COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 57,432: 20,303 26,675 4,492 3,267 2,783 6,564 11,737 1,011 13,567 3,661 7,449: 1,263 849
Old : 57,432: 20,303 26,675 4,492 3,267 2,783 6,564 11,737 1,011 13,567 3,661 7,449: 1,263 849
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 370: 447 -259 -150 -314 180 -130 213 84 -128 540 -29: 96 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 46.4 7.8 5.7 4.8 11.4 20.4 1.8 23.6 6.4 13.0: 2.2 1.5
Old : 100.0: 35.4 46.4 7.8 5.7 4.8 11.4 20.4 1.8 23.6 6.4 13.0: 2.2 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 : 51: 15 14 . 4 4 . 5 6 13 8 15:
Old : 51: 15 14 . 4 4 . 5 6 13 8 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 52.7 66.9 67.6 34.7 35.3 51.7 46.6
Old : 38.7 52.7 66.9 67.6 34.7 35.3 51.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,251: 1,630 5,176 682 1,587 0 940 704 240 4,205 16 250: 304 278
Old : 8,251: 1,630 5,176 682 1,587 0 940 704 240 4,205 16 250: 304 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 117: -40 132 -15 -15 0 60 0 0 92 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 62.7 8.3 19.2 0.0 11.4 8.5 2.9 51.0 0.2 3.0: 3.7 3.4
Old : 100.0: 19.8 62.7 8.3 19.2 0.0 11.4 8.5 2.9 51.0 0.2 3.0: 3.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 4 7 . . 0 . . . 7 . 4:
Old : 23: 4 7 . . 0 . . . 7 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 59.3 76.6 87.6 53.4 56.7 69.5 74.7
Old : 54.5 59.3 76.6 87.6 53.4 56.7 69.5 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 1,615: 322 912 346 10 67 285 123 140 122 31 329: 3 3
Old : 1,615: 322 912 346 10 67 285 123 140 122 31 329: 3 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 50: 15 38 15 -2 -1 -11 1 -5 20 1 18: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 56.5 21.4 0.6 4.1 17.7 7.6 8.7 7.5 1.9 20.4: 0.2 0.2
Old : 100.0: 20.0 56.5 21.4 0.6 4.1 17.7 7.6 8.7 7.5 1.9 20.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 7 8 . . . . . 5 5 4 5:
Old : 28: 7 8 . . . . . 5 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 56.3 82.9 77.6 42.9 39.5 48.2 46.9
Old : 63.3 56.3 82.9 77.6 42.9 39.5 48.2 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 117,527: 65,593 73,803 3,417 9,794 15,117 14,122 409 2,580 6,265 6,543 8,549: 1,883 732
Old : 117,527: 65,593 73,803 3,417 9,794 15,117 14,122 409 2,580 6,265 6,543 8,549: 1,883 732
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -3,354: -2,561 -2,443 -640 422 -511 -73 2 -91 117 -37 -1,067: 1,472 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 62.8 2.9 8.3 12.9 12.0 0.3 2.2 5.3 5.6 7.3: 1.6 0.6
Old : 100.0: 55.8 62.8 2.9 8.3 12.9 12.0 0.3 2.2 5.3 5.6 7.3: 1.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 37 38 . . 4 6 . 6 8 6 12:
Old : 67: 37 38 . . 4 6 . 6 8 6 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 32.8 56.9 52.2 23.3 20.1 32.3 30.6
Old : 38.1 32.8 56.9 52.2 23.3 20.1 32.3 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 29,825: 23,572 26,357 2,740 580 2,263 400 250 0 750 275 100: 0 0
Old : 29,825: 23,572 26,357 2,740 580 2,263 400 250 0 750 275 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -3,994: -3,929 -3,411 258 225 -383 0 -75 0 275 -150 -200: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 88.4 9.2 1.9 7.6 1.3 0.8 0.0 2.5 0.9 0.3: 0.0 0.0
Old : 100.0: 79.0 88.4 9.2 1.9 7.6 1.3 0.8 0.0 2.5 0.9 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 17 . . . . . 0 . . .:
Old : 35: 23 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 53.5 73.6 84.9 40.4 48.9 49.7 55.6
Old : 49.4 53.5 73.6 84.9 40.4 48.9 49.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 21,454: 18,815 15,317 0 3,782 1,565 0 0 0 650 150 400: 24 240
Old : 21,454: 18,815 15,317 0 3,782 1,565 0 0 0 650 150 400: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -2,140: -1,890 -1,375 0 -240 -100 0 0 0 -250 -525 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 71.4 0.0 17.6 7.3 0.0 0.0 0.0 3.0 0.7 1.9: 0.1 1.1
Old : 100.0: 87.7 71.4 0.0 17.6 7.3 0.0 0.0 0.0 3.0 0.7 1.9: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 14 0 . . 0 0 0 . . .:
Old : 27: 17 14 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 55.6 80.7 83.6 55.3 42.2 63.5 60.5
Old : 61.9 55.6 80.7 83.6 55.3 42.2 63.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 178,933: 140,910 113,231 20,827 21,419 4,051 6,390 17,923 3,895 2,435 16,230 278: 147 1,906
Old : 178,933: 140,910 113,231 20,827 21,419 4,051 6,390 17,923 3,895 2,435 16,230 278: 147 1,906
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 903: 1,870 -1,184 -570 552 -451 -100 75 100 -7 -35 -50: 111 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 63.3 11.6 12.0 2.3 3.6 10.0 2.2 1.4 9.1 0.2: 0.1 1.1
