COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,219: 21,011 27,322 4,642 3,180 2,873 6,184 11,452 1,215 13,740 3,971 7,447: 1,107 759
Old : 58,219: 21,011 27,322 4,642 3,180 2,873 6,184 11,452 1,215 13,740 3,971 7,447: 1,107 759
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 787: 708 647 150 -87 90 -380 -285 204 173 310 -2: -156 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 46.9 8.0 5.5 4.9 10.6 19.7 2.1 23.6 6.8 12.8: 1.9 1.3
Old : 100.0: 36.1 46.9 8.0 5.5 4.9 10.6 19.7 2.1 23.6 6.8 12.8: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 15 14 . 4 4 . 5 6 11 10 15:
Old : 51: 15 14 . 4 4 . 5 6 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 : 39.4 52.9 67.3 67.5 34.8 35.1 51.9 45.7
Old : 39.4 52.9 67.3 67.5 34.8 35.1 51.9 45.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,266: 1,400 5,111 692 1,652 0 955 704 240 4,360 16 265: 354 278
Old : 8,266: 1,400 5,111 692 1,652 0 955 704 240 4,360 16 265: 354 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 15: -230 -65 10 65 0 15 0 0 155 0 15: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 61.8 8.4 20.0 0.0 11.6 8.5 2.9 52.7 0.2 3.2: 4.3 3.4
Old : 100.0: 16.9 61.8 8.4 20.0 0.0 11.6 8.5 2.9 52.7 0.2 3.2: 4.3 3.4
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 : 24: 5 7 . . 0 . . . 7 . 4:
Old : 24: 5 7 . . 0 . . . 7 . 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 : 54.6 59.0 75.1 87.7 53.4 58.0 69.4 77.5
Old : 54.6 59.0 75.1 87.7 53.4 58.0 69.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 TONS) :
: : Positions :
All : 1,657: 333 925 358 9 65 287 135 158 120 30 332: 3 3
Old : 1,657: 333 925 358 9 65 287 135 158 120 30 332: 3 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 42: 11 13 12 -1 -1 1 12 18 -1 -1 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 55.8 21.6 0.5 3.9 17.3 8.1 9.6 7.3 1.8 20.0: 0.2 0.2
Old : 100.0: 20.1 55.8 21.6 0.5 3.9 17.3 8.1 9.6 7.3 1.8 20.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 7 8 . . . . . 5 6 . 5:
Old : 28: 7 8 . . . . . 5 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 : 63.5 55.4 83.5 78.2 42.4 39.4 47.8 46.7
Old : 63.5 55.4 83.5 78.2 42.4 39.4 47.8 46.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,813: 60,883 69,513 3,377 8,678 15,202 12,886 156 2,707 6,125 5,043 7,965: 667 549
Old : 109,813: 60,883 69,513 3,377 8,678 15,202 12,886 156 2,707 6,125 5,043 7,965: 667 549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -7,714: -4,710 -4,290 -40 -1,116 85 -1,236 -253 127 -141 -1,500 -584: -1,216 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 63.3 3.1 7.9 13.8 11.7 0.1 2.5 5.6 4.6 7.3: 0.6 0.5
Old : 100.0: 55.4 63.3 3.1 7.9 13.8 11.7 0.1 2.5 5.6 4.6 7.3: 0.6 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 : 62: 36 35 . . 4 6 . 6 7 5 11:
Old : 62: 36 35 . . 4 6 . 6 7 5 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 34.1 59.3 53.9 24.4 20.8 34.0 31.6
Old : 39.2 34.1 59.3 53.9 24.4 20.8 34.0 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,912: 24,199 26,532 2,613 855 2,550 400 250 0 600 175 550: 0 0
Old : 30,912: 24,199 26,532 2,613 855 2,550 400 250 0 600 175 550: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,087: 627 175 -126 275 286 0 0 0 -150 -100 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 85.8 8.5 2.8 8.2 1.3 0.8 0.0 1.9 0.6 1.8: 0.0 0.0
Old : 100.0: 78.3 85.8 8.5 2.8 8.2 1.3 0.8 0.0 1.9 0.6 1.8: 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 : 35: 23 17 . . . . . 0 4 . 5:
Old : 35: 23 17 . . . . . 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 52.9 73.2 84.6 37.8 48.4 49.4 55.9
Old : 47.1 52.9 73.2 84.6 37.8 48.4 49.4 55.9
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,454: 19,240 15,067 0 4,257 1,265 0 0 0 450 150 475: 24 240
Old : 21,454: 19,240 15,067 0 4,257 1,265 0 0 0 450 150 475: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 0: 425 -250 0 475 -300 0 0 0 -200 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 70.2 0.0 19.8 5.9 0.0 0.0 0.0 2.1 0.7 2.2: 0.1 1.1
Old : 100.0: 89.7 70.2 0.0 19.8 5.9 0.0 0.0 0.0 2.1 0.7 2.2: 0.1 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 : 27: 17 14 0 . . 0 0 0 . . .:
Old : 27: 17 14 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 56.6 80.4 83.4 55.3 42.7 62.6 60.5
Old : 61.9 56.6 80.4 83.4 55.3 42.7 62.6 60.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 171,719: 134,497 110,815 17,833 17,165 6,189 6,690 17,518 3,481 2,680 16,228 313: 36 10
Old : 171,719: 134,497 110,815 17,833 17,165 6,189 6,690 17,518 3,481 2,680 16,228 313: 36 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -7,214: -6,413 -2,416 -2,994 -4,254 2,138 300 -405 -414 245 -2 35: -111 -1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 64.5 10.4 10.0 3.6 3.9 10.2 2.0 1.6 9.5 0.2: 0.0 0.0
Old : 100.0: 78.3 64.5 10.4 10.0 3.6 3.9 10.2 2.0 1.6 9.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 35 36 . . . . 4 . 4 4 .:
Old : 60: 35 36 . . . . 4 . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 40.6 57.5 70.1 31.5 33.9 46.7 52.5
Old : 36.0 40.6 57.5 70.1 31.5 33.9 46.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,639: 43,048 34,779 8,755 11,719 1,488 577 5,775 675 725 848 350: 22 5
Old : 55,639: 43,048 34,779 8,755 11,719 1,488 577 5,775 675 725 848 350: 22 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,166: -1,933 -1,576 230 -935 -32 -24 550 0 -525 -298 125: -7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 62.5 15.7 21.1 2.7 1.0 10.4 1.2 1.3 1.5 0.6: 0.0 0.0
Old : 100.0: 77.4 62.5 15.7 21.1 2.7 1.0 10.4 1.2 1.3 1.5 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 21 . . . . . . 4 4 .:
Old : 37: 17 21 . . . . . . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 73.5 89.6 86.5 76.0 67.9 81.1 77.6
Old : 79.2 73.5 89.6 86.5 76.0 67.9 81.1 77.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,261: 44,010 39,680 1,377 2,520 9,761 200 3,300 300 150 25 360: 103 315
Old : 56,261: 44,010 39,680 1,377 2,520 9,761 200 3,300 300 150 25 360: 103 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,407: -1,685 -2,195 -168 -180 118 150 75 -225 0 0 0: -597 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 70.5 2.4 4.5 17.3 0.4 5.9 0.5 0.3 0.0 0.6: 0.2 0.6
