COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,757: 11,917 25,438 7,306 821 580 1,025 4,705 3,088 13,376 2,829 4,304: 1,161 992
Old : 42,757: 11,917 25,438 7,306 821 580 1,025 4,705 3,088 13,376 2,829 4,304: 1,161 992
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 382: 1,564 -3,903 304 -22 156 -4,801 1,753 2,328 865 -59 105: -139 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 59.5 17.1 1.9 1.4 2.4 11.0 7.2 31.3 6.6 10.1: 2.7 2.3
Old : 100.0: 27.9 59.5 17.1 1.9 1.4 2.4 11.0 7.2 31.3 6.6 10.1: 2.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 13 10 4 . 5 . 6 5 9 6 5:
Old : 42: 13 10 4 . 5 . 6 5 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 : 38.4 61.4 63.3 77.7 33.9 51.2 51.3 60.6
Old : 38.4 61.4 63.3 77.7 33.9 51.2 51.3 60.6
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,475: 1,419 2,430 0 1,003 39 335 270 30 2,301 772 549: 802 382
Old : 5,475: 1,419 2,430 0 1,003 39 335 270 30 2,301 772 549: 802 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 534: 464 159 -65 95 -5 -350 0 0 380 240 0: 110 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 44.4 0.0 18.3 0.7 6.1 4.9 0.5 42.0 14.1 10.0: 14.6 7.0
Old : 100.0: 25.9 44.4 0.0 18.3 0.7 6.1 4.9 0.5 42.0 14.1 10.0: 14.6 7.0
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: 5 5 0 . . . . . 7 . 6:
Old : 21: 5 5 0 . . . . . 7 . 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 : 40.1 57.0 65.4 77.8 31.9 48.1 50.9 62.8
Old : 40.1 57.0 65.4 77.8 31.9 48.1 50.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,969: 43,720 48,344 4,049 5,939 12,841 8,693 157 1,728 1,590 4,270 2,347: 1,002 343
Old : 75,969: 43,720 48,344 4,049 5,939 12,841 8,693 157 1,728 1,590 4,270 2,347: 1,002 343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 481: -253 48 -43 -175 398 114 6 230 19 -14 3: 14 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 63.6 5.3 7.8 16.9 11.4 0.2 2.3 2.1 5.6 3.1: 1.3 0.5
Old : 100.0: 57.5 63.6 5.3 7.8 16.9 11.4 0.2 2.3 2.1 5.6 3.1: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 28 . . . 6 . 4 5 6 9:
Old : 57: 31 28 . . . 6 . 4 5 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 42.8 65.1 63.4 29.2 26.3 43.1 38.6
Old : 43.7 42.8 65.1 63.4 29.2 26.3 43.1 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,566: 32,995 33,711 0 2,272 3,584 200 300 0 3,550 525 1,175: 62 0
Old : 41,566: 32,995 33,711 0 2,272 3,584 200 300 0 3,550 525 1,175: 62 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 4,204: 3,034 3,159 -213 -258 1,018 25 0 0 250 375 150: -60 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 81.1 0.0 5.5 8.6 0.5 0.7 0.0 8.5 1.3 2.8: 0.1 0.0
Old : 100.0: 79.4 81.1 0.0 5.5 8.6 0.5 0.7 0.0 8.5 1.3 2.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 18 0 . . . . 0 5 . 5:
Old : 35: 20 18 0 . . . . 0 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 54.8 75.4 78.2 53.0 50.4 62.9 63.2
Old : 59.6 54.8 75.4 78.2 53.0 50.4 62.9 63.2
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,526: 23,466 15,079 0 8,127 510 200 0 0 1,125 1,585 1,225: 0 0
Old : 26,526: 23,466 15,079 0 8,127 510 200 0 0 1,125 1,585 1,225: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 435: 460 915 0 -580 -25 0 0 0 -75 50 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 56.8 0.0 30.6 1.9 0.8 0.0 0.0 4.2 6.0 4.6: 0.0 0.0
Old : 100.0: 88.5 56.8 0.0 30.6 1.9 0.8 0.0 0.0 4.2 6.0 4.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 0 . . . 0 0 . . 4:
Old : 28: 17 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 : 70.5 59.2 85.4 80.8 65.8 47.9 72.7 64.9
Old : 70.5 59.2 85.4 80.8 65.8 47.9 72.7 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,130: 138,786 133,128 16,401 12,122 5,445 6,341 8,931 5,569 1,958 9,580 1,253: 377 102
Old : 176,130: 138,786 133,128 16,401 12,122 5,445 6,341 8,931 5,569 1,958 9,580 1,253: 377 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,382: 1,765 271 -168 671 845 330 295 -75 -70 620 -245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 75.6 9.3 6.9 3.1 3.6 5.1 3.2 1.1 5.4 0.7: 0.2 0.1
Old : 100.0: 78.8 75.6 9.3 6.9 3.1 3.6 5.1 3.2 1.1 5.4 0.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 32 . . . . 4 . . . .:
Old : 53: 34 32 . . . . 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 : 40.1 58.0 56.9 74.3 36.9 47.5 51.3 61.4
Old : 40.1 58.0 56.9 74.3 36.9 47.5 51.3 61.4
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,357: 43,752 29,249 9,035 17,009 2,520 925 8,534 725 1,950 750 450: 0 120
Old : 59,357: 43,752 29,249 9,035 17,009 2,520 925 8,534 725 1,950 750 450: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 489: 165 -269 50 984 -101 -156 -216 131 375 -125 25: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 49.3 15.2 28.7 4.2 1.6 14.4 1.2 3.3 1.3 0.8: 0.0 0.2
Old : 100.0: 73.7 49.3 15.2 28.7 4.2 1.6 14.4 1.2 3.3 1.3 0.8: 0.0 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 : 36: 15 18 . . . . 4 . 4 . 4:
Old : 36: 15 18 . . . . 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 : 78.2 70.8 89.5 87.4 75.6 63.9 79.7 78.8
Old : 78.2 70.8 89.5 87.4 75.6 63.9 79.7 78.8
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,740: 32,175 16,580 5,565 20,260 0 0 300 0 0 600 0: 0 0
Old : 37,740: 32,175 16,580 5,565 20,260 0 0 300 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: February 6, 2018 :
: 50: -50 0 100 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 43.9 14.7 53.7 0.0 0.0 0.8 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 85.3 43.9 14.7 53.7 0.0 0.0 0.8 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 11 . . 0 0 . 0 0 . 0:
Old : 20: 8 11 . . 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 : 91.4 93.0 100.0 98.1 88.9 88.4 93.7 92.4
