COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,574: 13,150 23,070 7,494 628 334 525 7,457 2,024 13,756 3,558 3,024: 1,267 1,479
Old : 41,574: 13,150 23,070 7,494 628 334 525 7,457 2,024 13,756 3,558 3,024: 1,267 1,479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 209: -118 -683 -5 -75 114 385 469 -434 -124 349 337: 54 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 55.5 18.0 1.5 0.8 1.3 17.9 4.9 33.1 8.6 7.3: 3.0 3.6
Old : 100.0: 31.6 55.5 18.0 1.5 0.8 1.3 17.9 4.9 33.1 8.6 7.3: 3.0 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 : 42: 14 10 4 . 4 . 6 . 7 7 8:
Old : 42: 14 10 4 . 4 . 6 . 7 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 63.8 60.6 78.2 36.6 51.6 54.2 61.7
Old : 37.1 63.8 60.6 78.2 36.6 51.6 54.2 61.7
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,564: 39,504 42,347 883 4,031 12,605 8,081 443 1,971 1,451 3,533 2,119: 951 515
Old : 67,564: 39,504 42,347 883 4,031 12,605 8,081 443 1,971 1,451 3,533 2,119: 951 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 109: 78 -77 -55 14 117 -7 73 -69 26 24 6: 12 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 62.7 1.3 6.0 18.7 12.0 0.7 2.9 2.1 5.2 3.1: 1.4 0.8
Old : 100.0: 58.5 62.7 1.3 6.0 18.7 12.0 0.7 2.9 2.1 5.2 3.1: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 30 27 . . . 4 . . 6 . 7:
Old : 52: 30 27 . . . 4 . . 6 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 42.5 63.7 63.7 28.9 23.0 38.6 34.3
Old : 42.0 42.5 63.7 63.7 28.9 23.0 38.6 34.3
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,765: 34,254 36,756 0 2,707 3,102 500 92 9 5,100 300 800: 0 0
Old : 43,765: 34,254 36,756 0 2,707 3,102 500 92 9 5,100 300 800: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,028: 2,046 1,082 0 875 -175 0 64 -19 -25 0 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 84.0 0.0 6.2 7.1 1.1 0.2 0.0 11.7 0.7 1.8: 0.0 0.0
Old : 100.0: 78.3 84.0 0.0 6.2 7.1 1.1 0.2 0.0 11.7 0.7 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: 22 17 0 . . . . . 6 . .:
Old : 35: 22 17 0 . . . . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 60.0 76.2 84.6 45.0 45.8 52.4 57.0
Old : 60.9 60.0 76.2 84.6 45.0 45.8 52.4 57.0
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,312: 21,482 15,720 0 6,107 1,280 50 0 50 1,995 1,700 455: 0 0
Old : 25,312: 21,482 15,720 0 6,107 1,280 50 0 50 1,995 1,700 455: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 876: 821 571 0 425 -20 0 0 0 50 -125 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 62.1 0.0 24.1 5.1 0.2 0.0 0.2 7.9 6.7 1.8: 0.0 0.0
Old : 100.0: 84.9 62.1 0.0 24.1 5.1 0.2 0.0 0.2 7.9 6.7 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 : 28: 18 15 0 . . . 0 . . . 4:
Old : 28: 18 15 0 . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 60.1 85.3 82.1 57.9 47.4 66.9 64.8
Old : 65.9 60.1 85.3 82.1 57.9 47.4 66.9 64.8
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,282: 141,486 130,477 8,984 11,232 10,001 7,365 11,801 1,360 2,249 6,677 2,581: 256 153
Old : 174,282: 141,486 130,477 8,984 11,232 10,001 7,365 11,801 1,360 2,249 6,677 2,581: 256 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,037: 2,671 382 -1,892 1,324 1,733 85 600 -100 480 -950 60: 0 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 74.9 5.2 6.4 5.7 4.2 6.8 0.8 1.3 3.8 1.5: 0.1 0.1
Old : 100.0: 81.2 74.9 5.2 6.4 5.7 4.2 6.8 0.8 1.3 3.8 1.5: 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 : 52: 32 31 4 . 4 . . . . . .:
Old : 52: 32 31 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 : 37.1 56.5 56.5 71.5 34.8 46.6 49.8 58.9
Old : 37.1 56.5 56.5 71.5 34.8 46.6 49.8 58.9
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,007: 36,387 38,935 18,134 9,010 3,337 878 9,466 933 3,225 1,275 50: 63 0
Old : 63,007: 36,387 38,935 18,134 9,010 3,337 878 9,466 933 3,225 1,275 50: 63 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 641: 1,081 1,417 -760 -628 489 58 25 -12 -275 -650 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 61.8 28.8 14.3 5.3 1.4 15.0 1.5 5.1 2.0 0.1: 0.1 0.0
Old : 100.0: 57.8 61.8 28.8 14.3 5.3 1.4 15.0 1.5 5.1 2.0 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 15 17 . . . . 4 . 7 . .:
Old : 37: 15 17 . . . . 4 . 7 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 66.8 89.2 87.8 73.9 58.1 79.6 77.4
Old : 77.3 66.8 89.2 87.8 73.9 58.1 79.6 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 36,477: 31,354 20,837 4,885 14,330 235 0 0 0 0 1,075 0: 3 0
Old : 36,477: 31,354 20,837 4,885 14,330 235 0 0 0 0 1,075 0: 3 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 57.1 13.4 39.3 0.6 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.0
Old : 100.0: 86.0 57.1 13.4 39.3 0.6 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . 0 0 0 0 . 0:
Old : 20: 10 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 : 87.7 91.8 98.7 97.6 85.6 86.8 92.4 91.6
Old : 87.7 91.8 98.7 97.6 85.6 86.8 92.4 91.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,544: 40,059 38,670 5,100 4,615 3,955 0 3,100 0 1,691 435 624: 115 145
Old : 51,544: 40,059 38,670 5,100 4,615 3,955 0 3,100 0 1,691 435 624: 115 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,605: 1,580 1,520 0 -25 25 0 50 0 0 35 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 75.0 9.9 9.0 7.7 0.0 6.0 0.0 3.3 0.8 1.2: 0.2 0.3
Old : 100.0: 77.7 75.0 9.9 9.0 7.7 0.0 6.0 0.0 3.3 0.8 1.2: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 23 . . . 0 . 0 . . .:
Old : 37: 23 23 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 46.0 74.7 65.2 42.1 30.0 56.4 46.0
Old : 47.8 46.0 74.7 65.2 42.1 30.0 56.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,721: 49,809 53,082 5,553 7,990 8,998 7,265 2,485 1,235 995 455 470: 396 6