Old : 100.0: 78.2 70.5 2.4 4.5 17.3 0.4 5.9 0.5 0.3 0.0 0.6: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 25 . . . . . . . . .:
Old : 37: 25 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.1 72.6 72.0 23.9 30.2 36.6 45.1
Old : 49.1 46.1 72.6 72.0 23.9 30.2 36.6 45.1
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,159: 49,785 37,970 2,060 14,588 4,146 0 585 150 1,615 450 40: 363 230
Old : 58,159: 49,785 37,970 2,060 14,588 4,146 0 585 150 1,615 450 40: 363 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -3,142: -2,560 -2,456 0 293 -205 0 -650 0 -100 50 -50: -227 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 65.3 3.5 25.1 7.1 0.0 1.0 0.3 2.8 0.8 0.1: 0.6 0.4
Old : 100.0: 85.6 65.3 3.5 25.1 7.1 0.0 1.0 0.3 2.8 0.8 0.1: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 23 . . . 0 . . . . .:
Old : 38: 23 23 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 54.0 65.6 79.5 38.8 46.1 54.2 61.1
Old : 41.2 54.0 65.6 79.5 38.8 46.1 54.2 61.1
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,391: 39,871 26,362 19,375 16,515 2,955 0 0 0 775 17,400 0: 415 159
Old : 63,391: 39,871 26,362 19,375 16,515 2,955 0 0 0 775 17,400 0: 415 159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -4,040: -3,308 -2,885 -580 -790 0 0 0 0 0 0 0: -152 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 41.6 30.6 26.1 4.7 0.0 0.0 0.0 1.2 27.4 0.0: 0.7 0.3
Old : 100.0: 62.9 41.6 30.6 26.1 4.7 0.0 0.0 0.0 1.2 27.4 0.0: 0.7 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 : 37: 24 24 . . . 0 0 0 . . 0:
Old : 37: 24 24 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 74.5 66.8 86.2 43.7 67.9 60.8 76.6
Old : 45.9 74.5 66.8 86.2 43.7 67.9 60.8 76.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,625: 55,009 35,320 26,230 22,845 1,785 0 0 0 1,255 24,400 0: 346 275
Old : 84,625: 55,009 35,320 26,230 22,845 1,785 0 0 0 1,255 24,400 0: 346 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -5,667: -4,552 -3,827 -745 -1,060 0 0 0 0 0 -650 0: -370 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 41.7 31.0 27.0 2.1 0.0 0.0 0.0 1.5 28.8 0.0: 0.4 0.3
Old : 100.0: 65.0 41.7 31.0 27.0 2.1 0.0 0.0 0.0 1.5 28.8 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 22 . . . 0 0 0 . . 0:
Old : 38: 25 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 70.0 67.4 85.2 46.7 68.0 65.1 78.6
Old : 47.8 70.0 67.4 85.2 46.7 68.0 65.1 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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,147: 22,709 26,372 4,075 0 4,875 0 800 0 400 0 0: 88 100
Old : 32,147: 22,709 26,372 4,075 0 4,875 0 800 0 400 0 0: 88 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,727: -1,305 -1,487 -195 0 -180 0 -50 0 -25 0 0: -22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 82.0 12.7 0.0 15.2 0.0 2.5 0.0 1.2 0.0 0.0: 0.3 0.3
Old : 100.0: 70.6 82.0 12.7 0.0 15.2 0.0 2.5 0.0 1.2 0.0 0.0: 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 : 27: 20 17 . 0 . 0 . 0 . 0 0:
Old : 27: 20 17 . 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 : 43.2 69.5 69.6 83.0 31.9 54.1 47.6 55.7
Old : 43.2 69.5 69.6 83.0 31.9 54.1 47.6 55.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,415: 29,740 31,927 2,520 1,355 2,470 500 420 0 1,050 0 75: 60 168
Old : 36,415: 29,740 31,927 2,520 1,355 2,470 500 420 0 1,050 0 75: 60 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,276: -911 -1,379 -185 -80 -55 -125 420 0 50 0 -50: 0 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 87.7 6.9 3.7 6.8 1.4 1.2 0.0 2.9 0.0 0.2: 0.2 0.5
Old : 100.0: 81.7 87.7 6.9 3.7 6.8 1.4 1.2 0.0 2.9 0.0 0.2: 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 : 31: 18 20 . . . . . 0 . 0 .:
Old : 31: 18 20 . . . . . 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 : 44.0 68.4 65.6 86.8 24.8 49.5 39.3 56.7
Old : 44.0 68.4 65.6 86.8 24.8 49.5 39.3 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,565: 11,315 9,840 300 2,275 150 0 0 0 800 300 0: 0 0
Old : 12,565: 11,315 9,840 300 2,275 150 0 0 0 800 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,300: -1,300 -1,200 0 -100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 78.3 2.4 18.1 1.2 0.0 0.0 0.0 6.4 2.4 0.0: 0.0 0.0
Old : 100.0: 90.1 78.3 2.4 18.1 1.2 0.0 0.0 0.0 6.4 2.4 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 : 21: 15 12 . . . 0 0 0 . . 0:
Old : 21: 15 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 : 68.4 65.0 85.1 90.4 68.4 61.0 81.5 82.1
Old : 68.4 65.0 85.1 90.4 68.4 61.0 81.5 82.1
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,846: 13,761 10,679 0 2,710 880 400 1,032 0 1,300 950 300: 205 295
Old : 16,846: 13,761 10,679 0 2,710 880 400 1,032 0 1,300 950 300: 205 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -4,236: -3,716 -2,385 0 -675 -10 -100 -200 0 -350 -906 -50: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 63.4 0.0 16.1 5.2 2.4 6.1 0.0 7.7 5.6 1.8: 1.2 1.8
Old : 100.0: 81.7 63.4 0.0 16.1 5.2 2.4 6.1 0.0 7.7 5.6 1.8: 1.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 19 0 . . . . 0 . . .:
Old : 32: 18 19 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 38.4 74.7 60.0 50.2 34.7 64.8 52.7
Old : 53.4 38.4 74.7 60.0 50.2 34.7 64.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,090: 8,290 7,865 450 950 660 0 50 25 0 120 280: 385 140
Old : 10,090: 8,290 7,865 450 950 660 0 50 25 0 120 280: 385 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -980: -650 -960 0 125 -125 -125 50 -50 -50 -30 -20: 40 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 77.9 4.5 9.4 6.5 0.0 0.5 0.2 0.0 1.2 2.8: 3.8 1.4
Old : 100.0: 82.2 77.9 4.5 9.4 6.5 0.0 0.5 0.2 0.0 1.2 2.8: 3.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 . . . 0 . . 0 . .:
Old : 21: 8 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 : 70.8 66.5 89.2 89.5 68.9 61.5 77.2 75.1
Old : 70.8 66.5 89.2 89.5 68.9 61.5 77.2 75.1
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,013: 27,413 34,718 7,355 0 4,245 400 0 600 0 350 0: 0 100