Old : 100.0: 78.8 63.3 11.6 12.0 2.3 3.6 10.0 2.2 1.4 9.1 0.2: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 37 . . . . 4 . 4 4 .:
Old : 61: 35 37 . . . . 4 . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 41.7 58.8 70.0 32.1 35.6 47.2 53.6
Old : 36.5 41.7 58.8 70.0 32.1 35.6 47.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 57,806: 44,981 36,355 8,525 12,655 1,520 601 5,225 675 1,250 1,146 225: 29 5
Old : 57,806: 44,981 36,355 8,525 12,655 1,520 601 5,225 675 1,250 1,146 225: 29 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 93: 161 571 150 -395 -8 -85 0 0 -125 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 62.9 14.7 21.9 2.6 1.0 9.0 1.2 2.2 2.0 0.4: 0.1 0.0
Old : 100.0: 77.8 62.9 14.7 21.9 2.6 1.0 9.0 1.2 2.2 2.0 0.4: 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 : 38: 16 21 . . . . . . 4 5 .:
Old : 38: 16 21 . . . . . . 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 : 76.9 74.5 88.9 86.4 74.0 68.7 80.7 78.4
Old : 76.9 74.5 88.9 86.4 74.0 68.7 80.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 58,668: 45,695 41,875 1,545 2,700 9,643 50 3,225 525 150 25 360: 700 315
Old : 58,668: 45,695 41,875 1,545 2,700 9,643 50 3,225 525 150 25 360: 700 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 560: -620 810 850 0 -250 0 0 0 -10 0 0: 590 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 71.4 2.6 4.6 16.4 0.1 5.5 0.9 0.3 0.0 0.6: 1.2 0.5
Old : 100.0: 77.9 71.4 2.6 4.6 16.4 0.1 5.5 0.9 0.3 0.0 0.6: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 25 . . . . . . . . .:
Old : 37: 27 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 45.9 72.0 71.2 24.5 31.1 37.1 45.5
Old : 48.9 45.9 72.0 71.2 24.5 31.1 37.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 61,301: 52,345 40,426 2,060 14,295 4,351 0 1,235 150 1,715 400 90: 590 354
Old : 61,301: 52,345 40,426 2,060 14,295 4,351 0 1,235 150 1,715 400 90: 590 354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 755: 10 276 -55 470 -200 0 210 0 630 0 -5: 375 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 65.9 3.4 23.3 7.1 0.0 2.0 0.2 2.8 0.7 0.1: 1.0 0.6
Old : 100.0: 85.4 65.9 3.4 23.3 7.1 0.0 2.0 0.2 2.8 0.7 0.1: 1.0 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 : 43: 24 26 . . . 0 4 . . . .:
Old : 43: 24 26 . . . 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 : 40.2 52.9 65.0 77.0 37.9 45.2 52.7 58.3
Old : 40.2 52.9 65.0 77.0 37.9 45.2 52.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,431: 43,179 29,247 19,955 17,305 2,955 0 0 0 775 17,400 0: 567 524
Old : 67,431: 43,179 29,247 19,955 17,305 2,955 0 0 0 775 17,400 0: 567 524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 540: 490 430 205 -50 -205 0 0 0 -65 0 0: 115 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 43.4 29.6 25.7 4.4 0.0 0.0 0.0 1.1 25.8 0.0: 0.8 0.8
Old : 100.0: 64.0 43.4 29.6 25.7 4.4 0.0 0.0 0.0 1.1 25.8 0.0: 0.8 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 : 38: 25 24 . . . 0 0 0 . . 0:
Old : 38: 25 24 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 72.9 65.9 85.1 43.1 66.4 60.0 75.5
Old : 45.4 72.9 65.9 85.1 43.1 66.4 60.0 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 90,292: 59,561 39,147 26,975 23,905 1,785 0 0 0 1,255 25,050 0: 716 405
Old : 90,292: 59,561 39,147 26,975 23,905 1,785 0 0 0 1,255 25,050 0: 716 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 967: 498 607 125 -280 165 0 0 0 -165 350 0: 344 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 43.4 29.9 26.5 2.0 0.0 0.0 0.0 1.4 27.7 0.0: 0.8 0.4
Old : 100.0: 66.0 43.4 29.9 26.5 2.0 0.0 0.0 0.0 1.4 27.7 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 22 . . . 0 0 0 . . 0:
Old : 39: 27 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 68.4 66.6 84.0 46.2 66.7 64.2 77.7
Old : 47.1 68.4 66.6 84.0 46.2 66.7 64.2 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,874: 24,014 27,859 4,270 0 5,055 0 850 0 425 0 0: 110 110
Old : 33,874: 24,014 27,859 4,270 0 5,055 0 850 0 425 0 0: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 745: 745 730 -15 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 82.2 12.6 0.0 14.9 0.0 2.5 0.0 1.3 0.0 0.0: 0.3 0.3
Old : 100.0: 70.9 82.2 12.6 0.0 14.9 0.0 2.5 0.0 1.3 0.0 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 17 . 0 . 0 . 0 . 0 0:
Old : 27: 20 17 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 70.5 69.0 83.6 31.6 55.4 45.9 56.7
Old : 42.1 70.5 69.0 83.6 31.6 55.4 45.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 37,691: 30,651 33,306 2,705 1,435 2,525 625 0 0 1,000 0 125: 60 300
Old : 37,691: 30,651 33,306 2,705 1,435 2,525 625 0 0 1,000 0 125: 60 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 250: 250 175 0 0 0 0 0 0 -75 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 88.4 7.2 3.8 6.7 1.7 0.0 0.0 2.7 0.0 0.3: 0.2 0.8