Old : 74,721: 49,809 53,082 5,553 7,990 8,998 7,265 2,485 1,235 995 455 470: 396 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,165: 300 555 -550 1,000 820 1,720 0 -200 0 0 0: 75 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 71.0 7.4 10.7 12.0 9.7 3.3 1.7 1.3 0.6 0.6: 0.5 0.0
Old : 100.0: 66.7 71.0 7.4 10.7 12.0 9.7 3.3 1.7 1.3 0.6 0.6: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 24 26 4 . 4 . 4 5 . . .:
Old : 46: 24 26 4 . 4 . 4 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 49.4 64.6 71.8 37.3 41.2 48.9 56.7
Old : 42.3 49.4 64.6 71.8 37.3 41.2 48.9 56.7
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,299: 49,149 48,659 16,115 17,455 1,965 0 100 250 2,135 996 494: 191 380
Old : 70,299: 49,149 48,659 16,115 17,455 1,965 0 100 250 2,135 996 494: 191 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,284: 1,949 4 300 2,280 0 0 0 0 35 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 69.2 22.9 24.8 2.8 0.0 0.1 0.4 3.0 1.4 0.7: 0.3 0.5
Old : 100.0: 69.9 69.2 22.9 24.8 2.8 0.0 0.1 0.4 3.0 1.4 0.7: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 21 . . . 0 . . . . .:
Old : 38: 21 21 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 74.7 64.1 87.3 45.6 72.2 60.3 83.4
Old : 46.1 74.7 64.1 87.3 45.6 72.2 60.3 83.4
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 101,275: 71,408 60,414 22,625 36,384 3,205 800 0 0 2,266 345 727: 244 200
Old : 101,275: 71,408 60,414 22,625 36,384 3,205 800 0 0 2,266 345 727: 244 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,216: 1,199 -781 1,000 3,080 -80 0 0 0 31 0 72: -6 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 59.7 22.3 35.9 3.2 0.8 0.0 0.0 2.2 0.3 0.7: 0.2 0.2
Old : 100.0: 70.5 59.7 22.3 35.9 3.2 0.8 0.0 0.0 2.2 0.3 0.7: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 24 . . . . 0 0 . . .:
Old : 45: 23 24 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 70.8 68.5 85.1 50.2 67.8 66.8 80.0
Old : 50.5 70.8 68.5 85.1 50.2 67.8 66.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,310: 18,915 25,135 5,965 0 3,805 300 0 0 270 0 5: 50 365
Old : 29,310: 18,915 25,135 5,965 0 3,805 300 0 0 270 0 5: 50 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 320: 320 300 0 0 0 0 0 0 -5 0 5: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 85.8 20.4 0.0 13.0 1.0 0.0 0.0 0.9 0.0 0.0: 0.2 1.2
Old : 100.0: 64.5 85.8 20.4 0.0 13.0 1.0 0.0 0.0 0.9 0.0 0.0: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 14 4 0 . . 0 0 . 0 .:
Old : 28: 20 14 4 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 72.0 85.0 84.2 42.2 63.3 64.9 70.1
Old : 59.7 72.0 85.0 84.2 42.2 63.3 64.9 70.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,365: 26,785 26,605 940 1,245 4,215 0 0 0 300 220 80: 45 0
Old : 32,365: 26,785 26,605 940 1,245 4,215 0 0 0 300 220 80: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 275: 35 255 0 -200 220 0 0 0 0 220 80: -60 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 82.2 2.9 3.8 13.0 0.0 0.0 0.0 0.9 0.7 0.2: 0.1 0.0
Old : 100.0: 82.8 82.2 2.9 3.8 13.0 0.0 0.0 0.0 0.9 0.7 0.2: 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 : 25: 19 15 . . . 0 0 0 . . .:
Old : 25: 19 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 65.7 76.8 92.3 39.0 51.4 47.9 56.9
Old : 57.3 65.7 76.8 92.3 39.0 51.4 47.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,731: 7,680 9,831 200 700 200 500 0 0 2,151 0 0: 0 0
Old : 10,731: 7,680 9,831 200 700 200 500 0 0 2,151 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 520: 170 570 200 0 0 0 0 0 200 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 91.6 1.9 6.5 1.9 4.7 0.0 0.0 20.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.6 91.6 1.9 6.5 1.9 4.7 0.0 0.0 20.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 8 . . . . 0 0 5 0 0:
Old : 23: 13 8 . . . . 0 0 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 : 52.3 81.0 72.8 98.1 50.0 74.5 70.5 84.3
Old : 52.3 81.0 72.8 98.1 50.0 74.5 70.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,232: 21,636 26,298 100 5,293 2,877 4,575 0 1,161 5,892 734 3,433: 558 436
Old : 40,232: 21,636 26,298 100 5,293 2,877 4,575 0 1,161 5,892 734 3,433: 558 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,092: 646 126 100 -127 786 800 0 -61 -1,049 512 802: 69 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 65.4 0.2 13.2 7.2 11.4 0.0 2.9 14.6 1.8 8.5: 1.4 1.1
Old : 100.0: 53.8 65.4 0.2 13.2 7.2 11.4 0.0 2.9 14.6 1.8 8.5: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 19 24 . . . 4 0 . 4 6 6:
Old : 45: 19 24 . . . 4 0 . 4 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 42.9 65.8 60.0 42.2 29.5 52.4 41.6
Old : 45.2 42.9 65.8 60.0 42.2 29.5 52.4 41.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,798: 25,932 34,058 8,466 0 3,040 300 500 0 45 100 5: 10 95
Old : 37,798: 25,932 34,058 8,466 0 3,040 300 500 0 45 100 5: 10 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 335: 340 330 -5 0 0 0 0 0 -5 0 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 90.1 22.4 0.0 8.0 0.8 1.3 0.0 0.1 0.3 0.0: 0.0 0.3
Old : 100.0: 68.6 90.1 22.4 0.0 8.0 0.8 1.3 0.0 0.1 0.3 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 19 4 0 . . . 0 . . .:
Old : 33: 21 19 4 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 67.2 79.0 83.0 40.7 58.8 63.6 67.6
Old : 54.2 67.2 79.0 83.0 40.7 58.8 63.6 67.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,163: 42,388 31,308 990 11,260 620 2,275 3,210 0 285 810 905: 700 50