Old : 91.4 93.0 100.0 98.1 88.9 88.4 93.7 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,016: 38,676 35,589 2,570 2,315 9,200 200 4,565 10 1,475 450 750: 135 137
Old : 53,016: 38,676 35,589 2,570 2,315 9,200 200 4,565 10 1,475 450 750: 135 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,132: 462 1,925 355 -755 -30 0 15 10 340 0 0: -5 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 67.1 4.8 4.4 17.4 0.4 8.6 0.0 2.8 0.8 1.4: 0.3 0.3
Old : 100.0: 73.0 67.1 4.8 4.4 17.4 0.4 8.6 0.0 2.8 0.8 1.4: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 23 . . . . . . . . .:
Old : 40: 26 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.3 71.8 66.3 29.0 26.1 41.1 37.6
Old : 47.4 46.3 71.8 66.3 29.0 26.1 41.1 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,403: 50,782 44,152 3,488 9,925 6,075 745 1,765 160 1,470 660 470: 213 196
Old : 63,403: 50,782 44,152 3,488 9,925 6,075 745 1,765 160 1,470 660 470: 213 196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,285: 30 3,750 658 -2,542 1,002 375 -50 160 60 -105 0: 0 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 69.6 5.5 15.7 9.6 1.2 2.8 0.3 2.3 1.0 0.7: 0.3 0.3
Old : 100.0: 80.1 69.6 5.5 15.7 9.6 1.2 2.8 0.3 2.3 1.0 0.7: 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 : 47: 28 25 4 . 4 . . . . . .:
Old : 47: 28 25 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 : 46.2 52.0 68.8 71.7 42.1 46.5 53.0 59.6
Old : 46.2 52.0 68.8 71.7 42.1 46.5 53.0 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,102: 49,302 55,032 19,650 13,830 2,340 750 0 0 480 1,100 440: 140 360
Old : 73,102: 49,302 55,032 19,650 13,830 2,340 750 0 0 480 1,100 440: 140 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,035: 2,625 610 120 1,485 -780 0 0 0 60 600 0: 10 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 75.3 26.9 18.9 3.2 1.0 0.0 0.0 0.7 1.5 0.6: 0.2 0.5
Old : 100.0: 67.4 75.3 26.9 18.9 3.2 1.0 0.0 0.0 0.7 1.5 0.6: 0.2 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 : 36: 17 21 . . . . 0 0 . . .:
Old : 36: 17 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 : 52.9 73.1 71.9 86.2 51.1 70.0 69.5 80.1
Old : 52.9 73.1 71.9 86.2 51.1 70.0 69.5 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,603: 70,193 65,638 24,260 30,050 4,590 1,025 0 0 955 600 580: 0 145
Old : 101,603: 70,193 65,638 24,260 30,050 4,590 1,025 0 0 955 600 580: 0 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,550: 4,745 935 -1,680 1,600 -585 0 0 0 70 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.6 23.9 29.6 4.5 1.0 0.0 0.0 0.9 0.6 0.6: 0.0 0.1
Old : 100.0: 69.1 64.6 23.9 29.6 4.5 1.0 0.0 0.0 0.9 0.6 0.6: 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 : 42: 22 23 . . . . 0 0 . . .:
Old : 42: 22 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 : 52.7 68.2 72.2 84.5 52.5 63.7 71.3 77.7
Old : 52.7 68.2 72.2 84.5 52.5 63.7 71.3 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,203: 20,068 26,183 6,020 0 3,795 0 0 0 315 0 0: 5 225
Old : 30,203: 20,068 26,183 6,020 0 3,795 0 0 0 315 0 0: 5 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -1,385: -960 -1,730 -755 0 355 0 0 0 -25 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 86.7 19.9 0.0 12.6 0.0 0.0 0.0 1.0 0.0 0.0: 0.0 0.7
Old : 100.0: 66.4 86.7 19.9 0.0 12.6 0.0 0.0 0.0 1.0 0.0 0.0: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 15 4 0 . 0 0 0 . 0 0:
Old : 28: 20 15 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 : 55.8 74.0 81.1 86.9 44.1 60.8 65.4 69.4
Old : 55.8 74.0 81.1 86.9 44.1 60.8 65.4 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,845: 28,115 28,620 2,165 1,705 4,035 0 0 0 400 410 70: 60 5
Old : 34,845: 28,115 28,620 2,165 1,705 4,035 0 0 0 400 410 70: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 295: -60 300 735 305 -305 0 0 0 -50 20 -20: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 82.1 6.2 4.9 11.6 0.0 0.0 0.0 1.1 1.2 0.2: 0.2 0.0
Old : 100.0: 80.7 82.1 6.2 4.9 11.6 0.0 0.0 0.0 1.1 1.2 0.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 20 14 . . . 0 0 0 . . .:
Old : 25: 20 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 61.2 78.2 87.9 36.9 52.0 47.5 58.9
Old : 58.8 61.2 78.2 87.9 36.9 52.0 47.5 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,669: 13,041 15,160 0 6,807 905 3,282 0 100 6,420 895 2,522: 399 280
Old : 26,669: 13,041 15,160 0 6,807 905 3,282 0 100 6,420 895 2,522: 399 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -305: -825 332 0 -147 -115 693 0 100 -240 -612 142: -60 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 56.8 0.0 25.5 3.4 12.3 0.0 0.4 24.1 3.4 9.5: 1.5 1.0
Old : 100.0: 48.9 56.8 0.0 25.5 3.4 12.3 0.0 0.4 24.1 3.4 9.5: 1.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 18 0 . . 4 0 . 4 5 5:
Old : 37: 16 18 0 . . 4 0 . 4 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 47.7 73.3 67.0 48.6 42.5 57.4 54.9
Old : 52.2 47.7 73.3 67.0 48.6 42.5 57.4 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,251: 25,151 33,881 8,965 0 3,110 0 25 0 25 150 0: 0 85
Old : 37,251: 25,151 33,881 8,965 0 3,110 0 25 0 25 150 0: 0 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -2,495: -1,690 -2,280 -860 0 55 0 -25 0 0 -230 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 91.0 24.1 0.0 8.3 0.0 0.1 0.0 0.1 0.4 0.0: 0.0 0.2
Old : 100.0: 67.5 91.0 24.1 0.0 8.3 0.0 0.1 0.0 0.1 0.4 0.0: 0.0 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 : 34: 22 21 4 0 . 0 . 0 . . 0:
Old : 34: 22 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 : 51.1 62.6 78.4 79.4 41.7 53.4 61.6 62.8
Old : 51.1 62.6 78.4 79.4 41.7 53.4 61.6 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,461: 39,606 29,096 1,190 11,540 995 0 950 0 400 545 325: 945 10