Old : 100.0: 81.3 88.4 7.2 3.8 6.7 1.7 0.0 0.0 2.7 0.0 0.3: 0.2 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 : 32: 20 21 . . . . 0 0 . 0 .:
Old : 32: 20 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 68.8 64.5 88.0 23.5 49.0 38.1 55.3
Old : 42.6 68.8 64.5 88.0 23.5 49.0 38.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 13,865: 12,615 11,040 300 2,375 150 0 0 0 800 300 0: 0 0
Old : 13,865: 12,615 11,040 300 2,375 150 0 0 0 800 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0: 0.0 0.0
Old : 100.0: 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 0 0 . . 0:
Old : 21: 15 12 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
Old : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 21,082: 17,477 13,064 0 3,385 890 500 1,232 0 1,650 1,856 350: 215 305
Old : 21,082: 17,477 13,064 0 3,385 890 500 1,232 0 1,650 1,856 350: 215 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 62.0 0.0 16.1 4.2 2.4 5.8 0.0 7.8 8.8 1.7: 1.0 1.4
Old : 100.0: 82.9 62.0 0.0 16.1 4.2 2.4 5.8 0.0 7.8 8.8 1.7: 1.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 21 0 . . . . 0 . . .:
Old : 36: 22 21 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 38.0 68.8 59.6 38.9 35.5 57.1 52.2
Old : 44.9 38.0 68.8 59.6 38.9 35.5 57.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,047: 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600: 145 295
Old : 9,047: 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600: 145 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6: 1.6 3.3
Old : 100.0: 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6: 1.6 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 : 21: 9 9 0 . . . . 0 0 . .:
Old : 21: 9 9 0 . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
Old : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,070: 8,940 8,825 450 825 785 125 0 75 50 150 300: 345 110
Old : 11,070: 8,940 8,825 450 825 785 125 0 75 50 150 300: 345 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -15: -20 -10 0 -90 0 0 0 0 0 0 0: 5 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 79.7 4.1 7.5 7.1 1.1 0.0 0.7 0.5 1.4 2.7: 3.1 1.0
Old : 100.0: 80.8 79.7 4.1 7.5 7.1 1.1 0.0 0.7 0.5 1.4 2.7: 3.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . . 0 . . . .:
Old : 24: 11 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 63.5 85.3 88.2 64.9 60.8 73.4 70.9
Old : 66.3 63.5 85.3 88.2 64.9 60.8 73.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,658: 29,358 36,698 7,225 0 4,825 650 0 600 0 425 0: 0 110
Old : 42,658: 29,358 36,698 7,225 0 4,825 650 0 600 0 425 0: 0 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 596: 596 571 -15 0 15 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 86.0 16.9 0.0 11.3 1.5 0.0 1.4 0.0 1.0 0.0: 0.0 0.3
Old : 100.0: 68.8 86.0 16.9 0.0 11.3 1.5 0.0 1.4 0.0 1.0 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 : 32: 22 21 . 0 . . 0 . 0 . 0:
Old : 32: 22 21 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 59.2 70.2 77.9 32.0 51.3 46.6 55.4
Old : 44.2 59.2 70.2 77.9 32.0 51.3 46.6 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 48,696: 43,348 32,896 1,855 12,137 1,923 0 175 0 1,075 1,300 175: 320 90
Old : 48,696: 43,348 32,896 1,855 12,137 1,923 0 175 0 1,075 1,300 175: 320 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 184: 395 84 0 11 89 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 67.6 3.8 24.9 3.9 0.0 0.4 0.0 2.2 2.7 0.4: 0.7 0.2
Old : 100.0: 89.0 67.6 3.8 24.9 3.9 0.0 0.4 0.0 2.2 2.7 0.4: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 24 . . . 0 4 0 . . .:
Old : 42: 23 24 . . . 0 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 : 46.6 58.6 68.0 80.6 40.0 54.0 58.4 72.4
Old : 46.6 58.6 68.0 80.6 40.0 54.0 58.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,448: 41,020 40,713 8,933 11,735 620 300 0 0 1,295 0 300: 980 80
Old : 53,448: 41,020 40,713 8,933 11,735 620 300 0 0 1,295 0 300: 980 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 300: -385 640 -285 -340 0 0 0 0 145 0 -60: 885 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 76.2 16.7 22.0 1.2 0.6 0.0 0.0 2.4 0.0 0.6: 1.8 0.1
Old : 100.0: 76.7 76.2 16.7 22.0 1.2 0.6 0.0 0.0 2.4 0.0 0.6: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 13 . . . . 0 0 . 0 .:
Old : 29: 19 13 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 94.1 68.5 98.4 36.7 92.8 64.1 93.2
Old : 41.1 94.1 68.5 98.4 36.7 92.8 64.1 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,393: 44,600 42,238 10,233 13,380 2,295 300 0 0 1,870 2,250 175: 920 55
Old : 60,393: 44,600 42,238 10,233 13,380 2,295 300 0 0 1,870 2,250 175: 920 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 220: -80 25 -405 180 -20 0 0 0 -30 0 0: 755 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 69.9 16.9 22.2 3.8 0.5 0.0 0.0 3.1 3.7 0.3: 1.5 0.1
