COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 44,005: 13,041 25,906 7,341 825 793 850 4,795 3,147 13,102 3,003 4,617: 1,114 919
Old : 44,005: 13,041 25,906 7,341 825 793 850 4,795 3,147 13,102 3,003 4,617: 1,114 919
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,248: 1,124 468 35 4 213 -175 90 59 -274 174 313: -47 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 58.9 16.7 1.9 1.8 1.9 10.9 7.2 29.8 6.8 10.5: 2.5 2.1
Old : 100.0: 29.6 58.9 16.7 1.9 1.8 1.9 10.9 7.2 29.8 6.8 10.5: 2.5 2.1
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 : 43: 13 12 4 . 4 . 6 5 9 6 5:
Old : 43: 13 12 4 . 4 . 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 : 37.4 60.0 61.7 77.2 33.0 49.2 50.4 58.1
Old : 37.4 60.0 61.7 77.2 33.0 49.2 50.4 58.1
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 5,715: 1,634 2,755 0 878 69 0 260 40 2,626 922 434: 912 357
Old : 5,715: 1,634 2,755 0 878 69 0 260 40 2,626 922 434: 912 357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 240: 215 325 0 -125 30 -335 -10 10 325 150 -115: 110 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 48.2 0.0 15.4 1.2 0.0 4.5 0.7 45.9 16.1 7.6: 16.0 6.2
Old : 100.0: 28.6 48.2 0.0 15.4 1.2 0.0 4.5 0.7 45.9 16.1 7.6: 16.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 5 0 . . 0 . . 7 . 6:
Old : 20: 5 5 0 . . 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 : 41.7 58.9 67.4 81.3 34.9 48.9 51.6 65.2
Old : 41.7 58.9 67.4 81.3 34.9 48.9 51.6 65.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 77,182: 44,254 48,750 3,483 5,826 13,525 8,627 101 1,791 1,931 4,275 2,577: 994 337
Old : 77,182: 44,254 48,750 3,483 5,826 13,525 8,627 101 1,791 1,931 4,275 2,577: 994 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,212: 534 406 -566 -113 683 -66 -56 64 341 5 230: -8 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 63.2 4.5 7.5 17.5 11.2 0.1 2.3 2.5 5.5 3.3: 1.3 0.4
Old : 100.0: 57.3 63.2 4.5 7.5 17.5 11.2 0.1 2.3 2.5 5.5 3.3: 1.3 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 : 59: 31 28 . . . 7 . 6 5 7 9:
Old : 59: 31 28 . . . 7 . 6 5 7 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 : 43.0 43.0 64.2 63.4 27.9 25.6 41.7 37.7
Old : 43.0 43.0 64.2 63.4 27.9 25.6 41.7 37.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 42,567: 34,201 34,236 0 3,017 3,154 225 300 0 3,525 460 1,400: 62 0
Old : 42,567: 34,201 34,236 0 3,017 3,154 225 300 0 3,525 460 1,400: 62 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,000: 1,205 525 0 745 -430 25 0 0 -25 -65 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 80.4 0.0 7.1 7.4 0.5 0.7 0.0 8.3 1.1 3.3: 0.1 0.0
Old : 100.0: 80.3 80.4 0.0 7.1 7.4 0.5 0.7 0.0 8.3 1.1 3.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 18 0 . . . . 0 5 . 6:
Old : 36: 21 18 0 . . . . 0 5 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 52.0 73.7 77.9 49.2 46.0 58.3 60.8
Old : 58.3 52.0 73.7 77.9 49.2 46.0 58.3 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 26,442: 23,492 15,295 0 7,812 375 200 0 0 1,100 1,685 1,275: 0 0
Old : 26,442: 23,492 15,295 0 7,812 375 200 0 0 1,100 1,685 1,275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -84: 26 216 0 -315 -135 0 0 0 -25 100 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 57.8 0.0 29.5 1.4 0.8 0.0 0.0 4.2 6.4 4.8: 0.0 0.0
Old : 100.0: 88.8 57.8 0.0 29.5 1.4 0.8 0.0 0.0 4.2 6.4 4.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 16 0 . . . 0 0 . . 4:
Old : 27: 18 16 0 . . . 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 57.2 84.4 79.5 62.9 47.3 69.7 63.7
Old : 69.6 57.2 84.4 79.5 62.9 47.3 69.7 63.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 176,687: 140,132 133,981 15,201 11,627 5,884 6,316 8,986 5,574 1,955 9,280 1,253: 372 102
Old : 176,687: 140,132 133,981 15,201 11,627 5,884 6,316 8,986 5,574 1,955 9,280 1,253: 372 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 557: 1,346 853 -1,200 -495 439 -25 55 5 -3 -300 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 75.8 8.6 6.6 3.3 3.6 5.1 3.2 1.1 5.3 0.7: 0.2 0.1
Old : 100.0: 79.3 75.8 8.6 6.6 3.3 3.6 5.1 3.2 1.1 5.3 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 : 39.2 57.4 56.6 74.3 36.5 47.1 50.8 60.7
Old : 39.2 57.4 56.6 74.3 36.5 47.1 50.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 59,675: 42,465 29,791 10,210 15,825 2,544 1,021 8,525 686 2,050 1,425 575: 125 305
Old : 59,675: 42,465 29,791 10,210 15,825 2,544 1,021 8,525 686 2,050 1,425 575: 125 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 318: -1,287 541 1,175 -1,183 23 96 -9 -39 100 675 125: 125 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 49.9 17.1 26.5 4.3 1.7 14.3 1.1 3.4 2.4 1.0: 0.2 0.5
Old : 100.0: 71.2 49.9 17.1 26.5 4.3 1.7 14.3 1.1 3.4 2.4 1.0: 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 : 37: 14 18 . . . 4 . . 4 . .:
Old : 37: 14 18 . . . 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 : 77.7 68.7 89.0 85.5 75.5 61.7 79.6 77.1
Old : 77.7 68.7 89.0 85.5 75.5 61.7 79.6 77.1
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 37,690: 32,175 16,580 5,515 20,260 0 0 250 0 0 600 0: 0 0
