COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,791: 10,289 30,976 7,678 866 283 7,096 3,270 692 13,150 3,409 5,022: 1,581 1,273
Old : 45,791: 10,289 30,976 7,678 866 283 7,096 3,270 692 13,150 3,409 5,022: 1,581 1,273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 413: -7 116 451 0 0 -105 -443 132 -248 368 240: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 67.6 16.8 1.9 0.6 15.5 7.1 1.5 28.7 7.4 11.0: 3.5 2.8
Old : 100.0: 22.5 67.6 16.8 1.9 0.6 15.5 7.1 1.5 28.7 7.4 11.0: 3.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 10 11 4 . . . 5 4 9 6 5:
Old : 41: 10 11 4 . . . 5 4 9 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 67.0 67.8 79.4 34.3 59.3 55.9 67.2
Old : 39.2 67.0 67.8 79.4 34.3 59.3 55.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,993: 663 2,627 15 1,100 69 790 285 45 1,829 0 667: 915 200
Old : 4,993: 663 2,627 15 1,100 69 790 285 45 1,829 0 667: 915 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 145: -55 155 0 -5 0 15 0 0 205 0 -5: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 52.6 0.3 22.0 1.4 15.8 5.7 0.9 36.6 0.0 13.4: 18.3 4.0
Old : 100.0: 13.3 52.6 0.3 22.0 1.4 15.8 5.7 0.9 36.6 0.0 13.4: 18.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 4 7 . . . . . . 7 0 6:
Old : 21: 4 7 . . . . . . 7 0 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 : 45.2 56.8 70.0 80.8 41.5 51.4 53.9 67.4
Old : 45.2 56.8 70.0 80.8 41.5 51.4 53.9 67.4
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,449: 39,336 43,505 5,775 9,337 5,359 9,756 0 149 2,073 4,592 104: 897 403
Old : 63,449: 39,336 43,505 5,775 9,337 5,359 9,756 0 149 2,073 4,592 104: 897 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 0: 0 0 0 0 0 0 0 0 22 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 68.6 9.1 14.7 8.4 15.4 0.0 0.2 3.3 7.2 0.2: 1.4 0.6
Old : 100.0: 62.0 68.6 9.1 14.7 8.4 15.4 0.0 0.2 3.3 7.2 0.2: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 24 . . . 6 0 . 4 6 .:
Old : 51: 27 24 . . . 6 0 . 4 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 : 47.5 44.1 69.0 65.3 39.5 35.7 57.8 51.9
Old : 47.5 44.1 69.0 65.3 39.5 35.7 57.8 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,543: 29,581 29,249 0 3,102 2,687 500 300 0 3,025 275 750: 0 180
Old : 36,543: 29,581 29,249 0 3,102 2,687 500 300 0 3,025 275 750: 0 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 903: 718 908 0 -400 260 0 75 0 50 125 -125: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 80.0 0.0 8.5 7.4 1.4 0.8 0.0 8.3 0.8 2.1: 0.0 0.5
Old : 100.0: 80.9 80.0 0.0 8.5 7.4 1.4 0.8 0.0 8.3 0.8 2.1: 0.0 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 : 34: 19 18 0 . . . . 0 4 . 5:
Old : 34: 19 18 0 . . . . 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 55.9 76.5 81.7 52.2 49.3 62.2 66.2
Old : 57.8 55.9 76.5 81.7 52.2 49.3 62.2 66.2
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 24,497: 22,372 14,065 0 8,022 325 0 0 0 900 1,185 900: 0 0
Old : 24,497: 22,372 14,065 0 8,022 325 0 0 0 900 1,185 900: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 295: -495 80 0 625 -60 0 0 0 500 -700 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 57.4 0.0 32.7 1.3 0.0 0.0 0.0 3.7 4.8 3.7: 0.0 0.0
Old : 100.0: 91.3 57.4 0.0 32.7 1.3 0.0 0.0 0.0 3.7 4.8 3.7: 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 : 27: 15 17 0 . . 0 0 0 . . .:
Old : 27: 15 17 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 60.2 87.9 84.6 75.2 55.0 81.7 76.3
Old : 78.2 60.2 87.9 84.6 75.2 55.0 81.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 170,765: 135,527 123,353 17,393 13,727 4,812 6,583 14,618 2,346 2,236 10,250 1,575: 293 84
Old : 170,765: 135,527 123,353 17,393 13,727 4,812 6,583 14,618 2,346 2,236 10,250 1,575: 293 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 2,862: 3,835 2,559 -1,624 -206 600 260 -870 -210 -110 850 135: -24 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 72.2 10.2 8.0 2.8 3.9 8.6 1.4 1.3 6.0 0.9: 0.2 0.0
Old : 100.0: 79.4 72.2 10.2 8.0 2.8 3.9 8.6 1.4 1.3 6.0 0.9: 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 : 54: 34 32 4 . 4 . 5 . . . .:
Old : 54: 34 32 4 . 4 . 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 58.8 55.6 75.6 35.2 48.1 48.2 63.4
Old : 38.7 58.8 55.6 75.6 35.2 48.1 48.2 63.4
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,319: 40,108 27,843 9,305 13,286 3,581 791 9,725 559 1,350 700 625: 0 0
Old : 56,319: 40,108 27,843 9,305 13,286 3,581 791 9,725 559 1,350 700 625: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 148: 1,100 600 200 2,175 -1,677 325 -1,550 175 -300 100 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 49.4 16.5 23.6 6.4 1.4 17.3 1.0 2.4 1.2 1.1: 0.0 0.0
Old : 100.0: 71.2 49.4 16.5 23.6 6.4 1.4 17.3 1.0 2.4 1.2 1.1: 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 : 36: 15 18 . . . . 4 4 . 4 4:
Old : 36: 15 18 . . . . 4 4 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 67.8 90.8 87.9 74.6 58.5 78.7 76.8
Old : 79.2 67.8 90.8 87.9 74.6 58.5 78.7 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,045: 31,290 16,430 5,755 19,565 0 0 450 0 0 600 0: 0 0
Old : 37,045: 31,290 16,430 5,755 19,565 0 0 450 0 0 600 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,900: 1,800 1,750 100 0 0 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 44.4 15.5 52.8 0.0 0.0 1.2 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 84.5 44.4 15.5 52.8 0.0 0.0 1.2 0.0 0.0 1.6 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: 8 12 . . 0 0 . 0 0 . 0:
Old : 20: 8 12 . . 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 : 91.8 91.2 99.9 97.0 89.4 86.4 92.4 91.0
Old : 91.8 91.2 99.9 97.0 89.4 86.4 92.4 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,961: 38,501 36,412 3,440 2,735 9,305 400 4,400 0 1,340 100 825: 150 184
Old : 53,961: 38,501 36,412 3,440 2,735 9,305 400 4,400 0 1,340 100 825: 150 184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -936: -161 -561 -125 0 -550 0 0 0 -275 0 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 67.5 6.4 5.1 17.2 0.7 8.2 0.0 2.5 0.2 1.5: 0.3 0.3
Old : 100.0: 71.3 67.5 6.4 5.1 17.2 0.7 8.2 0.0 2.5 0.2 1.5: 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 : 38: 25 23 . . . . . 0 . . .:
Old : 38: 25 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 : 46.7 49.7 70.6 71.8 27.0 28.4 39.1 43.4
Old : 46.7 49.7 70.6 71.8 27.0 28.4 39.1 43.4
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,834: 51,602 40,896 2,725 12,695 5,075 715 1,530 125 890 905 480: 222 128
Old : 61,834: 51,602 40,896 2,725 12,695 5,075 715 1,530 125 890 905 480: 222 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,224: 554 1,899 0 -715 55 715 -50 0 0 -45 25: -125 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 66.1 4.4 20.5 8.2 1.2 2.5 0.2 1.4 1.5 0.8: 0.4 0.2
Old : 100.0: 83.5 66.1 4.4 20.5 8.2 1.2 2.5 0.2 1.4 1.5 0.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 27 . . 4 . . . . 4 .:
Old : 45: 28 27 . . 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 : 46.6 51.1 66.2 71.6 42.5 44.4 54.1 58.3
Old : 46.6 51.1 66.2 71.6 42.5 44.4 54.1 58.3
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,137: 50,407 59,102 21,235 13,655 3,320 750 0 0 630 85 765: 30 210
Old : 77,137: 50,407 59,102 21,235 13,655 3,320 750 0 0 630 85 765: 30 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 415: -340 385 605 0 155 150 0 0 -5 25 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 76.6 27.5 17.7 4.3 1.0 0.0 0.0 0.8 0.1 1.0: 0.0 0.3
Old : 100.0: 65.3 76.6 27.5 17.7 4.3 1.0 0.0 0.0 0.8 0.1 1.0: 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 : 39: 19 22 . . . . 0 0 . . .:
Old : 39: 19 22 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 70.5 68.4 84.8 48.2 66.4 66.3 79.9
Old : 49.9 70.5 68.4 84.8 48.2 66.4 66.3 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,249: 68,539 68,489 26,840 28,805 5,270 750 0 0 1,295 0 555: 0 130
Old : 103,249: 68,539 68,489 26,840 28,805 5,270 750 0 0 1,295 0 555: 0 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,108: 888 923 280 100 60 100 0 0 -245 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 66.3 26.0 27.9 5.1 0.7 0.0 0.0 1.3 0.0 0.5: 0.0 0.1
Old : 100.0: 66.4 66.3 26.0 27.9 5.1 0.7 0.0 0.0 1.3 0.0 0.5: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 22 . . . . 0 0 . 0 .:
Old : 40: 20 22 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 66.8 70.2 83.4 49.5 61.8 68.7 77.8
Old : 49.7 66.8 70.2 83.4 49.5 61.8 68.7 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,160: 20,300 27,535 7,415 0 3,140 0 0 0 300 0 0: 5 485
Old : 31,160: 20,300 27,535 7,415 0 3,140 0 0 0 300 0 0: 5 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 285: 225 285 60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 88.4 23.8 0.0 10.1 0.0 0.0 0.0 1.0 0.0 0.0: 0.0 1.6
Old : 100.0: 65.1 88.4 23.8 0.0 10.1 0.0 0.0 0.0 1.0 0.0 0.0: 0.0 1.6
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: 17 13 4 0 . 0 0 0 . 0 0:
Old : 23: 17 13 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 : 55.3 73.1 80.8 87.5 41.1 61.4 65.3 70.0
Old : 55.3 73.1 80.8 87.5 41.1 61.4 65.3 70.0
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,590: 27,490 26,980 530 1,365 4,675 0 0 0 450 390 90: 355 90
Old : 33,590: 27,490 26,980 530 1,365 4,675 0 0 0 450 390 90: 355 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -365: -20 -365 -170 185 -185 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 80.3 1.6 4.1 13.9 0.0 0.0 0.0 1.3 1.2 0.3: 1.1 0.3
Old : 100.0: 81.8 80.3 1.6 4.1 13.9 0.0 0.0 0.0 1.3 1.2 0.3: 1.1 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 : 23: 17 13 . . . 0 0 0 . . .:
Old : 23: 17 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 62.8 79.2 88.4 37.8 50.0 48.1 56.7
Old : 57.9 62.8 79.2 88.4 37.8 50.0 48.1 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,471: 11,219 13,998 0 6,293 1,020 2,261 0 0 7,430 668 2,202: 339 290
Old : 24,471: 11,219 13,998 0 6,293 1,020 2,261 0 0 7,430 668 2,202: 339 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 539: 166 63 -150 161 150 255 0 0 -60 60 100: 78 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 57.2 0.0 25.7 4.2 9.2 0.0 0.0 30.4 2.7 9.0: 1.4 1.2
Old : 100.0: 45.8 57.2 0.0 25.7 4.2 9.2 0.0 0.0 30.4 2.7 9.0: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 17 0 . . . 0 0 . . 4:
Old : 30: 15 17 0 . . . 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 46.2 81.5 65.1 56.0 42.5 68.8 56.8
Old : 59.5 46.2 81.5 65.1 56.0 42.5 68.8 56.8
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,886: 25,706 35,896 10,725 0 2,430 0 50 0 25 410 0: 0 100
Old : 38,886: 25,706 35,896 10,725 0 2,430 0 50 0 25 410 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 350: 180 240 60 0 110 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 92.3 27.6 0.0 6.2 0.0 0.1 0.0 0.1 1.1 0.0: 0.0 0.3