Old : 48,163: 42,388 31,308 990 11,260 620 2,275 3,210 0 285 810 905: 700 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,535: 2,230 1,845 0 -475 90 0 0 0 -230 605 445: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 65.0 2.1 23.4 1.3 4.7 6.7 0.0 0.6 1.7 1.9: 1.5 0.1
Old : 100.0: 88.0 65.0 2.1 23.4 1.3 4.7 6.7 0.0 0.6 1.7 1.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 18 . . . . . 0 . . .:
Old : 39: 21 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 : 53.9 56.2 73.9 82.5 52.9 53.8 69.4 75.7
Old : 53.9 56.2 73.9 82.5 52.9 53.8 69.4 75.7
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,926: 34,165 37,294 7,769 7,015 175 700 0 0 1,650 0 162: 305 280
Old : 44,926: 34,165 37,294 7,769 7,015 175 700 0 0 1,650 0 162: 305 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,770: 2,470 2,750 300 60 0 0 0 0 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 83.0 17.3 15.6 0.4 1.6 0.0 0.0 3.7 0.0 0.4: 0.7 0.6
Old : 100.0: 76.0 83.0 17.3 15.6 0.4 1.6 0.0 0.0 3.7 0.0 0.4: 0.7 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 : 29: 19 15 . . . . 0 0 . 0 .:
Old : 29: 19 15 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 89.2 73.1 95.1 55.2 86.7 70.5 86.9
Old : 55.6 89.2 73.1 95.1 55.2 86.7 70.5 86.9
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,335: 38,347 38,140 7,898 8,475 745 0 0 0 2,090 1,500 175: 80 300
Old : 49,335: 38,347 38,140 7,898 8,475 745 0 0 0 2,090 1,500 175: 80 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,917: 2,515 3,010 400 60 -153 0 0 0 155 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 77.3 16.0 17.2 1.5 0.0 0.0 0.0 4.2 3.0 0.4: 0.2 0.6
Old : 100.0: 77.7 77.3 16.0 17.2 1.5 0.0 0.0 0.0 4.2 3.0 0.4: 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 : 30: 20 15 . . . 0 0 0 . . .:
Old : 30: 20 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 87.1 73.9 96.6 56.5 85.1 73.0 93.6
Old : 57.1 87.1 73.9 96.6 56.5 85.1 73.0 93.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,960: 65,644 69,429 9,520 3,927 2,219 0 350 0 0 1,468 400: 177 167
Old : 77,960: 65,644 69,429 9,520 3,927 2,219 0 350 0 0 1,468 400: 177 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,858: 3,476 2,376 75 0 -15 0 0 0 0 1,195 -698: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 89.1 12.2 5.0 2.8 0.0 0.4 0.0 0.0 1.9 0.5: 0.2 0.2
Old : 100.0: 84.2 89.1 12.2 5.0 2.8 0.0 0.4 0.0 0.0 1.9 0.5: 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 : 33: 23 20 . . 4 0 . 0 0 . .:
Old : 33: 23 20 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 58.8 74.1 80.0 52.5 53.0 71.0 70.3
Old : 52.9 58.8 74.1 80.0 52.5 53.0 71.0 70.3
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,974: 96,830 94,060 11,782 5,104 2,068 319 1,480 226 1,400 9,694 1,045: 304 297
Old : 113,974: 96,830 94,060 11,782 5,104 2,068 319 1,480 226 1,400 9,694 1,045: 304 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,217: 3,046 3,050 695 -120 85 -15 168 0 40 763 -669: 35 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 82.5 10.3 4.5 1.8 0.3 1.3 0.2 1.2 8.5 0.9: 0.3 0.3
Old : 100.0: 85.0 82.5 10.3 4.5 1.8 0.3 1.3 0.2 1.2 8.5 0.9: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 23 22 . . . . . . 5 . .:
Old : 47: 23 22 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 46.2 76.6 68.1 48.1 43.0 67.8 59.0
Old : 52.9 46.2 76.6 68.1 48.1 43.0 67.8 59.0
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,875: 43,288 42,400 1,942 2,705 2,970 150 0 150 300 575 75: 0 0
Old : 48,875: 43,288 42,400 1,942 2,705 2,970 150 0 150 300 575 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 550: 1,093 1,100 -100 -575 150 25 -50 -25 -500 25 -75: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 86.8 4.0 5.5 6.1 0.3 0.0 0.3 0.6 1.2 0.2: 0.0 0.0
Old : 100.0: 88.6 86.8 4.0 5.5 6.1 0.3 0.0 0.3 0.6 1.2 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 : 28: 12 13 . . . . 0 . . . .:
Old : 28: 12 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.6 84.2 97.1 96.3 85.8 80.9 90.4 90.4
Old : 89.6 84.2 97.1 96.3 85.8 80.9 90.4 90.4
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,555: 33,313 30,090 940 5,128 2,852 950 1,775 250 1,182 0 425: 643 35
Old : 40,555: 33,313 30,090 940 5,128 2,852 950 1,775 250 1,182 0 425: 643 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 6,015: 6,535 5,655 -1,620 -720 1,200 0 0 0 0 0 0: -100 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 74.2 2.3 12.6 7.0 2.3 4.4 0.6 2.9 0.0 1.0: 1.6 0.1
Old : 100.0: 82.1 74.2 2.3 12.6 7.0 2.3 4.4 0.6 2.9 0.0 1.0: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 19 . . . . . . . 0 .:
Old : 29: 19 19 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 59.2 70.7 80.5 31.5 38.7 39.8 46.0
Old : 49.9 59.2 70.7 80.5 31.5 38.7 39.8 46.0
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,479: 22,771 34,079 7,365 3,475 3,515 7,063 1,300 660 2,690 1,200 250: 165 0
Old : 44,479: 22,771 34,079 7,365 3,475 3,515 7,063 1,300 660 2,690 1,200 250: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,656: 2,326 2,606 -1,020 -720 620 650 0 150 -70 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 76.6 16.6 7.8 7.9 15.9 2.9 1.5 6.0 2.7 0.6: 0.4 0.0
Old : 100.0: 51.2 76.6 16.6 7.8 7.9 15.9 2.9 1.5 6.0 2.7 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 19 . . . 5 . . 4 . .:
Old : 36: 22 19 . . . 5 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 50.3 66.7 75.0 35.6 39.3 51.7 57.7
Old : 46.4 50.3 66.7 75.0 35.6 39.3 51.7 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,513: 22,089 38,061 19,098 0 210 0 1,450 0 0 1,318 2: 114 472
Old : 41,513: 22,089 38,061 19,098 0 210 0 1,450 0 0 1,318 2: 114 472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 50: 415 55 -375 0 0 0 0 0 0 0 0: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 91.7 46.0 0.0 0.5 0.0 3.5 0.0 0.0 3.2 0.0: 0.3 1.1