Old : 37,690: 32,175 16,580 5,515 20,260 0 0 250 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 13, 2018 :
: -50: 0 0 -50 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 44.0 14.6 53.8 0.0 0.0 0.7 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 85.4 44.0 14.6 53.8 0.0 0.0 0.7 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 93.2 100.0 98.1 88.9 88.5 93.7 92.4
Old : 91.4 93.2 100.0 98.1 88.9 88.5 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 53,571: 39,216 36,409 2,950 2,315 8,835 200 4,565 10 1,375 450 850: 135 137
Old : 53,571: 39,216 36,409 2,950 2,315 8,835 200 4,565 10 1,375 450 850: 135 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 555: 540 820 380 0 -365 0 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 68.0 5.5 4.3 16.5 0.4 8.5 0.0 2.6 0.8 1.6: 0.3 0.3
Old : 100.0: 73.2 68.0 5.5 4.3 16.5 0.4 8.5 0.0 2.6 0.8 1.6: 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 : 47.2 47.3 71.7 67.1 30.6 28.1 42.9 41.0
Old : 47.2 47.3 71.7 67.1 30.6 28.1 42.9 41.0
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 67,115: 52,497 48,099 5,368 9,225 5,620 645 2,180 860 1,441 660 470: 214 1
Old : 67,115: 52,497 48,099 5,368 9,225 5,620 645 2,180 860 1,441 660 470: 214 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 3,712: 1,715 3,947 1,880 -700 -455 -100 415 700 -29 0 0: 1 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 71.7 8.0 13.7 8.4 1.0 3.2 1.3 2.1 1.0 0.7: 0.3 0.0
Old : 100.0: 78.2 71.7 8.0 13.7 8.4 1.0 3.2 1.3 2.1 1.0 0.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 28 26 4 . 4 . . . . . .:
Old : 48: 28 26 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 : 44.5 52.6 69.3 71.9 39.6 48.7 54.0 62.8
Old : 44.5 52.6 69.3 71.9 39.6 48.7 54.0 62.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 75,628: 50,973 57,333 20,710 13,730 2,325 50 0 350 540 990 540: 140 360
Old : 75,628: 50,973 57,333 20,710 13,730 2,325 50 0 350 540 990 540: 140 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,526: 1,671 2,301 1,060 -100 -15 -700 0 350 60 -110 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 75.8 27.4 18.2 3.1 0.1 0.0 0.5 0.7 1.3 0.7: 0.2 0.5
Old : 100.0: 67.4 75.8 27.4 18.2 3.1 0.1 0.0 0.5 0.7 1.3 0.7: 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: 19 21 . . . . 0 . . . .:
Old : 36: 19 21 . . . . 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 : 52.5 72.2 71.6 86.5 50.8 69.2 69.5 80.1
Old : 52.5 72.2 71.6 86.5 50.8 69.2 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 104,287: 72,878 67,682 24,210 30,850 4,580 1,025 0 0 784 220 810: 0 145
Old : 104,287: 72,878 67,682 24,210 30,850 4,580 1,025 0 0 784 220 810: 0 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,684: 2,685 2,044 -50 800 -10 0 0 0 -171 -380 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 64.9 23.2 29.6 4.4 1.0 0.0 0.0 0.8 0.2 0.8: 0.0 0.1
Old : 100.0: 69.9 64.9 23.2 29.6 4.4 1.0 0.0 0.0 0.8 0.2 0.8: 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 : 41: 22 23 . . . . 0 0 . . .:
Old : 41: 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 : 53.0 68.1 72.6 85.2 52.8 63.7 72.0 78.6
Old : 53.0 68.1 72.6 85.2 52.8 63.7 72.0 78.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,768: 19,633 26,038 6,320 0 3,495 0 0 0 315 0 0: 5 235
Old : 29,768: 19,633 26,038 6,320 0 3,495 0 0 0 315 0 0: 5 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -435: -435 -145 300 0 -300 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 87.5 21.2 0.0 11.7 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.8
Old : 100.0: 66.0 87.5 21.2 0.0 11.7 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.6 74.0 82.6 87.5 45.3 62.9 66.1 72.4
Old : 56.6 74.0 82.6 87.5 45.3 62.9 66.1 72.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 34,370: 27,640 28,145 2,165 1,705 4,035 0 0 0 400 410 70: 60 5
Old : 34,370: 27,640 28,145 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 13, 2018 :
: -475: -475 -475 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 81.9 6.3 5.0 11.7 0.0 0.0 0.0 1.2 1.2 0.2: 0.2 0.0
Old : 100.0: 80.4 81.9 6.3 5.0 11.7 0.0 0.0 0.0 1.2 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 : 59.6 62.4 79.3 87.7 37.4 51.5 48.2 58.3
Old : 59.6 62.4 79.3 87.7 37.4 51.5 48.2 58.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 27,878: 13,601 16,009 0 7,379 905 3,566 0 122 6,930 806 2,356: 398 301
Old : 27,878: 13,601 16,009 0 7,379 905 3,566 0 122 6,930 806 2,356: 398 301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,209: 560 849 0 572 0 284 0 22 510 -89 -166: -1 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 57.4 0.0 26.5 3.2 12.8 0.0 0.4 24.9 2.9 8.5: 1.4 1.1
Old : 100.0: 48.8 57.4 0.0 26.5 3.2 12.8 0.0 0.4 24.9 2.9 8.5: 1.4 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 : 37: 18 20 0 . . 5 0 . 5 . 4:
Old : 37: 18 20 0 . . 5 0 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 48.2 70.3 67.4 44.6 41.8 54.3 55.2
Old : 48.6 48.2 70.3 67.4 44.6 41.8 54.3 55.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,611: 25,501 34,526 9,260 0 2,810 0 25 0 25 150 0: 15 100