Old : 100.0: 73.8 69.9 16.9 22.2 3.8 0.5 0.0 0.0 3.1 3.7 0.3: 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 : 32: 22 11 . . . . 0 0 . . .:
Old : 32: 22 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 : 37.6 90.3 64.9 97.2 34.7 88.4 61.4 91.6
Old : 37.6 90.3 64.9 97.2 34.7 88.4 61.4 91.6
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 74,484: 70,661 63,798 1,527 6,462 1,980 0 0 0 210 1,837 79: 27 328
Old : 74,484: 70,661 63,798 1,527 6,462 1,980 0 0 0 210 1,837 79: 27 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 483: 404 1,094 20 0 -20 0 0 0 0 -670 79: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 85.7 2.1 8.7 2.7 0.0 0.0 0.0 0.3 2.5 0.1: 0.0 0.4
Old : 100.0: 94.9 85.7 2.1 8.7 2.7 0.0 0.0 0.0 0.3 2.5 0.1: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 25 . . . 0 0 0 . . .:
Old : 43: 25 25 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 61.2 76.5 81.1 54.1 57.5 74.5 76.7
Old : 54.1 61.2 76.5 81.1 54.1 57.5 74.5 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 99,231: 85,394 83,633 4,194 6,657 2,446 3,440 272 155 2,216 4,716 1,306: 80 46
Old : 99,231: 85,394 83,633 4,194 6,657 2,446 3,440 272 155 2,216 4,716 1,306: 80 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,118: 1,428 1,185 0 -45 122 110 0 0 310 708 148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 84.3 4.2 6.7 2.5 3.5 0.3 0.2 2.2 4.8 1.3: 0.1 0.0
Old : 100.0: 86.1 84.3 4.2 6.7 2.5 3.5 0.3 0.2 2.2 4.8 1.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 30 32 . . . . . . 6 5 5:
Old : 58: 30 32 . . . . . . 6 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 57.1 67.0 76.6 42.6 52.1 60.9 67.1
Old : 44.0 57.1 67.0 76.6 42.6 52.1 60.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 33,010: 25,525 32,645 6,926 0 365 0 0 0 150 0 0: 44 0
Old : 33,010: 25,525 32,645 6,926 0 365 0 0 0 150 0 0: 44 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,000: 400 1,000 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 98.9 21.0 0.0 1.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.1 0.0
Old : 100.0: 77.3 98.9 21.0 0.0 1.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 12 . 0 . 0 0 0 . 0 0:
Old : 23: 13 12 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 86.1 97.3 97.3 76.7 79.9 81.0 82.1
Old : 78.7 86.1 97.3 97.3 76.7 79.9 81.0 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 43,724: 34,990 32,273 4,205 2,745 2,880 0 4,650 0 1,085 25 164: 400 987
Old : 43,724: 34,990 32,273 4,205 2,745 2,880 0 4,650 0 1,085 25 164: 400 987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 20: 390 -912 -520 0 160 0 0 0 -65 0 30: 25 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 73.8 9.6 6.3 6.6 0.0 10.6 0.0 2.5 0.1 0.4: 0.9 2.3
Old : 100.0: 80.0 73.8 9.6 6.3 6.6 0.0 10.6 0.0 2.5 0.1 0.4: 0.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 15 . . . 0 . 0 . . .:
Old : 31: 22 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 76.7 74.9 90.3 54.5 68.1 69.6 77.7
Old : 54.8 76.7 74.9 90.3 54.5 68.1 69.6 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 45,447: 28,761 35,129 6,715 2,080 3,941 1,800 0 1,800 2,195 1,400 5: 230 1,092
Old : 45,447: 28,761 35,129 6,715 2,080 3,941 1,800 0 1,800 2,195 1,400 5: 230 1,092
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 320: 285 -472 -100 0 0 0 0 0 75 0 0: 60 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 77.3 14.8 4.6 8.7 4.0 0.0 4.0 4.8 3.1 0.0: 0.5 2.4
Old : 100.0: 63.3 77.3 14.8 4.6 8.7 4.0 0.0 4.0 4.8 3.1 0.0: 0.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 19 . . . . 0 . 4 . .:
Old : 33: 22 19 . . . . 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 : 44.5 63.7 67.0 80.5 32.3 50.3 47.7 60.9
Old : 44.5 63.7 67.0 80.5 32.3 50.3 47.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 38,346: 20,327 34,166 17,058 1,605 0 0 1,825 165 0 270 15: 781 300
Old : 38,346: 20,327 34,166 17,058 1,605 0 0 1,825 165 0 270 15: 781 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 615: 498 560 -534 0 0 0 0 0 0 50 -5: 656 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 89.1 44.5 4.2 0.0 0.0 4.8 0.4 0.0 0.7 0.0: 2.0 0.8
Old : 100.0: 53.0 89.1 44.5 4.2 0.0 0.0 4.8 0.4 0.0 0.7 0.0: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 15 4 . 0 0 . . 0 . .:
Old : 29: 17 15 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 : 60.4 72.4 82.6 87.1 60.4 70.8 79.9 84.5
Old : 60.4 72.4 82.6 87.1 60.4 70.8 79.9 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,063: 16,698 28,755 15,125 1,473 230 0 2,300 190 350 0 0: 470 115