Old : 100.0: 53.2 91.7 46.0 0.0 0.5 0.0 3.5 0.0 0.0 3.2 0.0: 0.3 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 : 24: 12 13 4 0 . 0 . 0 0 . .:
Old : 24: 12 13 4 0 . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 81.8 87.9 92.3 65.6 75.0 83.0 83.2
Old : 65.8 81.8 87.9 92.3 65.6 75.0 83.0 83.2
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,938: 16,685 30,943 16,518 70 670 0 1,750 0 0 0 0: 65 505
Old : 33,938: 16,685 30,943 16,518 70 670 0 1,750 0 0 0 0: 65 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 545: 420 870 440 0 -315 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 91.2 48.7 0.2 2.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.2 1.5
Old : 100.0: 49.2 91.2 48.7 0.2 2.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 . 0 0 0 0:
Old : 20: 12 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 : 70.0 85.8 90.8 94.7 68.1 83.0 85.8 89.8
Old : 70.0 85.8 90.8 94.7 68.1 83.0 85.8 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,246: 26,115 29,233 2,653 0 969 552 1,765 200 1,114 0 70: 573 9
Old : 32,246: 26,115 29,233 2,653 0 969 552 1,765 200 1,114 0 70: 573 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 945: 935 425 10 0 0 -200 320 200 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 90.7 8.2 0.0 3.0 1.7 5.5 0.6 3.5 0.0 0.2: 1.8 0.0
Old : 100.0: 81.0 90.7 8.2 0.0 3.0 1.7 5.5 0.6 3.5 0.0 0.2: 1.8 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 : 35: 18 16 5 0 4 . . . 4 0 .:
Old : 35: 18 16 5 0 4 . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 62.3 71.4 83.2 44.2 55.0 58.4 72.4
Old : 55.9 62.3 71.4 83.2 44.2 55.0 58.4 72.4
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,976: 18,397 20,957 1,782 150 424 10 0 310 540 10 50: 463 75
Old : 21,976: 18,397 20,957 1,782 150 424 10 0 310 540 10 50: 463 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -18: 32 -18 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 95.4 8.1 0.7 1.9 0.0 0.0 1.4 2.5 0.0 0.2: 2.1 0.3
Old : 100.0: 83.7 95.4 8.1 0.7 1.9 0.0 0.0 1.4 2.5 0.0 0.2: 2.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 16 . . . . 0 . . . .:
Old : 26: 13 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 70.2 82.4 87.0 61.4 69.3 77.1 83.2
Old : 65.4 70.2 82.4 87.0 61.4 69.3 77.1 83.2
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,926: 43,349 31,251 3,413 8,796 693 890 7,746 408 858 745 150: 165 138
Old : 49,926: 43,349 31,251 3,413 8,796 693 890 7,746 408 858 745 150: 165 138
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 748: 931 100 -285 410 -50 130 217 57 -30 5 0: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 62.6 6.8 17.6 1.4 1.8 15.5 0.8 1.7 1.5 0.3: 0.3 0.3
Old : 100.0: 86.8 62.6 6.8 17.6 1.4 1.8 15.5 0.8 1.7 1.5 0.3: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 21 . . . . . . . . .:
Old : 36: 20 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 55.9 78.4 75.6 57.6 54.5 71.0 71.4
Old : 60.5 55.9 78.4 75.6 57.6 54.5 71.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,958: 35,522 25,895 3,254 9,855 548 0 3,355 10 0 195 65: 559 35
Old : 39,958: 35,522 25,895 3,254 9,855 548 0 3,355 10 0 195 65: 559 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 454: 936 236 -620 120 148 0 -50 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 64.8 8.1 24.7 1.4 0.0 8.4 0.0 0.0 0.5 0.2: 1.4 0.1
Old : 100.0: 88.9 64.8 8.1 24.7 1.4 0.0 8.4 0.0 0.0 0.5 0.2: 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 : 26: 19 16 . . . 0 . . 0 . .:
Old : 26: 19 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 63.9 80.3 87.1 58.9 62.9 75.1 82.9
Old : 63.5 63.9 80.3 87.1 58.9 62.9 75.1 82.9
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,431: 10,280 16,357 7,000 0 2,925 0 1,131 0 25 0 0: 201 18
Old : 20,431: 10,280 16,357 7,000 0 2,925 0 1,131 0 25 0 0: 201 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 250: 225 325 100 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 80.1 34.3 0.0 14.3 0.0 5.5 0.0 0.1 0.0 0.0: 1.0 0.1
Old : 100.0: 50.3 80.1 34.3 0.0 14.3 0.0 5.5 0.0 0.1 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 13 . 0 . 0 . 0 . 0 0:
Old : 23: 10 13 . 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 : 79.8 76.6 95.7 92.1 65.5 69.3 79.4 80.3
Old : 79.8 76.6 95.7 92.1 65.5 69.3 79.4 80.3
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,680: 8,450 12,845 4,365 0 935 90 900 0 680 0 0: 160 0
Old : 14,680: 8,450 12,845 4,365 0 935 90 900 0 680 0 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 935: -295 835 1,070 0 100 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 87.5 29.7 0.0 6.4 0.6 6.1 0.0 4.6 0.0 0.0: 1.1 0.0
Old : 100.0: 57.6 87.5 29.7 0.0 6.4 0.6 6.1 0.0 4.6 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 7 . 0 . . . 0 . 0 0:
Old : 23: 11 7 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 85.9 88.8 99.0 55.8 85.9 76.1 87.3
Old : 64.5 85.9 88.8 99.0 55.8 85.9 76.1 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,030: 8,780 12,745 4,785 0 685 140 1,600 0 350 0 0: 290 0
Old : 15,030: 8,780 12,745 4,785 0 685 140 1,600 0 350 0 0: 290 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,245: -45 685 1,370 0 -140 0 700 0 -90 0 0: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 84.8 31.8 0.0 4.6 0.9 10.6 0.0 2.3 0.0 0.0: 1.9 0.0
Old : 100.0: 58.4 84.8 31.8 0.0 4.6 0.9 10.6 0.0 2.3 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 7 . 0 . . . 0 . 0 0:
Old : 23: 12 7 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 87.9 88.8 99.1 59.3 87.7 78.0 89.1