Old : 37,611: 25,501 34,526 9,260 0 2,810 0 25 0 25 150 0: 15 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 360: 350 645 295 0 -300 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 91.8 24.6 0.0 7.5 0.0 0.1 0.0 0.1 0.4 0.0: 0.0 0.3
Old : 100.0: 67.8 91.8 24.6 0.0 7.5 0.0 0.1 0.0 0.1 0.4 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 21 4 0 . 0 . 0 . . 0:
Old : 34: 23 21 4 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 63.0 79.7 79.6 41.7 56.0 64.4 65.4
Old : 50.6 63.0 79.7 79.6 41.7 56.0 64.4 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 43,577: 39,657 28,646 1,190 11,690 815 100 1,550 0 559 545 266: 990 65
Old : 43,577: 39,657 28,646 1,190 11,690 815 100 1,550 0 559 545 266: 990 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 116: 51 -450 0 150 -180 100 600 0 159 0 -59: 45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 65.7 2.7 26.8 1.9 0.2 3.6 0.0 1.3 1.3 0.6: 2.3 0.1
Old : 100.0: 91.0 65.7 2.7 26.8 1.9 0.2 3.6 0.0 1.3 1.3 0.6: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 18 . . . . . 0 . . .:
Old : 37: 20 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 62.0 74.0 84.6 54.5 58.3 66.0 74.8
Old : 56.3 62.0 74.0 84.6 54.5 58.3 66.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,137: 32,469 33,716 7,678 9,085 175 700 0 0 1,879 0 1: 235 160
Old : 43,137: 32,469 33,716 7,678 9,085 175 700 0 0 1,879 0 1: 235 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,318: -734 1,765 1,200 0 -448 700 0 0 614 0 1: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 78.2 17.8 21.1 0.4 1.6 0.0 0.0 4.4 0.0 0.0: 0.5 0.4
Old : 100.0: 75.3 78.2 17.8 21.1 0.4 1.6 0.0 0.0 4.4 0.0 0.0: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 14 . . . . 0 0 . 0 .:
Old : 30: 19 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 : 48.2 96.1 70.2 98.5 45.3 93.7 66.6 94.6
Old : 48.2 96.1 70.2 98.5 45.3 93.7 66.6 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,668: 37,896 35,289 7,623 10,635 994 0 0 0 2,155 1,600 0: 0 150
Old : 48,668: 37,896 35,289 7,623 10,635 994 0 0 0 2,155 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 13, 2018 :
: 640: -585 1,215 1,200 0 -575 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 72.5 15.7 21.9 2.0 0.0 0.0 0.0 4.4 3.3 0.0: 0.0 0.3
Old : 100.0: 77.9 72.5 15.7 21.9 2.0 0.0 0.0 0.0 4.4 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 17 . . . 0 0 0 . . 0:
Old : 31: 20 17 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 88.2 71.9 95.9 50.2 85.9 68.8 91.0
Old : 51.3 88.2 71.9 95.9 50.2 85.9 68.8 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 79,279: 67,935 69,843 9,183 5,787 1,210 0 350 0 0 1,157 736: 215 196
Old : 79,279: 67,935 69,843 9,183 5,787 1,210 0 350 0 0 1,157 736: 215 196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 355: 265 314 45 0 0 0 0 0 0 6 45: 0 -10
: : :
: : 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 0.2
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 0.2
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: 23 22 . . 4 0 . 0 0 . .:
Old : 34: 23 22 . . 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 60.0 75.1 77.6 52.2 55.3 73.4 69.7
Old : 53.2 60.0 75.1 77.6 52.2 55.3 73.4 69.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 110,924: 95,419 93,043 11,465 7,669 1,506 170 1,423 160 1,300 6,288 560: 344 275
Old : 110,924: 95,419 93,043 11,465 7,669 1,506 170 1,423 160 1,300 6,288 560: 344 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,548: 1,678 187 -175 -20 310 0 175 10 -75 1,046 -155: -45 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 83.9 10.3 6.9 1.4 0.2 1.3 0.1 1.2 5.7 0.5: 0.3 0.2
Old : 100.0: 86.0 83.9 10.3 6.9 1.4 0.2 1.3 0.1 1.2 5.7 0.5: 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 : 50: 24 23 . . 4 . 4 4 . 6 .:
Old : 50: 24 23 . . 4 . 4 4 . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 47.3 74.5 70.5 48.2 41.3 69.8 61.2
Old : 50.1 47.3 74.5 70.5 48.2 41.3 69.8 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 34,415: 27,255 32,365 4,813 0 1,550 150 50 0 350 175 275: 22 0
Old : 34,415: 27,255 32,365 4,813 0 1,550 150 50 0 350 175 275: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 520: 920 170 -800 0 200 0 0 0 100 50 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 94.0 14.0 0.0 4.5 0.4 0.1 0.0 1.0 0.5 0.8: 0.1 0.0
Old : 100.0: 79.2 94.0 14.0 0.0 4.5 0.4 0.1 0.0 1.0 0.5 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 84.4 87.0 95.4 96.9 79.6 85.8 87.9 90.1
Old : 84.4 87.0 95.4 96.9 79.6 85.8 87.9 90.1
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,665: 26,210 21,850 865 5,130 3,205 975 1,975 250 815 0 1,090: 255 165
Old : 33,665: 26,210 21,850 865 5,130 3,205 975 1,975 250 815 0 1,090: 255 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -605: -605 -1,795 0 600 0 0 0 0 -600 0 600: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 64.9 2.6 15.2 9.5 2.9 5.9 0.7 2.4 0.0 3.2: 0.8 0.5
Old : 100.0: 77.9 64.9 2.6 15.2 9.5 2.9 5.9 0.7 2.4 0.0 3.2: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.2 66.5 68.4 86.7 36.9 50.3 50.4 56.9