Old : 33,063: 16,698 28,755 15,125 1,473 230 0 2,300 190 350 0 0: 470 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 85: -120 -50 -155 60 0 0 0 0 0 0 0: 360 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 87.0 45.7 4.5 0.7 0.0 7.0 0.6 1.1 0.0 0.0: 1.4 0.3
Old : 100.0: 50.5 87.0 45.7 4.5 0.7 0.0 7.0 0.6 1.1 0.0 0.0: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . 0 . . . 0 0:
Old : 29: 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 : 68.7 75.6 86.2 88.2 68.1 75.6 83.8 85.6
Old : 68.7 75.6 86.2 88.2 68.1 75.6 83.8 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,588: 20,405 25,224 4,072 182 1,783 75 825 15 1,164 50 258: 816 251
Old : 28,588: 20,405 25,224 4,072 182 1,783 75 825 15 1,164 50 258: 816 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -15: -265 -15 -155 -196 0 0 0 0 0 0 0: 405 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 88.2 14.2 0.6 6.2 0.3 2.9 0.1 4.1 0.2 0.9: 2.9 0.9
Old : 100.0: 71.4 88.2 14.2 0.6 6.2 0.3 2.9 0.1 4.1 0.2 0.9: 2.9 0.9
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 : 34: 18 18 . . 4 . . . . . .:
Old : 34: 18 18 . . 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 : 53.7 56.6 69.5 74.0 47.4 56.6 61.5 69.6
Old : 53.7 56.6 69.5 74.0 47.4 56.6 61.5 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,374: 18,317 18,312 1,064 2,091 423 190 0 300 759 25 1: 1,320 1,222
Old : 22,374: 18,317 18,312 1,064 2,091 423 190 0 300 759 25 1: 1,320 1,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 105: -1,072 -962 0 23 -23 0 0 0 0 25 0: 1,200 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 81.8 4.8 9.3 1.9 0.8 0.0 1.3 3.4 0.1 0.0: 5.9 5.5
Old : 100.0: 81.9 81.8 4.8 9.3 1.9 0.8 0.0 1.3 3.4 0.1 0.0: 5.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 15 . . . . 0 . . . .:
Old : 29: 13 15 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 64.5 79.1 82.6 65.4 64.4 76.8 80.6
Old : 65.7 64.5 79.1 82.6 65.4 64.4 76.8 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 49,236: 42,447 26,683 1,477 8,877 2,841 1,280 9,211 256 630 731 100: 205 537
Old : 49,236: 42,447 26,683 1,477 8,877 2,841 1,280 9,211 256 630 731 100: 205 537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 930: 986 455 -390 -428 235 0 26 -1 25 105 0: 75 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 54.2 3.0 18.0 5.8 2.6 18.7 0.5 1.3 1.5 0.2: 0.4 1.1
Old : 100.0: 86.2 54.2 3.0 18.0 5.8 2.6 18.7 0.5 1.3 1.5 0.2: 0.4 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 : 44: 28 22 . . . . . . 4 . .:
Old : 44: 28 22 . . . . . . 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 : 51.4 48.3 67.1 68.1 47.4 44.6 55.6 56.3
Old : 51.4 48.3 67.1 68.1 47.4 44.6 55.6 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,386: 27,801 19,739 3,440 9,294 585 1,350 3,140 0 35 350 0: 175 278
Old : 33,386: 27,801 19,739 3,440 9,294 585 1,350 3,140 0 35 350 0: 175 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -20: 145 36 -240 -329 0 0 0 0 0 0 0: 75 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 59.1 10.3 27.8 1.8 4.0 9.4 0.0 0.1 1.0 0.0: 0.5 0.8
Old : 100.0: 83.3 59.1 10.3 27.8 1.8 4.0 9.4 0.0 0.1 1.0 0.0: 0.5 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 : 38: 26 19 . . . . . 0 . . 0:
Old : 38: 26 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 : 48.7 58.0 69.5 81.5 43.3 52.4 63.5 71.6
Old : 48.7 58.0 69.5 81.5 43.3 52.4 63.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,047: 11,753 11,922 4,095 0 3,525 0 3,850 650 0 100 0: 24 0
Old : 20,047: 11,753 11,922 4,095 0 3,525 0 3,850 650 0 100 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,085: -922 -575 73 0 -135 0 125 -125 0 -375 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 59.5 20.4 0.0 17.6 0.0 19.2 3.2 0.0 0.5 0.0: 0.1 0.0
Old : 100.0: 58.6 59.5 20.4 0.0 17.6 0.0 19.2 3.2 0.0 0.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 14 . 0 . 0 . . 0 . 0:
Old : 23: 14 14 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 67.3 89.4 87.4 55.6 55.5 67.7 65.1
Old : 71.7 67.3 89.4 87.4 55.6 55.5 67.7 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 12,300: 9,694 5,975 1,155 4,775 1,450 0 0 0 0 100 0: 1 0
Old : 12,300: 9,694 5,975 1,155 4,775 1,450 0 0 0 0 100 0: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -700: -450 -675 -95 150 -150 0 0 0 0 -25 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 48.6 9.4 38.8 11.8 0.0 0.0 0.0 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 78.8 48.6 9.4 38.8 11.8 0.0 0.0 0.0 0.0 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 80.5 94.9 94.7 72.3 66.5 76.6 74.8
Old : 80.7 80.5 94.9 94.7 72.3 66.5 76.6 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,665: 8,525 16,845 6,575 0 665 400 0 5 225 0 0: 1,270 150
Old : 17,665: 8,525 16,845 6,575 0 665 400 0 5 225 0 0: 1,270 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -75 -130 0 0 0 0 0 0 0 0 0: 75 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 95.4 37.2 0.0 3.8 2.3 0.0 0.0 1.3 0.0 0.0: 7.2 0.8