Old : 40,013: 27,413 34,718 7,355 0 4,245 400 0 600 0 350 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,645: -1,945 -1,980 130 0 -580 -250 0 0 0 -75 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 86.8 18.4 0.0 10.6 1.0 0.0 1.5 0.0 0.9 0.0: 0.0 0.2
Old : 100.0: 68.5 86.8 18.4 0.0 10.6 1.0 0.0 1.5 0.0 0.9 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 : 32: 22 20 . 0 . . 0 . 0 . 0:
Old : 32: 22 20 . 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 : 43.8 57.7 70.9 76.6 32.4 50.3 47.2 56.6
Old : 43.8 57.7 70.9 76.6 32.4 50.3 47.2 56.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,141: 41,445 30,311 1,485 12,569 1,691 0 300 0 1,200 1,200 0: 320 70
Old : 46,141: 41,445 30,311 1,485 12,569 1,691 0 300 0 1,200 1,200 0: 320 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,555: -1,903 -2,585 -370 432 -232 0 125 0 125 -100 -175: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 65.7 3.2 27.2 3.7 0.0 0.7 0.0 2.6 2.6 0.0: 0.7 0.2
Old : 100.0: 89.8 65.7 3.2 27.2 3.7 0.0 0.7 0.0 2.6 2.6 0.0: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 23 . . . 0 . 0 . . 0:
Old : 35: 22 23 . . . 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 : 48.4 62.2 70.2 83.6 42.1 57.8 61.9 76.6
Old : 48.4 62.2 70.2 83.6 42.1 57.8 61.9 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,947: 39,055 37,982 8,407 11,025 620 225 0 0 1,250 0 300: 90 20
Old : 49,947: 39,055 37,982 8,407 11,025 620 225 0 0 1,250 0 300: 90 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -3,501: -1,965 -2,731 -526 -710 0 -75 0 0 -45 0 0: -890 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 76.0 16.8 22.1 1.2 0.5 0.0 0.0 2.5 0.0 0.6: 0.2 0.0
Old : 100.0: 78.2 76.0 16.8 22.1 1.2 0.5 0.0 0.0 2.5 0.0 0.6: 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 : 28: 19 10 . . . . 0 0 . 0 .:
Old : 28: 19 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 : 42.4 94.6 70.8 99.2 38.7 94.3 67.1 94.8
Old : 42.4 94.6 70.8 99.2 38.7 94.3 67.1 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,238: 41,775 38,958 9,733 12,790 2,295 225 0 0 1,880 2,000 175: 155 20
Old : 56,238: 41,775 38,958 9,733 12,790 2,295 225 0 0 1,880 2,000 175: 155 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -4,155: -2,825 -3,280 -500 -590 0 -75 0 0 10 -250 0: -765 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 69.3 17.3 22.7 4.1 0.4 0.0 0.0 3.3 3.6 0.3: 0.3 0.0
Old : 100.0: 74.3 69.3 17.3 22.7 4.1 0.4 0.0 0.0 3.3 3.6 0.3: 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 : 29: 19 11 . . . . 0 0 . . .:
Old : 29: 19 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 : 40.5 91.3 67.9 98.3 38.1 89.0 65.1 92.2
Old : 40.5 91.3 67.9 98.3 38.1 89.0 65.1 92.2
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,140: 66,883 59,526 897 6,320 2,123 0 0 0 155 1,847 19: 63 305
Old : 70,140: 66,883 59,526 897 6,320 2,123 0 0 0 155 1,847 19: 63 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -4,344: -3,778 -4,272 -630 -142 143 0 0 0 -55 10 -60: 36 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 84.9 1.3 9.0 3.0 0.0 0.0 0.0 0.2 2.6 0.0: 0.1 0.4
Old : 100.0: 95.4 84.9 1.3 9.0 3.0 0.0 0.0 0.0 0.2 2.6 0.0: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 23 . . . 0 0 0 . . .:
Old : 40: 26 23 . . . 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 : 54.0 62.8 77.0 82.3 54.0 59.8 76.2 78.5
Old : 54.0 62.8 77.0 82.3 54.0 59.8 76.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,313: 78,851 77,556 3,266 6,160 2,739 3,430 353 74 2,286 3,601 1,551: 116 279
Old : 92,313: 78,851 77,556 3,266 6,160 2,739 3,430 353 74 2,286 3,601 1,551: 116 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -6,918: -6,543 -6,077 -928 -497 293 -10 81 -81 70 -1,115 245: 36 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 84.0 3.5 6.7 3.0 3.7 0.4 0.1 2.5 3.9 1.7: 0.1 0.3
Old : 100.0: 85.4 84.0 3.5 6.7 3.0 3.7 0.4 0.1 2.5 3.9 1.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 29 30 . . . . 4 . 4 4 4:
Old : 55: 29 30 . . . . 4 . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 59.2 65.9 77.6 42.4 52.9 60.7 68.4
Old : 43.8 59.2 65.9 77.6 42.4 52.9 60.7 68.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,372: 23,777 30,045 5,941 0 327 0 0 0 275 0 0: 52 0
Old : 30,372: 23,777 30,045 5,941 0 327 0 0 0 275 0 0: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,638: -1,748 -2,600 -985 0 -38 0 0 0 125 0 0: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 98.9 19.6 0.0 1.1 0.0 0.0 0.0 0.9 0.0 0.0: 0.2 0.0
Old : 100.0: 78.3 98.9 19.6 0.0 1.1 0.0 0.0 0.0 0.9 0.0 0.0: 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 : 20: 11 11 . 0 . 0 0 0 . 0 0:
Old : 20: 11 11 . 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 : 79.4 85.8 97.3 96.9 77.3 80.6 82.2 83.4
Old : 79.4 85.8 97.3 96.9 77.3 80.6 82.2 83.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,406: 32,960 30,412 3,805 2,745 3,140 0 4,650 0 943 25 189: 369 245
Old : 41,406: 32,960 30,412 3,805 2,745 3,140 0 4,650 0 943 25 189: 369 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,318: -2,030 -1,861 -400 0 260 0 0 0 -142 0 25: -31 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 73.4 9.2 6.6 7.6 0.0 11.2 0.0 2.3 0.1 0.5: 0.9 0.6
Old : 100.0: 79.6 73.4 9.2 6.6 7.6 0.0 11.2 0.0 2.3 0.1 0.5: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 15 . . . 0 . 0 . . .:
Old : 30: 20 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 76.6 76.0 92.1 54.6 68.6 70.0 80.3
Old : 54.9 76.6 76.0 92.1 54.6 68.6 70.0 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 42,012: 25,731 32,519 6,798 2,080 3,858 1,550 0 1,800 1,770 1,400 50: 455 305
Old : 42,012: 25,731 32,519 6,798 2,080 3,858 1,550 0 1,800 1,770 1,400 50: 455 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -3,435: -3,030 -2,610 83 0 -83 -250 0 0 -425 0 45: 225 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 77.4 16.2 5.0 9.2 3.7 0.0 4.3 4.2 3.3 0.1: 1.1 0.7
Old : 100.0: 61.2 77.4 16.2 5.0 9.2 3.7 0.0 4.3 4.2 3.3 0.1: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 18 . . . . 0 . . . .:
Old : 29: 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 : 45.1 62.2 68.3 81.0 33.2 49.5 48.6 62.5
Old : 45.1 62.2 68.3 81.0 33.2 49.5 48.6 62.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 36,626: 18,548 32,649 17,678 1,567 40 0 1,490 275 0 330 15: 70 260
Old : 36,626: 18,548 32,649 17,678 1,567 40 0 1,490 275 0 330 15: 70 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,720: -1,779 -1,517 620 -38 40 0 -335 110 0 60 0: -711 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 89.1 48.3 4.3 0.1 0.0 4.1 0.8 0.0 0.9 0.0: 0.2 0.7
Old : 100.0: 50.6 89.1 48.3 4.3 0.1 0.0 4.1 0.8 0.0 0.9 0.0: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 14 5 . . 0 . . 0 . .:
Old : 31: 16 14 5 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 74.0 85.3 87.9 63.7 72.9 82.9 85.3
Old : 63.8 74.0 85.3 87.9 63.7 72.9 82.9 85.3
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,008: 15,410 28,015 15,790 1,388 230 0 2,200 140 350 0 0: 88 35
Old : 32,008: 15,410 28,015 15,790 1,388 230 0 2,200 140 350 0 0: 88 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,055: -1,288 -740 665 -85 0 0 -100 -50 0 0 0: -382 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 87.5 49.3 4.3 0.7 0.0 6.9 0.4 1.1 0.0 0.0: 0.3 0.1
Old : 100.0: 48.1 87.5 49.3 4.3 0.7 0.0 6.9 0.4 1.1 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 11 . . . 0 . . . 0 0:
Old : 29: 14 11 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 73.9 89.7 86.5 71.1 73.9 87.8 84.7
Old : 71.7 73.9 89.7 86.5 71.1 73.9 87.8 84.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,292: 18,105 22,471 3,277 182 1,744 75 680 15 1,223 0 149: 704 51
Old : 25,292: 18,105 22,471 3,277 182 1,744 75 680 15 1,223 0 149: 704 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -3,296: -2,300 -2,753 -795 0 -39 0 -145 0 59 -50 -109: -112 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 88.8 13.0 0.7 6.9 0.3 2.7 0.1 4.8 0.0 0.6: 2.8 0.2
Old : 100.0: 71.6 88.8 13.0 0.7 6.9 0.3 2.7 0.1 4.8 0.0 0.6: 2.8 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 : 32: 18 17 . . 4 . . . . 0 .:
Old : 32: 18 17 . . 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 : 52.6 59.9 68.9 77.3 45.7 59.4 60.1 72.3
Old : 52.6 59.9 68.9 77.3 45.7 59.4 60.1 72.3
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,676: 18,127 18,035 904 1,752 423 80 0 300 736 25 1: 105 140
Old : 20,676: 18,127 18,035 904 1,752 423 80 0 300 736 25 1: 105 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,698: -190 -277 -160 -339 0 -110 0 0 -23 0 0: -1,215 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 87.2 4.4 8.5 2.0 0.4 0.0 1.5 3.6 0.1 0.0: 0.5 0.7
Old : 100.0: 87.7 87.2 4.4 8.5 2.0 0.4 0.0 1.5 3.6 0.1 0.0: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . . 0 . . . .:
Old : 28: 13 14 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 69.0 84.8 87.7 70.5 68.9 82.5 85.4
Old : 70.8 69.0 84.8 87.7 70.5 68.9 82.5 85.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 48,285: 41,645 27,326 2,352 9,697 2,049 1,200 8,604 252 385 187 150: 252 20
Old : 48,285: 41,645 27,326 2,352 9,697 2,049 1,200 8,604 252 385 187 150: 252 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -951: -802 643 875 820 -792 -80 -608 -4 -245 -544 50: 47 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 56.6 4.9 20.1 4.2 2.5 17.8 0.5 0.8 0.4 0.3: 0.5 0.0
Old : 100.0: 86.2 56.6 4.9 20.1 4.2 2.5 17.8 0.5 0.8 0.4 0.3: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 22 . . . . . . . . .:
Old : 43: 25 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 50.5 71.4 69.0 51.0 47.7 59.3 58.7
Old : 55.6 50.5 71.4 69.0 51.0 47.7 59.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,407: 26,367 19,067 3,944 10,020 606 1,200 2,360 0 35 350 0: 255 4
Old : 32,407: 26,367 19,067 3,944 10,020 606 1,200 2,360 0 35 350 0: 255 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -979: -1,434 -672 504 726 21 -150 -780 0 0 0 0: 80 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 58.8 12.2 30.9 1.9 3.7 7.3 0.0 0.1 1.1 0.0: 0.8 0.0
Old : 100.0: 81.4 58.8 12.2 30.9 1.9 3.7 7.3 0.0 0.1 1.1 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 : 37: 25 18 . . . . . 0 . . 0:
Old : 37: 25 18 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 58.1 68.1 79.5 42.3 54.3 61.1 69.2
Old : 48.1 58.1 68.1 79.5 42.3 54.3 61.1 69.2
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,346: 12,542 13,161 4,545 0 3,585 0 3,850 650 0 100 0: 24 0
Old : 21,346: 12,542 13,161 4,545 0 3,585 0 3,850 650 0 100 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,299: 789 1,239 450 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 61.7 21.3 0.0 16.8 0.0 18.0 3.0 0.0 0.5 0.0: 0.1 0.0
Old : 100.0: 58.8 61.7 21.3 0.0 16.8 0.0 18.0 3.0 0.0 0.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 14 . 0 . 0 . . 0 . 0:
Old : 23: 14 14 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 64.6 89.9 85.4 53.2 52.8 65.6 62.6
Old : 69.7 64.6 89.9 85.4 53.2 52.8 65.6 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 12,375: 9,694 6,200 1,155 4,550 1,525 0 0 0 0 100 0: 1 0
Old : 12,375: 9,694 6,200 1,155 4,550 1,525 0 0 0 0 100 0: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 75: 0 225 0 -225 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 50.1 9.3 36.8 12.3 0.0 0.0 0.0 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 78.3 50.1 9.3 36.8 12.3 0.0 0.0 0.0 0.0 0.8 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 11 . . . 0 0 0 0 . 0:
Old : 20: 12 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 : 80.8 80.6 94.9 94.7 71.9 66.1 76.1 74.3
Old : 80.8 80.6 94.9 94.7 71.9 66.1 76.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,685: 8,495 16,075 6,050 0 590 405 0 0 705 0 0: 440 20
Old : 16,685: 8,495 16,075 6,050 0 590 405 0 0 705 0 0: 440 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -980: -30 -770 -525 0 -75 5 0 -5 480 0 0: -830 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 96.3 36.3 0.0 3.5 2.4 0.0 0.0 4.2 0.0 0.0: 2.6 0.1
Old : 100.0: 50.9 96.3 36.3 0.0 3.5 2.4 0.0 0.0 4.2 0.0 0.0: 2.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 . 0 . . 0 0 . 0 0:
Old : 24: 15 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 89.9 78.5 97.4 58.3 87.8 71.4 87.9
Old : 65.5 89.9 78.5 97.4 58.3 87.8 71.4 87.9
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,035: 9,220 16,365 6,325 0 595 305 0 55 235 0 0: 300 20
Old : 17,035: 9,220 16,365 6,325 0 595 305 0 55 235 0 0: 300 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,540: -1,240 -905 -80 0 0 305 -100 -305 -165 0 0: -55 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 96.1 37.1 0.0 3.5 1.8 0.0 0.3 1.4 0.0 0.0: 1.8 0.1
Old : 100.0: 54.1 96.1 37.1 0.0 3.5 1.8 0.0 0.3 1.4 0.0 0.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . . 0 . . 0 0:
Old : 27: 17 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 : 65.2 88.0 78.5 96.6 58.2 84.2 71.0 85.0
Old : 65.2 88.0 78.5 96.6 58.2 84.2 71.0 85.0
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 722,377: 449,569 346,969 6,100 42,145 161,555 0 77,660 15,748 11,141 37 78,181: 83 83
Old : 722,377: 449,569 346,969 6,100 42,145 161,555 0 77,660 15,748 11,141 37 78,181: 83 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -9,084: -4,884 -3,932 -1,545 -456 -733 0 -3,430 433 -1,436 -25 -896: -23 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 48.0 0.8 5.8 22.4 0.0 10.8 2.2 1.5 0.0 10.8: 0.0 0.0
Old : 100.0: 62.2 48.0 0.8 5.8 22.4 0.0 10.8 2.2 1.5 0.0 10.8: 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: 15 16 . . . 0 . . 4 . 4:
Old : 27: 15 16 . . . 0 . . 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 : 66.2 53.5 85.7 82.4 21.6 20.2 23.4 22.6
Old : 66.2 53.5 85.7 82.4 21.6 20.2 23.4 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,860: 6,115 4,530 2,730 4,420 910 0 0 0 25 0 0: 80 0
Old : 9,860: 6,115 4,530 2,730 4,420 910 0 0 0 25 0 0: 80 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -900: -660 -280 -70 -630 45 0 0 0 10 0 -10: -215 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 45.9 27.7 44.8 9.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.8 0.0
Old : 100.0: 62.0 45.9 27.7 44.8 9.2 0.0 0.0 0.0 0.3 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 : 22: 11 10 . . . 0 0 0 . 0 0:
Old : 22: 11 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 : 68.7 75.8 86.8 92.6 62.1 66.4 76.4 76.6
Old : 68.7 75.8 86.8 92.6 62.1 66.4 76.4 76.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,520: 7,642 16,875 14,270 6,390 1,055 625 25 50 310 100 0: 568 25
Old : 24,520: 7,642 16,875 14,270 6,390 1,055 625 25 50 310 100 0: 568 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,429: -944 -2,315 -1,210 -80 0 -25 0 0 -75 0 0: -175 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 68.8 58.2 26.1 4.3 2.5 0.1 0.2 1.3 0.4 0.0: 2.3 0.1
Old : 100.0: 31.2 68.8 58.2 26.1 4.3 2.5 0.1 0.2 1.3 0.4 0.0: 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 : 27: 15 9 . . . . . . . . 0:
Old : 27: 15 9 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 82.5 86.8 96.7 69.1 77.0 77.1 83.8
Old : 74.3 82.5 86.8 96.7 69.1 77.0 77.1 83.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,985: 7,082 15,505 12,525 5,215 2,065 625 25 50 310 100 0: 328 25
Old : 22,985: 7,082 15,505 12,525 5,215 2,065 625 25 50 310 100 0: 328 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,705: -403 -1,670 -905 95 -105 -25 0 0 -100 0 0: -167 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 67.5 54.5 22.7 9.0 2.7 0.1 0.2 1.3 0.4 0.0: 1.4 0.1
Old : 100.0: 30.8 67.5 54.5 22.7 9.0 2.7 0.1 0.2 1.3 0.4 0.0: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 7 . . . . . . . . 0:
Old : 24: 14 7 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 85.5 86.4 98.3 65.7 75.2 73.6 80.3
Old : 73.2 85.5 86.4 98.3 65.7 75.2 73.6 80.3
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,785: 8,055 8,895 1,835 810 695 0 325 0 0 0 0: 200 60
Old : 10,785: 8,055 8,895 1,835 810 695 0 325 0 0 0 0: 200 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,280: -670 -1,080 -115 40 -115 0 -50 0 -25 -50 0: -355 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 82.5 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0: 1.9 0.6
Old : 100.0: 74.7 82.5 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . 0 0 0 0:
Old : 23: 12 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 : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4
Old : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,775: 18,728 13,813 1,050 6,550 2,275 450 0 0 110 100 37: 125 0
Old : 22,775: 18,728 13,813 1,050 6,550 2,275 450 0 0 110 100 37: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,845: -1,478 -1,215 155 -60 -255 -150 0 0 25 0 -25: -117 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 60.6 4.6 28.8 10.0 2.0 0.0 0.0 0.5 0.4 0.2: 0.5 0.0
Old : 100.0: 82.2 60.6 4.6 28.8 10.0 2.0 0.0 0.0 0.5 0.4 0.2: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 15 . . . . 0 0 . . .:
Old : 29: 12 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 73.6 87.4 90.6 54.7 68.9 70.6 75.8
Old : 62.6 73.6 87.4 90.6 54.7 68.9 70.6 75.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,908: 19,461 15,006 880 5,855 2,860 450 0 0 84 150 37: 136 0
Old : 23,908: 19,461 15,006 880 5,855 2,860 450 0 0 84 150 37: 136 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,494: -2,041 -1,414 685 205 -995 -150 0 0 0 50 0: 7 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 62.8 3.7 24.5 12.0 1.9 0.0 0.0 0.4 0.6 0.2: 0.6 0.0
Old : 100.0: 81.4 62.8 3.7 24.5 12.0 1.9 0.0 0.0 0.4 0.6 0.2: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 15 . . . . 0 0 . . .:
Old : 29: 12 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 73.4 87.4 90.7 51.5 62.5 64.0 69.0
Old : 60.2 73.4 87.4 90.7 51.5 62.5 64.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,579: 100,459 76,401 4,705 21,329 4,200 75 4,397 80 490 3,625 525: 45 22
Old : 110,579: 100,459 76,401 4,705 21,329 4,200 75 4,397 80 490 3,625 525: 45 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -6,045: -5,055 -2,915 -480 -1,660 715 50 -145 -50 0 10 60: -1,285 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 69.1 4.3 19.3 3.8 0.1 4.0 0.1 0.4 3.3 0.5: 0.0 0.0
