1 70.9 12.4 14.0 3.1 1.2 0.9 0.4 6.8 7.8 2.0: 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 : 53: 30 26 . 4 4 . . . 5 . 5:
Old : 53: 30 26 . 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 : 41.7 50.2 62.5 76.9 41.2 46.3 59.5 65.7
Old : 41.7 50.2 62.5 76.9 41.2 46.3 59.5 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,519: 95,877 84,553 17,040 24,771 2,009 60 2,320 1,130 7,964 9,528 3,287: 2,152 1,921
Old : 129,519: 95,877 84,553 17,040 24,771 2,009 60 2,320 1,130 7,964 9,528 3,287: 2,152 1,921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,200: -21 608 30 290 41 -2,450 -425 680 -105 -3,045 1,210: 1,815 1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 65.3 13.2 19.1 1.6 0.0 1.8 0.9 6.1 7.4 2.5: 1.7 1.5
Old : 100.0: 74.0 65.3 13.2 19.1 1.6 0.0 1.8 0.9 6.1 7.4 2.5: 1.7 1.5
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 : 59: 32 31 . 4 5 . . 4 4 5 4:
Old : 59: 32 31 . 4 5 . . 4 4 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 48.4 59.0 74.7 39.9 45.1 54.5 65.4
Old : 41.2 48.4 59.0 74.7 39.9 45.1 54.5 65.4
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 308,579: 186,745 188,999 36,888 26,193 27,757 10,680 15,724 21,008 9,599 11,751 14,044: 1,858 3,102
Old : 308,579: 186,745 188,999 36,888 26,193 27,757 10,680 15,724 21,008 9,599 11,751 14,044: 1,858 3,102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 7,820: 408 1,149 519 -752 2,861 349 -873 3,279 176 2 -889: 1,116 3,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 61.2 12.0 8.5 9.0 3.5 5.1 6.8 3.1 3.8 4.6: 0.6 1.0
Old : 100.0: 60.5 61.2 12.0 8.5 9.0 3.5 5.1 6.8 3.1 3.8 4.6: 0.6 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 : 85: 40 38 . . 5 10 6 10 9 9 15:
Old : 85: 40 38 . . 5 10 6 10 9 9 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 41.9 53.4 60.0 27.4 29.7 38.8 38.9
Old : 36.2 41.9 53.4 60.0 27.4 29.7 38.8 38.9
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,592: 15,279 29,172 8,486 0 0 1,230 50 20 4,784 205 630: 1,163 1,515
Old : 31,592: 15,279 29,172 8,486 0 0 1,230 50 20 4,784 205 630: 1,163 1,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -100: -855 -1,615 -125 0 0 0 0 0 -150 0 0: 1,030 1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 92.3 26.9 0.0 0.0 3.9 0.2 0.1 15.1 0.6 2.0: 3.7 4.8
Old : 100.0: 48.4 92.3 26.9 0.0 0.0 3.9 0.2 0.1 15.1 0.6 2.0: 3.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 52.3 90.2 76.9 94.3 50.3 89.1 74.5 89.9
Old : 52.3 90.2 76.9 94.3 50.3 89.1 74.5 89.9
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,472: 14,417 26,667 8,940 0 0 650 1,480 110 4,955 55 655: 745 1,505
Old : 30,472: 14,417 26,667 8,940 0 0 650 1,480 110 4,955 55 655: 745 1,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -100: -515 -1,605 -100 0 0 0 0 0 -75 0 0: 590 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 87.5 29.3 0.0 0.0 2.1 4.9 0.4 16.3 0.2 2.1: 2.4 4.9
Old : 100.0: 47.3 87.5 29.3 0.0 0.0 2.1 4.9 0.4 16.3 0.2 2.1: 2.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 57.3 87.7 81.9 93.9 55.3 86.5 79.8 89.5
Old : 57.3 87.7 81.9 93.9 55.3 86.5 79.8 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,282: 5,640 9,457 7,807 1,925 675 200 2,365 850 450 350 0: 1,660 1,660
Old : 17,282: 5,640 9,457 7,807 1,925 675 200 2,365 850 450 350 0: 1,660 1,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 25: 895 400 -425 120 -120 0 -50 -50 0 0 0: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 54.7 45.2 11.1 3.9 1.2 13.7 4.9 2.6 2.0 0.0: 9.6 9.6
Old : 100.0: 32.6 54.7 45.2 11.1 3.9 1.2 13.7 4.9 2.6 2.0 0.0: 9.6 9.6
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: 12 14 . . . . . . . . 0:
Old : 26: 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 : 72.1 59.9 83.1 77.1 66.8 51.5 73.7 67.4
Old : 72.1 59.9 83.1 77.1 66.8 51.5 73.7 67.4