Old : 43,461: 39,606 29,096 1,190 11,540 995 0 950 0 400 545 325: 945 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -1,055: -895 -895 -130 -1,215 150 0 950 0 -105 -15 -30: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 66.9 2.7 26.6 2.3 0.0 2.2 0.0 0.9 1.3 0.7: 2.2 0.0
Old : 100.0: 91.1 66.9 2.7 26.6 2.3 0.0 2.2 0.0 0.9 1.3 0.7: 2.2 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 : 34: 20 19 . . . 0 . 0 . . .:
Old : 34: 20 19 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 61.6 71.6 85.8 54.2 57.1 64.6 75.0
Old : 56.0 61.6 71.6 85.8 54.2 57.1 64.6 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,819: 33,203 31,951 6,478 9,085 623 0 0 0 1,265 0 0: 250 160
Old : 41,819: 33,203 31,951 6,478 9,085 623 0 0 0 1,265 0 0: 250 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 270: 220 270 35 0 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 76.4 15.5 21.7 1.5 0.0 0.0 0.0 3.0 0.0 0.0: 0.6 0.4
Old : 100.0: 79.4 76.4 15.5 21.7 1.5 0.0 0.0 0.0 3.0 0.0 0.0: 0.6 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 14 . . . 0 0 0 . 0 0:
Old : 29: 19 14 . . . 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 : 49.2 95.6 73.2 98.6 44.9 93.3 68.7 93.8
Old : 49.2 95.6 73.2 98.6 44.9 93.3 68.7 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,028: 38,481 34,074 6,423 10,635 1,569 0 0 0 1,555 1,600 0: 0 150
Old : 48,028: 38,481 34,074 6,423 10,635 1,569 0 0 0 1,555 1,600 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 540: 515 550 30 0 0 0 0 0 0 0 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 70.9 13.4 22.1 3.3 0.0 0.0 0.0 3.2 3.3 0.0: 0.0 0.3
Old : 100.0: 80.1 70.9 13.4 22.1 3.3 0.0 0.0 0.0 3.2 3.3 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 16 . . . 0 0 0 . . 0:
Old : 31: 20 16 . . . 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 : 50.5 87.0 72.4 95.7 48.2 85.5 68.2 90.4
Old : 50.5 87.0 72.4 95.7 48.2 85.5 68.2 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,924: 67,670 69,529 9,138 5,787 1,210 0 350 0 0 1,151 691: 215 206
Old : 78,924: 67,670 69,529 9,138 5,787 1,210 0 350 0 0 1,151 691: 215 206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -256: -240 598 344 -1,250 247 0 350 0 0 409 -610: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 88.1 11.6 7.3 1.5 0.0 0.4 0.0 0.0 1.5 0.9: 0.3 0.3
Old : 100.0: 85.7 88.1 11.6 7.3 1.5 0.0 0.4 0.0 0.0 1.5 0.9: 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: 22 21 . . 4 0 . 0 0 . .:
Old : 34: 22 21 . . 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 : 53.2 60.1 75.3 78.6 52.4 55.5 73.7 70.9
Old : 53.2 60.1 75.3 78.6 52.4 55.5 73.7 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,376: 93,741 92,856 11,640 7,689 1,196 170 1,248 150 1,375 5,242 715: 389 280
Old : 109,376: 93,741 92,856 11,640 7,689 1,196 170 1,248 150 1,375 5,242 715: 389 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,241: 1,489 1,962 892 -1,085 84 75 366 0 70 1,348 -432: 63 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 84.9 10.6 7.0 1.1 0.2 1.1 0.1 1.3 4.8 0.7: 0.4 0.3
Old : 100.0: 85.7 84.9 10.6 7.0 1.1 0.2 1.1 0.1 1.3 4.8 0.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 24 22 . . 4 . . . 4 4 .:
Old : 48: 24 22 . . 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 : 49.6 48.2 74.0 72.3 48.1 42.3 69.9 62.8
Old : 49.6 48.2 74.0 72.3 48.1 42.3 69.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,895: 26,335 32,195 5,613 0 1,350 150 50 0 250 125 175: 22 0
Old : 33,895: 26,335 32,195 5,613 0 1,350 150 50 0 250 125 175: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,099: 2,649 2,424 -100 0 375 150 0 0 -150 125 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 95.0 16.6 0.0 4.0 0.4 0.1 0.0 0.7 0.4 0.5: 0.1 0.0
Old : 100.0: 77.7 95.0 16.6 0.0 4.0 0.4 0.1 0.0 0.7 0.4 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 11 . 0 . . . 0 . . .:
Old : 23: 10 11 . 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 : 86.0 85.1 96.0 97.4 81.7 83.9 87.7 88.6
Old : 86.0 85.1 96.0 97.4 81.7 83.9 87.7 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,270: 26,815 23,645 865 4,530 3,205 975 1,975 250 1,415 0 490: 255 175
Old : 34,270: 26,815 23,645 865 4,530 3,205 975 1,975 250 1,415 0 490: 255 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,245: 1,525 525 -375 -75 450 25 0 0 -315 0 365: -430 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 69.0 2.5 13.2 9.4 2.8 5.8 0.7 4.1 0.0 1.4: 0.7 0.5
Old : 100.0: 78.2 69.0 2.5 13.2 9.4 2.8 5.8 0.7 4.1 0.0 1.4: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 17 . . . . . . . 0 .:
Old : 27: 17 17 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 68.2 68.0 87.7 36.8 52.3 52.1 60.1
Old : 47.3 68.2 68.0 87.7 36.8 52.3 52.1 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,419: 20,134 29,284 6,070 2,765 3,430 5,465 0 510 1,150 1,200 225: 435 5
Old : 37,419: 20,134 29,284 6,070 2,765 3,430 5,465 0 510 1,150 1,200 225: 435 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 674: 539 664 0 -25 25 75 0 10 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 78.3 16.2 7.4 9.2 14.6 0.0 1.4 3.1 3.2 0.6: 1.2 0.0
Old : 100.0: 53.8 78.3 16.2 7.4 9.2 14.6 0.0 1.4 3.1 3.2 0.6: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 20 . . . 4 0 . . . .:
Old : 33: 22 20 . . . 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 59.5 71.1 79.7 45.4 42.8 58.1 62.4
Old : 50.2 59.5 71.1 79.7 45.4 42.8 58.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,474: 20,897 40,457 22,219 0 125 0 1,435 0 96 1,260 65: 72 132
Old : 43,474: 20,897 40,457 22,219 0 125 0 1,435 0 96 1,260 65: 72 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 765: 480 705 225 0 0 0 0 0 0 -40 65: -5 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 93.1 51.1 0.0 0.3 0.0 3.3 0.0 0.2 2.9 0.1: 0.2 0.3