Old : 48.2 66.5 68.4 86.7 36.9 50.3 50.4 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 38,469: 20,729 29,099 6,070 3,515 3,280 6,065 0 510 500 1,200 850: 465 15
Old : 38,469: 20,729 29,099 6,070 3,515 3,280 6,065 0 510 500 1,200 850: 465 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,050: 595 -185 0 750 -150 600 0 0 -650 0 625: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 75.6 15.8 9.1 8.5 15.8 0.0 1.3 1.3 3.1 2.2: 1.2 0.0
Old : 100.0: 53.9 75.6 15.8 9.1 8.5 15.8 0.0 1.3 1.3 3.1 2.2: 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 : 32: 22 19 . . . 4 0 . . . .:
Old : 32: 22 19 . . . 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 : 49.1 58.4 69.9 79.7 44.5 42.4 57.8 63.0
Old : 49.1 58.4 69.9 79.7 44.5 42.4 57.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 43,728: 21,550 40,266 21,714 0 175 0 1,435 0 96 1,254 71: 122 527
Old : 43,728: 21,550 40,266 21,714 0 175 0 1,435 0 96 1,254 71: 122 527
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 254: 653 -191 -505 0 50 0 0 0 0 -6 6: 50 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 92.1 49.7 0.0 0.4 0.0 3.3 0.0 0.2 2.9 0.2: 0.3 1.2
Old : 100.0: 49.3 92.1 49.7 0.0 0.4 0.0 3.3 0.0 0.2 2.9 0.2: 0.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 4 0 . 0 . 0 . . .:
Old : 25: 13 12 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 : 67.9 82.6 88.8 93.2 67.8 75.5 84.0 85.4
Old : 67.9 82.6 88.8 93.2 67.8 75.5 84.0 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 37,718: 17,991 34,428 18,742 70 925 0 2,090 0 50 135 0: 10 70
Old : 37,718: 17,991 34,428 18,742 70 925 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 13, 2018 :
: 1,982: 957 1,367 410 0 615 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 91.3 49.7 0.2 2.5 0.0 5.5 0.0 0.1 0.4 0.0: 0.0 0.2
Old : 100.0: 47.7 91.3 49.7 0.2 2.5 0.0 5.5 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 : 69.4 87.9 88.6 95.4 67.0 85.4 84.5 90.2
Old : 69.4 87.9 88.6 95.4 67.0 85.4 84.5 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 30,552: 23,818 27,906 2,856 125 961 600 1,500 0 1,750 0 60: 507 0
Old : 30,552: 23,818 27,906 2,856 125 961 600 1,500 0 1,750 0 60: 507 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 241: 435 415 185 0 -174 0 0 0 -25 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 91.3 9.3 0.4 3.1 2.0 4.9 0.0 5.7 0.0 0.2: 1.7 0.0
Old : 100.0: 78.0 91.3 9.3 0.4 3.1 2.0 4.9 0.0 5.7 0.0 0.2: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.6 69.8 67.4 87.2 46.4 69.0 64.9 83.6
Old : 46.6 69.8 67.4 87.2 46.4 69.0 64.9 83.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,817: 19,460 21,045 993 620 507 0 210 320 965 0 0: 572 115
Old : 22,817: 19,460 21,045 993 620 507 0 210 320 965 0 0: 572 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 5: 40 25 -25 -25 5 0 0 0 -15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 92.2 4.4 2.7 2.2 0.0 0.9 1.4 4.2 0.0 0.0: 2.5 0.5
Old : 100.0: 85.3 92.2 4.4 2.7 2.2 0.0 0.9 1.4 4.2 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: 14 15 . . . 0 . . . 0 0:
Old : 26: 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 : 62.4 69.6 80.9 86.1 57.8 67.7 73.4 80.8
Old : 62.4 69.6 80.9 86.1 57.8 67.7 73.4 80.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 50,442: 45,596 35,521 2,423 6,998 1,114 120 6,140 0 598 253 416: 175 0
Old : 50,442: 45,596 35,521 2,423 6,998 1,114 120 6,140 0 598 253 416: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 65: -322 248 495 20 -109 0 -50 0 -25 -70 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 70.4 4.8 13.9 2.2 0.2 12.2 0.0 1.2 0.5 0.8: 0.3 0.0
Old : 100.0: 90.4 70.4 4.8 13.9 2.2 0.2 12.2 0.0 1.2 0.5 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 : 40: 23 20 . . . . . 0 . . .:
Old : 40: 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 : 67.1 46.6 80.8 73.5 63.8 45.7 71.4 65.1
Old : 67.1 46.6 80.8 73.5 63.8 45.7 71.4 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,957: 32,487 26,458 5,255 9,221 258 0 2,154 541 135 304 1: 280 20
Old : 38,957: 32,487 26,458 5,255 9,221 258 0 2,154 541 135 304 1: 280 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,633: 1,115 620 660 1,200 -87 0 -25 -75 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 67.9 13.5 23.7 0.7 0.0 5.5 1.4 0.3 0.8 0.0: 0.7 0.1
Old : 100.0: 83.4 67.9 13.5 23.7 0.7 0.0 5.5 1.4 0.3 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 : 63.3 63.4 77.7 86.3 59.2 62.8 72.0 81.8
Old : 63.3 63.4 77.7 86.3 59.2 62.8 72.0 81.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,349: 10,034 17,460 8,131 0 3,014 0 875 0 0 0 0: 170 0
Old : 21,349: 10,034 17,460 8,131 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 13, 2018 :
: 25: 0 25 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 81.8 38.1 0.0 14.1 0.0 4.1 0.0 0.0 0.0 0.0: 0.8 0.0
Old : 100.0: 47.0 81.8 38.1 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 : 21: 10 15 . 0 . 0 . 0 0 0 0:
Old : 21: 10 15 . 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 73.5 96.0 92.9 65.6 66.4 74.8 76.2