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 2,280 7,785 6,780 185 780 25 1,165 685 75 25 0: 625 625
Old : 11,250: 2,280 7,785 6,780 185 780 25 1,165 685 75 25 0: 625 625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -25: 225 205 -50 120 -120 0 -150 25 0 0 0: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 69.2 60.3 1.6 6.9 0.2 10.4 6.1 0.7 0.2 0.0: 5.6 5.6
Old : 100.0: 20.3 69.2 60.3 1.6 6.9 0.2 10.4 6.1 0.7 0.2 0.0: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 13 . . . . . . . . 0:
Old : 23: 9 13 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 52.0 89.8 79.4 71.2 44.0 72.0 65.1
Old : 78.0 52.0 89.8 79.4 71.2 44.0 72.0 65.1
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,091: 28,952 22,082 16,883 25,960 180 3,690 5,690 4,115 4,545 0 2,840: 8,886 9,224
Old : 70,091: 28,952 22,082 16,883 25,960 180 3,690 5,690 4,115 4,545 0 2,840: 8,886 9,224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,205: -210 450 230 -500 40 -1,250 -50 1,300 1,130 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 31.5 24.1 37.0 0.3 5.3 8.1 5.9 6.5 0.0 4.1: 12.7 13.2
Old : 100.0: 41.3 31.5 24.1 37.0 0.3 5.3 8.1 5.9 6.5 0.0 4.1: 12.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 57.1 53.1 81.6 68.9 52.3 51.8 67.8 64.8
Old : 57.1 53.1 81.6 68.9 52.3 51.8 67.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,183: 29,260 21,123 15,360 25,815 175 4,615 5,690 4,165 3,860 0 2,875: 7,873 8,340
Old : 68,183: 29,260 21,123 15,360 25,815 175 4,615 5,690 4,165 3,860 0 2,875: 7,873 8,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,005: 285 335 230 -500 0 -1,440 -50 1,300 710 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 31.0 22.5 37.9 0.3 6.8 8.3 6.1 5.7 0.0 4.2: 11.5 12.2
Old : 100.0: 42.9 31.0 22.5 37.9 0.3 6.8 8.3 6.1 5.7 0.0 4.2: 11.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 58.8 54.9 80.4 71.0 52.4 53.4 66.4 64.8
Old : 58.8 54.9 80.4 71.0 52.4 53.4 66.4 64.8
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,565: 13,115 5,070 3,290 0 815 0 11,510 540 0 125 2,935: 3,870 3,570
Old : 24,565: 13,115 5,070 3,290 0 815 0 11,510 540 0 125 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 27, 2018 :
: -50: 0 -150 25 0 0 0 -125 125 -200 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 20.6 13.4 0.0 3.3 0.0 46.9 2.2 0.0 0.5 11.9: 15.8 14.5
Old : 100.0: 53.4 20.6 13.4 0.0 3.3 0.0 46.9 2.2 0.0 0.5 11.9: 15.8 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 9 . 0 . 0 4 . 0 . .:
Old : 27: 14 9 . 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 : 46.7 67.8 67.9 77.0 40.8 56.3 55.7 61.6
Old : 46.7 67.8 67.9 77.0 40.8 56.3 55.7 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,725: 12,285 5,130 4,105 0 615 0 11,385 540 0 175 3,085: 4,095 3,795
Old : 24,725: 12,285 5,130 4,105 0 615 0 11,385 540 0 175 3,085: 4,095 3,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 25: 25 -75 25 0 0 0 -125 125 -100 150 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 20.7 16.6 0.0 2.5 0.0 46.0 2.2 0.0 0.7 12.5: 16.6 15.3
Old : 100.0: 49.7 20.7 16.6 0.0 2.5 0.0 46.0 2.2 0.0 0.7 12.5: 16.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 9 . 0 . 0 4 . 0 . .:
Old : 26: 14 9 . 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 : 46.5 67.8 67.3 76.7 39.0 55.5 54.8 60.7
Old : 46.5 67.8 67.3 76.7 39.0 55.5 54.8 60.7
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,769: 10,454 22,224 4,032 3,405 385 12,120 830 0 100 0 0: 2,678 2,925
Old : 29,769: 10,454 22,224 4,032 3,405 385 12,120 830 0 100 0 0: 2,678 2,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 2,335: 10 935 100 1,350 0 2,175 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 74.7 13.5 11.4 1.3 40.7 2.8 0.0 0.3 0.0 0.0: 9.0 9.8
Old : 100.0: 35.1 74.7 13.5 11.4 1.3 40.7 2.8 0.0 0.3 0.0 0.0: 9.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.6 70.0 87.9 81.4 72.5 68.7 84.3 80.0