Old : 100.0: 90.8 69.1 4.3 19.3 3.8 0.1 4.0 0.1 0.4 3.3 0.5: 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 : 55: 31 27 . . 5 . 4 . . 5 .:
Old : 55: 31 27 . . 5 . 4 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 59.2 67.2 83.2 49.5 52.6 65.6 72.6
Old : 49.5 59.2 67.2 83.2 49.5 52.6 65.6 72.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,431: 113,655 86,242 2,725 23,069 3,586 300 4,622 65 705 3,470 350: 45 27
Old : 121,431: 113,655 86,242 2,725 23,069 3,586 300 4,622 65 705 3,470 350: 45 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -9,120: -7,380 -4,272 -730 -1,593 565 25 -365 -305 125 -615 -25: -1,395 -2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 71.0 2.2 19.0 3.0 0.2 3.8 0.1 0.6 2.9 0.3: 0.0 0.0
Old : 100.0: 93.6 71.0 2.2 19.0 3.0 0.2 3.8 0.1 0.6 2.9 0.3: 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 : 60: 35 32 . . 4 . 4 . 5 5 .:
Old : 60: 35 32 . . 4 . 4 . 5 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 56.6 66.1 81.2 50.2 49.9 63.2 72.3
Old : 50.3 56.6 66.1 81.2 50.2 49.9 63.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 221,888: 152,323 141,192 5,659 16,942 13,751 28,043 8,015 7,373 6,698 26,468 7,910: 131 238
Old : 221,888: 152,323 141,192 5,659 16,942 13,751 28,043 8,015 7,373 6,698 26,468 7,910: 131 238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -12,231: -6,901 -7,564 776 1,703 -753 -249 -322 -2,970 288 -172 718: -3,139 -2,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 63.6 2.6 7.6 6.2 12.6 3.6 3.3 3.0 11.9 3.6: 0.1 0.1
Old : 100.0: 68.6 63.6 2.6 7.6 6.2 12.6 3.6 3.3 3.0 11.9 3.6: 0.1 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 : 85: 43 42 4 . 4 6 7 4 6 13 14:
Old : 85: 43 42 4 . 4 6 7 4 6 13 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 32.0 52.1 49.2 27.4 25.6 41.4 36.6
Old : 33.5 32.0 52.1 49.2 27.4 25.6 41.4 36.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,659: 34,711 36,674 5,440 5,745 2,800 1,355 300 115 910 0 0: 328 25
Old : 45,659: 34,711 36,674 5,440 5,745 2,800 1,355 300 115 910 0 0: 328 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,680: -575 -1,150 -840 265 -420 -85 -25 0 -50 0 0: -710 -1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 80.3 11.9 12.6 6.1 3.0 0.7 0.3 2.0 0.0 0.0: 0.7 0.1
Old : 100.0: 76.0 80.3 11.9 12.6 6.1 3.0 0.7 0.3 2.0 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 11 . . . . . . . 0 0:
Old : 31: 20 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 : 61.7 91.7 79.3 97.8 61.1 84.0 75.7 87.9
Old : 61.7 91.7 79.3 97.8 61.1 84.0 75.7 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,834: 31,936 35,869 4,465 2,330 3,205 1,080 275 130 735 0 0: 283 25
Old : 41,834: 31,936 35,869 4,465 2,330 3,205 1,080 275 130 735 0 0: 283 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,065: -860 -710 5 555 -495 -25 0 0 -35 0 0: -655 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 85.7 10.7 5.6 7.7 2.6 0.7 0.3 1.8 0.0 0.0: 0.7 0.1
Old : 100.0: 76.3 85.7 10.7 5.6 7.7 2.6 0.7 0.3 1.8 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 11 . . . . . . . 0 0:
Old : 32: 19 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 : 62.7 92.0 80.5 97.7 62.1 82.6 75.5 87.3
Old : 62.7 92.0 80.5 97.7 62.1 82.6 75.5 87.3
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 211,507: 127,191 126,168 8,934 33,492 46,760 22,490 0 4,893 982 0 194: 63 0
Old : 211,507: 127,191 126,168 8,934 33,492 46,760 22,490 0 4,893 982 0 194: 63 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -804: -1,661 -185 -81 -1,505 902 19 0 -39 33 0 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 59.7 4.2 15.8 22.1 10.6 0.0 2.3 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 60.1 59.7 4.2 15.8 22.1 10.6 0.0 2.3 0.5 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 17 . . . . 0 . . 0 .:
Old : 28: 18 17 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 71.0 86.4 89.6 28.2 36.3 36.9 39.0
Old : 54.0 71.0 86.4 89.6 28.2 36.3 36.9 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,827: 26,292 29,387 3,425 430 770 0 0 0 0 0 0: 3,340 3,240
Old : 33,827: 26,292 29,387 3,425 430 770 0 0 0 0 0 0: 3,340 3,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,870: -1,320 -2,780 -1,405 -25 120 0 0 0 0 0 0: -265 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 86.9 10.1 1.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 9.6
Old : 100.0: 77.7 86.9 10.1 1.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 15 . . . 0 0 0 0 0 0:
Old : 21: 14 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 : 81.5 59.3 86.8 79.1 67.8 50.0 71.8 68.0
Old : 81.5 59.3 86.8 79.1 67.8 50.0 71.8 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,945: 24,375 27,265 3,580 430 615 0 0 0 0 0 0: 3,375 3,635
Old : 31,945: 24,375 27,265 3,580 430 615 0 0 0 0 0 0: 3,375 3,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,430: -1,260 -2,950 -1,250 -25 120 0 0 0 0 0 0: -40 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 85.3 11.2 1.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 10.6 11.4
Old : 100.0: 76.3 85.3 11.2 1.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 10.6 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 : 20: 12 16 . . . 0 0 0 0 0 0:
Old : 20: 12 16 . . . 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 : 82.9 60.5 87.9 80.2 68.3 50.5 71.8 67.2
Old : 82.9 60.5 87.9 80.2 68.3 50.5 71.8 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,864: 18,616 22,346 7,780 2,510 960 0 450 0 0 1,050 0: 3,508 3,548
Old : 30,864: 18,616 22,346 7,780 2,510 960 0 450 0 0 1,050 0: 3,508 3,548
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,753: -667 -1,502 -820 -175 0 0 -50 0 0 250 0: -266 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 72.4 25.2 8.1 3.1 0.0 1.5 0.0 0.0 3.4 0.0: 11.4 11.5
Old : 100.0: 60.3 72.4 25.2 8.1 3.1 0.0 1.5 0.0 0.0 3.4 0.0: 11.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 15 . . . 0 . 0 0 . 0:
Old : 23: 10 15 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 47.5 86.7 70.4 71.3 44.4 77.5 63.3