Old : 100.0: 48.1 93.1 51.1 0.0 0.3 0.0 3.3 0.0 0.2 2.9 0.1: 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 : 26: 14 13 4 0 . 0 . 0 . . .:
Old : 26: 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 : 69.1 82.2 89.5 93.4 69.1 75.1 84.5 84.8
Old : 69.1 82.2 89.5 93.4 69.1 75.1 84.5 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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,736: 17,034 33,061 18,332 70 310 0 2,090 0 50 135 0: 10 70
Old : 35,736: 17,034 33,061 18,332 70 310 0 2,090 0 50 135 0: 10 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 470: 460 445 -45 0 0 0 0 0 50 135 0: 5 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 92.5 51.3 0.2 0.9 0.0 5.8 0.0 0.1 0.4 0.0: 0.0 0.2
Old : 100.0: 47.7 92.5 51.3 0.2 0.9 0.0 5.8 0.0 0.1 0.4 0.0: 0.0 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 12 . . . 0 . 0 . . 0:
Old : 25: 14 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 : 69.6 89.7 87.8 96.3 68.7 87.0 85.2 90.8
Old : 69.6 89.7 87.8 96.3 68.7 87.0 85.2 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,311: 23,383 27,491 2,671 125 1,135 600 1,500 0 1,775 0 60: 687 0
Old : 30,311: 23,383 27,491 2,671 125 1,135 600 1,500 0 1,775 0 60: 687 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 713: 145 377 65 0 -49 550 325 0 -58 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 90.7 8.8 0.4 3.7 2.0 4.9 0.0 5.9 0.0 0.2: 2.3 0.0
Old : 100.0: 77.1 90.7 8.8 0.4 3.7 2.0 4.9 0.0 5.9 0.0 0.2: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 16 4 . 4 . . 0 5 0 .:
Old : 35: 19 16 4 . 4 . . 0 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 : 47.7 70.1 67.8 87.3 47.2 69.4 65.5 84.6
Old : 47.7 70.1 67.8 87.3 47.2 69.4 65.5 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,812: 19,420 21,020 1,018 645 502 0 210 320 980 0 0: 572 115
Old : 22,812: 19,420 21,020 1,018 645 502 0 210 320 980 0 0: 572 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -10: 15 -20 -25 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 92.1 4.5 2.8 2.2 0.0 0.9 1.4 4.3 0.0 0.0: 2.5 0.5
Old : 100.0: 85.1 92.1 4.5 2.8 2.2 0.0 0.9 1.4 4.3 0.0 0.0: 2.5 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 : 26: 15 14 . . . 0 . . . 0 0:
Old : 26: 15 14 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 69.6 80.9 86.1 57.7 67.7 73.4 80.9
Old : 62.4 69.6 80.9 86.1 57.7 67.7 73.4 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,377: 45,918 35,273 1,928 6,978 1,223 120 6,190 0 623 323 390: 175 0
Old : 50,377: 45,918 35,273 1,928 6,978 1,223 120 6,190 0 623 323 390: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,029: 1,626 54 -880 180 215 45 560 0 -35 -10 65: -7 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 70.0 3.8 13.9 2.4 0.2 12.3 0.0 1.2 0.6 0.8: 0.3 0.0
Old : 100.0: 91.1 70.0 3.8 13.9 2.4 0.2 12.3 0.0 1.2 0.6 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 20 . . . . . 0 . . .:
Old : 41: 23 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 : 66.1 46.6 80.1 73.0 63.3 45.4 70.4 64.4
Old : 66.1 46.6 80.1 73.0 63.3 45.4 70.4 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,324: 31,372 25,838 4,595 8,021 345 0 2,179 616 135 304 1: 260 20
Old : 37,324: 31,372 25,838 4,595 8,021 345 0 2,179 616 135 304 1: 260 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 68: 30 5 20 5 8 0 25 -25 135 50 0: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 69.2 12.3 21.5 0.9 0.0 5.8 1.7 0.4 0.8 0.0: 0.7 0.1
Old : 100.0: 84.1 69.2 12.3 21.5 0.9 0.0 5.8 1.7 0.4 0.8 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 17 . . . 0 . . . . .:
Old : 30: 20 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 61.4 76.0 85.8 56.8 59.5 69.6 79.3
Old : 60.8 61.4 76.0 85.8 56.8 59.5 69.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,324: 10,034 17,435 8,106 0 3,014 0 875 0 0 0 0: 170 0
Old : 21,324: 10,034 17,435 8,106 0 3,014 0 875 0 0 0 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 81.8 38.0 0.0 14.1 0.0 4.1 0.0 0.0 0.0 0.0: 0.8 0.0
Old : 100.0: 47.1 81.8 38.0 0.0 14.1 0.0 4.1 0.0 0.0 0.0 0.0: 0.8 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 : 20: 10 14 . 0 . 0 . 0 0 0 0:
Old : 20: 10 14 . 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 : 79.9 73.6 96.0 93.0 65.7 66.5 74.8 76.3
Old : 79.9 73.6 96.0 93.0 65.7 66.5 74.8 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,750: 6,335 12,225 4,520 0 515 180 0 0 1,180 0 0: 20 10
Old : 12,750: 6,335 12,225 4,520 0 515 180 0 0 1,180 0 0: 20 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 235 0 -195 0 0 0 0 0 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 95.9 35.5 0.0 4.0 1.4 0.0 0.0 9.3 0.0 0.0: 0.2 0.1
Old : 100.0: 49.7 95.9 35.5 0.0 4.0 1.4 0.0 0.0 9.3 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 9 . 0 . . 0 0 . 0 0:
Old : 26: 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 : 61.4 88.2 80.8 98.2 46.5 75.3 62.0 76.1
Old : 61.4 88.2 80.8 98.2 46.5 75.3 62.0 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,815: 6,310 12,290 4,830 0 515 180 0 0 850 0 0: 130 10
Old : 12,815: 6,310 12,290 4,830 0 515 180 0 0 850 0 0: 130 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 205 0 -205 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 95.9 37.7 0.0 4.0 1.4 0.0 0.0 6.6 0.0 0.0: 1.0 0.1
Old : 100.0: 49.2 95.9 37.7 0.0 4.0 1.4 0.0 0.0 6.6 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 : 63.5 87.8 82.0 98.0 47.8 74.9 63.3 76.2
Old : 63.5 87.8 82.0 98.0 47.8 74.9 63.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 271,328: 207,510 134,973 466 53,795 29,225 0 13,556 20,959 0 5,885 12,702: 466 233