Old : 72.6 70.0 87.9 81.4 72.5 68.7 84.3 80.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,770: 14,500 32,725 10,110 0 285 4,400 945 30 5,205 575 1,970: 3,270 3,240
Old : 39,770: 14,500 32,725 10,110 0 285 4,400 945 30 5,205 575 1,970: 3,270 3,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,070: 80 500 -700 0 0 375 0 0 795 50 -75: 595 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 82.3 25.4 0.0 0.7 11.1 2.4 0.1 13.1 1.4 5.0: 8.2 8.1
Old : 100.0: 36.5 82.3 25.4 0.0 0.7 11.1 2.4 0.1 13.1 1.4 5.0: 8.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 10 . 0 . 4 . . . . .:
Old : 28: 13 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 : 52.5 77.3 76.1 88.6 47.7 76.2 70.6 83.1
Old : 52.5 77.3 76.1 88.6 47.7 76.2 70.6 83.1
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,990: 13,005 30,335 9,290 0 185 3,890 945 280 5,290 225 1,820: 3,230 3,200
Old : 36,990: 13,005 30,335 9,290 0 185 3,890 945 280 5,290 225 1,820: 3,230 3,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 680: -80 475 -700 0 0 375 0 -350 930 50 -125: 630 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 82.0 25.1 0.0 0.5 10.5 2.6 0.8 14.3 0.6 4.9: 8.7 8.7
Old : 100.0: 35.2 82.0 25.1 0.0 0.5 10.5 2.6 0.8 14.3 0.6 4.9: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 9 . 0 . 4 . . . . .:
Old : 27: 13 9 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 76.9 75.8 87.7 47.1 75.8 70.0 82.4
Old : 52.1 76.9 75.8 87.7 47.1 75.8 70.0 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,615: 9,465 2,275 925 4,975 50 0 2,115 100 0 1,340 20: 1,055 740
Old : 11,615: 9,465 2,275 925 4,975 50 0 2,115 100 0 1,340 20: 1,055 740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 19.6 8.0 42.8 0.4 0.0 18.2 0.9 0.0 11.5 0.2: 9.1 6.4
Old : 100.0: 81.5 19.6 8.0 42.8 0.4 0.0 18.2 0.9 0.0 11.5 0.2: 9.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 8 . . . 0 . . 0 . .:
Old : 21: 13 8 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 73.0 83.0 86.9 67.9 68.7 76.5 77.4
Old : 68.5 73.0 83.0 86.9 67.9 68.7 76.5 77.4
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 1,795 1,225 4,825 0 0 2,095 0 0 1,540 100: 1,155 840
Old : 11,195: 8,715 1,795 1,225 4,825 0 0 2,095 0 0 1,540 100: 1,155 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 0: 0 -360 0 0 0 0 70 0 0 290 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 16.0 10.9 43.1 0.0 0.0 18.7 0.0 0.0 13.8 0.9: 10.3 7.5
Old : 100.0: 77.8 16.0 10.9 43.1 0.0 0.0 18.7 0.0 0.0 13.8 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 : 21: 13 8 . . 0 0 . 0 0 . .:
Old : 21: 13 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 : 70.0 75.8 82.1 87.4 69.9 71.5 78.4 81.4
Old : 70.0 75.8 82.1 87.4 69.9 71.5 78.4 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,365: 31,225 18,795 0 8,730 2,915 1,605 12,895 415 7,110 80 4,525: 2,570 2,010
Old : 50,365: 31,225 18,795 0 8,730 2,915 1,605 12,895 415 7,110 80 4,525: 2,570 2,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,390: 335 -2,020 0 -2,350 1,550 150 730 0 -4,175 -50 3,000: 530 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 37.3 0.0 17.3 5.8 3.2 25.6 0.8 14.1 0.2 9.0: 5.1 4.0
Old : 100.0: 62.0 37.3 0.0 17.3 5.8 3.2 25.6 0.8 14.1 0.2 9.0: 5.1 4.0
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 : 64.4 63.4 79.6 87.0 54.3 56.4 67.2 72.0
Old : 64.4 63.4 79.6 87.0 54.3 56.4 67.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,730: 31,335 17,445 0 9,340 2,915 1,030 12,895 530 6,855 80 4,395: 2,670 2,130
Old : 49,730: 31,335 17,445 0 9,340 2,915 1,030 12,895 530 6,855 80 4,395: 2,670 2,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,405: 370 -2,035 0 -2,350 1,550 100 730 0 -4,175 -50 3,010: 550 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 35.1 0.0 18.8 5.9 2.1 25.9 1.1 13.8 0.2 8.8: 5.4 4.3