Old : 100.0: 66.1 92.3 27.6 0.0 6.2 0.0 0.1 0.0 0.1 1.1 0.0: 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 : 34: 20 21 4 0 . 0 . 0 . . 0:
Old : 34: 20 21 4 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 60.2 77.6 78.2 40.8 53.5 62.9 62.7
Old : 50.9 60.2 77.6 78.2 40.8 53.5 62.9 62.7
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 43,185: 39,410 28,155 1,320 13,535 585 0 0 0 665 565 215: 990 130
Old : 43,185: 39,410 28,155 1,320 13,535 585 0 0 0 665 565 215: 990 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 86: 136 546 0 -400 0 0 0 0 -50 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 65.2 3.1 31.3 1.4 0.0 0.0 0.0 1.5 1.3 0.5: 2.3 0.3
Old : 100.0: 91.3 65.2 3.1 31.3 1.4 0.0 0.0 0.0 1.5 1.3 0.5: 2.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 18 . . . 0 0 0 . . .:
Old : 32: 21 18 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 63.2 74.8 87.0 53.6 60.3 66.5 74.8
Old : 55.8 63.2 74.8 87.0 53.6 60.3 66.5 74.8
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,315: 32,618 32,627 7,474 8,885 623 0 0 0 1,360 0 10: 230 170
Old : 42,315: 32,618 32,627 7,474 8,885 623 0 0 0 1,360 0 10: 230 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 33: -12 358 0 0 0 0 0 0 80 0 -35: 0 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 77.1 17.7 21.0 1.5 0.0 0.0 0.0 3.2 0.0 0.0: 0.5 0.4
Old : 100.0: 77.1 77.1 17.7 21.0 1.5 0.0 0.0 0.0 3.2 0.0 0.0: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 15 . . . 0 0 0 . 0 .:
Old : 29: 19 15 . . . 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 : 45.7 94.2 70.9 97.4 43.9 90.3 66.9 91.1
Old : 45.7 94.2 70.9 97.4 43.9 90.3 66.9 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,324: 37,948 35,465 7,647 9,940 2,049 0 0 0 1,680 1,700 0: 0 170
Old : 49,324: 37,948 35,465 7,647 9,940 2,049 0 0 0 1,680 1,700 0: 0 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 288: 263 288 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 71.9 15.5 20.2 4.2 0.0 0.0 0.0 3.4 3.4 0.0: 0.0 0.3
Old : 100.0: 76.9 71.9 15.5 20.2 4.2 0.0 0.0 0.0 3.4 3.4 0.0: 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 : 31: 20 14 . . . 0 0 0 . . 0:
Old : 31: 20 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 86.6 69.9 95.3 44.9 84.0 65.2 88.8
Old : 47.2 86.6 69.9 95.3 44.9 84.0 65.2 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,747: 69,889 71,094 8,352 6,702 1,245 0 0 0 0 423 1,055: 206 228
Old : 80,747: 69,889 71,094 8,352 6,702 1,245 0 0 0 0 423 1,055: 206 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -1,847: -2,071 -1,373 107 0 -28 0 0 0 -25 -611 165: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 88.0 10.3 8.3 1.5 0.0 0.0 0.0 0.0 0.5 1.3: 0.3 0.3
Old : 100.0: 86.6 88.0 10.3 8.3 1.5 0.0 0.0 0.0 0.0 0.5 1.3: 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 : 34: 21 21 . . . 0 0 0 0 . .:
Old : 34: 21 21 . . . 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 : 52.3 60.4 75.1 80.7 50.9 57.7 73.0 73.8
Old : 52.3 60.4 75.1 80.7 50.9 57.7 73.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,936: 94,612 94,860 11,128 9,264 1,371 35 984 40 1,890 2,520 552: 308 345
Old : 109,936: 94,612 94,860 11,128 9,264 1,371 35 984 40 1,890 2,520 552: 308 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,996: 1,708 1,580 549 415 -155 35 447 0 -187 -375 61: -15 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 86.3 10.1 8.4 1.2 0.0 0.9 0.0 1.7 2.3 0.5: 0.3 0.3
Old : 100.0: 86.1 86.3 10.1 8.4 1.2 0.0 0.9 0.0 1.7 2.3 0.5: 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 : 46: 25 23 . . . . 4 . 4 . .:
Old : 46: 25 23 . . . . 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 : 48.4 50.4 72.1 75.2 46.9 44.5 69.3 66.2
Old : 48.4 50.4 72.1 75.2 46.9 44.5 69.3 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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,386: 25,411 31,211 5,926 0 975 0 50 0 50 150 0: 24 0
Old : 32,386: 25,411 31,211 5,926 0 975 0 50 0 50 150 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 75: 25 25 -25 0 75 0 50 0 0 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 96.4 18.3 0.0 3.0 0.0 0.2 0.0 0.2 0.5 0.0: 0.1 0.0
Old : 100.0: 78.5 96.4 18.3 0.0 3.0 0.0 0.2 0.0 0.2 0.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 . 0 . 0 . 0 . . 0:
Old : 23: 11 13 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.3 80.4 97.8 96.4 84.0 79.1 88.9 88.8
Old : 88.3 80.4 97.8 96.4 84.0 79.1 88.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 34,175: 26,750 23,595 1,100 4,230 3,685 600 2,100 250 1,400 0 125: 265 190
Old : 34,175: 26,750 23,595 1,100 4,230 3,685 600 2,100 250 1,400 0 125: 265 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 325: 435 300 0 50 -50 0 0 0 -85 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 69.0 3.2 12.4 10.8 1.8 6.1 0.7 4.1 0.0 0.4: 0.8 0.6
Old : 100.0: 78.3 69.0 3.2 12.4 10.8 1.8 6.1 0.7 4.1 0.0 0.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 16 . . . . . . . 0 .:
Old : 25: 17 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 69.2 68.8 86.0 41.3 57.0 52.7 61.9
Old : 47.4 69.2 68.8 86.0 41.3 57.0 52.7 61.9
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,241: 20,691 31,161 6,020 2,210 3,965 6,230 0 500 1,180 1,200 200: 455 5
