COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,744: 11,009 12,294 2,353 106 665 279 9,160 719 10,344 1,859 657: 718 1,284
Old : 26,744: 11,009 12,294 2,353 106 665 279 9,160 719 10,344 1,859 657: 718 1,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 288: 191 -282 96 -27 6 5 474 0 -125 -10 72: 43 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 46.0 8.8 0.4 2.5 1.0 34.3 2.7 38.7 7.0 2.5: 2.7 4.8
Old : 100.0: 41.2 46.0 8.8 0.4 2.5 1.0 34.3 2.7 38.7 7.0 2.5: 2.7 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 : 40: 13 12 4 . . . 4 . 8 6 9:
Old : 40: 13 12 4 . . . 4 . 8 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 65.5 65.6 77.6 41.0 57.8 55.9 64.6
Old : 44.5 65.5 65.6 77.6 41.0 57.8 55.9 64.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,354: 22,322 21,915 0 7,696 8,276 6,166 0 2,767 1,440 827 4,481: 903 393
Old : 46,354: 22,322 21,915 0 7,696 8,276 6,166 0 2,767 1,440 827 4,481: 903 393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -3,232: -825 -1,752 0 131 -687 -256 -48 125 -697 -382 159: -1,051 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 47.3 0.0 16.6 17.9 13.3 0.0 6.0 3.1 1.8 9.7: 1.9 0.8
Old : 100.0: 48.2 47.3 0.0 16.6 17.9 13.3 0.0 6.0 3.1 1.8 9.7: 1.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 28 0 . . 6 0 6 6 5 8:
Old : 50: 27 28 0 . . 6 0 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 : 42.3 50.0 64.9 67.3 28.9 29.3 35.0 36.5
Old : 42.3 50.0 64.9 67.3 28.9 29.3 35.0 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 44,154: 28,747 40,964 6,427 0 1,652 455 825 458 6,200 105 150: 66 1
Old : 44,154: 28,747 40,964 6,427 0 1,652 455 825 458 6,200 105 150: 66 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 311: 728 301 -205 0 -14 3 0 0 -225 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 92.8 14.6 0.0 3.7 1.0 1.9 1.0 14.0 0.2 0.3: 0.1 0.0
Old : 100.0: 65.1 92.8 14.6 0.0 3.7 1.0 1.9 1.0 14.0 0.2 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 21 . 0 . . . . 4 . .:
Old : 37: 20 21 . 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 : 64.0 72.9 86.7 87.4 59.6 69.0 75.4 77.8
Old : 64.0 72.9 86.7 87.4 59.6 69.0 75.4 77.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 22,798: 16,604 18,368 0 3,235 1,010 25 0 0 5,025 165 0: 134 20
Old : 22,798: 16,604 18,368 0 3,235 1,010 25 0 0 5,025 165 0: 134 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -245: -320 -195 0 -50 50 0 0 0 75 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 80.6 0.0 14.2 4.4 0.1 0.0 0.0 22.0 0.7 0.0: 0.6 0.1
Old : 100.0: 72.8 80.6 0.0 14.2 4.4 0.1 0.0 0.0 22.0 0.7 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 15 0 . . . 0 0 4 . 0:
Old : 29: 13 15 0 . . . 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 : 70.0 75.7 88.2 94.1 69.3 71.6 82.7 83.4
Old : 70.0 75.7 88.2 94.1 69.3 71.6 82.7 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,334: 129,851 102,071 1,631 31,188 2,767 440 2,335 2,730 4,152 500 2,485: 278 258
Old : 144,334: 129,851 102,071 1,631 31,188 2,767 440 2,335 2,730 4,152 500 2,485: 278 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -7,953: -3,570 -4,869 36 2,230 -600 60 -1,695 395 -453 500 310: -4,131 -4,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 70.7 1.1 21.6 1.9 0.3 1.6 1.9 2.9 0.3 1.7: 0.2 0.2
Old : 100.0: 90.0 70.7 1.1 21.6 1.9 0.3 1.6 1.9 2.9 0.3 1.7: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 32 31 . . 4 . . . . . .:
Old : 48: 32 31 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 62.1 60.3 73.8 35.6 51.0 49.5 60.3
Old : 39.6 62.1 60.3 73.8 35.6 51.0 49.5 60.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 44,449: 36,047 31,753 4,622 3,806 2,438 355 4,965 572 125 675 225: 65 15
Old : 44,449: 36,047 31,753 4,622 3,806 2,438 355 4,965 572 125 675 225: 65 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,011: -1,279 -1,462 -464 -580 68 88 13 -74 -200 175 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 71.4 10.4 8.6 5.5 0.8 11.2 1.3 0.3 1.5 0.5: 0.1 0.0
Old : 100.0: 81.1 71.4 10.4 8.6 5.5 0.8 11.2 1.3 0.3 1.5 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 14 18 . . . 4 . . . . .:
Old : 36: 14 18 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 64.5 92.6 86.4 72.0 51.6 76.6 72.0
Old : 77.2 64.5 92.6 86.4 72.0 51.6 76.6 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,009: 22,370 18,110 2,962 7,427 455 150 0 0 33 0 17: 22 0
Old : 26,009: 22,370 18,110 2,962 7,427 455 150 0 0 33 0 17: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,458: -1,075 -1,250 -173 190 -190 0 0 0 33 -175 -33: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 69.6 11.4 28.6 1.7 0.6 0.0 0.0 0.1 0.0 0.1: 0.1 0.0
Old : 100.0: 86.0 69.6 11.4 28.6 1.7 0.6 0.0 0.0 0.1 0.0 0.1: 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 : 20: 8 12 . . . . 0 0 . 0 .:
Old : 20: 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 : 85.6 94.6 98.4 98.6 85.6 83.3 87.6 87.3
Old : 85.6 94.6 98.4 98.6 85.6 83.3 87.6 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 45,952: 34,617 36,517 7,090 6,980 1,495 1,500 650 0 895 0 180: 175 130
Old : 45,952: 34,617 36,517 7,090 6,980 1,495 1,500 650 0 895 0 180: 175 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,239: -974 -1,219 -625 250 -10 510 -50 0 -115 0 10: -35 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 79.5 15.4 15.2 3.3 3.3 1.4 0.0 1.9 0.0 0.4: 0.4 0.3
Old : 100.0: 75.3 79.5 15.4 15.2 3.3 3.3 1.4 0.0 1.9 0.0 0.4: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 25 . . . . . 0 . 0 .:
Old : 34: 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 : 48.2 43.2 70.1 66.1 38.7 39.9 49.2 57.4
Old : 48.2 43.2 70.1 66.1 38.7 39.9 49.2 57.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,324: 43,340 43,624 5,151 19,680 5,170 13,855 1,025 225 1,584 0 600: 399 0
Old : 70,324: 43,340 43,624 5,151 19,680 5,170 13,855 1,025 225 1,584 0 600: 399 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,973: -1,784 -2,556 -105 540 -385 160 -305 -60 -769 0 125: -155 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 62.0 7.3 28.0 7.4 19.7 1.5 0.3 2.3 0.0 0.9: 0.6 0.0