Old : 271,328: 207,510 134,973 466 53,795 29,225 0 13,556 20,959 0 5,885 12,702: 466 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -4,148: -6,068 -5,308 0 -1,189 1,749 0 602 554 0 -174 -383: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 49.7 0.2 19.8 10.8 0.0 5.0 7.7 0.0 2.2 4.7: 0.2 0.1
Old : 100.0: 76.5 49.7 0.2 19.8 10.8 0.0 5.0 7.7 0.0 2.2 4.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . . 0 . . 0 . .:
Old : 21: 12 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 : 70.8 54.1 90.9 78.9 45.7 35.4 46.5 43.1
Old : 70.8 54.1 90.9 78.9 45.7 35.4 46.5 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,890: 10,865 14,965 6,465 2,345 0 0 0 0 340 0 0: 220 580
Old : 17,890: 10,865 14,965 6,465 2,345 0 0 0 0 340 0 0: 220 580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 120: 120 0 0 0 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 83.7 36.1 13.1 0.0 0.0 0.0 0.0 1.9 0.0 0.0: 1.2 3.2
Old : 100.0: 60.7 83.7 36.1 13.1 0.0 0.0 0.0 0.0 1.9 0.0 0.0: 1.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . 0 0 0 0 . 0 0:
Old : 20: 8 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 : 67.2 77.1 93.4 94.3 67.2 77.1 93.2 92.7
Old : 67.2 77.1 93.4 94.3 67.2 77.1 93.2 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,415: 8,767 15,630 10,875 3,865 1,365 0 480 75 150 0 0: 183 0
Old : 21,415: 8,767 15,630 10,875 3,865 1,365 0 480 75 150 0 0: 183 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 640: 100 450 400 100 90 0 0 0 100 0 0: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 73.0 50.8 18.0 6.4 0.0 2.2 0.4 0.7 0.0 0.0: 0.9 0.0
Old : 100.0: 40.9 73.0 50.8 18.0 6.4 0.0 2.2 0.4 0.7 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 11 . . . 0 . . . 0 0:
Old : 32: 16 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 : 77.0 66.6 91.3 90.9 69.8 60.8 77.9 78.1
Old : 77.0 66.6 91.3 90.9 69.8 60.8 77.9 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,600: 7,487 13,865 8,995 2,765 2,615 0 280 75 150 0 0: 278 0
Old : 19,600: 7,487 13,865 8,995 2,765 2,615 0 280 75 150 0 0: 278 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 650: 608 450 400 100 100 0 0 0 100 0 0: -558 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 70.7 45.9 14.1 13.3 0.0 1.4 0.4 0.8 0.0 0.0: 1.4 0.0
Old : 100.0: 38.2 70.7 45.9 14.1 13.3 0.0 1.4 0.4 0.8 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 10 . . . 0 . . . 0 0:
Old : 28: 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 : 78.2 71.1 90.6 93.1 61.5 58.2 68.8 72.0
Old : 78.2 71.1 90.6 93.1 61.5 58.2 68.8 72.0
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,770: 5,755 4,535 25 1,800 320 660 0 0 0 50 0: 10 65
Old : 6,770: 5,755 4,535 25 1,800 320 660 0 0 0 50 0: 10 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 210 0 -170 0 0 0 0 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 67.0 0.4 26.6 4.7 9.7 0.0 0.0 0.0 0.7 0.0: 0.1 1.0
Old : 100.0: 85.0 67.0 0.4 26.6 4.7 9.7 0.0 0.0 0.0 0.7 0.0: 0.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . . 0 0 0 . 0:
Old : 26: 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 : 46.4 65.6 78.1 90.0 46.4 57.8 73.8 75.0
Old : 46.4 65.6 78.1 90.0 46.4 57.8 73.8 75.0
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,015: 5,585 4,225 25 1,280 395 0 0 0 0 50 0: 10 65
Old : 6,015: 5,585 4,225 25 1,280 395 0 0 0 0 50 0: 10 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 210 0 -170 0 0 0 0 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 70.2 0.4 21.3 6.6 0.0 0.0 0.0 0.0 0.8 0.0: 0.2 1.1
Old : 100.0: 92.9 70.2 0.4 21.3 6.6 0.0 0.0 0.0 0.0 0.8 0.0: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 . . . 0 0 0 0 . 0:
Old : 25: 13 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 : 51.0 62.8 81.7 88.8 51.0 57.4 75.9 72.7
Old : 51.0 62.8 81.7 88.8 51.0 57.4 75.9 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,947: 17,160 17,037 3,605 1,445 3,410 0 25 0 372 2,985 0: 400 45
Old : 24,947: 17,160 17,037 3,605 1,445 3,410 0 25 0 372 2,985 0: 400 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -5: -5 470 0 -550 0 0 25 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 68.3 14.5 5.8 13.7 0.0 0.1 0.0 1.5 12.0 0.0: 1.6 0.2
Old : 100.0: 68.8 68.3 14.5 5.8 13.7 0.0 0.1 0.0 1.5 12.0 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 15 . . . 0 . 0 . . 0:
Old : 25: 14 15 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 82.7 84.7 96.5 48.1 75.3 75.0 82.7
Old : 54.4 82.7 84.7 96.5 48.1 75.3 75.0 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,380: 17,526 16,288 3,661 2,615 3,427 0 25 0 372 2,935 45: 349 45
Old : 25,380: 17,526 16,288 3,661 2,615 3,427 0 25 0 372 2,935 45: 349 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -3: 5 480 56 -610 52 0 25 0 0 50 0: -116 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.2 14.4 10.3 13.5 0.0 0.1 0.0 1.5 11.6 0.2: 1.4 0.2
Old : 100.0: 69.1 64.2 14.4 10.3 13.5 0.0 0.1 0.0 1.5 11.6 0.2: 1.4 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 : 27: 14 16 . . . 0 . 0 . . .:
Old : 27: 14 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 : 57.0 84.9 85.1 96.1 50.7 75.9 74.1 82.4
Old : 57.0 84.9 85.1 96.1 50.7 75.9 74.1 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,263: 94,722 85,736 9,830 21,261 7,153 0 1,180 685 3,547 100 2,048: 278 100
Old : 118,263: 94,722 85,736 9,830 21,261 7,153 0 1,180 685 3,547 100 2,048: 278 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,759: 2,593 3,858 0 -1,315 1,091 0 100 25 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 72.5 8.3 18.0 6.0 0.0 1.0 0.6 3.0 0.1 1.7: 0.2 0.1
Old : 100.0: 80.1 72.5 8.3 18.0 6.0 0.0 1.0 0.6 3.0 0.1 1.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 26 29 . 4 5 0 4 . 6 . 4:
Old : 52: 26 29 . 4 5 0 4 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 56.1 60.3 79.1 35.6 48.7 51.1 62.8