Old : 39,241: 20,691 31,161 6,020 2,210 3,965 6,230 0 500 1,180 1,200 200: 455 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 778: 478 248 0 150 330 0 0 0 -50 0 50: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 79.4 15.3 5.6 10.1 15.9 0.0 1.3 3.0 3.1 0.5: 1.2 0.0
Old : 100.0: 52.7 79.4 15.3 5.6 10.1 15.9 0.0 1.3 3.0 3.1 0.5: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 20 . . . . 0 . . . .:
Old : 30: 20 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 59.6 70.2 79.0 42.7 42.5 55.2 60.8
Old : 48.1 59.6 70.2 79.0 42.7 42.5 55.2 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,515: 20,545 39,381 21,603 0 125 0 1,600 0 92 1,300 4: 146 105
Old : 42,515: 20,545 39,381 21,603 0 125 0 1,600 0 92 1,300 4: 146 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -10: -29 -40 29 0 0 0 0 0 -10 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 92.6 50.8 0.0 0.3 0.0 3.8 0.0 0.2 3.1 0.0: 0.3 0.2
Old : 100.0: 48.3 92.6 50.8 0.0 0.3 0.0 3.8 0.0 0.2 3.1 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 4 0 . 0 . 0 . . .:
Old : 25: 14 13 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 : 69.0 83.0 88.5 93.2 69.0 75.5 84.0 84.8
Old : 69.0 83.0 88.5 93.2 69.0 75.5 84.0 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,164: 17,010 34,329 19,839 70 310 0 2,260 0 0 0 0: 5 195
Old : 37,164: 17,010 34,329 19,839 70 310 0 2,260 0 0 0 0: 5 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -365: -140 -65 15 -135 -240 0 0 0 0 0 0: 0 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 92.4 53.4 0.2 0.8 0.0 6.1 0.0 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 45.8 92.4 53.4 0.2 0.8 0.0 6.1 0.0 0.0 0.0 0.0: 0.0 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 : 23: 14 12 . . . 0 . 0 0 0 0:
Old : 23: 14 12 . . . 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 : 70.9 88.8 87.9 95.8 70.0 86.5 85.7 91.0
Old : 70.9 88.8 87.9 95.8 70.0 86.5 85.7 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,453: 22,160 25,535 2,762 200 1,193 0 1,525 0 1,801 0 0: 537 0
Old : 28,453: 22,160 25,535 2,762 200 1,193 0 1,525 0 1,801 0 0: 537 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 899: 930 890 0 200 4 0 -75 0 -35 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 89.7 9.7 0.7 4.2 0.0 5.4 0.0 6.3 0.0 0.0: 1.9 0.0
Old : 100.0: 77.9 89.7 9.7 0.7 4.2 0.0 5.4 0.0 6.3 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 16 4 . . 0 . 0 4 0 0:
Old : 33: 16 16 4 . . 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 : 47.9 64.3 68.5 85.9 46.1 61.5 61.3 78.5
Old : 47.9 64.3 68.5 85.9 46.1 61.5 61.3 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,097: 20,045 20,965 376 745 587 0 345 320 1,180 0 0: 589 135
Old : 23,097: 20,045 20,965 376 745 587 0 345 320 1,180 0 0: 589 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,060: 965 1,080 80 30 15 0 -50 0 0 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 90.8 1.6 3.2 2.5 0.0 1.5 1.4 5.1 0.0 0.0: 2.6 0.6
Old : 100.0: 86.8 90.8 1.6 3.2 2.5 0.0 1.5 1.4 5.1 0.0 0.0: 2.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 17 . . . 0 . . . 0 0:
Old : 27: 15 17 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 69.5 81.3 85.7 61.7 68.5 75.4 82.3
Old : 64.6 69.5 81.3 85.7 61.7 68.5 75.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,912: 43,898 34,103 2,690 6,992 1,374 30 5,578 32 266 378 415: 207 40
Old : 48,912: 43,898 34,103 2,690 6,992 1,374 30 5,578 32 266 378 415: 207 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -141: -73 -30 -133 13 103 0 18 -43 20 -172 -35: 20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 69.7 5.5 14.3 2.8 0.1 11.4 0.1 0.5 0.8 0.8: 0.4 0.1
Old : 100.0: 89.7 69.7 5.5 14.3 2.8 0.1 11.4 0.1 0.5 0.8 0.8: 0.4 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 : 37: 21 21 . . . . . . . . .:
Old : 37: 21 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 : 66.8 48.0 81.4 71.8 63.2 45.6 72.8 66.7
Old : 66.8 48.0 81.4 71.8 63.2 45.6 72.8 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,875: 31,506 25,501 4,655 8,684 640 50 2,018 607 0 385 0: 417 40
Old : 37,875: 31,506 25,501 4,655 8,684 640 50 2,018 607 0 385 0: 417 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 193: -209 260 454 15 -82 0 -52 52 -25 0 0: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.3 12.3 22.9 1.7 0.1 5.3 1.6 0.0 1.0 0.0: 1.1 0.1
Old : 100.0: 83.2 67.3 12.3 22.9 1.7 0.1 5.3 1.6 0.0 1.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 16 . . . . . . 0 . 0:
Old : 29: 20 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 60.0 75.6 84.9 55.3 58.0 68.1 78.4
Old : 59.5 60.0 75.6 84.9 55.3 58.0 68.1 78.4
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,835: 6,580 13,285 5,050 0 530 225 0 0 1,235 0 0: 215 20
Old : 13,835: 6,580 13,285 5,050 0 530 225 0 0 1,235 0 0: 215 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -25: 0 -25 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 96.0 36.5 0.0 3.8 1.6 0.0 0.0 8.9 0.0 0.0: 1.6 0.1
Old : 100.0: 47.6 96.0 36.5 0.0 3.8 1.6 0.0 0.0 8.9 0.0 0.0: 1.6 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 : 24: 14 9 . 0 . . 0 0 . 0 0:
Old : 24: 14 9 . 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 : 62.1 87.6 80.3 97.9 46.4 75.7 62.7 77.3
Old : 62.1 87.6 80.3 97.9 46.4 75.7 62.7 77.3
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,935: 6,810 13,385 5,350 0 530 225 0 0 875 0 0: 145 20