Old : 100.0: 61.6 62.0 7.3 28.0 7.4 19.7 1.5 0.3 2.3 0.0 0.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 25 4 . 4 . . . . 0 .:
Old : 40: 26 25 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 : 45.2 55.7 64.2 73.6 36.4 54.1 49.6 61.0
Old : 45.2 55.7 64.2 73.6 36.4 54.1 49.6 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 79,650: 59,248 57,204 13,003 20,475 300 920 110 5 4,887 0 1,015: 272 541
Old : 79,650: 59,248 57,204 13,003 20,475 300 920 110 5 4,887 0 1,015: 272 541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -3,779: -2,784 -2,259 -450 -1,080 0 135 -10 -185 -110 0 0: -385 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 71.8 16.3 25.7 0.4 1.2 0.1 0.0 6.1 0.0 1.3: 0.3 0.7
Old : 100.0: 74.4 71.8 16.3 25.7 0.4 1.2 0.1 0.0 6.1 0.0 1.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 23 . . . . . . 4 0 .:
Old : 39: 20 23 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 64.7 72.7 80.6 47.8 64.7 71.5 77.2
Old : 48.5 64.7 72.7 80.6 47.8 64.7 71.5 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 109,949: 78,235 68,429 22,634 39,090 1,055 930 110 0 6,056 0 700: 339 565
Old : 109,949: 78,235 68,429 22,634 39,090 1,055 930 110 0 6,056 0 700: 339 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -6,010: -4,190 -3,969 -575 -1,930 0 -375 -10 0 -100 0 0: -770 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 62.2 20.6 35.6 1.0 0.8 0.1 0.0 5.5 0.0 0.6: 0.3 0.5
Old : 100.0: 71.2 62.2 20.6 35.6 1.0 0.8 0.1 0.0 5.5 0.0 0.6: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 25 . . . . . 0 4 0 .:
Old : 42: 24 25 . . . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 60.9 70.1 80.9 46.8 60.0 68.4 79.0
Old : 47.2 60.9 70.1 80.9 46.8 60.0 68.4 79.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,700: 27,760 38,880 11,055 0 1,475 85 0 0 75 95 125: 125 125
Old : 40,700: 27,760 38,880 11,055 0 1,475 85 0 0 75 95 125: 125 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -245: -85 -180 -55 0 -50 -110 0 0 75 15 -25: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 95.5 27.2 0.0 3.6 0.2 0.0 0.0 0.2 0.2 0.3: 0.3 0.3
Old : 100.0: 68.2 95.5 27.2 0.0 3.6 0.2 0.0 0.0 0.2 0.2 0.3: 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 : 31: 17 17 4 0 . . 0 0 . . .:
Old : 31: 17 17 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 85.6 87.9 94.4 59.1 84.5 81.4 88.4
Old : 62.8 85.6 87.9 94.4 59.1 84.5 81.4 88.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,385: 23,367 22,637 0 1,521 3,044 0 0 0 619 70 95: 260 18
Old : 27,385: 23,367 22,637 0 1,521 3,044 0 0 0 619 70 95: 260 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 45: -1,250 -1,010 0 -80 1,140 0 0 0 20 70 -75: 210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 82.7 0.0 5.6 11.1 0.0 0.0 0.0 2.3 0.3 0.3: 0.9 0.1
Old : 100.0: 85.3 82.7 0.0 5.6 11.1 0.0 0.0 0.0 2.3 0.3 0.3: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 19 0 . . 0 0 0 . . .:
Old : 26: 18 19 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 57.0 75.9 79.9 39.7 41.7 51.5 50.9
Old : 48.6 57.0 75.9 79.9 39.7 41.7 51.5 50.9
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,900: 6,360 7,350 190 50 400 0 100 0 950 0 0: 0 0
Old : 7,900: 6,360 7,350 190 50 400 0 100 0 950 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -200: -300 0 -50 -300 200 0 -100 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 93.0 2.4 0.6 5.1 0.0 1.3 0.0 12.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.5 93.0 2.4 0.6 5.1 0.0 1.3 0.0 12.0 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: 10 9 . . . 0 . 0 . 0 0:
Old : 20: 10 9 . . . 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 : 54.6 76.7 80.5 96.2 47.0 58.4 63.4 65.8
Old : 54.6 76.7 80.5 96.2 47.0 58.4 63.4 65.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,228: 39,561 33,135 1,120 9,158 9,359 680 1,015 320 3,887 2,332 2,902: 399 7
Old : 58,228: 39,561 33,135 1,120 9,158 9,359 680 1,015 320 3,887 2,332 2,902: 399 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,171: -1,640 -1,578 542 1,262 -483 -594 -49 -16 1,021 -297 3: -3 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 56.9 1.9 15.7 16.1 1.2 1.7 0.5 6.7 4.0 5.0: 0.7 0.0
Old : 100.0: 67.9 56.9 1.9 15.7 16.1 1.2 1.7 0.5 6.7 4.0 5.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 27 26 . . . 4 . . 7 . 7:
Old : 49: 27 26 . . . 4 . . 7 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 46.1 70.5 62.1 27.5 26.7 38.0 36.9
Old : 46.8 46.1 70.5 62.1 27.5 26.7 38.0 36.9
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,927: 5,203 6,063 2,171 600 200 0 950 0 1,300 900 750: 303 464
Old : 9,927: 5,203 6,063 2,171 600 200 0 950 0 1,300 900 750: 303 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -665: -555 -355 0 0 -50 -100 0 0 450 0 -400: -10 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 61.1 21.9 6.0 2.0 0.0 9.6 0.0 13.1 9.1 7.6: 3.1 4.7
Old : 100.0: 52.4 61.1 21.9 6.0 2.0 0.0 9.6 0.0 13.1 9.1 7.6: 3.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . . . 0 . 0 . . .:
Old : 22: 11 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 45.8 83.1 69.7 47.3 43.0 67.8 63.3
Old : 58.9 45.8 83.1 69.7 47.3 43.0 67.8 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,888: 37,848 49,738 11,645 0 2,745 85 0 0 430 100 120: 15 185
Old : 52,888: 37,848 49,738 11,645 0 2,745 85 0 0 430 100 120: 15 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,060: -1,030 -660 345 0 -395 -35 0 0 65 0 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 94.0 22.0 0.0 5.2 0.2 0.0 0.0 0.8 0.2 0.2: 0.0 0.3
Old : 100.0: 71.6 94.0 22.0 0.0 5.2 0.2 0.0 0.0 0.8 0.2 0.2: 0.0 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 : 33: 19 19 . 0 . . 0 0 . . .:
Old : 33: 19 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 : 57.4 77.0 85.3 91.4 52.2 74.7 73.2 80.0
Old : 57.4 77.0 85.3 91.4 52.2 74.7 73.2 80.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 42,221: 38,253 28,612 630 12,589 220 2,100 180 0 328 380 240: 450 0