Old : 73.7 47.5 86.7 70.4 71.3 44.4 77.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,650: 18,144 21,274 7,760 3,010 960 0 450 0 0 1,050 0: 2,786 2,906
Old : 29,650: 18,144 21,274 7,760 3,010 960 0 450 0 0 1,050 0: 2,786 2,906
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,508: -561 -1,266 -705 -170 0 0 -50 0 0 250 0: -242 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 71.8 26.2 10.2 3.2 0.0 1.5 0.0 0.0 3.5 0.0: 9.4 9.8
Old : 100.0: 61.2 71.8 26.2 10.2 3.2 0.0 1.5 0.0 0.0 3.5 0.0: 9.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 16 . . . 0 . 0 0 . 0:
Old : 23: 9 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 49.8 89.6 70.8 75.4 46.6 78.1 62.7
Old : 78.0 49.8 89.6 70.8 75.4 46.6 78.1 62.7
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,355: 31,860 10,440 1,075 9,975 70 100 9,920 0 200 3,150 0: 4,050 3,800
Old : 37,355: 31,860 10,440 1,075 9,975 70 100 9,920 0 200 3,150 0: 4,050 3,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,715: -2,160 -445 -150 -415 0 0 -965 0 0 -595 0: -405 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 27.9 2.9 26.7 0.2 0.3 26.6 0.0 0.5 8.4 0.0: 10.8 10.2
Old : 100.0: 85.3 27.9 2.9 26.7 0.2 0.3 26.6 0.0 0.5 8.4 0.0: 10.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 . . . . . 0 . . 0:
Old : 31: 16 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 : 61.3 68.7 74.1 83.1 57.1 68.5 69.2 81.5
Old : 61.3 68.7 74.1 83.1 57.1 68.5 69.2 81.5
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,860: 32,350 11,060 950 11,575 70 100 9,220 0 200 1,995 0: 4,190 3,940
Old : 37,860: 32,350 11,060 950 11,575 70 100 9,220 0 200 1,995 0: 4,190 3,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,445: -2,200 -390 -100 -920 0 0 -590 0 0 -495 -25: -120 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 29.2 2.5 30.6 0.2 0.3 24.4 0.0 0.5 5.3 0.0: 11.1 10.4
Old : 100.0: 85.4 29.2 2.5 30.6 0.2 0.3 24.4 0.0 0.5 5.3 0.0: 11.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 13 . . . . . 0 . . 0:
Old : 30: 16 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 : 62.2 72.7 74.2 84.8 59.3 72.5 70.2 81.4
Old : 62.2 72.7 74.2 84.8 59.3 72.5 70.2 81.4
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,450: 16,870 36,430 21,595 1,125 635 725 0 475 150 1,805 0: 1,000 980
Old : 41,450: 16,870 36,430 21,595 1,125 635 725 0 475 150 1,805 0: 1,000 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,955: -660 -2,725 -2,135 0 0 0 0 -25 0 50 0: -135 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 87.9 52.1 2.7 1.5 1.7 0.0 1.1 0.4 4.4 0.0: 2.4 2.4
Old : 100.0: 40.7 87.9 52.1 2.7 1.5 1.7 0.0 1.1 0.4 4.4 0.0: 2.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . . . . 0 . . . 0:
Old : 26: 12 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 : 76.0 85.6 88.9 93.7 75.5 83.6 88.5 90.7
Old : 76.0 85.6 88.9 93.7 75.5 83.6 88.5 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,875: 15,185 34,835 21,285 625 490 725 0 475 150 1,905 0: 565 545
Old : 38,875: 15,185 34,835 21,285 625 490 725 0 475 150 1,905 0: 565 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,930: -440 -1,870 -1,230 75 -75 -25 0 -25 0 75 0: -135 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 89.6 54.8 1.6 1.3 1.9 0.0 1.2 0.4 4.9 0.0: 1.5 1.4
Old : 100.0: 39.1 89.6 54.8 1.6 1.3 1.9 0.0 1.2 0.4 4.9 0.0: 1.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 12 . . . . 0 . . . 0:
Old : 26: 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 : 75.5 86.9 89.8 94.6 75.0 83.3 87.8 90.2
Old : 75.5 86.9 89.8 94.6 75.0 83.3 87.8 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,840: 17,560 16,185 7,330 475 1,080 0 8,310 0 0 0 0: 870 790
Old : 26,840: 17,560 16,185 7,330 475 1,080 0 8,310 0 0 0 0: 870 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,530: -1,410 -1,655 -890 50 -75 0 -755 0 -50 0 0: -105 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 60.3 27.3 1.8 4.0 0.0 31.0 0.0 0.0 0.0 0.0: 3.2 2.9
Old : 100.0: 65.4 60.3 27.3 1.8 4.0 0.0 31.0 0.0 0.0 0.0 0.0: 3.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 . . . 0 . 0 0 0 0:
Old : 23: 13 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 : 76.0 80.3 87.9 91.2 71.9 78.4 81.9 84.8
Old : 76.0 80.3 87.9 91.2 71.9 78.4 81.9 84.8
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,270: 15,395 15,630 8,180 550 980 0 7,475 0 0 0 0: 715 635
Old : 25,270: 15,395 15,630 8,180 550 980 0 7,475 0 0 0 0: 715 635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,085: -1,080 -1,400 -840 50 -50 0 -455 0 0 -200 0: -115 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 61.9 32.4 2.2 3.9 0.0 29.6 0.0 0.0 0.0 0.0: 2.8 2.5
Old : 100.0: 60.9 61.9 32.4 2.2 3.9 0.0 29.6 0.0 0.0 0.0 0.0: 2.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 9 . . . 0 . 0 0 0 0:
Old : 20: 14 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 83.9 88.4 94.6 73.9 81.1 83.6 87.0
Old : 77.7 83.9 88.4 94.6 73.9 81.1 83.6 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,500: 17,525 10,315 0 7,360 0 0 130 50 0 315 205: 2,720 2,125
Old : 20,500: 17,525 10,315 0 7,360 0 0 130 50 0 315 205: 2,720 2,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,015: -1,335 -700 0 -1,155 0 -25 0 0 -500 75 -25: -130 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 50.3 0.0 35.9 0.0 0.0 0.6 0.2 0.0 1.5 1.0: 13.3 10.4
Old : 100.0: 85.5 50.3 0.0 35.9 0.0 0.0 0.6 0.2 0.0 1.5 1.0: 13.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 0 . 0 0 . . 0 . .:
Old : 21: 12 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 : 72.4 66.1 83.1 86.6 64.2 66.1 74.1 78.0
Old : 72.4 66.1 83.1 86.6 64.2 66.1 74.1 78.0
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,000: 17,260 10,165 0 7,375 0 0 130 50 50 150 265: 2,375 1,865
Old : 20,000: 17,260 10,165 0 7,375 0 0 130 50 50 150 265: 2,375 1,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,780: -1,265 -675 0 -935 0 -25 0 0 -325 35 -25: -140 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 50.8 0.0 36.9 0.0 0.0 0.7 0.3 0.3 0.8 1.3: 11.9 9.3
Old : 100.0: 86.3 50.8 0.0 36.9 0.0 0.0 0.7 0.3 0.3 0.8 1.3: 11.9 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 : 23: 13 8 0 . 0 0 . . . . .:
Old : 23: 13 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 : 74.6 68.6 83.6 87.5 67.4 68.6 75.9 80.3
Old : 74.6 68.6 83.6 87.5 67.4 68.6 75.9 80.3
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,535: 25,795 14,755 0 19,175 0 8,910 625 225 250 425 0: 1,355 1,330
Old : 36,535: 25,795 14,755 0 19,175 0 8,910 625 225 250 425 0: 1,355 1,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -2,425: -1,085 -1,257 0 -778 -100 -920 -25 0 -25 -50 0: -295 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 40.4 0.0 52.5 0.0 24.4 1.7 0.6 0.7 1.2 0.0: 3.7 3.6
Old : 100.0: 70.6 40.4 0.0 52.5 0.0 24.4 1.7 0.6 0.7 1.2 0.0: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . 0 . . . . . 0:
Old : 29: 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 : 70.8 81.8 86.5 91.3 68.6 80.6 84.2 88.2
Old : 70.8 81.8 86.5 91.3 68.6 80.6 84.2 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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,080: 20,885 14,315 0 11,630 0 5,795 675 175 250 335 0: 1,975 1,950
Old : 29,080: 20,885 14,315 0 11,630 0 5,795 675 175 250 335 0: 1,975 1,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,345: -1,145 -435 0 -610 0 70 0 0 -25 -35 0: -245 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 49.2 0.0 40.0 0.0 19.9 2.3 0.6 0.9 1.2 0.0: 6.8 6.7
Old : 100.0: 71.8 49.2 0.0 40.0 0.0 19.9 2.3 0.6 0.9 1.2 0.0: 6.8 6.7
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 10 0 . 0 . . . . . 0:
Old : 29: 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 : 66.5 72.0 82.3 87.3 61.0 68.8 74.1 78.3
Old : 66.5 72.0 82.3 87.3 61.0 68.8 74.1 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,400: 50,635 89,975 24,820 0 1,880 10,340 225 665 4,800 350 20: 9,240 9,285
Old : 102,400: 50,635 89,975 24,820 0 1,880 10,340 225 665 4,800 350 20: 9,240 9,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -8,860: -5,232 -6,130 -218 0 -220 -765 -50 0 55 0 -405: -2,075 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 87.9 24.2 0.0 1.8 10.1 0.2 0.6 4.7 0.3 0.0: 9.0 9.1
Old : 100.0: 49.4 87.9 24.2 0.0 1.8 10.1 0.2 0.6 4.7 0.3 0.0: 9.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 20 24 . 0 . . . . . . .:
Old : 43: 20 24 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 60.9 74.3 73.9 58.2 59.0 69.1 69.6
Old : 61.1 60.9 74.3 73.9 58.2 59.0 69.1 69.6
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,675: 49,420 80,885 17,145 10 1,845 11,435 150 665 3,440 350 0: 7,725 7,770
Old : 91,675: 49,420 80,885 17,145 10 1,845 11,435 150 665 3,440 350 0: 7,725 7,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -6,635: -2,345 -4,485 -1,360 -320 -50 -1,080 -25 0 -45 0 -225: -1,530 -1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 88.2 18.7 0.0 2.0 12.5 0.2 0.7 3.8 0.4 0.0: 8.4 8.5
Old : 100.0: 53.9 88.2 18.7 0.0 2.0 12.5 0.2 0.7 3.8 0.4 0.0: 8.4 8.5
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 : 40: 19 24 . . . . . . . . 0:
Old : 40: 19 24 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 58.4 79.5 71.9 61.9 56.9 75.3 69.8
Old : 63.6 58.4 79.5 71.9 61.9 56.9 75.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,630: 14,940 8,490 0 6,320 775 50 750 0 450 0 0: 2,415 2,295
Old : 18,630: 14,940 8,490 0 6,320 775 50 750 0 450 0 0: 2,415 2,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,060: -880 -600 0 -365 0 0 0 0 -50 0 0: -130 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 45.6 0.0 33.9 4.2 0.3 4.0 0.0 2.4 0.0 0.0: 13.0 12.3
Old : 100.0: 80.2 45.6 0.0 33.9 4.2 0.3 4.0 0.0 2.4 0.0 0.0: 13.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 12 0 . . . . 0 . 0 0:
Old : 25: 16 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 : 47.9 59.2 67.7 75.9 36.2 50.9 54.2 61.9
Old : 47.9 59.2 67.7 75.9 36.2 50.9 54.2 61.9
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,770: 14,315 10,275 0 6,415 945 0 0 0 2,175 0 0: 1,335 1,135
Old : 18,770: 14,315 10,275 0 6,415 945 0 0 0 2,175 0 0: 1,335 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -630: -800 -235 0 -820 485 -50 0 0 -150 0 0: -115 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 54.7 0.0 34.2 5.0 0.0 0.0 0.0 11.6 0.0 0.0: 7.1 6.0
Old : 100.0: 76.3 54.7 0.0 34.2 5.0 0.0 0.0 0.0 11.6 0.0 0.0: 7.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 12 0 . . 0 0 0 . 0 0:
Old : 22: 16 12 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 : 59.4 70.7 74.9 88.8 37.5 50.2 51.8 59.9
Old : 59.4 70.7 74.9 88.8 37.5 50.2 51.8 59.9
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, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,615: 37,615 33,375 815 2,325 4,195 0 2,850 600 0 0 0: 7,390 7,270
Old : 50,615: 37,615 33,375 815 2,325 4,195 0 2,850 600 0 0 0: 7,390 7,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,350: -1,095 -1,305 -35 -25 0 0 25 -25 -50 -25 0: -145 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 65.9 1.6 4.6 8.3 0.0 5.6 1.2 0.0 0.0 0.0: 14.6 14.4
Old : 100.0: 74.3 65.9 1.6 4.6 8.3 0.0 5.6 1.2 0.0 0.0 0.0: 14.6 14.4
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 : 28: 16 18 . . . 0 . . 0 0 0:
Old : 28: 16 18 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 46.0 77.1 64.1 56.5 38.6 62.4 52.8
Old : 57.4 46.0 77.1 64.1 56.5 38.6 62.4 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 12, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,920: 23,800 20,495 160 2,585 3,620 0 1,000 150 0 0 0: 5,190 5,070
Old : 32,920: 23,800 20,495 160 2,585 3,620 0 1,000 150 0 0 0: 5,190 5,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -1,860: -1,145 -1,205 145 75 -220 0 -175 0 -300 0 0: -340 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 62.3 0.5 7.9 11.0 0.0 3.0 0.5 0.0 0.0 0.0: 15.8 15.4
Old : 100.0: 72.3 62.3 0.5 7.9 11.0 0.0 3.0 0.5 0.0 0.0 0.0: 15.8 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 20 . . . 0 . . 0 0 0:
Old : 29: 18 20 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 37.6 69.5 56.7 31.2 22.6 36.8 34.2
Old : 46.6 37.6 69.5 56.7 31.2 22.6 36.8 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017