Old : 63.8 87.9 88.8 99.1 59.3 87.7 78.0 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,455: 15,360 15,440 4,165 4,755 1,200 0 0 0 170 0 0: 560 60
Old : 21,455: 15,360 15,440 4,165 4,755 1,200 0 0 0 170 0 0: 560 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,300: 1,300 1,400 0 400 0 0 0 0 0 0 0: 0 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 72.0 19.4 22.2 5.6 0.0 0.0 0.0 0.8 0.0 0.0: 2.6 0.3
Old : 100.0: 71.6 72.0 19.4 22.2 5.6 0.0 0.0 0.0 0.8 0.0 0.0: 2.6 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 : 22: 9 12 . . . 0 0 0 . 0 0:
Old : 22: 9 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 73.3 91.7 91.0 69.8 73.3 84.1 86.9
Old : 72.0 73.3 91.7 91.0 69.8 73.3 84.1 86.9
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,150: 7,703 16,885 11,755 3,725 1,215 750 0 200 50 25 100: 377 0
Old : 22,150: 7,703 16,885 11,755 3,725 1,215 750 0 200 50 25 100: 377 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 550: 0 150 150 0 400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 76.2 53.1 16.8 5.5 3.4 0.0 0.9 0.2 0.1 0.5: 1.7 0.0
Old : 100.0: 34.8 76.2 53.1 16.8 5.5 3.4 0.0 0.9 0.2 0.1 0.5: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 9 . . . . 0 . . . .:
Old : 27: 11 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 : 75.5 67.7 90.8 92.5 70.9 62.6 80.1 83.4
Old : 75.5 67.7 90.8 92.5 70.9 62.6 80.1 83.4
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,495: 6,589 13,430 8,420 2,825 2,115 950 0 0 50 25 100: 271 0
Old : 18,495: 6,589 13,430 8,420 2,825 2,115 950 0 0 50 25 100: 271 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 550: 0 150 150 0 400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 72.6 45.5 15.3 11.4 5.1 0.0 0.0 0.3 0.1 0.5: 1.5 0.0
Old : 100.0: 35.6 72.6 45.5 15.3 11.4 5.1 0.0 0.0 0.3 0.1 0.5: 1.5 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 : 25: 11 7 . . . . 0 0 . . .:
Old : 25: 11 7 . . . . 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 71.8 88.9 97.9 61.8 60.7 71.2 77.6
Old : 75.5 71.8 88.9 97.9 61.8 60.7 71.2 77.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,240: 6,170 3,705 1,150 620 1,050 660 3,700 0 0 100 0: 210 65
Old : 9,240: 6,170 3,705 1,150 620 1,050 660 3,700 0 0 100 0: 210 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,300: 50 -100 1,150 -300 100 0 1,700 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 40.1 12.4 6.7 11.4 7.1 40.0 0.0 0.0 1.1 0.0: 2.3 0.7
Old : 100.0: 66.8 40.1 12.4 6.7 11.4 7.1 40.0 0.0 0.0 1.1 0.0: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . . . . . 0 0 . 0:
Old : 23: 13 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 : 53.3 71.0 79.0 91.9 42.9 63.9 64.6 72.6
Old : 53.3 71.0 79.0 91.9 42.9 63.9 64.6 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,065: 5,110 3,815 420 970 415 0 600 0 0 200 0: 120 65
Old : 6,065: 5,110 3,815 420 970 415 0 600 0 0 200 0: 120 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 500: 100 -100 400 0 0 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 62.9 6.9 16.0 6.8 0.0 9.9 0.0 0.0 3.3 0.0: 2.0 1.1
Old : 100.0: 84.3 62.9 6.9 16.0 6.8 0.0 9.9 0.0 0.0 3.3 0.0: 2.0 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 : 22: 13 11 . . . 0 . 0 0 . 0:
Old : 22: 13 11 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.2 82.4 85.8 43.1 52.4 66.0 73.5
Old : 49.1 59.2 82.4 85.8 43.1 52.4 66.0 73.5
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,728: 23,843 28,267 7,600 0 2,495 1,025 0 0 225 4,905 0: 540 61
Old : 35,728: 23,843 28,267 7,600 0 2,495 1,025 0 0 225 4,905 0: 540 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,565: 1,765 1,525 -240 0 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 79.1 21.3 0.0 7.0 2.9 0.0 0.0 0.6 13.7 0.0: 1.5 0.2
Old : 100.0: 66.7 79.1 21.3 0.0 7.0 2.9 0.0 0.0 0.6 13.7 0.0: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 13 . 0 . . 0 0 . . 0:
Old : 27: 15 13 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 86.0 79.0 98.0 48.6 84.7 71.7 90.6
Old : 55.6 86.0 79.0 98.0 48.6 84.7 71.7 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,148: 24,387 27,637 6,440 27 2,528 1,025 0 0 225 4,905 0: 543 51
Old : 35,148: 24,387 27,637 6,440 27 2,528 1,025 0 0 225 4,905 0: 543 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,565: 1,765 1,525 -240 0 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 78.6 18.3 0.1 7.2 2.9 0.0 0.0 0.6 14.0 0.0: 1.5 0.1
Old : 100.0: 69.4 78.6 18.3 0.1 7.2 2.9 0.0 0.0 0.6 14.0 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 . . . . 0 0 . . 0:
Old : 28: 15 12 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 87.4 76.6 97.7 48.1 86.1 69.2 90.4
Old : 53.5 87.4 76.6 97.7 48.1 86.1 69.2 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 103,372: 82,003 69,914 8,490 27,053 2,079 1,500 1,610 605 6,873 284 1,572: 250 255
Old : 103,372: 82,003 69,914 8,490 27,053 2,079 1,500 1,610 605 6,873 284 1,572: 250 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,821: 955 1,185 0 415 231 600 -45 0 0 0 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 67.6 8.2 26.2 2.0 1.5 1.6 0.6 6.6 0.3 1.5: 0.2 0.2
Old : 100.0: 79.3 67.6 8.2 26.2 2.0 1.5 1.6 0.6 6.6 0.3 1.5: 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 : 49: 27 25 . . 5 . . . 5 . 4:
Old : 49: 27 25 . . 5 . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 53.5 58.2 75.5 36.5 47.2 54.2 60.1
Old : 37.3 53.5 58.2 75.5 36.5 47.2 54.2 60.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 123,907: 98,435 81,717 9,650 35,617 1,694 5,150 3,110 240 7,370 406 1,113: 255 10