Old : 13,935: 6,810 13,385 5,350 0 530 225 0 0 875 0 0: 145 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -25: 0 -25 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 96.1 38.4 0.0 3.8 1.6 0.0 0.0 6.3 0.0 0.0: 1.0 0.1
Old : 100.0: 48.9 96.1 38.4 0.0 3.8 1.6 0.0 0.0 6.3 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 9 . 0 . . 0 0 . 0 0:
Old : 25: 16 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 87.0 81.0 97.5 47.7 75.6 63.6 77.5
Old : 63.8 87.0 81.0 97.5 47.7 75.6 63.6 77.5
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,880: 10,300 13,310 5,765 2,940 160 0 0 0 425 0 0: 230 470
Old : 16,880: 10,300 13,310 5,765 2,940 160 0 0 0 425 0 0: 230 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 78.9 34.2 17.4 0.9 0.0 0.0 0.0 2.5 0.0 0.0: 1.4 2.8
Old : 100.0: 61.0 78.9 34.2 17.4 0.9 0.0 0.0 0.0 2.5 0.0 0.0: 1.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . . 0 0 0 . 0 0:
Old : 20: 8 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 74.3 91.5 93.0 64.8 74.3 90.1 91.1
Old : 65.2 74.3 91.5 93.0 64.8 74.3 90.1 91.1
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,955: 9,734 16,855 11,485 3,910 1,240 0 825 75 50 50 0: 371 0
Old : 22,955: 9,734 16,855 11,485 3,910 1,240 0 825 75 50 50 0: 371 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,175: 270 2,450 980 -1,200 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 73.4 50.0 17.0 5.4 0.0 3.6 0.3 0.2 0.2 0.0: 1.6 0.0
Old : 100.0: 42.4 73.4 50.0 17.0 5.4 0.0 3.6 0.3 0.2 0.2 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 10 . . . 0 . . . . 0:
Old : 30: 14 10 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 67.2 91.2 90.6 71.4 63.1 79.3 79.8
Old : 78.1 67.2 91.2 90.6 71.4 63.1 79.3 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,365: 7,440 14,325 9,235 2,710 2,580 0 625 75 50 50 0: 985 0
Old : 20,365: 7,440 14,325 9,235 2,710 2,580 0 625 75 50 50 0: 985 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,690: 120 2,300 980 -1,200 590 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 70.3 45.3 13.3 12.7 0.0 3.1 0.4 0.2 0.2 0.0: 4.8 0.0
Old : 100.0: 36.5 70.3 45.3 13.3 12.7 0.0 3.1 0.4 0.2 0.2 0.0: 4.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 10 8 . . . 0 . . . . 0:
Old : 25: 10 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 : 77.1 70.8 89.3 92.9 61.5 58.7 68.6 73.0
Old : 77.1 70.8 89.3 92.9 61.5 58.7 68.6 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,340: 6,110 4,915 0 1,765 550 660 0 0 0 0 0: 20 110
Old : 7,340: 6,110 4,915 0 1,765 550 660 0 0 0 0 0: 20 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 75: 75 0 0 75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.0 0.0 24.0 7.5 9.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.5
Old : 100.0: 83.2 67.0 0.0 24.0 7.5 9.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 0 . . . 0 0 0 0 0:
Old : 22: 12 10 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 : 44.6 65.5 75.5 92.7 44.6 55.0 72.5 71.9
Old : 44.6 65.5 75.5 92.7 44.6 55.0 72.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,440: 5,900 4,295 0 1,515 520 0 0 0 0 0 0: 20 110
Old : 6,440: 5,900 4,295 0 1,515 520 0 0 0 0 0 0: 20 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 75: 75 0 0 75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 66.7 0.0 23.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.7
Old : 100.0: 91.6 66.7 0.0 23.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 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 : 21: 11 10 0 . . 0 0 0 0 0 0:
Old : 21: 11 10 0 . . 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 : 49.9 63.0 81.7 91.7 49.9 52.6 75.2 71.6
Old : 49.9 63.0 81.7 91.7 49.9 52.6 75.2 71.6
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,238: 18,005 16,437 3,155 2,515 3,260 0 0 0 444 2,940 0: 374 86
Old : 25,238: 18,005 16,437 3,155 2,515 3,260 0 0 0 444 2,940 0: 374 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,315: 1,815 145 -1,250 470 700 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 65.1 12.5 10.0 12.9 0.0 0.0 0.0 1.8 11.6 0.0: 1.5 0.3
Old : 100.0: 71.3 65.1 12.5 10.0 12.9 0.0 0.0 0.0 1.8 11.6 0.0: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 12 . . . 0 0 0 . . 0:
Old : 24: 13 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 : 55.0 81.7 84.4 97.1 49.9 74.8 75.6 84.6
Old : 55.0 81.7 84.4 97.1 49.9 74.8 75.6 84.6
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,658: 18,355 15,768 3,155 3,685 3,225 0 0 0 444 2,890 45: 434 45
Old : 25,658: 18,355 15,768 3,155 3,685 3,225 0 0 0 444 2,890 45: 434 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,215: 1,715 145 -1,250 370 700 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 61.5 12.3 14.4 12.6 0.0 0.0 0.0 1.7 11.3 0.2: 1.7 0.2
Old : 100.0: 71.5 61.5 12.3 14.4 12.6 0.0 0.0 0.0 1.7 11.3 0.2: 1.7 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: 14 13 . . . 0 0 0 . . .:
Old : 26: 14 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 84.8 84.7 96.4 52.8 76.9 74.6 84.1
Old : 58.3 84.8 84.7 96.4 52.8 76.9 74.6 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 116,435: 95,381 81,294 10,850 25,358 4,832 0 885 920 3,300 1,951 867: 285 328
Old : 116,435: 95,381 81,294 10,850 25,358 4,832 0 885 920 3,300 1,951 867: 285 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,152: 1,030 1,975 0 -765 -60 -100 -75 125 0 -165 157: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 69.8 9.3 21.8 4.1 0.0 0.8 0.8 2.8 1.7 0.7: 0.2 0.3