Old : 100.0: 48.3 95.4 37.2 0.0 3.8 2.3 0.0 0.0 1.3 0.0 0.0: 7.2 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 : 22: 14 9 . 0 . . 0 . . 0 0:
Old : 22: 14 9 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 89.1 79.1 96.6 59.8 87.1 71.9 87.1
Old : 67.0 89.1 79.1 96.6 59.8 87.1 71.9 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,575: 10,460 17,270 6,405 0 595 0 100 360 400 0 0: 355 250
Old : 18,575: 10,460 17,270 6,405 0 595 0 100 360 400 0 0: 355 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -25 -230 0 0 0 0 0 0 0 0 0: 25 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 93.0 34.5 0.0 3.2 0.0 0.5 1.9 2.2 0.0 0.0: 1.9 1.3
Old : 100.0: 56.3 93.0 34.5 0.0 3.2 0.0 0.5 1.9 2.2 0.0 0.0: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . 0 . . . 0 0:
Old : 27: 17 10 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 84.8 77.1 94.1 56.6 79.8 68.6 81.6
Old : 63.0 84.8 77.1 94.1 56.6 79.8 68.6 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 731,461: 454,453 350,901 7,646 42,600 162,288 0 81,090 15,315 12,577 62 79,076: 106 129
Old : 731,461: 454,453 350,901 7,646 42,600 162,288 0 81,090 15,315 12,577 62 79,076: 106 129
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,137: -3,802 -1,146 -1,326 -1,478 294 0 -2,372 282 -1,240 -1,396 655: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 48.0 1.0 5.8 22.2 0.0 11.1 2.1 1.7 0.0 10.8: 0.0 0.0
Old : 100.0: 62.1 48.0 1.0 5.8 22.2 0.0 11.1 2.1 1.7 0.0 10.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . . . 0 . . 4 . 4:
Old : 27: 15 16 . . . 0 . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 53.5 85.6 82.3 21.5 20.6 23.5 23.1
Old : 65.9 53.5 85.6 82.3 21.5 20.6 23.5 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,760: 6,775 4,810 2,800 5,050 865 0 0 0 15 0 10: 295 25
Old : 10,760: 6,775 4,810 2,800 5,050 865 0 0 0 15 0 10: 295 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -210 -25 0 0 0 0 0 0 0 0 0: 210 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 44.7 26.0 46.9 8.0 0.0 0.0 0.0 0.1 0.0 0.1: 2.7 0.2
Old : 100.0: 63.0 44.7 26.0 46.9 8.0 0.0 0.0 0.0 0.1 0.0 0.1: 2.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . 0 0 0 . 0 .:
Old : 24: 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 : 64.6 75.0 82.9 90.9 56.8 67.1 72.3 76.9
Old : 64.6 75.0 82.9 90.9 56.8 67.1 72.3 76.9
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,949: 8,586 19,190 15,480 6,470 1,055 650 25 50 385 100 0: 743 59
Old : 26,949: 8,586 19,190 15,480 6,470 1,055 650 25 50 385 100 0: 743 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 40: -120 -5 0 30 -10 0 0 0 0 0 0: 170 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 71.2 57.4 24.0 3.9 2.4 0.1 0.2 1.4 0.4 0.0: 2.8 0.2
Old : 100.0: 31.9 71.2 57.4 24.0 3.9 2.4 0.1 0.2 1.4 0.4 0.0: 2.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 12 . . . . . . . . 0:
Old : 30: 16 12 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 79.5 85.6 94.5 69.4 74.3 76.9 82.9
Old : 74.1 79.5 85.6 94.5 69.4 74.3 76.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,690: 7,485 17,175 13,430 5,120 2,170 650 25 50 410 100 0: 495 50
Old : 24,690: 7,485 17,175 13,430 5,120 2,170 650 25 50 410 100 0: 495 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 30: -115 -25 0 30 0 0 0 0 0 0 0: 145 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 69.6 54.4 20.7 8.8 2.6 0.1 0.2 1.7 0.4 0.0: 2.0 0.2
Old : 100.0: 30.3 69.6 54.4 20.7 8.8 2.6 0.1 0.2 1.7 0.4 0.0: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 9 . . . . . . . . 0:
Old : 27: 14 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 : 72.5 84.2 85.3 96.7 65.6 73.1 73.3 79.9
Old : 72.5 84.2 85.3 96.7 65.6 73.1 73.3 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,065: 8,725 9,975 1,950 770 810 0 375 0 25 50 0: 555 85
Old : 12,065: 8,725 9,975 1,950 770 810 0 375 0 25 50 0: 555 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -335 -25 0 0 0 0 0 0 0 0 0: 335 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 82.7 16.2 6.4 6.7 0.0 3.1 0.0 0.2 0.4 0.0: 4.6 0.7
Old : 100.0: 72.3 82.7 16.2 6.4 6.7 0.0 3.1 0.0 0.2 0.4 0.0: 4.6 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 : 25: 12 11 . . . 0 . 0 . . 0:
Old : 25: 12 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 : 57.6 61.1 82.2 85.3 52.5 59.0 74.2 75.5
Old : 57.6 61.1 82.2 85.3 52.5 59.0 74.2 75.5
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,620: 20,206 15,028 895 6,610 2,530 600 0 0 85 100 62: 242 290
Old : 24,620: 20,206 15,028 895 6,610 2,530 600 0 0 85 100 62: 242 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 105: 110 -290 0 180 -75 0 0 0 -47 0 0: 117 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 61.0 3.6 26.8 10.3 2.4 0.0 0.0 0.3 0.4 0.3: 1.0 1.2