Old : 42,221: 38,253 28,612 630 12,589 220 2,100 180 0 328 380 240: 450 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,653: -1,365 -1,782 -30 469 -215 300 10 0 -18 -75 -55: -270 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 67.8 1.5 29.8 0.5 5.0 0.4 0.0 0.8 0.9 0.6: 1.1 0.0
Old : 100.0: 90.6 67.8 1.5 29.8 0.5 5.0 0.4 0.0 0.8 0.9 0.6: 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 : 34: 18 23 . . . . . 0 . . .:
Old : 34: 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 : 56.6 58.5 78.0 80.7 45.2 56.6 62.9 72.6
Old : 56.6 58.5 78.0 80.7 45.2 56.6 62.9 72.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 68,998: 56,245 59,660 6,360 7,075 1,265 600 0 0 3,815 300 25: 688 673
Old : 68,998: 56,245 59,660 6,360 7,075 1,265 600 0 0 3,815 300 25: 688 673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,977: -1,190 -2,837 -39 -25 0 -200 0 0 0 0 -75: -1,473 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 86.5 9.2 10.3 1.8 0.9 0.0 0.0 5.5 0.4 0.0: 1.0 1.0
Old : 100.0: 81.5 86.5 9.2 10.3 1.8 0.9 0.0 0.0 5.5 0.4 0.0: 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 : 31: 20 17 . . . . 0 0 . . .:
Old : 31: 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 : 51.5 88.2 70.7 96.9 46.6 82.3 63.2 82.6
Old : 51.5 88.2 70.7 96.9 46.6 82.3 63.2 82.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,550: 58,580 60,207 6,396 7,953 2,180 300 0 0 4,201 1,800 100: 793 310
Old : 72,550: 58,580 60,207 6,396 7,953 2,180 300 0 0 4,201 1,800 100: 793 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -4,512: -1,445 -3,832 -247 -240 -200 -1,000 0 0 20 0 -75: -1,565 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 83.0 8.8 11.0 3.0 0.4 0.0 0.0 5.8 2.5 0.1: 1.1 0.4
Old : 100.0: 80.7 83.0 8.8 11.0 3.0 0.4 0.0 0.0 5.8 2.5 0.1: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 16 . . . . 0 0 . . .:
Old : 33: 22 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 : 52.2 82.6 73.2 94.8 47.8 77.9 63.6 81.9
Old : 52.2 82.6 73.2 94.8 47.8 77.9 63.6 81.9
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,880: 82,600 81,796 7,395 6,966 2,348 0 0 0 45 1,388 367: 125 15
Old : 92,880: 82,600 81,796 7,395 6,966 2,348 0 0 0 45 1,388 367: 125 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,133: -1,723 210 408 -643 -68 0 0 0 0 -901 274: -24 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 88.1 8.0 7.5 2.5 0.0 0.0 0.0 0.0 1.5 0.4: 0.1 0.0
Old : 100.0: 88.9 88.1 8.0 7.5 2.5 0.0 0.0 0.0 0.0 1.5 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 23 . 4 4 0 0 0 . . .:
Old : 36: 20 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 : 61.8 59.0 80.4 83.9 57.5 55.8 72.7 73.5
Old : 61.8 59.0 80.4 83.9 57.5 55.8 72.7 73.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,670: 104,839 106,185 10,015 7,737 2,355 100 967 112 1,085 1,525 736: 428 53
Old : 119,670: 104,839 106,185 10,015 7,737 2,355 100 967 112 1,085 1,525 736: 428 53
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -3,699: -4,035 -1,893 527 -629 118 -87 -23 9 -96 -1,134 -143: 9 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 88.7 8.4 6.5 2.0 0.1 0.8 0.1 0.9 1.3 0.6: 0.4 0.0
Old : 100.0: 87.6 88.7 8.4 6.5 2.0 0.1 0.8 0.1 0.9 1.3 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 20 26 . 5 . . . . . 6 .:
Old : 46: 20 26 . 5 . . . . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 53.7 78.3 78.8 53.6 52.3 67.2 66.2
Old : 59.3 53.7 78.3 78.8 53.6 52.3 67.2 66.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,325: 43,600 46,125 3,200 0 3,525 0 225 0 0 450 0: 0 0
Old : 50,325: 43,600 46,125 3,200 0 3,525 0 225 0 0 450 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,045: -1,342 -1,795 -503 0 0 0 75 -75 0 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 91.7 6.4 0.0 7.0 0.0 0.4 0.0 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 86.6 91.7 6.4 0.0 7.0 0.0 0.4 0.0 0.0 0.9 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 : 29: 14 15 . 0 . 0 . 0 0 . 0:
Old : 29: 14 15 . 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 : 87.4 86.8 97.7 96.5 83.4 86.1 90.7 90.2
Old : 87.4 86.8 97.7 96.5 83.4 86.1 90.7 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 40,209: 35,381 36,696 2,963 1,340 1,840 0 0 0 0 308 25: 0 0
Old : 40,209: 35,381 36,696 2,963 1,340 1,840 0 0 0 0 308 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 91.3 7.4 3.3 4.6 0.0 0.0 0.0 0.0 0.8 0.1: 0.0 0.0
Old : 100.0: 88.0 91.3 7.4 3.3 4.6 0.0 0.0 0.0 0.0 0.8 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 0 0 0 . .:
Old : 20: 10 9 . . . 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 : 87.6 94.9 97.8 98.7 86.9 89.3 93.2 93.0
Old : 87.6 94.9 97.8 98.7 86.9 89.3 93.2 93.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,188: 37,475 37,667 3,800 3,834 2,630 650 725 250 0 540 420: 963 122
Old : 46,188: 37,475 37,667 3,800 3,834 2,630 650 725 250 0 540 420: 963 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,779: -1,904 -1,959 -210 245 -325 -200 -225 0 0 100 -100: -40 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 81.6 8.2 8.3 5.7 1.4 1.6 0.5 0.0 1.2 0.9: 2.1 0.3
Old : 100.0: 81.1 81.6 8.2 8.3 5.7 1.4 1.6 0.5 0.0 1.2 0.9: 2.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 18 . . . . . . 0 . .:
Old : 25: 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 : 52.4 68.0 80.0 81.8 42.3 57.2 62.5 64.3
Old : 52.4 68.0 80.0 81.8 42.3 57.2 62.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 55,962: 27,320 48,282 1,245 2,892 3,513 22,830 300 0 0 708 215: 839 52
Old : 55,962: 27,320 48,282 1,245 2,892 3,513 22,830 300 0 0 708 215: 839 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,837: -916 -489 -285 531 -421 -180 -900 0 0 35 -35: 0 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 86.3 2.2 5.2 6.3 40.8 0.5 0.0 0.0 1.3 0.4: 1.5 0.1
Old : 100.0: 48.8 86.3 2.2 5.2 6.3 40.8 0.5 0.0 0.0 1.3 0.4: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.2 56.8 82.1 74.4 63.2 51.5 69.0 64.7