Old : 123,907: 98,435 81,717 9,650 35,617 1,694 5,150 3,110 240 7,370 406 1,113: 255 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,832: 1,550 1,965 -30 1,900 -23 2,400 -45 0 -100 0 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 66.0 7.8 28.7 1.4 4.2 2.5 0.2 5.9 0.3 0.9: 0.2 0.0
Old : 100.0: 79.4 66.0 7.8 28.7 1.4 4.2 2.5 0.2 5.9 0.3 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 32 29 . 5 4 . 5 . 5 . 4:
Old : 58: 32 29 . 5 4 . 5 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 55.3 56.7 77.2 36.2 50.9 54.7 63.7
Old : 36.9 55.3 56.7 77.2 36.2 50.9 54.7 63.7
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 269,903: 194,933 190,268 574 6,579 29,549 20,104 18,001 7,363 8,757 10,098 7,543: 1,081 503
Old : 269,903: 194,933 190,268 574 6,579 29,549 20,104 18,001 7,363 8,757 10,098 7,543: 1,081 503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 6,785: -603 -4,118 -556 53 3,269 890 3,804 1,289 1,233 1,530 531: 732 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 70.5 0.2 2.4 10.9 7.4 6.7 2.7 3.2 3.7 2.8: 0.4 0.2
Old : 100.0: 72.2 70.5 0.2 2.4 10.9 7.4 6.7 2.7 3.2 3.7 2.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 85: 37 40 . 5 4 12 . 7 13 7 14:
Old : 85: 37 40 . 5 4 12 . 7 13 7 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 : 37.2 43.0 54.9 61.2 29.9 33.5 39.6 42.0
Old : 37.2 43.0 54.9 61.2 29.9 33.5 39.6 42.0
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,754: 22,971 31,148 5,817 0 2,121 660 200 175 1,723 100 0: 287 10
Old : 33,754: 22,971 31,148 5,817 0 2,121 660 200 175 1,723 100 0: 287 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 115: 125 -150 -295 0 265 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 92.3 17.2 0.0 6.3 2.0 0.6 0.5 5.1 0.3 0.0: 0.9 0.0
Old : 100.0: 68.1 92.3 17.2 0.0 6.3 2.0 0.6 0.5 5.1 0.3 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 11 . 0 . . . . . . 0:
Old : 26: 18 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 : 51.6 89.4 74.6 97.7 46.3 82.8 65.5 83.7
Old : 51.6 89.4 74.6 97.7 46.3 82.8 65.5 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,190: 21,670 29,492 6,417 0 1,538 0 230 820 1,358 0 100: 287 10
Old : 32,190: 21,670 29,492 6,417 0 1,538 0 230 820 1,358 0 100: 287 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 110: 125 -150 -295 0 260 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 91.6 19.9 0.0 4.8 0.0 0.7 2.5 4.2 0.0 0.3: 0.9 0.0
Old : 100.0: 67.3 91.6 19.9 0.0 4.8 0.0 0.7 2.5 4.2 0.0 0.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 10 . 0 . 0 . . . 0 .:
Old : 26: 17 10 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 87.5 75.7 97.5 48.4 82.7 68.7 83.6
Old : 53.2 87.5 75.7 97.5 48.4 82.7 68.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,212: 5,395 9,977 4,732 1,450 820 1,530 200 0 50 100 0: 1,685 1,665
Old : 14,212: 5,395 9,977 4,732 1,450 820 1,530 200 0 50 100 0: 1,685 1,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 460: 600 360 0 290 -40 0 0 0 50 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 70.2 33.3 10.2 5.8 10.8 1.4 0.0 0.4 0.7 0.0: 11.9 11.7
Old : 100.0: 38.0 70.2 33.3 10.2 5.8 10.8 1.4 0.0 0.4 0.7 0.0: 11.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 . . . . . 0 . . 0:
Old : 21: 8 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 : 66.6 47.6 86.4 72.0 63.1 42.7 70.4 61.1
Old : 66.6 47.6 86.4 72.0 63.1 42.7 70.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,060: 4,920 10,375 5,130 380 460 1,500 150 0 50 100 0: 1,000 1,595
Old : 13,060: 4,920 10,375 5,130 380 460 1,500 150 0 50 100 0: 1,000 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 79.4 39.3 2.9 3.5 11.5 1.1 0.0 0.4 0.8 0.0: 7.7 12.2
Old : 100.0: 37.7 79.4 39.3 2.9 3.5 11.5 1.1 0.0 0.4 0.8 0.0: 7.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . . . . . 0 . . 0:
Old : 20: 8 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 : 70.3 53.3 90.0 77.0 67.4 52.6 76.8 67.9
Old : 70.3 53.3 90.0 77.0 67.4 52.6 76.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,245: 13,655 25,896 14,405 5,180 320 8,300 0 175 0 5,230 0: 6,390 6,444
Old : 43,245: 13,655 25,896 14,405 5,180 320 8,300 0 175 0 5,230 0: 6,390 6,444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,000: 1,225 865 -840 1,320 0 1,920 0 0 0 300 0: 695 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 59.9 33.3 12.0 0.7 19.2 0.0 0.4 0.0 12.1 0.0: 14.8 14.9
Old : 100.0: 31.6 59.9 33.3 12.0 0.7 19.2 0.0 0.4 0.0 12.1 0.0: 14.8 14.9
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 : 28: 15 18 . . . . 0 . 0 . 0:
Old : 28: 15 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 39.4 75.9 63.9 61.7 37.7 72.2 57.5
Old : 64.3 39.4 75.9 63.9 61.7 37.7 72.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,886: 12,496 24,275 13,865 4,920 495 8,275 0 175 0 5,230 0: 5,580 5,791
Old : 40,886: 12,496 24,275 13,865 4,920 495 8,275 0 175 0 5,230 0: 5,580 5,791
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,985: 1,310 950 -840 1,320 0 1,920 0 0 0 300 0: 595 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 59.4 33.9 12.0 1.2 20.2 0.0 0.4 0.0 12.8 0.0: 13.6 14.2
Old : 100.0: 30.6 59.4 33.9 12.0 1.2 20.2 0.0 0.4 0.0 12.8 0.0: 13.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 17 . . . . 0 . 0 . 0:
Old : 25: 13 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 40.6 78.1 66.6 63.6 38.7 72.9 58.6
Old : 66.1 40.6 78.1 66.6 63.6 38.7 72.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,560: 15,665 5,505 300 1,150 2,875 150 9,865 0 225 50 315: 3,030 2,800
Old : 22,560: 15,665 5,505 300 1,150 2,875 150 9,865 0 225 50 315: 3,030 2,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 40: 180 0 0 240 -230 0 0 0 60 0 -40: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 24.4 1.3 5.1 12.7 0.7 43.7 0.0 1.0 0.2 1.4: 13.4 12.4