Old : 100.0: 82.1 61.0 3.6 26.8 10.3 2.4 0.0 0.0 0.3 0.4 0.3: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 14 . . . . 0 0 . . .:
Old : 30: 12 14 . . . . 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 71.7 86.2 90.0 55.5 67.1 68.7 73.6
Old : 62.2 71.7 86.2 90.0 55.5 67.1 68.7 73.6
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,402: 21,502 16,420 195 5,650 3,855 600 0 0 84 100 37: 129 340
Old : 26,402: 21,502 16,420 195 5,650 3,855 600 0 0 84 100 37: 129 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 105: 110 -340 0 180 -75 0 0 0 -47 0 0: 117 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 62.2 0.7 21.4 14.6 2.3 0.0 0.0 0.3 0.4 0.1: 0.5 1.3
Old : 100.0: 81.4 62.2 0.7 21.4 14.6 2.3 0.0 0.0 0.3 0.4 0.1: 0.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 16 . . . . 0 0 . . .:
Old : 31: 13 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 72.8 86.3 90.3 52.2 58.8 62.9 65.1
Old : 59.8 72.8 86.3 90.3 52.2 58.8 62.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 116,624: 105,514 79,316 5,185 22,989 3,485 25 4,542 130 490 3,615 465: 1,330 2,082
Old : 116,624: 105,514 79,316 5,185 22,989 3,485 25 4,542 130 490 3,615 465: 1,330 2,082
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 908: -537 -1,612 75 920 -370 0 -100 0 340 -115 115: 1,285 2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 68.0 4.4 19.7 3.0 0.0 3.9 0.1 0.4 3.1 0.4: 1.1 1.8
Old : 100.0: 90.5 68.0 4.4 19.7 3.0 0.0 3.9 0.1 0.4 3.1 0.4: 1.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 27 . . 5 . 4 . . 5 .:
Old : 56: 33 27 . . 5 . 4 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 58.3 67.3 82.4 49.6 52.7 66.3 72.8
Old : 49.6 58.3 67.3 82.4 49.6 52.7 66.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 130,551: 121,035 90,514 3,455 24,662 3,021 275 4,987 370 580 4,085 375: 1,440 2,537
Old : 130,551: 121,035 90,514 3,455 24,662 3,021 275 4,987 370 580 4,085 375: 1,440 2,537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 793: -762 -2,337 40 1,045 -370 25 -45 -25 505 0 0: 1,380 2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 69.3 2.6 18.9 2.3 0.2 3.8 0.3 0.4 3.1 0.3: 1.1 1.9
Old : 100.0: 92.7 69.3 2.6 18.9 2.3 0.2 3.8 0.3 0.4 3.1 0.3: 1.1 1.9
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 : 62: 35 34 . . 4 . 5 . 4 6 .:
Old : 62: 35 34 . . 4 . 5 . 4 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 54.7 64.6 79.2 48.7 48.7 62.2 71.0
Old : 48.9 54.7 64.6 79.2 48.7 48.7 62.2 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 234,119: 159,224 148,756 4,883 15,239 14,504 28,292 8,337 10,344 6,411 26,641 7,192: 3,270 3,108
Old : 234,119: 159,224 148,756 4,883 15,239 14,504 28,292 8,337 10,344 6,411 26,641 7,192: 3,270 3,108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 4,366: 1,892 -370 -265 1,677 -450 276 1,268 -61 -20 -441 -272: 3,265 3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 63.5 2.1 6.5 6.2 12.1 3.6 4.4 2.7 11.4 3.1: 1.4 1.3
Old : 100.0: 68.0 63.5 2.1 6.5 6.2 12.1 3.6 4.4 2.7 11.4 3.1: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 42 42 4 . 5 5 8 5 8 13 13:
Old : 88: 42 42 4 . 5 5 8 5 8 13 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 30.0 52.4 47.1 26.5 23.4 40.0 33.4
Old : 33.6 30.0 52.4 47.1 26.5 23.4 40.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,339: 35,286 37,824 6,280 5,480 3,220 1,440 325 115 960 0 0: 1,038 1,375
Old : 48,339: 35,286 37,824 6,280 5,480 3,220 1,440 325 115 960 0 0: 1,038 1,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 9: -719 -1,241 -25 -125 0 -25 25 0 0 0 0: 778 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 78.2 13.0 11.3 6.7 3.0 0.7 0.2 2.0 0.0 0.0: 2.1 2.8
Old : 100.0: 73.0 78.2 13.0 11.3 6.7 3.0 0.7 0.2 2.0 0.0 0.0: 2.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 13 . . . . . . . 0 0:
Old : 33: 23 13 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 87.7 77.8 94.4 59.4 79.1 73.3 83.1
Old : 60.3 87.7 77.8 94.4 59.4 79.1 73.3 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,899: 32,796 36,579 4,460 1,775 3,700 1,105 275 130 770 0 0: 938 1,440
Old : 43,899: 32,796 36,579 4,460 1,775 3,700 1,105 275 130 770 0 0: 938 1,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 134: -669 -1,381 100 100 0 0 0 0 0 0 0: 703 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 83.3 10.2 4.0 8.4 2.5 0.6 0.3 1.8 0.0 0.0: 2.1 3.3
Old : 100.0: 74.7 83.3 10.2 4.0 8.4 2.5 0.6 0.3 1.8 0.0 0.0: 2.1 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 : 31: 20 11 . . . . . . . 0 0:
Old : 31: 20 11 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 88.4 79.1 94.1 60.9 78.0 73.4 83.0