Old : 100.0: 81.9 69.8 9.3 21.8 4.1 0.0 0.8 0.8 2.8 1.7 0.7: 0.2 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 : 48: 28 25 . . 5 0 . . . . .:
Old : 48: 28 25 . . 5 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 53.4 61.1 76.9 35.9 44.6 51.6 61.0
Old : 43.2 53.4 61.1 76.9 35.9 44.6 51.6 61.0
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 130,759: 110,217 91,065 10,460 26,518 4,428 385 5,091 930 3,668 1,925 406: 265 396
Old : 130,759: 110,217 91,065 10,460 26,518 4,428 385 5,091 930 3,668 1,925 406: 265 396
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,358: 1,107 2,823 0 -735 90 -25 -935 50 303 0 271: -438 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 69.6 8.0 20.3 3.4 0.3 3.9 0.7 2.8 1.5 0.3: 0.2 0.3
Old : 100.0: 84.3 69.6 8.0 20.3 3.4 0.3 3.9 0.7 2.8 1.5 0.3: 0.2 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 : 53: 29 24 . 4 . . 4 . 5 . 4:
Old : 53: 29 24 . 4 . . 4 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 51.2 60.2 75.4 35.0 44.9 53.4 61.8
Old : 40.6 51.2 60.2 75.4 35.0 44.9 53.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 251,440: 173,281 190,299 2,119 4,027 32,829 19,860 3,962 5,175 7,536 4,667 10,061: 579 420
Old : 251,440: 173,281 190,299 2,119 4,027 32,829 19,860 3,962 5,175 7,536 4,667 10,061: 579 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 3,719: 8,563 1,010 -3,929 3,327 -855 -1,487 -1,390 585 -96 182 863: 75 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 75.7 0.8 1.6 13.1 7.9 1.6 2.1 3.0 1.9 4.0: 0.2 0.2
Old : 100.0: 68.9 75.7 0.8 1.6 13.1 7.9 1.6 2.1 3.0 1.9 4.0: 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 : 87: 37 41 4 . 4 8 6 9 15 6 12:
Old : 87: 37 41 4 . 4 8 6 9 15 6 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 43.0 50.7 58.9 27.3 30.7 38.5 38.5
Old : 36.5 43.0 50.7 58.9 27.3 30.7 38.5 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,830: 26,692 32,760 5,305 630 2,430 1,435 75 635 0 250 25: 308 25
Old : 36,830: 26,692 32,760 5,305 630 2,430 1,435 75 635 0 250 25: 308 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -30: 205 -1,020 -545 630 285 -75 25 75 0 -50 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 88.9 14.4 1.7 6.6 3.9 0.2 1.7 0.0 0.7 0.1: 0.8 0.1
Old : 100.0: 72.5 88.9 14.4 1.7 6.6 3.9 0.2 1.7 0.0 0.7 0.1: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 13 . . . . . . 0 . .:
Old : 29: 17 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 : 57.0 87.3 76.1 96.3 56.6 77.7 69.0 81.4
Old : 57.0 87.3 76.1 96.3 56.6 77.7 69.0 81.4
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,035: 25,537 31,730 4,510 0 2,485 1,700 50 470 0 250 25: 308 25
Old : 35,035: 25,537 31,730 4,510 0 2,485 1,700 50 470 0 250 25: 308 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -380: 55 -1,145 -1,175 0 715 -75 0 75 0 -50 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 90.6 12.9 0.0 7.1 4.9 0.1 1.3 0.0 0.7 0.1: 0.9 0.1
Old : 100.0: 72.9 90.6 12.9 0.0 7.1 4.9 0.1 1.3 0.0 0.7 0.1: 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 : 29: 17 12 . 0 . . . . 0 . .:
Old : 29: 17 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 : 54.4 89.3 76.4 96.4 54.0 80.5 68.1 82.7
Old : 54.4 89.3 76.4 96.4 54.0 80.5 68.1 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,630: 7,315 7,655 2,810 3,070 1,905 0 0 0 600 0 0: 0 0
Old : 12,630: 7,315 7,655 2,810 3,070 1,905 0 0 0 600 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 600: 0 600 300 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 60.6 22.2 24.3 15.1 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Old : 100.0: 57.9 60.6 22.2 24.3 15.1 0.0 0.0 0.0 4.8 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: 12 8 . . . 0 0 0 . 0 0:
Old : 20: 12 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 84.6 82.6 99.0 51.5 74.3 67.4 77.1
Old : 61.0 84.6 82.6 99.0 51.5 74.3 67.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,450: 6,005 7,180 4,245 3,670 1,600 0 0 0 600 0 0: 0 0
Old : 12,450: 6,005 7,180 4,245 3,670 1,600 0 0 0 600 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 600: 0 600 300 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 57.7 34.1 29.5 12.9 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Old : 100.0: 48.2 57.7 34.1 29.5 12.9 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . . 0 0 0 . 0 0:
Old : 20: 11 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 84.3 84.0 99.0 50.2 81.0 69.0 81.4
Old : 61.4 84.3 84.0 99.0 50.2 81.0 69.0 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 138,289: 46,470 115,518 58,077 215 13,250 19,296 0 1,196 0 8,110 0: 0 0
Old : 138,289: 46,470 115,518 58,077 215 13,250 19,296 0 1,196 0 8,110 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -1,540: -660 840 -880 0 0 0 0 0 0 -2,380 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 83.5 42.0 0.2 9.6 14.0 0.0 0.9 0.0 5.9 0.0: 0.0 0.0
Old : 100.0: 33.6 83.5 42.0 0.2 9.6 14.0 0.0 0.9 0.0 5.9 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 : 23: 14 11 . . . . 0 . 0 . 0:
Old : 23: 14 11 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 73.6 90.4 92.6 61.0 64.7 70.0 72.1
Old : 74.2 73.6 90.4 92.6 61.0 64.7 70.0 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,273: 13,212 20,642 10,930 200 1,225 50 0 125 0 2,900 0: 3,731 4,181