Old : 100.0: 69.4 24.4 1.3 5.1 12.7 0.7 43.7 0.0 1.0 0.2 1.4: 13.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 8 . . . . . 0 . . .:
Old : 26: 13 8 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 69.4 67.7 83.4 43.2 62.5 59.1 70.8
Old : 46.3 69.4 67.7 83.4 43.2 62.5 59.1 70.8
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,290: 14,950 5,485 340 0 4,375 150 9,765 0 0 425 0: 2,475 2,240
Old : 22,290: 14,950 5,485 340 0 4,375 150 9,765 0 0 425 0: 2,475 2,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -60: 180 0 -240 0 0 0 0 0 0 -60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 24.6 1.5 0.0 19.6 0.7 43.8 0.0 0.0 1.9 0.0: 11.1 10.0
Old : 100.0: 67.1 24.6 1.5 0.0 19.6 0.7 43.8 0.0 0.0 1.9 0.0: 11.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 8 . 0 . . . 0 0 . 0:
Old : 25: 14 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 : 52.5 71.6 72.5 86.5 41.5 63.1 56.2 66.9
Old : 52.5 71.6 72.5 86.5 41.5 63.1 56.2 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,302: 9,802 18,212 2,015 2,890 545 9,525 0 0 0 0 0: 2,415 2,655
Old : 24,302: 9,802 18,212 2,015 2,890 545 9,525 0 0 0 0 0: 2,415 2,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 865: -160 860 20 0 0 1,000 0 0 0 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 74.9 8.3 11.9 2.2 39.2 0.0 0.0 0.0 0.0 0.0: 9.9 10.9
Old : 100.0: 40.3 74.9 8.3 11.9 2.2 39.2 0.0 0.0 0.0 0.0 0.0: 9.9 10.9
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 : 20: 9 11 . . . . 0 0 0 0 0:
Old : 20: 9 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 : 76.6 69.0 88.3 80.8 74.3 69.0 82.6 79.5
Old : 76.6 69.0 88.3 80.8 74.3 69.0 82.6 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,480: 15,330 33,740 16,240 0 1,025 3,300 50 150 0 1,440 0: 2,435 2,075
Old : 38,480: 15,330 33,740 16,240 0 1,025 3,300 50 150 0 1,440 0: 2,435 2,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 650: 480 300 -355 0 350 175 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 87.7 42.2 0.0 2.7 8.6 0.1 0.4 0.0 3.7 0.0: 6.3 5.4
Old : 100.0: 39.8 87.7 42.2 0.0 2.7 8.6 0.1 0.4 0.0 3.7 0.0: 6.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 . 0 . . . . 0 . 0:
Old : 27: 13 10 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 83.3 77.8 91.4 61.0 82.3 75.3 89.9
Old : 62.4 83.3 77.8 91.4 61.0 82.3 75.3 89.9
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,710: 13,295 30,820 15,205 0 575 3,450 50 0 0 1,440 0: 2,185 1,825
Old : 34,710: 13,295 30,820 15,205 0 575 3,450 50 0 0 1,440 0: 2,185 1,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 300: 480 300 -355 0 0 175 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 88.8 43.8 0.0 1.7 9.9 0.1 0.0 0.0 4.1 0.0: 6.3 5.3
Old : 100.0: 38.3 88.8 43.8 0.0 1.7 9.9 0.1 0.0 0.0 4.1 0.0: 6.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 . 0 . . . 0 0 . 0:
Old : 27: 13 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 : 63.1 83.4 78.7 93.0 61.6 83.1 77.0 92.1
Old : 63.1 83.4 78.7 93.0 61.6 83.1 77.0 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,890: 13,470 4,945 0 3,875 725 0 4,535 0 0 400 0: 1,695 1,410
Old : 15,890: 13,470 4,945 0 3,875 725 0 4,535 0 0 400 0: 1,695 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -170: -180 -425 0 425 -425 0 0 0 0 -180 0: 435 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 31.1 0.0 24.4 4.6 0.0 28.5 0.0 0.0 2.5 0.0: 10.7 8.9
Old : 100.0: 84.8 31.1 0.0 24.4 4.6 0.0 28.5 0.0 0.0 2.5 0.0: 10.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 0 . . 0 4 0 0 . 0:
Old : 22: 13 8 0 . . 0 4 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 63.9 83.0 82.5 64.6 53.1 70.0 66.1
Old : 68.4 63.9 83.0 82.5 64.6 53.1 70.0 66.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,335: 21,790 11,530 0 13,325 300 1,295 225 200 1,490 0 70: 1,190 685
Old : 26,335: 21,790 11,530 0 13,325 300 1,295 225 200 1,490 0 70: 1,190 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,015: 2,000 600 0 1,755 0 0 0 0 355 0 0: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 43.8 0.0 50.6 1.1 4.9 0.9 0.8 5.7 0.0 0.3: 4.5 2.6
Old : 100.0: 82.7 43.8 0.0 50.6 1.1 4.9 0.9 0.8 5.7 0.0 0.3: 4.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 0 . . . . . . 0 .:
Old : 27: 14 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 : 64.2 74.5 79.4 90.6 57.5 71.9 71.6 84.8
Old : 64.2 74.5 79.4 90.6 57.5 71.9 71.6 84.8
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,355: 19,465 8,750 0 14,135 300 1,295 175 200 1,510 0 50: 1,535 745
Old : 24,355: 19,465 8,750 0 14,135 300 1,295 175 200 1,510 0 50: 1,535 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,025: 2,000 600 0 1,755 0 0 0 0 355 0 0: -330 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 35.9 0.0 58.0 1.2 5.3 0.7 0.8 6.2 0.0 0.2: 6.3 3.1
Old : 100.0: 79.9 35.9 0.0 58.0 1.2 5.3 0.7 0.8 6.2 0.0 0.2: 6.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 0 . . . . . . 0 .:
Old : 28: 15 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 : 61.5 76.6 77.8 91.1 58.1 75.4 73.4 86.3
Old : 61.5 76.6 77.8 91.1 58.1 75.4 73.4 86.3
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,085: 25,650 9,805 0 24,355 0 7,540 125 515 2,160 1,075 0: 1,220 1,210
Old : 37,085: 25,650 9,805 0 24,355 0 7,540 125 515 2,160 1,075 0: 1,220 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 75: 0 0 0 75 0 425 0 -25 0 0 0: -325 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 26.4 0.0 65.7 0.0 20.3 0.3 1.4 5.8 2.9 0.0: 3.3 3.3
Old : 100.0: 69.2 26.4 0.0 65.7 0.0 20.3 0.3 1.4 5.8 2.9 0.0: 3.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 0 . 0 . . . . . 0:
Old : 27: 15 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 : 62.2 82.4 82.9 92.7 61.0 80.7 80.5 87.4
Old : 62.2 82.4 82.9 92.7 61.0 80.7 80.5 87.4
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,855: 22,285 12,400 0 17,490 0 6,735 125 95 2,060 1,075 0: 1,680 1,670
Old : 32,855: 22,285 12,400 0 17,490 0 6,735 125 95 2,060 1,075 0: 1,680 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 75: 0 0 0 75 0 425 0 -25 0 0 0: -325 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 37.7 0.0 53.2 0.0 20.5 0.4 0.3 6.3 3.3 0.0: 5.1 5.1
Old : 100.0: 67.8 37.7 0.0 53.2 0.0 20.5 0.4 0.3 6.3 3.3 0.0: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 0 . 0 . . . . . 0:
Old : 26: 14 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 : 58.7 77.8 80.9 90.4 58.2 75.8 79.4 85.0
Old : 58.7 77.8 80.9 90.4 58.2 75.8 79.4 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,645: 36,420 83,710 40,115 0 0 9,395 290 2,655 915 2,835 90: 7,055 7,065
Old : 96,645: 36,420 83,710 40,115 0 0 9,395 290 2,655 915 2,835 90: 7,055 7,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 825: -1,660 250 2,320 0 0 -50 175 0 -240 475 40: 415 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 86.6 41.5 0.0 0.0 9.7 0.3 2.7 0.9 2.9 0.1: 7.3 7.3
Old : 100.0: 37.7 86.6 41.5 0.0 0.0 9.7 0.3 2.7 0.9 2.9 0.1: 7.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 16 24 . 0 0 . . . . . .:
Old : 42: 16 24 . 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 : 65.0 56.0 81.1 71.2 62.2 55.9 76.7 69.1
Old : 65.0 56.0 81.1 71.2 62.2 55.9 76.7 69.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,665: 36,815 75,060 31,575 0 0 8,610 290 2,355 1,095 2,735 0: 8,215 8,225
Old : 88,665: 36,815 75,060 31,575 0 0 8,610 290 2,355 1,095 2,735 0: 8,215 8,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,400: -760 825 1,895 0 0 50 175 0 -240 475 0: 455 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 84.7 35.6 0.0 0.0 9.7 0.3 2.7 1.2 3.1 0.0: 9.3 9.3
Old : 100.0: 41.5 84.7 35.6 0.0 0.0 9.7 0.3 2.7 1.2 3.1 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 14 23 . 0 0 . . . . . 0:
Old : 41: 14 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 : 61.2 50.3 80.1 66.7 59.0 49.7 75.6 66.1
Old : 61.2 50.3 80.1 66.7 59.0 49.7 75.6 66.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,840: 14,355 10,660 505 2,660 3,565 0 3,970 175 2,250 0 0: 1,990 1,810
Old : 22,840: 14,355 10,660 505 2,660 3,565 0 3,970 175 2,250 0 0: 1,990 1,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 245: 285 5 0 280 -35 0 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 46.7 2.2 11.6 15.6 0.0 17.4 0.8 9.9 0.0 0.0: 8.7 7.9
Old : 100.0: 62.9 46.7 2.2 11.6 15.6 0.0 17.4 0.8 9.9 0.0 0.0: 8.7 7.9
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 : 28: 15 15 . . . 0 . . . 0 0:
Old : 28: 15 15 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 48.1 76.9 74.4 48.9 40.0 59.3 58.6
Old : 60.2 48.1 76.9 74.4 48.9 40.0 59.3 58.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,800: 9,845 8,395 0 3,960 3,790 0 175 0 2,625 0 0: 540 480
Old : 16,800: 9,845 8,395 0 3,960 3,790 0 175 0 2,625 0 0: 540 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 185: 220 -60 0 280 0 0 0 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 50.0 0.0 23.6 22.6 0.0 1.0 0.0 15.6 0.0 0.0: 3.2 2.9
Old : 100.0: 58.6 50.0 0.0 23.6 22.6 0.0 1.0 0.0 15.6 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 : 20: 12 12 0 . . 0 . 0 . 0 0:
Old : 20: 12 12 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 61.5 89.9 87.5 48.7 41.7 54.6 53.6
Old : 75.5 61.5 89.9 87.5 48.7 41.7 54.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,165: 6,770 13,095 260 305 1,865 8,020 0 0 0 1,650 0: 1,250 1,250
Old : 18,165: 6,770 13,095 260 305 1,865 8,020 0 0 0 1,650 0: 1,250 1,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,200: 1,200 1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 72.1 1.4 1.7 10.3 44.2 0.0 0.0 0.0 9.1 0.0: 6.9 6.9
Old : 100.0: 37.3 72.1 1.4 1.7 10.3 44.2 0.0 0.0 0.0 9.1 0.0: 6.9 6.9
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 : 20: 7 11 . . . . 0 0 0 . 0:
Old : 20: 7 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 69.8 89.9 88.7 70.9 69.3 80.2 79.8
Old : 70.9 69.8 89.9 88.7 70.9 69.3 80.2 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,695: 35,615 31,320 0 3,435 5,845 200 460 1,120 0 600 100: 6,815 6,815
Old : 49,695: 35,615 31,320 0 3,435 5,845 200 460 1,120 0 600 100: 6,815 6,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,050: 975 1,375 0 -400 900 0 0 0 0 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 63.0 0.0 6.9 11.8 0.4 0.9 2.3 0.0 1.2 0.2: 13.7 13.7
Old : 100.0: 71.7 63.0 0.0 6.9 11.8 0.4 0.9 2.3 0.0 1.2 0.2: 13.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 0 . . . . . 0 . .:
Old : 30: 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 : 63.0 41.7 76.1 59.3 52.8 29.3 54.9 41.2
Old : 63.0 41.7 76.1 59.3 52.8 29.3 54.9 41.2
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,105: 21,420 20,100 0 3,035 3,880 2,115 0 0 0 400 100: 8,590 8,590
Old : 36,105: 21,420 20,100 0 3,035 3,880 2,115 0 0 0 400 100: 8,590 8,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,700: 1,140 1,040 0 100 500 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 55.7 0.0 8.4 10.7 5.9 0.0 0.0 0.0 1.1 0.3: 23.8 23.8
Old : 100.0: 59.3 55.7 0.0 8.4 10.7 5.9 0.0 0.0 0.0 1.1 0.3: 23.8 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 18 0 . . . 0 0 0 . .:
Old : 26: 14 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 : 53.3 40.1 67.8 56.1 49.0 28.0 50.4 40.6
Old : 53.3 40.1 67.8 56.1 49.0 28.0 50.4 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2018