Old : 68.2 56.8 82.1 74.4 63.2 51.5 69.0 64.7
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 36,685: 21,125 36,213 14,934 0 115 195 0 285 0 0 0: 31 72
Old : 36,685: 21,125 36,213 14,934 0 115 195 0 285 0 0 0: 31 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -782: -110 -178 44 0 -111 0 0 0 0 0 0: -605 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 98.7 40.7 0.0 0.3 0.5 0.0 0.8 0.0 0.0 0.0: 0.1 0.2
Old : 100.0: 57.6 98.7 40.7 0.0 0.3 0.5 0.0 0.8 0.0 0.0 0.0: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.2 90.9 84.7 96.3 62.2 84.0 80.8 88.5
Old : 62.2 90.9 84.7 96.3 62.2 84.0 80.8 88.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,622: 20,775 32,872 12,147 0 460 0 265 0 0 0 0: 240 25
Old : 33,622: 20,775 32,872 12,147 0 460 0 265 0 0 0 0: 240 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -687: -140 -90 -47 0 0 0 0 0 0 0 0: -500 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 97.8 36.1 0.0 1.4 0.0 0.8 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 61.8 97.8 36.1 0.0 1.4 0.0 0.8 0.0 0.0 0.0 0.0: 0.7 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 : 23: 13 11 4 0 . 0 . 0 0 0 0:
Old : 23: 13 11 4 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 88.0 85.3 96.3 60.2 82.7 81.7 88.2
Old : 60.4 88.0 85.3 96.3 60.2 82.7 81.7 88.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,664: 30,302 30,117 683 190 1,886 140 600 100 66 435 300: 187 36
Old : 33,664: 30,302 30,117 683 190 1,886 140 600 100 66 435 300: 187 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,826: -675 -1,478 -270 70 -86 140 100 -50 -56 25 0: -829 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 89.5 2.0 0.6 5.6 0.4 1.8 0.3 0.2 1.3 0.9: 0.6 0.1
Old : 100.0: 90.0 89.5 2.0 0.6 5.6 0.4 1.8 0.3 0.2 1.3 0.9: 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 : 33: 17 18 . . . . . . . . .:
Old : 33: 17 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 58.7 88.9 79.3 75.5 58.1 83.1 77.1
Old : 76.6 58.7 88.9 79.3 75.5 58.1 83.1 77.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,910: 19,755 21,986 1,936 100 243 15 0 250 275 0 110: 326 221
Old : 22,910: 19,755 21,986 1,936 100 243 15 0 250 275 0 110: 326 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,802: 820 -785 -1,125 0 -55 0 0 0 55 0 -115: -1,382 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 96.0 8.5 0.4 1.1 0.1 0.0 1.1 1.2 0.0 0.5: 1.4 1.0
Old : 100.0: 86.2 96.0 8.5 0.4 1.1 0.1 0.0 1.1 1.2 0.0 0.5: 1.4 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 : 27: 15 16 . . . . 0 . . 0 .:
Old : 27: 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 : 68.7 71.1 85.7 88.8 65.6 70.5 80.6 84.0
Old : 68.7 71.1 85.7 88.8 65.6 70.5 80.6 84.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 45,761: 38,515 32,813 4,828 10,356 319 80 825 1,128 535 65 225: 131 29
Old : 45,761: 38,515 32,813 4,828 10,356 319 80 825 1,128 535 65 225: 131 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,293: -1,265 -91 155 -314 -167 5 -315 127 13 -328 15: -175 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 71.7 10.6 22.6 0.7 0.2 1.8 2.5 1.2 0.1 0.5: 0.3 0.1
Old : 100.0: 84.2 71.7 10.6 22.6 0.7 0.2 1.8 2.5 1.2 0.1 0.5: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 21 . . . . . . . . .:
Old : 35: 19 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 55.3 77.5 74.9 43.3 52.8 60.9 63.4
Old : 56.7 55.3 77.5 74.9 43.3 52.8 60.9 63.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,696: 33,141 25,048 3,368 12,171 707 1,125 0 65 90 680 0: 200 25
Old : 38,696: 33,141 25,048 3,368 12,171 707 1,125 0 65 90 680 0: 200 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,451: -1,783 -119 794 -568 -257 70 0 0 -10 5 0: -265 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 64.7 8.7 31.5 1.8 2.9 0.0 0.2 0.2 1.8 0.0: 0.5 0.1
Old : 100.0: 85.6 64.7 8.7 31.5 1.8 2.9 0.0 0.2 0.2 1.8 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 17 . . . . 0 . . . 0:
Old : 30: 19 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 : 63.4 64.2 80.9 85.1 48.1 58.9 60.9 69.6
Old : 63.4 64.2 80.9 85.1 48.1 58.9 60.9 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,210: 11,708 13,579 1,580 1,584 1,969 1,535 0 75 150 0 0: 193 3
Old : 17,210: 11,708 13,579 1,580 1,584 1,969 1,535 0 75 150 0 0: 193 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -221: 150 -110 -64 -25 -86 -371 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 78.9 9.2 9.2 11.4 8.9 0.0 0.4 0.9 0.0 0.0: 1.1 0.0
Old : 100.0: 68.0 78.9 9.2 9.2 11.4 8.9 0.0 0.4 0.9 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . . . . 0 . . 0 0:
Old : 22: 11 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 71.8 87.7 94.4 52.8 55.8 71.5 74.1
Old : 58.1 71.8 87.7 94.4 52.8 55.8 71.5 74.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,356: 9,996 15,836 2,869 0 1,690 0 300 50 3,266 0 480: 5 0
Old : 18,356: 9,996 15,836 2,869 0 1,690 0 300 50 3,266 0 480: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,430: -890 -425 190 0 -305 -50 -250 50 -360 0 0: -65 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 86.3 15.6 0.0 9.2 0.0 1.6 0.3 17.8 0.0 2.6: 0.0 0.0
Old : 100.0: 54.5 86.3 15.6 0.0 9.2 0.0 1.6 0.3 17.8 0.0 2.6: 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 : 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 : 56.0 86.5 82.1 97.8 46.0 80.1 70.7 82.3
Old : 56.0 86.5 82.1 97.8 46.0 80.1 70.7 82.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,124: 11,209 15,994 3,131 0 1,280 0 1,050 50 2,659 0 750: 45 0
Old : 19,124: 11,209 15,994 3,131 0 1,280 0 1,050 50 2,659 0 750: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,030: -640 -25 160 0 -275 0 -225 0 -345 0 270: -200 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 83.6 16.4 0.0 6.7 0.0 5.5 0.3 13.9 0.0 3.9: 0.2 0.0
Old : 100.0: 58.6 83.6 16.4 0.0 6.7 0.0 5.5 0.3 13.9 0.0 3.9: 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 : 23: 13 9 . 0 . 0 . . . 0 .:
Old : 23: 13 9 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 83.0 80.7 96.3 42.9 81.2 68.9 82.4
Old : 51.9 83.0 80.7 96.3 42.9 81.2 68.9 82.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 409,832: 323,439 220,891 21,049 96,043 21,973 0 12,449 24,150 46 15,171 19,155: 20 0
Old : 409,832: 323,439 220,891 21,049 96,043 21,973 0 12,449 24,150 46 15,171 19,155: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 17,493: 12,210 12,002 3,597 2,174 1,456 0 600 593 -109 733 -65: -189 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 53.9 5.1 23.4 5.4 0.0 3.0 5.9 0.0 3.7 4.7: 0.0 0.0
Old : 100.0: 78.9 53.9 5.1 23.4 5.4 0.0 3.0 5.9 0.0 3.7 4.7: 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 : 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 : 75.3 52.5 92.2 79.6 46.1 37.4 46.7 46.4
Old : 75.3 52.5 92.2 79.6 46.1 37.4 46.7 46.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,310: 9,710 9,110 3,350 5,145 695 0 0 0 900 100 0: 655 260
Old : 15,310: 9,710 9,110 3,350 5,145 695 0 0 0 900 100 0: 655 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -550: -60 170 0 -280 -80 0 0 0 -30 0 0: -380 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 59.5 21.9 33.6 4.5 0.0 0.0 0.0 5.9 0.7 0.0: 4.3 1.7
Old : 100.0: 63.4 59.5 21.9 33.6 4.5 0.0 0.0 0.0 5.9 0.7 0.0: 4.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 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 : 74.7 81.5 89.2 93.0 72.3 75.8 81.1 83.5
Old : 74.7 81.5 89.2 93.0 72.3 75.8 81.1 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,805: 12,280 11,790 5,500 6,685 970 0 0 0 900 100 0: 155 260
Old : 19,805: 12,280 11,790 5,500 6,685 970 0 0 0 900 100 0: 155 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -525: -115 145 0 -310 100 0 0 0 -30 0 0: -480 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 59.5 27.8 33.8 4.9 0.0 0.0 0.0 4.5 0.5 0.0: 0.8 1.3
Old : 100.0: 62.0 59.5 27.8 33.8 4.9 0.0 0.0 0.0 4.5 0.5 0.0: 0.8 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 : 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 : 79.1 78.8 92.9 91.4 73.2 71.8 80.3 78.3
Old : 79.1 78.8 92.9 91.4 73.2 71.8 80.3 78.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,536: 10,890 14,160 9,365 7,318 170 90 0 110 3,610 2,805 910: 391 63
Old : 25,536: 10,890 14,160 9,365 7,318 170 90 0 110 3,610 2,805 910: 391 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -716: -375 -880 -565 820 -220 -25 -125 50 870 -75 -185: -266 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 55.5 36.7 28.7 0.7 0.4 0.0 0.4 14.1 11.0 3.6: 1.5 0.2
Old : 100.0: 42.6 55.5 36.7 28.7 0.7 0.4 0.0 0.4 14.1 11.0 3.6: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 13 . . . . 0 . . . .:
Old : 28: 11 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 : 70.8 60.9 91.3 83.5 67.6 60.1 87.2 80.3
Old : 70.8 60.9 91.3 83.5 67.6 60.1 87.2 80.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,206: 9,631 11,790 8,778 7,206 270 90 25 110 3,015 2,805 950: 362 50
Old : 23,206: 9,631 11,790 8,778 7,206 270 90 25 110 3,015 2,805 950: 362 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -386: -385 -520 -262 908 -320 -25 -125 50 720 -75 -200: 36 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 50.8 37.8 31.1 1.2 0.4 0.1 0.5 13.0 12.1 4.1: 1.6 0.2
Old : 100.0: 41.5 50.8 37.8 31.1 1.2 0.4 0.1 0.5 13.0 12.1 4.1: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.3 64.6 90.1 89.2 67.6 63.3 85.6 84.8
Old : 71.3 64.6 90.1 89.2 67.6 63.3 85.6 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,620: 34,903 42,826 8,305 0 3,425 0 475 225 0 400 2,265: 497 4
Old : 49,620: 34,903 42,826 8,305 0 3,425 0 475 225 0 400 2,265: 497 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,559: -1,690 -1,564 230 0 -385 -75 325 -75 0 -35 -135: -429 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 86.3 16.7 0.0 6.9 0.0 1.0 0.5 0.0 0.8 4.6: 1.0 0.0
Old : 100.0: 70.3 86.3 16.7 0.0 6.9 0.0 1.0 0.5 0.0 0.8 4.6: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . 0 . 0 . . 0 . .:
Old : 30: 17 15 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 84.2 79.9 93.6 53.2 79.3 72.9 82.4
Old : 58.9 84.2 79.9 93.6 53.2 79.3 72.9 82.4
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,036: 34,990 42,287 8,184 0 2,889 0 475 225 245 910 2,250: 253 0
Old : 49,036: 34,990 42,287 8,184 0 2,889 0 475 225 245 910 2,250: 253 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,561: -1,690 -1,604 282 0 -427 -75 325 -75 -245 15 -35: -296 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 86.2 16.7 0.0 5.9 0.0 1.0 0.5 0.5 1.9 4.6: 0.5 0.0
Old : 100.0: 71.4 86.2 16.7 0.0 5.9 0.0 1.0 0.5 0.5 1.9 4.6: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 14 4 0 . 0 . . . . .:
Old : 31: 17 14 4 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 82.6 80.0 92.8 54.8 79.5 73.5 83.0
Old : 59.2 82.6 80.0 92.8 54.8 79.5 73.5 83.0
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 114,871: 84,118 83,089 14,530 16,024 3,318 1,755 655 290 8,992 9,822 1,608: 260 65
Old : 114,871: 84,118 83,089 14,530 16,024 3,318 1,755 655 290 8,992 9,822 1,608: 260 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,019: -1,363 179 0 -352 -260 330 -345 -140 1,058 685 -683: -961 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 72.3 12.6 13.9 2.9 1.5 0.6 0.3 7.8 8.6 1.4: 0.2 0.1
Old : 100.0: 73.2 72.3 12.6 13.9 2.9 1.5 0.6 0.3 7.8 8.6 1.4: 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 : 52: 32 25 . 4 . . . . 5 . 5:
Old : 52: 32 25 . 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 : 42.3 53.6 62.1 81.5 41.9 50.4 60.0 71.5
Old : 42.3 53.6 62.1 81.5 41.9 50.4 60.0 71.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 124,513: 92,885 83,337 17,040 23,117 2,338 330 775 1,060 8,077 11,358 2,463: 320 65
Old : 124,513: 92,885 83,337 17,040 23,117 2,338 330 775 1,060 8,077 11,358 2,463: 320 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -5,006: -2,992 -1,216 0 -1,654 329 270 -1,545 -70 113 1,830 -824: -1,832 -1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 66.9 13.7 18.6 1.9 0.3 0.6 0.9 6.5 9.1 2.0: 0.3 0.1