Old : 79.9 73.5 96.0 92.9 65.6 66.4 74.8 76.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,725: 6,460 12,200 4,360 0 515 180 0 0 1,190 0 0: 20 10
Old : 12,725: 6,460 12,200 4,360 0 515 180 0 0 1,190 0 0: 20 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -25: 125 -25 -160 0 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 95.9 34.3 0.0 4.0 1.4 0.0 0.0 9.4 0.0 0.0: 0.2 0.1
Old : 100.0: 50.8 95.9 34.3 0.0 4.0 1.4 0.0 0.0 9.4 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 10 . 0 . . 0 0 . 0 0:
Old : 26: 16 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 88.4 79.7 98.0 45.3 75.4 60.9 75.8
Old : 60.3 88.4 79.7 98.0 45.3 75.4 60.9 75.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,790: 6,495 12,265 4,610 0 515 180 0 0 850 0 0: 140 10
Old : 12,790: 6,495 12,265 4,610 0 515 180 0 0 850 0 0: 140 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -25: 185 -25 -220 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 95.9 36.0 0.0 4.0 1.4 0.0 0.0 6.6 0.0 0.0: 1.1 0.1
Old : 100.0: 50.8 95.9 36.0 0.0 4.0 1.4 0.0 0.0 6.6 0.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 10 . 0 . . 0 0 . 0 0:
Old : 25: 16 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 88.0 80.9 97.8 46.2 75.1 62.2 76.0
Old : 61.9 88.0 80.9 97.8 46.2 75.1 62.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 270,564: 204,344 131,419 466 56,292 32,905 0 11,630 20,665 0 5,702 11,717: 466 233
Old : 270,564: 204,344 131,419 466 56,292 32,905 0 11,630 20,665 0 5,702 11,717: 466 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -764: -3,166 -3,554 0 2,497 3,680 0 -1,925 -294 0 -183 -984: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 48.6 0.2 20.8 12.2 0.0 4.3 7.6 0.0 2.1 4.3: 0.2 0.1
Old : 100.0: 75.5 48.6 0.2 20.8 12.2 0.0 4.3 7.6 0.0 2.1 4.3: 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 : 71.7 55.6 91.0 80.3 45.0 35.7 45.5 42.8
Old : 71.7 55.6 91.0 80.3 45.0 35.7 45.5 42.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,790: 11,765 15,265 6,465 2,945 0 0 0 0 340 0 0: 220 580
Old : 18,790: 11,765 15,265 6,465 2,945 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 13, 2018 :
: 900: 900 300 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 81.2 34.4 15.7 0.0 0.0 0.0 0.0 1.8 0.0 0.0: 1.2 3.1
Old : 100.0: 62.6 81.2 34.4 15.7 0.0 0.0 0.0 0.0 1.8 0.0 0.0: 1.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.8 76.8 93.7 94.5 68.8 76.8 93.6 93.1
Old : 68.8 76.8 93.7 94.5 68.8 76.8 93.6 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,915: 8,917 15,755 10,850 3,865 1,740 0 480 75 150 0 0: 183 0
Old : 21,915: 8,917 15,755 10,850 3,865 1,740 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 13, 2018 :
: 500: 150 125 -25 0 375 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 71.9 49.5 17.6 7.9 0.0 2.2 0.3 0.7 0.0 0.0: 0.8 0.0
Old : 100.0: 40.7 71.9 49.5 17.6 7.9 0.0 2.2 0.3 0.7 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 : 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 : 76.1 65.4 90.8 91.1 68.1 58.0 76.0 76.8
Old : 76.1 65.4 90.8 91.1 68.1 58.0 76.0 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,125: 7,637 13,990 8,970 2,765 3,015 0 280 75 150 0 0: 278 0
Old : 20,125: 7,637 13,990 8,970 2,765 3,015 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 13, 2018 :
: 525: 150 125 -25 0 400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 69.5 44.6 13.7 15.0 0.0 1.4 0.4 0.7 0.0 0.0: 1.4 0.0
Old : 100.0: 37.9 69.5 44.6 13.7 15.0 0.0 1.4 0.4 0.7 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 : 78.0 69.8 90.6 93.3 59.7 55.3 67.4 70.8
Old : 78.0 69.8 90.6 93.3 59.7 55.3 67.4 70.8
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,570: 5,555 4,335 25 1,800 320 660 0 0 0 50 0: 10 65
Old : 6,570: 5,555 4,335 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 13, 2018 :
: -200: -200 -200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 66.0 0.4 27.4 4.9 10.0 0.0 0.0 0.0 0.8 0.0: 0.2 1.0
Old : 100.0: 84.6 66.0 0.4 27.4 4.9 10.0 0.0 0.0 0.0 0.8 0.0: 0.2 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 : 44.7 64.5 77.5 89.7 44.7 56.5 73.0 74.4
Old : 44.7 64.5 77.5 89.7 44.7 56.5 73.0 74.4
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 5,815: 5,385 4,025 25 1,280 395 0 0 0 0 50 0: 10 65
Old : 5,815: 5,385 4,025 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 13, 2018 :
: -200: -200 -200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 69.2 0.4 22.0 6.8 0.0 0.0 0.0 0.0 0.9 0.0: 0.2 1.1
Old : 100.0: 92.6 69.2 0.4 22.0 6.8 0.0 0.0 0.0 0.0 0.9 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 : 49.3 61.5 81.1 88.4 49.3 55.9 75.1 71.8
Old : 49.3 61.5 81.1 88.4 49.3 55.9 75.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,969: 17,182 17,009 3,605 1,495 3,410 0 25 0 372 2,985 0: 400 45
Old : 24,969: 17,182 17,009 3,605 1,495 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 13, 2018 :
: 22: 22 -28 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 68.1 14.4 6.0 13.7 0.0 0.1 0.0 1.5 12.0 0.0: 1.6 0.2