Old : 29,273: 13,212 20,642 10,930 200 1,225 50 0 125 0 2,900 0: 3,731 4,181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 70.5 37.3 0.7 4.2 0.2 0.0 0.4 0.0 9.9 0.0: 12.7 14.3
Old : 100.0: 45.1 70.5 37.3 0.7 4.2 0.2 0.0 0.4 0.0 9.9 0.0: 12.7 14.3
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 : 22: 11 12 . . . . 0 . 0 . 0:
Old : 22: 11 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 : 66.6 42.4 84.0 69.3 60.2 41.7 65.1 59.3
Old : 66.6 42.4 84.0 69.3 60.2 41.7 65.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,957: 12,186 19,586 11,130 430 1,515 50 0 125 0 2,900 0: 2,951 3,401
Old : 27,957: 12,186 19,586 11,130 430 1,515 50 0 125 0 2,900 0: 2,951 3,401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 70.1 39.8 1.5 5.4 0.2 0.0 0.4 0.0 10.4 0.0: 10.6 12.2
Old : 100.0: 43.6 70.1 39.8 1.5 5.4 0.2 0.0 0.4 0.0 10.4 0.0: 10.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 13 . . . . 0 . 0 . 0:
Old : 22: 9 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 43.3 87.2 70.8 61.8 43.3 66.4 57.4
Old : 74.0 43.3 87.2 70.8 61.8 43.3 66.4 57.4
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,375: 20,075 6,845 475 2,400 3,000 0 9,985 0 0 1,490 0: 2,825 2,655
Old : 26,375: 20,075 6,845 475 2,400 3,000 0 9,985 0 0 1,490 0: 2,825 2,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -25: 280 -320 0 300 -300 0 600 0 0 -300 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 26.0 1.8 9.1 11.4 0.0 37.9 0.0 0.0 5.6 0.0: 10.7 10.1
Old : 100.0: 76.1 26.0 1.8 9.1 11.4 0.0 37.9 0.0 0.0 5.6 0.0: 10.7 10.1
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: 17 11 . . . 0 . 0 0 . 0:
Old : 30: 17 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 : 53.0 72.5 71.5 82.7 47.2 62.1 61.3 70.9
Old : 53.0 72.5 71.5 82.7 47.2 62.1 61.3 70.9
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,790: 20,530 7,255 475 3,295 3,000 0 9,835 0 0 790 0: 2,785 2,615
Old : 26,790: 20,530 7,255 475 3,295 3,000 0 9,835 0 0 790 0: 2,785 2,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -25: 275 -325 0 300 -300 0 600 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 27.1 1.8 12.3 11.2 0.0 36.7 0.0 0.0 2.9 0.0: 10.4 9.8
Old : 100.0: 76.6 27.1 1.8 12.3 11.2 0.0 36.7 0.0 0.0 2.9 0.0: 10.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 12 . . . 0 . 0 0 . 0:
Old : 29: 17 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 : 54.8 74.8 72.6 83.9 48.9 64.6 61.7 71.5
Old : 54.8 74.8 72.6 83.9 48.9 64.6 61.7 71.5
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,275: 15,885 33,135 17,600 0 745 625 375 225 0 630 75: 4,120 4,090
Old : 39,275: 15,885 33,135 17,600 0 745 625 375 225 0 630 75: 4,120 4,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,525: 825 2,125 550 -775 150 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 84.4 44.8 0.0 1.9 1.6 1.0 0.6 0.0 1.6 0.2: 10.5 10.4
Old : 100.0: 40.4 84.4 44.8 0.0 1.9 1.6 1.0 0.6 0.0 1.6 0.2: 10.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 10 . 0 . . . . 0 . .:
Old : 26: 11 10 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 79.5 81.7 85.8 67.6 77.8 80.4 83.4
Old : 68.5 79.5 81.7 85.8 67.6 77.8 80.4 83.4
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,965: 14,125 31,315 17,580 0 595 825 325 75 0 680 75: 3,690 3,900
Old : 36,965: 14,125 31,315 17,580 0 595 825 325 75 0 680 75: 3,690 3,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,700: 650 1,850 1,050 -175 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 84.7 47.6 0.0 1.6 2.2 0.9 0.2 0.0 1.8 0.2: 10.0 10.6
Old : 100.0: 38.2 84.7 47.6 0.0 1.6 2.2 0.9 0.2 0.0 1.8 0.2: 10.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 8 . 0 . . . . 0 . .:
Old : 24: 11 8 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 81.0 82.2 86.7 67.1 79.7 80.4 84.9
Old : 68.1 81.0 82.2 86.7 67.1 79.7 80.4 84.9
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,785: 14,835 8,205 0 1,390 2,370 0 5,315 0 0 0 0: 2,580 2,505
Old : 19,785: 14,835 8,205 0 1,390 2,370 0 5,315 0 0 0 0: 2,580 2,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 41.5 0.0 7.0 12.0 0.0 26.9 0.0 0.0 0.0 0.0: 13.0 12.7
Old : 100.0: 75.0 41.5 0.0 7.0 12.0 0.0 26.9 0.0 0.0 0.0 0.0: 13.0 12.7
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: 14 7 0 . . 0 . 0 0 0 0:
Old : 20: 14 7 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 : 67.5 70.0 78.2 84.9 56.2 53.6 62.9 63.0
Old : 67.5 70.0 78.2 84.9 56.2 53.6 62.9 63.0
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,985: 17,040 12,135 0 5,900 1,420 200 430 50 300 0 0: 3,975 3,050
Old : 22,985: 17,040 12,135 0 5,900 1,420 200 430 50 300 0 0: 3,975 3,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,345: 420 1,075 0 -175 -190 150 0 0 300 0 0: 665 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 52.8 0.0 25.7 6.2 0.9 1.9 0.2 1.3 0.0 0.0: 17.3 13.3
Old : 100.0: 74.1 52.8 0.0 25.7 6.2 0.9 1.9 0.2 1.3 0.0 0.0: 17.3 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 : 22: 13 10 0 . . . . . . 0 0:
Old : 22: 13 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 : 59.0 67.2 74.3 82.8 50.4 58.6 60.3 66.7
Old : 59.0 67.2 74.3 82.8 50.4 58.6 60.3 66.7
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,780: 14,930 10,370 0 5,815 1,360 150 430 50 500 0 0: 3,790 2,755