Old : 100.0: 74.6 66.9 13.7 18.6 1.9 0.3 0.6 0.9 6.5 9.1 2.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 29 . 4 5 . . 4 4 . 4:
Old : 57: 32 29 . 4 5 . . 4 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 49.4 60.5 78.1 40.2 46.3 56.3 69.3
Old : 41.6 49.4 60.5 78.1 40.2 46.3 56.3 69.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 299,777: 178,155 190,102 44,965 26,444 24,764 7,250 17,594 19,866 10,431 7,415 13,453: 892 140
Old : 299,777: 178,155 190,102 44,965 26,444 24,764 7,250 17,594 19,866 10,431 7,415 13,453: 892 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -8,802: -8,589 1,102 8,078 251 -2,993 -3,430 1,870 -1,143 832 -4,337 -591: -967 -2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 63.4 15.0 8.8 8.3 2.4 5.9 6.6 3.5 2.5 4.5: 0.3 0.0
Old : 100.0: 59.4 63.4 15.0 8.8 8.3 2.4 5.9 6.6 3.5 2.5 4.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 41 38 . . 5 11 4 8 8 8 13:
Old : 82: 41 38 . . 5 11 4 8 8 8 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 : 38.4 43.4 55.9 60.6 30.1 31.4 41.4 40.1
Old : 38.4 43.4 55.9 60.6 30.1 31.4 41.4 40.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,035: 14,749 28,130 7,665 0 0 980 0 70 4,820 205 630: 121 0
Old : 29,035: 14,749 28,130 7,665 0 0 980 0 70 4,820 205 630: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,557: -530 -1,042 -821 0 0 -250 -50 50 36 0 0: -1,042 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 96.9 26.4 0.0 0.0 3.4 0.0 0.2 16.6 0.7 2.2: 0.4 0.0
Old : 100.0: 50.8 96.9 26.4 0.0 0.0 3.4 0.0 0.2 16.6 0.7 2.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 10 . 0 0 . 0 . . . .:
Old : 28: 18 10 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 94.7 80.6 99.1 52.2 93.4 78.0 94.1
Old : 54.3 94.7 80.6 99.1 52.2 93.4 78.0 94.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,910: 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 655: 138 0
Old : 27,910: 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 655: 138 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,562: -910 -1,017 -891 0 0 -250 -90 50 46 0 0: -607 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 91.9 28.8 0.0 0.0 1.4 5.0 0.6 17.9 0.2 2.3: 0.5 0.0
Old : 100.0: 48.4 91.9 28.8 0.0 0.0 1.4 5.0 0.6 17.9 0.2 2.3: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 . 0 0 . . . . . .:
Old : 27: 17 9 . 0 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 92.6 84.7 98.8 56.3 91.3 82.3 93.8
Old : 58.5 92.6 84.7 98.8 56.3 91.3 82.3 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,252: 4,730 8,907 8,287 1,995 345 75 2,340 850 450 300 0: 1,515 1,515
Old : 16,252: 4,730 8,907 8,287 1,995 345 75 2,340 850 450 300 0: 1,515 1,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,030: -910 -550 480 70 -330 -125 -25 0 0 -50 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 54.8 51.0 12.3 2.1 0.5 14.4 5.2 2.8 1.8 0.0: 9.3 9.3
Old : 100.0: 29.1 54.8 51.0 12.3 2.1 0.5 14.4 5.2 2.8 1.8 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 . . . . . . . . 0:
Old : 23: 11 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 63.7 85.6 80.5 71.3 55.5 77.3 71.1
Old : 74.3 63.7 85.6 80.5 71.3 55.5 77.3 71.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,660: 1,850 7,230 6,720 200 780 25 1,165 660 25 25 0: 600 600
Old : 10,660: 1,850 7,230 6,720 200 780 25 1,165 660 25 25 0: 600 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -590: -430 -555 -60 15 0 0 0 -25 -50 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 67.8 63.0 1.9 7.3 0.2 10.9 6.2 0.2 0.2 0.0: 5.6 5.6
Old : 100.0: 17.4 67.8 63.0 1.9 7.3 0.2 10.9 6.2 0.2 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 : 80.5 52.3 91.6 81.1 72.0 45.1 73.1 67.3
Old : 80.5 52.3 91.6 81.1 72.0 45.1 73.1 67.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,313: 27,690 20,943 16,373 24,620 180 2,560 4,890 3,875 4,170 0 2,955: 8,510 8,850
Old : 66,313: 27,690 20,943 16,373 24,620 180 2,560 4,890 3,875 4,170 0 2,955: 8,510 8,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -3,778: -1,262 -1,139 -510 -1,340 0 -1,130 -800 -240 -375 0 115: -376 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 31.6 24.7 37.1 0.3 3.9 7.4 5.8 6.3 0.0 4.5: 12.8 13.3
Old : 100.0: 41.8 31.6 24.7 37.1 0.3 3.9 7.4 5.8 6.3 0.0 4.5: 12.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 18 . . . . . . . 0 .:
Old : 27: 14 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 52.8 81.3 69.5 53.0 51.6 66.9 64.6
Old : 58.0 52.8 81.3 69.5 53.0 51.6 66.9 64.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,476: 27,992 20,041 14,830 24,490 175 3,525 4,890 3,875 3,485 0 2,940: 7,654 8,065
Old : 64,476: 27,992 20,041 14,830 24,490 175 3,525 4,890 3,875 3,485 0 2,940: 7,654 8,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -3,707: -1,268 -1,082 -530 -1,325 0 -1,090 -800 -290 -375 0 65: -219 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 31.1 23.0 38.0 0.3 5.5 7.6 6.0 5.4 0.0 4.6: 11.9 12.5
Old : 100.0: 43.4 31.1 23.0 38.0 0.3 5.5 7.6 6.0 5.4 0.0 4.6: 11.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 58.6 54.7 79.9 71.5 52.4 53.4 65.7 64.5
Old : 58.6 54.7 79.9 71.5 52.4 53.4 65.7 64.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,170: 13,070 4,865 2,945 0 815 0 9,055 455 0 2,410 1,075: 3,810 3,495
Old : 22,170: 13,070 4,865 2,945 0 815 0 9,055 455 0 2,410 1,075: 3,810 3,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,395: -45 -205 -345 0 0 0 -2,455 -85 0 2,285 -1,860: -60 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 21.9 13.3 0.0 3.7 0.0 40.8 2.1 0.0 10.9 4.8: 17.2 15.8
Old : 100.0: 59.0 21.9 13.3 0.0 3.7 0.0 40.8 2.1 0.0 10.9 4.8: 17.2 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 44.2 65.6 66.2 75.8 43.1 58.9 61.3 66.6
Old : 44.2 65.6 66.2 75.8 43.1 58.9 61.3 66.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,330: 12,365 4,925 3,660 0 615 0 8,955 455 0 2,460 1,225: 4,010 3,695