Old : 100.0: 68.8 68.1 14.4 6.0 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 : 54.3 82.9 84.7 96.6 48.0 75.4 75.1 82.8
Old : 54.3 82.9 84.7 96.6 48.0 75.4 75.1 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,432: 17,578 16,280 3,651 2,665 3,437 0 25 0 372 2,935 45: 349 45
Old : 25,432: 17,578 16,280 3,651 2,665 3,437 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 13, 2018 :
: 52: 52 -8 -10 50 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.0 14.4 10.5 13.5 0.0 0.1 0.0 1.5 11.5 0.2: 1.4 0.2
Old : 100.0: 69.1 64.0 14.4 10.5 13.5 0.0 0.1 0.0 1.5 11.5 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 : 56.9 84.9 85.0 96.1 50.6 75.9 74.1 82.5
Old : 56.9 84.9 85.0 96.1 50.6 75.9 74.1 82.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 119,088: 95,193 85,892 9,830 22,206 6,892 0 680 985 3,772 200 2,058: 358 175
Old : 119,088: 95,193 85,892 9,830 22,206 6,892 0 680 985 3,772 200 2,058: 358 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 825: 471 156 0 945 -261 0 -500 300 225 100 10: 80 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 72.1 8.3 18.6 5.8 0.0 0.6 0.8 3.2 0.2 1.7: 0.3 0.1
Old : 100.0: 79.9 72.1 8.3 18.6 5.8 0.0 0.6 0.8 3.2 0.2 1.7: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 27 29 . 4 5 0 4 . 5 . 5:
Old : 52: 27 29 . 4 5 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 : 41.2 56.4 60.6 80.0 35.8 49.4 51.6 64.2
Old : 41.2 56.4 60.6 80.0 35.8 49.4 51.6 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 131,908: 108,676 97,016 10,190 22,536 6,494 0 3,679 380 4,287 167 1,551: 330 85
Old : 131,908: 108,676 97,016 10,190 22,536 6,494 0 3,679 380 4,287 167 1,551: 330 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 733: 1,195 1,005 0 -25 -280 0 400 -420 180 -5 -17: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 73.5 7.7 17.1 4.9 0.0 2.8 0.3 3.2 0.1 1.2: 0.3 0.1
Old : 100.0: 82.4 73.5 7.7 17.1 4.9 0.0 2.8 0.3 3.2 0.1 1.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 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 : 39.4 55.8 61.0 77.8 36.2 49.3 54.4 63.5
Old : 39.4 55.8 61.0 77.8 36.2 49.3 54.4 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 268,938: 185,758 206,124 4,469 1,221 32,230 24,979 4,929 4,788 5,268 8,530 10,930: 517 186
Old : 268,938: 185,758 206,124 4,469 1,221 32,230 24,979 4,929 4,788 5,268 8,530 10,930: 517 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -1,172: 1,384 -2,338 -2,255 -30 227 684 710 -155 -1,433 180 586: -211 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 76.6 1.7 0.5 12.0 9.3 1.8 1.8 2.0 3.2 4.1: 0.2 0.1
Old : 100.0: 69.1 76.6 1.7 0.5 12.0 9.3 1.8 1.8 2.0 3.2 4.1: 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 : 90: 38 40 5 . 5 10 6 8 11 10 15:
Old : 90: 38 40 5 . 5 10 6 8 11 10 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 45.5 53.1 62.6 28.5 34.3 39.7 43.2
Old : 36.1 45.5 53.1 62.6 28.5 34.3 39.7 43.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,049: 25,982 32,333 3,620 768 2,458 1,805 50 120 1,748 275 0: 316 45
Old : 36,049: 25,982 32,333 3,620 768 2,458 1,805 50 120 1,748 275 0: 316 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 270: 265 620 0 -5 0 400 0 -420 0 50 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 89.7 10.0 2.1 6.8 5.0 0.1 0.3 4.8 0.8 0.0: 0.9 0.1
Old : 100.0: 72.1 89.7 10.0 2.1 6.8 5.0 0.1 0.3 4.8 0.8 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 : 33: 19 13 . . . . . . . . 0:
Old : 33: 19 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 : 47.6 87.7 69.9 96.5 46.0 78.4 64.6 81.7
Old : 47.6 87.7 69.9 96.5 46.0 78.4 64.6 81.7
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,732: 24,226 30,267 3,552 0 2,360 1,035 25 760 1,383 175 100: 316 45
Old : 33,732: 24,226 30,267 3,552 0 2,360 1,035 25 760 1,383 175 100: 316 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -210: -185 -530 55 0 -55 -500 0 300 50 -50 100: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 89.7 10.5 0.0 7.0 3.1 0.1 2.3 4.1 0.5 0.3: 0.9 0.1
Old : 100.0: 71.8 89.7 10.5 0.0 7.0 3.1 0.1 2.3 4.1 0.5 0.3: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 12 . 0 . . . . . . .:
Old : 33: 19 12 . 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 86.8 70.0 96.2 46.3 79.0 62.0 80.3
Old : 47.7 86.8 70.0 96.2 46.3 79.0 62.0 80.3
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,640: 7,925 7,995 2,440 2,970 1,675 0 0 0 600 0 0: 0 0
Old : 12,640: 7,925 7,995 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 13, 2018 :
: 530: 530 530 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 63.3 19.3 23.5 13.3 0.0 0.0 0.0 4.7 0.0 0.0: 0.0 0.0
Old : 100.0: 62.7 63.3 19.3 23.5 13.3 0.0 0.0 0.0 4.7 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 7 . . . 0 0 0 . 0 0:
Old : 20: 12 7 . . . 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 : 63.6 87.6 84.4 99.8 56.4 77.3 71.4 79.5
Old : 63.6 87.6 84.4 99.8 56.4 77.3 71.4 79.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,400: 6,655 7,570 3,810 3,495 1,335 0 0 0 600 0 0: 0 0
Old : 12,400: 6,655 7,570 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 13, 2018 :