Old : 100.0: 63.0 35.1 0.0 18.8 5.9 2.1 25.9 1.1 13.8 0.2 8.8: 5.4 4.3
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: 16 16 0 . . . . . . . .:
Old : 30: 16 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 65.5 80.2 86.6 56.3 58.5 68.4 70.8
Old : 66.1 65.5 80.2 86.6 56.3 58.5 68.4 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,140: 23,560 14,070 0 19,085 210 16,080 90 510 2,030 8,510 895: 2,855 2,770
Old : 46,140: 23,560 14,070 0 19,085 210 16,080 90 510 2,030 8,510 895: 2,855 2,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 535: 680 -770 0 50 0 -125 90 -90 0 1,260 -40: 110 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 30.5 0.0 41.4 0.5 34.9 0.2 1.1 4.4 18.4 1.9: 6.2 6.0
Old : 100.0: 51.1 30.5 0.0 41.4 0.5 34.9 0.2 1.1 4.4 18.4 1.9: 6.2 6.0
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 8 0 . . . . . . . .:
Old : 28: 18 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 74.0 77.4 91.1 60.2 71.5 76.8 86.0
Old : 60.2 74.0 77.4 91.1 60.2 71.5 76.8 86.0
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,155: 20,900 15,490 0 15,270 315 15,805 90 510 1,910 7,850 930: 2,785 2,700
Old : 43,155: 20,900 15,490 0 15,270 315 15,805 90 510 1,910 7,850 930: 2,785 2,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 55: 570 -680 0 50 0 -425 90 -90 0 760 -40: 40 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 35.9 0.0 35.4 0.7 36.6 0.2 1.2 4.4 18.2 2.2: 6.5 6.3
Old : 100.0: 48.4 35.9 0.0 35.4 0.7 36.6 0.2 1.2 4.4 18.2 2.2: 6.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 8 0 . . . . . . . .:
Old : 28: 17 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 68.3 77.8 90.3 61.3 65.2 76.8 85.3
Old : 61.3 68.3 77.8 90.3 61.3 65.2 76.8 85.3
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,389: 53,015 83,659 26,435 2,175 2,855 8,229 700 6,100 1,390 2,320 8,905: 9,460 9,675
Old : 116,389: 53,015 83,659 26,435 2,175 2,855 8,229 700 6,100 1,390 2,320 8,905: 9,460 9,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 4,160: -730 2,580 -2,250 25 1,720 805 275 -35 660 -4,395 3,690: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 71.9 22.7 1.9 2.5 7.1 0.6 5.2 1.2 2.0 7.7: 8.1 8.3
Old : 100.0: 45.5 71.9 22.7 1.9 2.5 7.1 0.6 5.2 1.2 2.0 7.7: 8.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 25 . . . . . 4 . . .:
Old : 42: 21 25 . . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 51.2 77.8 64.9 54.8 47.0 61.2 55.5
Old : 61.9 51.2 77.8 64.9 54.8 47.0 61.2 55.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,478: 49,175 78,034 23,300 2,135 2,695 9,836 300 5,277 660 2,110 9,860: 9,675 10,067
Old : 110,478: 49,175 78,034 23,300 2,135 2,695 9,836 300 5,277 660 2,110 9,860: 9,675 10,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 4,615: -400 2,160 -2,250 25 1,650 695 80 300 280 -3,940 4,070: 270 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 70.6 21.1 1.9 2.4 8.9 0.3 4.8 0.6 1.9 8.9: 8.8 9.1
Old : 100.0: 44.5 70.6 21.1 1.9 2.4 8.9 0.3 4.8 0.6 1.9 8.9: 8.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 22 . . . . . 4 . . .:
Old : 39: 18 22 . . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 50.7 78.4 65.1 54.9 46.0 62.1 57.9
Old : 61.8 50.7 78.4 65.1 54.9 46.0 62.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,245: 11,300 20,470 11,935 3,765 2,165 5,405 2,750 365 0 1,725 0: 1,075 1,005
Old : 32,245: 11,300 20,470 11,935 3,765 2,165 5,405 2,750 365 0 1,725 0: 1,075 1,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 180: 850 -300 -160 0 300 -450 0 0 0 100 0: -360 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 63.5 37.0 11.7 6.7 16.8 8.5 1.1 0.0 5.3 0.0: 3.3 3.1
Old : 100.0: 35.0 63.5 37.0 11.7 6.7 16.8 8.5 1.1 0.0 5.3 0.0: 3.3 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 : 29: 15 17 . . . . . . 0 . 0:
Old : 29: 15 17 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 43.1 87.3 62.8 68.5 40.8 77.5 60.4
Old : 75.3 43.1 87.3 62.8 68.5 40.8 77.5 60.4
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,020: 8,210 16,075 11,225 3,835 1,625 2,975 1,250 370 0 1,250 0: 615 615
Old : 25,020: 8,210 16,075 11,225 3,835 1,625 2,975 1,250 370 0 1,250 0: 615 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 30: 260 -20 120 600 0 200 0 0 0 0 0: -550 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 64.2 44.9 15.3 6.5 11.9 5.0 1.5 0.0 5.0 0.0: 2.5 2.5
Old : 100.0: 32.8 64.2 44.9 15.3 6.5 11.9 5.0 1.5 0.0 5.0 0.0: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . . . . 0 . 0:
Old : 26: 14 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 41.5 90.3 61.4 67.4 37.3 74.5 56.4
Old : 76.2 41.5 90.3 61.4 67.4 37.3 74.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,270: 8,710 11,230 0 6,005 1,880 9,350 945 130 0 0 0: 1,200 1,080
Old : 21,270: 8,710 11,230 0 6,005 1,880 9,350 945 130 0 0 0: 1,200 1,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -525: 0 -635 0 0 0 -575 0 50 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 52.8 0.0 28.2 8.8 44.0 4.4 0.6 0.0 0.0 0.0: 5.6 5.1
Old : 100.0: 40.9 52.8 0.0 28.2 8.8 44.0 4.4 0.6 0.0 0.0 0.0: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 0 . . . . . 0 0 0:
Old : 23: 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 : 72.7 66.4 88.7 84.8 72.2 56.8 80.6 74.6
Old : 72.7 66.4 88.7 84.8 72.2 56.8 80.6 74.6
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,420: 34,870 32,600 4,640 240 9,005 50 7,630 545 850 0 0: 11,460 11,400
Old : 61,420: 34,870 32,600 4,640 240 9,005 50 7,630 545 850 0 0: 11,460 11,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,295: -225 1,620 100 -1,100 945 0 -625 25 -100 0 0: 550 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 53.1 7.6 0.4 14.7 0.1 12.4 0.9 1.4 0.0 0.0: 18.7 18.6
Old : 100.0: 56.8 53.1 7.6 0.4 14.7 0.1 12.4 0.9 1.4 0.0 0.0: 18.7 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 : 32: 17 19 . . . . . . . 0 0:
Old : 32: 17 19 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 31.4 66.3 51.9 35.6 22.4 40.2 35.5
Old : 48.0 31.4 66.3 51.9 35.6 22.4 40.2 35.5
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, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,685: 23,285 21,090 1,335 445 6,835 595 4,675 150 375 0 0: 14,110 13,490
Old : 46,685: 23,285 21,090 1,335 445 6,835 595 4,675 150 375 0 0: 14,110 13,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,090: -215 1,285 -350 -1,500 760 0 -350 150 0 0 0: 745 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 45.2 2.9 1.0 14.6 1.3 10.0 0.3 0.8 0.0 0.0: 30.2 28.9
Old : 100.0: 49.9 45.2 2.9 1.0 14.6 1.3 10.0 0.3 0.8 0.0 0.0: 30.2 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . . . . 0 0:
Old : 26: 16 16 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 31.1 60.4 48.7 25.0 21.7 30.4 29.8
Old : 41.8 31.1 60.4 48.7 25.0 21.7 30.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO AMIL.BGS6 DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064HZR
Disaggregated Commitments of Traders - Options and Futures Combined, December 04, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,905: 5,960 5,075 600 1,620 35 0 25 0 0 150 0: 310 0
Old : 6,905: 5,960 5,075 600 1,620 35 0 25 0 0 150 0: 310 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 73.5 8.7 23.5 0.5 0.0 0.4 0.0 0.0 2.2 0.0: 4.5 0.0
Old : 100.0: 86.3 73.5 8.7 23.5 0.5 0.0 0.4 0.0 0.0 2.2 0.0: 4.5 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 : 20: 9 8 . . . 0 . 0 0 . 0:
Old : 20: 9 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 : 74.8 78.5 92.4 98.3 74.8 78.1 91.4 97.8
Old : 74.8 78.5 92.4 98.3 74.8 78.1 91.4 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2018