Old : 22,330: 12,365 4,925 3,660 0 615 0 8,955 455 0 2,460 1,225: 4,010 3,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,395: 80 -205 -445 0 0 0 -2,430 -85 0 2,285 -1,860: -85 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 22.1 16.4 0.0 2.8 0.0 40.1 2.0 0.0 11.0 5.5: 18.0 16.5
Old : 100.0: 55.4 22.1 16.4 0.0 2.8 0.0 40.1 2.0 0.0 11.0 5.5: 18.0 16.5
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: 15 9 . 0 . 0 4 . 0 . .:
Old : 27: 15 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 : 43.2 65.5 65.2 75.2 41.4 58.3 60.1 65.9
Old : 43.2 65.5 65.2 75.2 41.4 58.3 60.1 65.9
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,862: 9,797 20,597 3,847 3,255 385 11,135 780 0 100 0 0: 2,598 2,845
Old : 27,862: 9,797 20,597 3,847 3,255 385 11,135 780 0 100 0 0: 2,598 2,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,907: -657 -1,627 -185 -150 0 -985 -50 0 0 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 73.9 13.8 11.7 1.4 40.0 2.8 0.0 0.4 0.0 0.0: 9.3 10.2
Old : 100.0: 35.2 73.9 13.8 11.7 1.4 40.0 2.8 0.0 0.4 0.0 0.0: 9.3 10.2
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 : 22: 8 14 . . . . . 0 . 0 0:
Old : 22: 8 14 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 70.8 87.4 81.4 71.2 69.4 83.9 80.0
Old : 71.5 70.8 87.4 81.4 71.2 69.4 83.9 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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,555: 13,690 30,895 9,365 0 185 4,025 790 30 5,140 550 1,995: 3,125 3,110
Old : 37,555: 13,690 30,895 9,365 0 185 4,025 790 30 5,140 550 1,995: 3,125 3,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,215: -810 -1,830 -745 0 -100 -375 -155 0 -65 -25 25: -145 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 82.3 24.9 0.0 0.5 10.7 2.1 0.1 13.7 1.5 5.3: 8.3 8.3
Old : 100.0: 36.5 82.3 24.9 0.0 0.5 10.7 2.1 0.1 13.7 1.5 5.3: 8.3 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 : 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 76.7 76.1 88.2 47.3 75.6 70.5 82.7
Old : 52.5 76.7 76.1 88.2 47.3 75.6 70.5 82.7
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,090: 12,405 29,175 8,695 0 135 3,525 790 280 5,525 200 1,545: 2,980 2,965
Old : 35,090: 12,405 29,175 8,695 0 135 3,525 790 280 5,525 200 1,545: 2,980 2,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,900: -600 -1,160 -595 0 -50 -365 -155 0 235 -25 -275: -250 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 83.1 24.8 0.0 0.4 10.0 2.3 0.8 15.7 0.6 4.4: 8.5 8.4
Old : 100.0: 35.4 83.1 24.8 0.0 0.4 10.0 2.3 0.8 15.7 0.6 4.4: 8.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.7 77.9 76.4 88.0 48.4 76.9 71.1 83.2
Old : 52.7 77.9 76.4 88.0 48.4 76.9 71.1 83.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,790: 8,740 2,055 775 4,805 50 0 1,755 100 0 1,185 160: 965 680
Old : 10,790: 8,740 2,055 775 4,805 50 0 1,755 100 0 1,185 160: 965 680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -825: -725 -220 -150 -170 0 0 -360 0 0 -155 140: -90 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 19.0 7.2 44.5 0.5 0.0 16.3 0.9 0.0 11.0 1.5: 8.9 6.3
Old : 100.0: 81.0 19.0 7.2 44.5 0.5 0.0 16.3 0.9 0.0 11.0 1.5: 8.9 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 : 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 : 67.0 75.2 81.4 87.2 66.4 69.5 75.6 77.5
Old : 67.0 75.2 81.4 87.2 66.4 69.5 75.6 77.5
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,340: 8,095 1,630 1,075 4,705 0 0 1,735 0 0 1,385 140: 1,030 745
Old : 10,340: 8,095 1,630 1,075 4,705 0 0 1,735 0 0 1,385 140: 1,030 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -855: -620 -165 -150 -120 0 0 -360 0 0 -155 40: -125 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 15.8 10.4 45.5 0.0 0.0 16.8 0.0 0.0 13.4 1.4: 10.0 7.2
Old : 100.0: 78.3 15.8 10.4 45.5 0.0 0.0 16.8 0.0 0.0 13.4 1.4: 10.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 69.5 78.1 81.7 88.3 69.4 74.0 78.2 82.7
Old : 69.5 78.1 81.7 88.3 69.4 74.0 78.2 82.7
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,240: 29,805 17,895 0 7,830 2,915 1,390 12,685 490 6,670 80 4,545: 2,425 1,800
Old : 48,240: 29,805 17,895 0 7,830 2,915 1,390 12,685 490 6,670 80 4,545: 2,425 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,125: -1,420 -900 0 -900 0 -215 -210 75 -440 0 20: -145 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 37.1 0.0 16.2 6.0 2.9 26.3 1.0 13.8 0.2 9.4: 5.0 3.7
Old : 100.0: 61.8 37.1 0.0 16.2 6.0 2.9 26.3 1.0 13.8 0.2 9.4: 5.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 0 . . . . . . . .:
Old : 29: 16 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 64.0 80.4 88.3 54.7 56.8 67.9 72.7
Old : 64.7 64.0 80.4 88.3 54.7 56.8 67.9 72.7
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,695: 29,775 16,625 0 8,460 2,915 815 12,685 605 6,690 80 4,380: 2,515 1,945
Old : 47,695: 29,775 16,625 0 8,460 2,915 815 12,685 605 6,690 80 4,380: 2,515 1,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,035: -1,560 -820 0 -880 0 -215 -210 75 -165 0 -15: -155 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 34.9 0.0 17.7 6.1 1.7 26.6 1.3 14.0 0.2 9.2: 5.3 4.1
Old : 100.0: 62.4 34.9 0.0 17.7 6.1 1.7 26.6 1.3 14.0 0.2 9.2: 5.3 4.1
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 16 0 . . . . . . . .:
Old : 29: 15 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 : 66.6 66.0 81.0 87.7 57.0 59.0 69.2 71.9
Old : 66.6 66.0 81.0 87.7 57.0 59.0 69.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,910: 21,475 12,405 0 18,085 210 15,515 90 360 1,980 8,390 745: 2,625 2,625
Old : 42,910: 21,475 12,405 0 18,085 210 15,515 90 360 1,980 8,390 745: 2,625 2,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -3,230: -2,085 -1,665 0 -1,000 0 -565 0 -150 -50 -120 -150: -230 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 28.9 0.0 42.1 0.5 36.2 0.2 0.8 4.6 19.6 1.7: 6.1 6.1
Old : 100.0: 50.0 28.9 0.0 42.1 0.5 36.2 0.2 0.8 4.6 19.6 1.7: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 8 0 . . . . . . . .:
Old : 29: 19 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 : 59.4 73.8 77.2 91.4 59.4 71.2 76.5 87.3
Old : 59.4 73.8 77.2 91.4 59.4 71.2 76.5 87.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,025: 18,990 13,740 0 14,480 315 15,190 90 360 1,860 7,730 780: 2,530 2,530
Old : 40,025: 18,990 13,740 0 14,480 315 15,190 90 360 1,860 7,730 780: 2,530 2,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -3,130: -1,910 -1,750 0 -790 0 -615 0 -150 -50 -120 -150: -255 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 34.3 0.0 36.2 0.8 38.0 0.2 0.9 4.6 19.3 1.9: 6.3 6.3
Old : 100.0: 47.4 34.3 0.0 36.2 0.8 38.0 0.2 0.9 4.6 19.3 1.9: 6.3 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 : 29: 18 8 0 . . . . . . . .:
Old : 29: 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 : 60.6 67.9 77.7 90.6 60.5 64.8 77.0 86.6
Old : 60.6 67.9 77.7 90.6 60.5 64.8 77.0 86.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,059: 50,220 80,349 24,970 2,375 2,655 6,599 880 6,270 4,125 2,280 6,460: 8,760 8,790
Old : 110,059: 50,220 80,349 24,970 2,375 2,655 6,599 880 6,270 4,125 2,280 6,460: 8,760 8,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -6,330: -2,795 -3,310 -1,465 200 -200 -1,630 180 170 2,735 -40 -2,445: -700 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 73.0 22.7 2.2 2.4 6.0 0.8 5.7 3.7 2.1 5.9: 8.0 8.0
Old : 100.0: 45.6 73.0 22.7 2.2 2.4 6.0 0.8 5.7 3.7 2.1 5.9: 8.0 8.0
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 : 41: 22 25 . . . . . 4 . . .:
Old : 41: 22 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 : 61.2 49.4 77.8 63.6 53.2 47.5 61.4 56.3
Old : 61.2 49.4 77.8 63.6 53.2 47.5 61.4 56.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 105,068: 46,825 74,209 21,965 2,835 2,695 8,116 500 5,552 2,820 2,095 7,730: 9,365 9,452
Old : 105,068: 46,825 74,209 21,965 2,835 2,695 8,116 500 5,552 2,820 2,095 7,730: 9,365 9,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -5,410: -2,350 -3,825 -1,335 700 0 -1,720 200 275 2,160 -15 -2,130: -310 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 70.6 20.9 2.7 2.6 7.7 0.5 5.3 2.7 2.0 7.4: 8.9 9.0
Old : 100.0: 44.6 70.6 20.9 2.7 2.6 7.7 0.5 5.3 2.7 2.0 7.4: 8.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 23 . . . . . 4 . . .:
Old : 39: 18 23 . . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 48.7 78.4 64.2 53.5 45.8 61.8 58.8
Old : 61.5 48.7 78.4 64.2 53.5 45.8 61.8 58.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,895: 10,400 19,960 12,595 3,550 1,570 5,220 2,700 250 0 2,075 0: 860 790
Old : 30,895: 10,400 19,960 12,595 3,550 1,570 5,220 2,700 250 0 2,075 0: 860 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,350: -900 -510 660 -215 -595 -185 -50 -115 0 350 0: -215 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 64.6 40.8 11.5 5.1 16.9 8.7 0.8 0.0 6.7 0.0: 2.8 2.6
Old : 100.0: 33.7 64.6 40.8 11.5 5.1 16.9 8.7 0.8 0.0 6.7 0.0: 2.8 2.6
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 : 29: 14 17 . . . . . . 0 . 0:
Old : 29: 14 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 : 76.4 44.7 88.6 65.9 71.4 42.9 80.7 63.8
Old : 76.4 44.7 88.6 65.9 71.4 42.9 80.7 63.8
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,530: 7,105 15,655 11,960 3,535 900 2,600 1,225 360 0 1,250 0: 605 605
Old : 23,530: 7,105 15,655 11,960 3,535 900 2,600 1,225 360 0 1,250 0: 605 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,490: -1,105 -420 735 -300 -725 -375 -25 -10 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 66.5 50.8 15.0 3.8 11.0 5.2 1.5 0.0 5.3 0.0: 2.6 2.6
Old : 100.0: 30.2 66.5 50.8 15.0 3.8 11.0 5.2 1.5 0.0 5.3 0.0: 2.6 2.6
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: 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 : 76.4 43.6 91.1 64.4 71.1 39.2 77.1 59.2
Old : 76.4 43.6 91.1 64.4 71.1 39.2 77.1 59.2
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 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,730: 8,395 10,545 0 6,525 1,880 9,250 695 130 0 0 0: 1,075 955
Old : 20,730: 8,395 10,545 0 6,525 1,880 9,250 695 130 0 0 0: 1,075 955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -540: -315 -685 0 520 0 -100 -250 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 50.9 0.0 31.5 9.1 44.6 3.4 0.6 0.0 0.0 0.0: 5.2 4.6
Old : 100.0: 40.5 50.9 0.0 31.5 9.1 44.6 3.4 0.6 0.0 0.0 0.0: 5.2 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 : 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 : 75.5 68.8 90.0 85.3 75.0 59.1 81.3 74.7
Old : 75.5 68.8 90.0 85.3 75.0 59.1 81.3 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,080: 33,835 30,985 4,005 0 9,185 0 8,115 135 1,200 0 0: 10,720 10,660
Old : 59,080: 33,835 30,985 4,005 0 9,185 0 8,115 135 1,200 0 0: 10,720 10,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,340: -1,035 -1,615 -635 -240 180 -50 485 -410 350 0 0: -740 -740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 52.4 6.8 0.0 15.5 0.0 13.7 0.2 2.0 0.0 0.0: 18.1 18.0
Old : 100.0: 57.3 52.4 6.8 0.0 15.5 0.0 13.7 0.2 2.0 0.0 0.0: 18.1 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 18 . 0 . 0 4 . . 0 0:
Old : 31: 17 18 . 0 . 0 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 : 48.6 31.1 66.4 50.8 34.1 21.4 39.5 34.4
Old : 48.6 31.1 66.4 50.8 34.1 21.4 39.5 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,520: 22,230 20,155 850 170 7,290 535 4,275 150 375 0 0: 14,090 13,480
Old : 45,520: 22,230 20,155 850 170 7,290 535 4,275 150 375 0 0: 14,090 13,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,165: -1,055 -935 -485 -275 455 -60 -400 0 0 0 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 44.3 1.9 0.4 16.0 1.2 9.4 0.3 0.8 0.0 0.0: 31.0 29.6
Old : 100.0: 48.8 44.3 1.9 0.4 16.0 1.2 9.4 0.3 0.8 0.0 0.0: 31.0 29.6
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 : 25: 15 16 . . . . . . . 0 0:
Old : 25: 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 : 42.5 31.2 60.7 48.2 25.0 21.5 29.2 28.5
Old : 42.5 31.2 60.7 48.2 25.0 21.5 29.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2018