Old : 20,780: 14,930 10,370 0 5,815 1,360 150 430 50 500 0 0: 3,790 2,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 530: -320 305 0 -175 -225 150 0 0 300 0 0: 625 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 49.9 0.0 28.0 6.5 0.7 2.1 0.2 2.4 0.0 0.0: 18.2 13.3
Old : 100.0: 71.8 49.9 0.0 28.0 6.5 0.7 2.1 0.2 2.4 0.0 0.0: 18.2 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 : 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 : 57.9 71.7 72.2 83.7 49.7 61.3 56.9 65.6
Old : 57.9 71.7 72.2 83.7 49.7 61.3 56.9 65.6
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,140: 24,525 10,915 0 23,850 0 9,540 700 0 1,375 0 0: 1,700 1,675
Old : 37,140: 24,525 10,915 0 23,850 0 9,540 700 0 1,375 0 0: 1,700 1,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 550: 120 25 0 25 0 30 0 0 -100 0 0: 500 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 29.4 0.0 64.2 0.0 25.7 1.9 0.0 3.7 0.0 0.0: 4.6 4.5
Old : 100.0: 66.0 29.4 0.0 64.2 0.0 25.7 1.9 0.0 3.7 0.0 0.0: 4.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . 0 . . 0 . 0 0:
Old : 29: 18 9 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 : 69.0 83.0 81.5 92.8 68.9 78.4 80.4 87.2
Old : 69.0 83.0 81.5 92.8 68.9 78.4 80.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,590: 20,780 12,800 0 16,885 185 8,205 700 0 1,375 0 0: 2,045 2,020
Old : 32,590: 20,780 12,800 0 16,885 185 8,205 700 0 1,375 0 0: 2,045 2,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 525: 125 25 0 0 185 0 0 0 -100 0 0: 315 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 39.3 0.0 51.8 0.6 25.2 2.1 0.0 4.2 0.0 0.0: 6.3 6.2
Old : 100.0: 63.8 39.3 0.0 51.8 0.6 25.2 2.1 0.0 4.2 0.0 0.0: 6.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . . . . 0 . 0 0:
Old : 29: 18 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 : 65.9 77.3 78.9 90.1 65.1 71.3 77.4 83.8
Old : 65.9 77.3 78.9 90.1 65.1 71.3 77.4 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,935: 46,060 82,110 27,650 0 920 8,445 0 1,665 825 825 570: 7,800 7,845
Old : 93,935: 46,060 82,110 27,650 0 920 8,445 0 1,665 825 825 570: 7,800 7,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,665: 615 -915 -2,575 0 770 1,545 0 155 0 500 -45: 1,200 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 87.4 29.4 0.0 1.0 9.0 0.0 1.8 0.9 0.9 0.6: 8.3 8.4
Old : 100.0: 49.0 87.4 29.4 0.0 1.0 9.0 0.0 1.8 0.9 0.9 0.6: 8.3 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 : 39: 18 23 . 0 . . 0 . . . .:
Old : 39: 18 23 . 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 61.4 77.3 75.9 61.3 60.9 70.4 69.7
Old : 63.4 61.4 77.3 75.9 61.3 60.9 70.4 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,335: 44,770 72,780 20,245 0 1,100 8,510 0 1,315 125 825 540: 9,730 9,775
Old : 86,335: 44,770 72,780 20,245 0 1,100 8,510 0 1,315 125 825 540: 9,730 9,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 3,175: 2,250 925 -2,400 0 650 1,575 0 50 0 500 -45: 1,095 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 84.3 23.4 0.0 1.3 9.9 0.0 1.5 0.1 1.0 0.6: 11.3 11.3
Old : 100.0: 51.9 84.3 23.4 0.0 1.3 9.9 0.0 1.5 0.1 1.0 0.6: 11.3 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 21 . 0 . . 0 . . . .:
Old : 37: 16 21 . 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 : 63.8 56.2 79.6 71.6 62.4 54.1 74.5 68.2
Old : 63.8 56.2 79.6 71.6 62.4 54.1 74.5 68.2
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,190: 13,795 5,725 200 7,525 1,065 100 1,650 0 625 0 75: 2,330 2,150
Old : 18,190: 13,795 5,725 200 7,525 1,065 100 1,650 0 625 0 75: 2,330 2,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 75: 0 0 0 0 0 100 0 0 -100 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 31.5 1.1 41.4 5.9 0.5 9.1 0.0 3.4 0.0 0.4: 12.8 11.8
Old : 100.0: 75.8 31.5 1.1 41.4 5.9 0.5 9.1 0.0 3.4 0.0 0.4: 12.8 11.8
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 : 24: 13 13 . . . . . 0 . 0 .:
Old : 24: 13 13 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 66.2 67.7 79.1 47.2 60.3 62.1 70.1
Old : 51.0 66.2 67.7 79.1 47.2 60.3 62.1 70.1
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,805: 34,495 28,850 0 2,195 4,425 0 2,950 500 0 500 100: 8,285 8,285
Old : 47,805: 34,495 28,850 0 2,195 4,425 0 2,950 500 0 500 100: 8,285 8,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 150: 200 0 0 200 -175 0 100 0 0 -100 100: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 60.3 0.0 4.6 9.3 0.0 6.2 1.0 0.0 1.0 0.2: 17.3 17.3
Old : 100.0: 72.2 60.3 0.0 4.6 9.3 0.0 6.2 1.0 0.0 1.0 0.2: 17.3 17.3
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: 16 19 0 . . 0 . . 0 . .:
Old : 29: 16 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 : 55.6 39.7 74.0 57.7 52.0 32.0 57.1 45.8
Old : 55.6 39.7 74.0 57.7 52.0 32.0 57.1 45.8
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 - Futures Only, January 23, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,060: 17,010 15,480 190 1,540 3,860 300 0 225 0 600 0: 8,475 8,355
Old : 30,060: 17,010 15,480 190 1,540 3,860 300 0 225 0 600 0: 8,475 8,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 51.5 0.6 5.1 12.8 1.0 0.0 0.7 0.0 2.0 0.0: 28.2 27.8
Old : 100.0: 56.6 51.5 0.6 5.1 12.8 1.0 0.0 0.7 0.0 2.0 0.0: 28.2 27.8
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 : 26: 15 17 . . . . 0 . 0 . 0:
Old : 26: 15 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 32.5 62.2 48.1 37.3 20.2 41.5 34.5
Old : 48.1 32.5 62.2 48.1 37.3 20.2 41.5 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2018