Old : 41.1 56.1 60.3 79.1 35.6 48.7 51.1 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,175: 107,481 96,011 10,190 22,561 6,774 0 3,279 800 4,107 172 1,568: 255 10
Old : 131,175: 107,481 96,011 10,190 22,561 6,774 0 3,279 800 4,107 172 1,568: 255 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,479: 2,089 4,140 0 -1,595 1,215 0 150 25 247 72 -97: 0 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 73.2 7.8 17.2 5.2 0.0 2.5 0.6 3.1 0.1 1.2: 0.2 0.0
Old : 100.0: 81.9 73.2 7.8 17.2 5.2 0.0 2.5 0.6 3.1 0.1 1.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 31 28 . 5 4 0 6 . 8 . 5:
Old : 60: 31 28 . 5 4 0 6 . 8 . 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 : 39.1 56.3 60.1 78.4 35.7 49.8 53.5 63.5
Old : 39.1 56.3 60.1 78.4 35.7 49.8 53.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 270,110: 184,374 208,462 6,723 1,251 32,003 24,295 4,219 4,944 6,701 8,351 10,343: 727 538
Old : 270,110: 184,374 208,462 6,723 1,251 32,003 24,295 4,219 4,944 6,701 8,351 10,343: 727 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 9,122: 7,160 6,569 497 -80 -494 1,499 1,160 683 -702 638 111: 369 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 77.2 2.5 0.5 11.8 9.0 1.6 1.8 2.5 3.1 3.8: 0.3 0.2
Old : 100.0: 68.3 77.2 2.5 0.5 11.8 9.0 1.6 1.8 2.5 3.1 3.8: 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 : 91: 38 40 5 . 5 10 6 8 12 10 14:
Old : 91: 38 40 5 . 5 10 6 8 12 10 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 45.5 52.7 62.2 27.8 34.6 38.7 43.5
Old : 36.5 45.5 52.7 62.2 27.8 34.6 38.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,779: 25,717 31,713 3,620 773 2,458 1,405 50 540 1,748 225 0: 291 20
Old : 35,779: 25,717 31,713 3,620 773 2,458 1,405 50 540 1,748 225 0: 291 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 11: 235 -415 -275 423 -97 225 0 0 -77 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 88.6 10.1 2.2 6.9 3.9 0.1 1.5 4.9 0.6 0.0: 0.8 0.1
Old : 100.0: 71.9 88.6 10.1 2.2 6.9 3.9 0.1 1.5 4.9 0.6 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 13 . . . . . . . . 0:
Old : 32: 18 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 : 48.1 86.5 70.2 96.7 45.9 77.5 63.8 80.6
Old : 48.1 86.5 70.2 96.7 45.9 77.5 63.8 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,942: 24,411 30,797 3,497 0 2,415 1,535 25 460 1,333 225 0: 291 20
Old : 33,942: 24,411 30,797 3,497 0 2,415 1,535 25 460 1,333 225 0: 291 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -345: 30 -370 17 0 -75 175 0 0 -492 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 90.7 10.3 0.0 7.1 4.5 0.1 1.4 3.9 0.7 0.0: 0.9 0.1
Old : 100.0: 71.9 90.7 10.3 0.0 7.1 4.5 0.1 1.4 3.9 0.7 0.0: 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 : 32: 18 12 . 0 . . . . . . 0:
Old : 32: 18 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 : 47.5 88.2 70.6 96.8 46.8 80.4 62.6 81.8
Old : 47.5 88.2 70.6 96.8 46.8 80.4 62.6 81.8
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,110: 7,395 7,465 2,440 2,970 1,675 0 0 0 600 0 0: 0 0
Old : 12,110: 7,395 7,465 2,440 2,970 1,675 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: February 6, 2018 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 61.6 20.1 24.5 13.8 0.0 0.0 0.0 5.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.1 61.6 20.1 24.5 13.8 0.0 0.0 0.0 5.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 62.0 86.5 83.7 99.2 54.0 75.8 69.6 78.0
Old : 62.0 86.5 83.7 99.2 54.0 75.8 69.6 78.0
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,870: 6,125 7,040 3,810 3,495 1,335 0 0 0 600 0 0: 0 0
Old : 11,870: 6,125 7,040 3,810 3,495 1,335 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: February 6, 2018 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 59.3 32.1 29.4 11.2 0.0 0.0 0.0 5.1 0.0 0.0: 0.0 0.0
Old : 100.0: 51.6 59.3 32.1 29.4 11.2 0.0 0.0 0.0 5.1 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 : 62.5 85.7 85.1 99.2 52.7 83.0 72.0 83.2
Old : 62.5 85.7 85.1 99.2 52.7 83.0 72.0 83.2
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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,913: 82,259 125,451 49,563 19,952 34,836 22,752 0 1,364 0 9,304 0: 138 6
Old : 190,913: 82,259 125,451 49,563 19,952 34,836 22,752 0 1,364 0 9,304 0: 138 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -2,363: -2,365 -283 69 -1,816 -127 65 0 -2 0 -122 0: -1 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 65.7 26.0 10.5 18.2 11.9 0.0 0.7 0.0 4.9 0.0: 0.1 0.0
Old : 100.0: 43.1 65.7 26.0 10.5 18.2 11.9 0.0 0.7 0.0 4.9 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 10 . . . . 0 . 0 . 0:
Old : 22: 17 10 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 76.4 87.5 94.3 46.8 50.8 54.5 57.2
Old : 70.6 76.4 87.5 94.3 46.8 50.8 54.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,602: 12,102 21,957 13,170 100 1,195 135 0 100 0 3,450 0: 3,900 3,800
Old : 30,602: 12,102 21,957 13,170 100 1,195 135 0 100 0 3,450 0: 3,900 3,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 675: 565 265 50 0 0 60 0 0 0 650 0: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 71.8 43.0 0.3 3.9 0.4 0.0 0.3 0.0 11.3 0.0: 12.7 12.4
Old : 100.0: 39.5 71.8 43.0 0.3 3.9 0.4 0.0 0.3 0.0 11.3 0.0: 12.7 12.4
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 : 23: 11 14 . . . . 0 . 0 . 0:
Old : 23: 11 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 40.6 82.5 67.9 56.6 37.4 63.6 55.5
Old : 65.7 40.6 82.5 67.9 56.6 37.4 63.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,470: 11,176 20,006 12,265 100 1,655 135 0 100 0 3,450 0: 3,139 3,159