: 530: 530 530 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 61.0 30.7 28.2 10.8 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Old : 100.0: 53.7 61.0 30.7 28.2 10.8 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 7 . . . 0 0 0 . 0 0:
Old : 20: 11 7 . . . 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 : 64.1 86.9 85.7 99.8 55.3 84.3 73.8 84.5
Old : 64.1 86.9 85.7 99.8 55.3 84.3 73.8 84.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 189,386: 80,656 125,020 49,730 19,087 34,642 22,829 0 1,356 0 9,221 30: 144 31
Old : 189,386: 80,656 125,020 49,730 19,087 34,642 22,829 0 1,356 0 9,221 30: 144 31
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -1,526: -1,603 -430 167 -864 -195 77 0 -8 0 -83 30: 6 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 66.0 26.3 10.1 18.3 12.1 0.0 0.7 0.0 4.9 0.0: 0.1 0.0
Old : 100.0: 42.6 66.0 26.3 10.1 18.3 12.1 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 . .:
Old : 22: 17 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 : 71.4 76.3 87.7 94.3 47.6 50.6 54.3 56.9
Old : 71.4 76.3 87.7 94.3 47.6 50.6 54.3 56.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,212: 11,287 22,882 14,910 100 1,195 735 0 100 0 4,050 0: 3,985 3,885
Old : 32,212: 11,287 22,882 14,910 100 1,195 735 0 100 0 4,050 0: 3,985 3,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,610: -815 925 1,740 0 0 600 0 0 0 600 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 71.0 46.3 0.3 3.7 2.3 0.0 0.3 0.0 12.6 0.0: 12.4 12.1
Old : 100.0: 35.0 71.0 46.3 0.3 3.7 2.3 0.0 0.3 0.0 12.6 0.0: 12.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 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 : 64.0 40.7 81.2 69.3 55.4 38.4 65.8 56.8
Old : 64.0 40.7 81.2 69.3 55.4 38.4 65.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,080: 10,361 20,931 14,005 100 1,655 735 0 100 0 4,050 0: 3,224 3,244
Old : 30,080: 10,361 20,931 14,005 100 1,655 735 0 100 0 4,050 0: 3,224 3,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,610: -815 925 1,740 0 0 600 0 0 0 600 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 69.6 46.6 0.3 5.5 2.4 0.0 0.3 0.0 13.5 0.0: 10.7 10.8
Old : 100.0: 34.4 69.6 46.6 0.3 5.5 2.4 0.0 0.3 0.0 13.5 0.0: 10.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 68.9 43.4 85.3 72.0 55.7 40.2 63.2 57.0
Old : 68.9 43.4 85.3 72.0 55.7 40.2 63.2 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,515: 20,080 6,160 250 3,280 3,555 0 10,170 0 0 880 15: 2,615 2,455
Old : 26,515: 20,080 6,160 250 3,280 3,555 0 10,170 0 0 880 15: 2,615 2,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,080: 1,440 140 0 1,250 -500 0 50 0 0 0 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 23.2 0.9 12.4 13.4 0.0 38.4 0.0 0.0 3.3 0.1: 9.9 9.3
Old : 100.0: 75.7 23.2 0.9 12.4 13.4 0.0 38.4 0.0 0.0 3.3 0.1: 9.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.3 73.8 73.1 84.0 45.3 62.1 62.7 71.6
Old : 51.3 73.8 73.1 84.0 45.3 62.1 62.7 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,675: 19,875 6,255 250 3,505 4,055 0 9,995 0 0 530 15: 2,480 2,320
Old : 26,675: 19,875 6,255 250 3,505 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 13, 2018 :
: 635: 635 -115 0 750 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 23.4 0.9 13.1 15.2 0.0 37.5 0.0 0.0 2.0 0.1: 9.3 8.7
Old : 100.0: 74.5 23.4 0.9 13.1 15.2 0.0 37.5 0.0 0.0 2.0 0.1: 9.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.2 76.1 74.3 86.4 45.8 62.5 60.9 70.5
Old : 54.2 76.1 74.3 86.4 45.8 62.5 60.9 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,610: 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 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 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 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,250: 14,580 7,490 0 2,535 1,715 0 4,740 0 0 155 25: 1,930 1,590
Old : 18,250: 14,580 7,490 0 2,535 1,715 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 13, 2018 :
: 100: 50 0 0 50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 41.0 0.0 13.9 9.4 0.0 26.0 0.0 0.0 0.8 0.1: 10.6 8.7
Old : 100.0: 79.9 41.0 0.0 13.9 9.4 0.0 26.0 0.0 0.0 0.8 0.1: 10.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.5 71.6 79.8 87.3 59.7 57.7 66.9 67.5
Old : 66.5 71.6 79.8 87.3 59.7 57.7 66.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,625: 13,255 7,600 0 1,660 1,990 0 4,180 0 0 155 25: 2,355 2,015
Old : 17,625: 13,255 7,600 0 1,660 1,990 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 13, 2018 :
: 100: 50 0 0 50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 43.1 0.0 9.4 11.3 0.0 23.7 0.0 0.0 0.9 0.1: 13.4 11.4
Old : 100.0: 75.2 43.1 0.0 9.4 11.3 0.0 23.7 0.0 0.0 0.9 0.1: 13.4 11.4
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 : 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 : 64.5 70.9 76.9 86.2 56.6 55.3 64.1 65.8
Old : 64.5 70.9 76.9 86.2 56.6 55.3 64.1 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,025: 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 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 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 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,860: 27,805 11,540 0 27,880 0 9,475 350 190 2,470 0 200: 1,720 1,700