Old : 28,470: 11,176 20,006 12,265 100 1,655 135 0 100 0 3,450 0: 3,139 3,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 710: 600 300 50 0 0 60 0 0 0 650 0: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 70.3 43.1 0.4 5.8 0.5 0.0 0.4 0.0 12.1 0.0: 11.0 11.1
Old : 100.0: 39.3 70.3 43.1 0.4 5.8 0.5 0.0 0.4 0.0 12.1 0.0: 11.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 14 . . . . 0 . 0 . 0:
Old : 22: 10 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 43.7 85.8 71.2 56.4 40.1 61.0 55.6
Old : 71.0 43.7 85.8 71.2 56.4 40.1 61.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,435: 18,640 6,020 250 2,030 4,055 0 10,120 0 0 880 15: 2,475 2,315
Old : 25,435: 18,640 6,020 250 2,030 4,055 0 10,120 0 0 880 15: 2,475 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 755: 155 -425 -300 -220 900 0 600 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 23.7 1.0 8.0 15.9 0.0 39.8 0.0 0.0 3.5 0.1: 9.7 9.1
Old : 100.0: 73.3 23.7 1.0 8.0 15.9 0.0 39.8 0.0 0.0 3.5 0.1: 9.7 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 10 . . . 0 . 0 0 . .:
Old : 30: 18 10 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 74.0 72.7 84.6 44.8 59.8 59.5 68.7
Old : 53.4 74.0 72.7 84.6 44.8 59.8 59.5 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,040: 19,240 6,370 250 2,755 4,055 0 9,995 0 0 530 15: 2,480 2,320
Old : 26,040: 19,240 6,370 250 2,755 4,055 0 9,995 0 0 530 15: 2,480 2,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 725: 125 -450 -300 -225 900 0 600 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 24.5 1.0 10.6 15.6 0.0 38.4 0.0 0.0 2.0 0.1: 9.5 8.9
Old : 100.0: 73.9 24.5 1.0 10.6 15.6 0.0 38.4 0.0 0.0 2.0 0.1: 9.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 11 . . . 0 . 0 0 . .:
Old : 29: 18 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 : 55.2 75.0 73.7 86.0 46.4 61.2 59.5 69.3
Old : 55.2 75.0 73.7 86.0 46.4 61.2 59.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,610: 15,070 30,965 15,955 0 570 400 0 325 0 480 75: 4,215 4,195
Old : 36,610: 15,070 30,965 15,955 0 570 400 0 325 0 480 75: 4,215 4,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 50 150 0 0 -100 0 100 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 84.6 43.6 0.0 1.6 1.1 0.0 0.9 0.0 1.3 0.2: 11.5 11.5
Old : 100.0: 41.2 84.6 43.6 0.0 1.6 1.1 0.0 0.9 0.0 1.3 0.2: 11.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 10 . 0 . . 0 . 0 . .:
Old : 26: 12 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 : 67.1 81.3 81.0 85.9 66.1 79.9 79.6 83.5
Old : 67.1 81.3 81.0 85.9 66.1 79.9 79.6 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,430: 13,320 29,690 16,210 0 495 625 0 175 0 505 75: 3,530 3,490
Old : 34,430: 13,320 29,690 16,210 0 495 625 0 175 0 505 75: 3,530 3,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 0: 0 50 150 0 0 -100 0 100 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 86.2 47.1 0.0 1.4 1.8 0.0 0.5 0.0 1.5 0.2: 10.3 10.1
Old : 100.0: 38.7 86.2 47.1 0.0 1.4 1.8 0.0 0.5 0.0 1.5 0.2: 10.3 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 : 25: 11 10 . 0 . . 0 . 0 . .:
Old : 25: 11 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 : 67.8 82.4 82.6 87.8 66.8 81.6 80.9 86.1
Old : 67.8 82.4 82.6 87.8 66.8 81.6 80.9 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,150: 14,530 7,490 0 2,485 1,665 0 4,740 0 0 155 25: 1,930 1,590
Old : 18,150: 14,530 7,490 0 2,485 1,665 0 4,740 0 0 155 25: 1,930 1,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 5: -25 -5 0 -25 25 0 0 0 0 0 0: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 41.3 0.0 13.7 9.2 0.0 26.1 0.0 0.0 0.9 0.1: 10.6 8.8
Old : 100.0: 80.1 41.3 0.0 13.7 9.2 0.0 26.1 0.0 0.0 0.9 0.1: 10.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 8 0 . . 0 . 0 0 . .:
Old : 23: 15 8 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 71.4 79.7 87.2 59.7 57.7 67.0 67.6
Old : 66.4 71.4 79.7 87.2 59.7 57.7 67.0 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,525: 13,205 7,600 0 1,610 1,940 0 4,180 0 0 155 25: 2,355 2,015
Old : 17,525: 13,205 7,600 0 1,610 1,940 0 4,180 0 0 155 25: 2,355 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 5: -25 -5 0 -25 25 0 0 0 0 0 0: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 43.4 0.0 9.2 11.1 0.0 23.9 0.0 0.0 0.9 0.1: 13.4 11.5
Old : 100.0: 75.3 43.4 0.0 9.2 11.1 0.0 23.9 0.0 0.0 0.9 0.1: 13.4 11.5
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: 15 8 0 . . 0 . 0 0 . .:
Old : 22: 15 8 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 70.7 76.8 86.1 56.6 55.4 64.1 65.9
Old : 64.3 70.7 76.8 86.1 56.6 55.4 64.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,025: 16,910 10,520 0 7,100 1,115 25 405 175 325 0 105: 3,370 2,605
Old : 22,025: 16,910 10,520 0 7,100 1,115 25 405 175 325 0 105: 3,370 2,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 250: 125 0 0 -25 175 -150 0 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 47.8 0.0 32.2 5.1 0.1 1.8 0.8 1.5 0.0 0.5: 15.3 11.8
Old : 100.0: 76.8 47.8 0.0 32.2 5.1 0.1 1.8 0.8 1.5 0.0 0.5: 15.3 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 : 23: 14 10 0 . . . . . . 0 .:
Old : 23: 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 : 58.7 68.0 74.1 84.1 49.4 60.5 62.4 68.0
Old : 58.7 68.0 74.1 84.1 49.4 60.5 62.4 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,035: 14,860 8,930 0 6,830 1,240 0 455 125 340 0 75: 3,395 2,380
Old : 20,035: 14,860 8,930 0 6,830 1,240 0 455 125 340 0 75: 3,395 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 250: 125 0 0 -25 150 -150 0 100 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 44.6 0.0 34.1 6.2 0.0 2.3 0.6 1.7 0.0 0.4: 16.9 11.9
Old : 100.0: 74.2 44.6 0.0 34.1 6.2 0.0 2.3 0.6 1.7 0.0 0.4: 16.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 8 0 . . 0 . . . 0 .:
Old : 22: 14 8 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 71.8 72.8 85.0 47.2 61.6 58.2 65.5
Old : 56.5 71.8 72.8 85.0 47.2 61.6 58.2 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,860: 26,900 12,040 0 26,970 0 9,950 350 0 2,490 0 0: 1,520 1,500
Old : 40,860: 26,900 12,040 0 26,970 0 9,950 350 0 2,490 0 0: 1,520 1,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 775: 125 225 0 240 0 300 0 0 40 0 0: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 29.5 0.0 66.0 0.0 24.4 0.9 0.0 6.1 0.0 0.0: 3.7 3.7
Old : 100.0: 65.8 29.5 0.0 66.0 0.0 24.4 0.9 0.0 6.1 0.0 0.0: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 9 0 . 0 . . 0 . 0 0:
Old : 30: 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 : 63.2 82.4 81.9 93.5 63.2 80.0 81.8 89.8
Old : 63.2 82.4 81.9 93.5 63.2 80.0 81.8 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,400: 23,215 14,095 0 19,845 115 8,565 350 75 2,490 0 0: 1,940 1,920
Old : 36,400: 23,215 14,095 0 19,845 115 8,565 350 75 2,490 0 0: 1,940 1,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 430: 80 480 0 -360 0 0 0 0 40 0 0: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 38.7 0.0 54.5 0.3 23.5 1.0 0.2 6.8 0.0 0.0: 5.3 5.3
Old : 100.0: 63.8 38.7 0.0 54.5 0.3 23.5 1.0 0.2 6.8 0.0 0.0: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 9 0 . . . . . . 0 0:
Old : 29: 17 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 : 60.0 76.6 80.0 90.7 59.4 74.7 79.2 86.0
Old : 60.0 76.6 80.0 90.7 59.4 74.7 79.2 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,405: 43,850 85,035 32,305 0 100 10,645 0 1,870 450 2,185 610: 7,575 7,605
Old : 97,405: 43,850 85,035 32,305 0 100 10,645 0 1,870 450 2,185 610: 7,575 7,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -710: -210 -760 -1,260 0 -140 850 0 150 -55 85 -45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 87.3 33.2 0.0 0.1 10.9 0.0 1.9 0.5 2.2 0.6: 7.8 7.8
Old : 100.0: 45.0 87.3 33.2 0.0 0.1 10.9 0.0 1.9 0.5 2.2 0.6: 7.8 7.8
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 : 42: 20 26 . 0 . . 0 . . . .:
Old : 42: 20 26 . 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 : 65.6 60.2 79.2 73.2 63.4 59.5 75.5 70.4
Old : 65.6 60.2 79.2 73.2 63.4 59.5 75.5 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,115: 43,835 76,230 23,865 0 295 10,635 0 1,440 100 2,175 580: 9,365 9,395
Old : 90,115: 43,835 76,230 23,865 0 295 10,635 0 1,440 100 2,175 580: 9,365 9,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -700: 450 -405 -1,865 0 -175 1,150 0 -25 -65 75 -35: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 84.6 26.5 0.0 0.3 11.8 0.0 1.6 0.1 2.4 0.6: 10.4 10.4
Old : 100.0: 48.6 84.6 26.5 0.0 0.3 11.8 0.0 1.6 0.1 2.4 0.6: 10.4 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 : 39: 17 25 . 0 . . 0 . . . .:
Old : 39: 17 25 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 53.2 80.4 67.1 63.1 53.2 76.2 66.4
Old : 64.6 53.2 80.4 67.1 63.1 53.2 76.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,680: 13,055 5,225 100 6,910 1,545 100 1,900 0 600 0 75: 2,205 2,025
Old : 17,680: 13,055 5,225 100 6,910 1,545 100 1,900 0 600 0 75: 2,205 2,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 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: 73.8 29.6 0.6 39.1 8.7 0.6 10.7 0.0 3.4 0.0 0.4: 12.5 11.5
Old : 100.0: 73.8 29.6 0.6 39.1 8.7 0.6 10.7 0.0 3.4 0.0 0.4: 12.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 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 : 51.3 67.6 69.4 80.2 46.5 58.9 60.8 68.0
Old : 51.3 67.6 69.4 80.2 46.5 58.9 60.8 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,780: 12,725 6,460 100 7,980 1,445 0 175 0 1,575 0 0: 935 720
Old : 16,780: 12,725 6,460 100 7,980 1,445 0 175 0 1,575 0 0: 935 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 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: 75.8 38.5 0.6 47.6 8.6 0.0 1.0 0.0 9.4 0.0 0.0: 5.6 4.3
Old : 100.0: 75.8 38.5 0.6 47.6 8.6 0.0 1.0 0.0 9.4 0.0 0.0: 5.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 . 0 . 0 0:
Old : 20: 12 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 81.7 80.5 92.3 35.8 55.0 48.6 56.8
Old : 64.3 81.7 80.5 92.3 35.8 55.0 48.6 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,895: 33,420 29,425 0 1,170 5,840 0 2,325 825 0 500 100: 7,710 7,710
Old : 47,895: 33,420 29,425 0 1,170 5,840 0 2,325 825 0 500 100: 7,710 7,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,200: 0 1,200 0 -1,200 1,200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 61.4 0.0 2.4 12.2 0.0 4.9 1.7 0.0 1.0 0.2: 16.1 16.1
Old : 100.0: 69.8 61.4 0.0 2.4 12.2 0.0 4.9 1.7 0.0 1.0 0.2: 16.1 16.1
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: 16 20 0 . . 0 . . 0 . .:
Old : 29: 16 20 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 41.0 74.7 59.8 50.9 32.7 55.0 45.8
Old : 55.6 41.0 74.7 59.8 50.9 32.7 55.0 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 - Options and Futures Combined, February 13, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,410: 16,275 15,530 225 965 3,830 475 0 325 0 600 0: 9,280 9,160
Old : 30,410: 16,275 15,530 225 965 3,830 475 0 325 0 600 0: 9,280 9,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 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: 53.5 51.1 0.7 3.2 12.6 1.6 0.0 1.1 0.0 2.0 0.0: 30.5 30.1
Old : 100.0: 53.5 51.1 0.7 3.2 12.6 1.6 0.0 1.1 0.0 2.0 0.0: 30.5 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 18 . . . . 0 . 0 . 0:
Old : 26: 15 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 : 46.4 30.5 59.9 45.8 35.0 18.7 37.3 29.5
Old : 46.4 30.5 59.9 45.8 35.0 18.7 37.3 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2018