Old : 41,860: 27,805 11,540 0 27,880 0 9,475 350 190 2,470 0 200: 1,720 1,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,000: 905 -500 0 910 0 -475 0 190 -20 0 200: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 27.6 0.0 66.6 0.0 22.6 0.8 0.5 5.9 0.0 0.5: 4.1 4.1
Old : 100.0: 66.4 27.6 0.0 66.6 0.0 22.6 0.8 0.5 5.9 0.0 0.5: 4.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 9 0 . 0 . . . . 0 .:
Old : 30: 18 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 : 61.0 81.8 80.0 92.7 60.5 79.2 79.3 88.2
Old : 61.0 81.8 80.0 92.7 60.5 79.2 79.3 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,860: 24,120 13,470 0 20,530 310 7,740 350 75 2,470 0 200: 1,945 1,925
Old : 36,860: 24,120 13,470 0 20,530 310 7,740 350 75 2,470 0 200: 1,945 1,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 460: 905 -625 0 685 195 -825 0 0 -20 0 200: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 36.5 0.0 55.7 0.8 21.0 0.9 0.2 6.7 0.0 0.5: 5.3 5.2
Old : 100.0: 65.4 36.5 0.0 55.7 0.8 21.0 0.9 0.2 6.7 0.0 0.5: 5.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 9 0 . . . . . . 0 .:
Old : 29: 17 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 77.8 77.4 90.3 56.4 75.1 76.6 84.9
Old : 57.0 77.8 77.4 90.3 56.4 75.1 76.6 84.9
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 99,055: 42,465 86,405 34,515 0 100 11,170 0 2,045 605 2,320 655: 7,500 7,530
Old : 99,055: 42,465 86,405 34,515 0 100 11,170 0 2,045 605 2,320 655: 7,500 7,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,650: -1,385 1,370 2,210 0 0 525 0 175 155 135 45: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 87.2 34.8 0.0 0.1 11.3 0.0 2.1 0.6 2.3 0.7: 7.6 7.6
Old : 100.0: 42.9 87.2 34.8 0.0 0.1 11.3 0.0 2.1 0.6 2.3 0.7: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.5 59.5 79.5 73.0 63.5 58.9 75.5 70.6
Old : 65.5 59.5 79.5 73.0 63.5 58.9 75.5 70.6
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 91,335: 42,710 77,435 25,350 0 295 11,460 0 1,440 265 2,320 615: 9,200 9,230
Old : 91,335: 42,710 77,435 25,350 0 295 11,460 0 1,440 265 2,320 615: 9,200 9,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,220: -1,125 1,205 1,485 0 0 825 0 0 165 145 35: -165 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 84.8 27.8 0.0 0.3 12.5 0.0 1.6 0.3 2.5 0.7: 10.1 10.1
Old : 100.0: 46.8 84.8 27.8 0.0 0.3 12.5 0.0 1.6 0.3 2.5 0.7: 10.1 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 : 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 : 64.4 52.8 80.9 67.2 62.6 52.8 76.6 66.5
Old : 64.4 52.8 80.9 67.2 62.6 52.8 76.6 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,495: 15,910 6,280 100 6,910 1,545 0 3,600 100 600 0 75: 2,165 1,985
Old : 20,495: 15,910 6,280 100 6,910 1,545 0 3,600 100 600 0 75: 2,165 1,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,815: 2,855 1,055 0 0 0 -100 1,700 100 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 30.6 0.5 33.7 7.5 0.0 17.6 0.5 2.9 0.0 0.4: 10.6 9.7
Old : 100.0: 77.6 30.6 0.5 33.7 7.5 0.0 17.6 0.5 2.9 0.0 0.4: 10.6 9.7
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 : 25: 13 13 . . . 0 . . . 0 .:
Old : 25: 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 : 55.3 59.3 72.2 80.7 51.8 51.3 65.6 70.2
Old : 55.3 59.3 72.2 80.7 51.8 51.3 65.6 70.2
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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 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 13, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,675: 33,140 30,345 0 1,170 5,840 0 1,125 825 0 500 100: 7,770 7,770
Old : 47,675: 33,140 30,345 0 1,170 5,840 0 1,125 825 0 500 100: 7,770 7,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -220: -280 920 0 0 0 0 -1,200 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 63.6 0.0 2.5 12.2 0.0 2.4 1.7 0.0 1.0 0.2: 16.3 16.3
Old : 100.0: 69.5 63.6 0.0 2.5 12.2 0.0 2.4 1.7 0.0 1.0 0.2: 16.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 21 0 . . 0 . . 0 . .:
Old : 29: 16 21 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 : 56.1 41.2 74.5 57.9 51.2 32.0 53.3 43.5
Old : 56.1 41.2 74.5 57.9 51.2 32.0 53.3 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, February 20, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,860: 16,645 17,100 225 965 3,850 1,675 0 25 0 600 0: 9,440 9,320
Old : 31,860: 16,645 17,100 225 965 3,850 1,675 0 25 0 600 0: 9,440 9,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,450: 370 1,570 0 0 20 1,200 0 -300 0 0 0: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 53.7 0.7 3.0 12.1 5.3 0.0 0.1 0.0 1.9 0.0: 29.6 29.3
Old : 100.0: 52.2 53.7 0.7 3.0 12.1 5.3 0.0 0.1 0.0 1.9 0.0: 29.6 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 19 . . . . 0 . 0 . 0:
Old : 27: 15 19 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 31.2 60.5 46.0 36.9 17.6 39.8 29.5
Old : 44.8 31.2 60.5 46.0 36.9 17.6 39.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2018