Old : 61.5 88.4 79.1 94.1 60.9 78.0 73.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 212,311: 128,852 126,352 9,014 34,997 45,858 22,470 0 4,932 949 0 171: 63 0
Old : 212,311: 128,852 126,352 9,014 34,997 45,858 22,470 0 4,932 949 0 171: 63 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,278: -4,594 -1,413 3,792 -2 -3,700 -198 0 225 -395 0 -388: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 59.5 4.2 16.5 21.6 10.6 0.0 2.3 0.4 0.0 0.1: 0.0 0.0
Old : 100.0: 60.7 59.5 4.2 16.5 21.6 10.6 0.0 2.3 0.4 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 17 . . . . 0 . . 0 .:
Old : 28: 18 17 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 71.0 85.9 89.6 28.1 36.8 37.4 39.5
Old : 53.4 71.0 85.9 89.6 28.1 36.8 37.4 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,697: 27,612 32,167 4,830 455 650 0 0 0 0 0 0: 3,605 3,425
Old : 36,697: 27,612 32,167 4,830 455 650 0 0 0 0 0 0: 3,605 3,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -100 0 0 0 0 0 0 0 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 87.7 13.2 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 9.3
Old : 100.0: 75.2 87.7 13.2 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 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 : 22: 14 16 . . . 0 0 0 0 0 0:
Old : 22: 14 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 61.4 87.2 80.3 67.6 51.2 72.0 68.8
Old : 81.4 61.4 87.2 80.3 67.6 51.2 72.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,375: 25,635 30,215 4,830 455 495 0 0 0 0 0 0: 3,415 3,210
Old : 34,375: 25,635 30,215 4,830 455 495 0 0 0 0 0 0: 3,415 3,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -100 0 0 0 0 0 0 0 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 87.9 14.1 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 9.3
Old : 100.0: 74.6 87.9 14.1 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 17 . . . 0 0 0 0 0 0:
Old : 21: 11 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 62.6 88.7 81.7 68.7 51.6 72.2 68.1
Old : 83.5 62.6 88.7 81.7 68.7 51.6 72.2 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,617: 19,283 23,848 8,600 2,685 960 0 500 0 0 800 0: 3,774 3,824
Old : 32,617: 19,283 23,848 8,600 2,685 960 0 500 0 0 800 0: 3,774 3,824
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 595: 775 145 -300 0 0 0 0 0 0 300 0: 120 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 73.1 26.4 8.2 2.9 0.0 1.5 0.0 0.0 2.5 0.0: 11.6 11.7
Old : 100.0: 59.1 73.1 26.4 8.2 2.9 0.0 1.5 0.0 0.0 2.5 0.0: 11.6 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 : 23: 10 15 . . . 0 . 0 0 . 0:
Old : 23: 10 15 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 47.3 86.6 70.7 72.2 44.3 78.3 64.3
Old : 74.6 47.3 86.6 70.7 72.2 44.3 78.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,158: 18,705 22,540 8,465 3,180 960 0 500 0 0 800 0: 3,028 3,178
Old : 31,158: 18,705 22,540 8,465 3,180 960 0 500 0 0 800 0: 3,028 3,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 715: 775 145 -300 0 0 0 0 0 0 300 0: 240 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 72.3 27.2 10.2 3.1 0.0 1.6 0.0 0.0 2.6 0.0: 9.7 10.2
Old : 100.0: 60.0 72.3 27.2 10.2 3.1 0.0 1.6 0.0 0.0 2.6 0.0: 9.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 16 . . . 0 . 0 0 . 0:
Old : 23: 9 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 49.4 89.3 70.8 76.2 46.3 78.7 62.6
Old : 78.7 49.4 89.3 70.8 76.2 46.3 78.7 62.6
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,070: 34,020 10,885 1,225 10,390 70 100 10,885 0 200 3,745 0: 4,455 4,095
Old : 40,070: 34,020 10,885 1,225 10,390 70 100 10,885 0 200 3,745 0: 4,455 4,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 65: -145 -120 0 5 0 0 60 0 0 0 0: 210 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 27.2 3.1 25.9 0.2 0.2 27.2 0.0 0.5 9.3 0.0: 11.1 10.2
Old : 100.0: 84.9 27.2 3.1 25.9 0.2 0.2 27.2 0.0 0.5 9.3 0.0: 11.1 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 13 . . . . . 0 . . 0:
Old : 32: 16 13 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 67.0 73.9 83.0 57.5 66.8 69.6 81.7
Old : 61.3 67.0 73.9 83.0 57.5 66.8 69.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,305: 34,550 11,450 1,050 12,495 70 100 9,810 0 200 2,490 25: 4,310 3,965
Old : 40,305: 34,550 11,450 1,050 12,495 70 100 9,810 0 200 2,490 25: 4,310 3,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 60: -85 -70 0 0 0 0 60 0 0 0 0: 145 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 28.4 2.6 31.0 0.2 0.2 24.3 0.0 0.5 6.2 0.1: 10.7 9.8
Old : 100.0: 85.7 28.4 2.6 31.0 0.2 0.2 24.3 0.0 0.5 6.2 0.1: 10.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 13 . . . . . 0 . . .:
Old : 30: 16 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 : 62.8 72.5 74.7 84.6 59.4 72.3 70.6 81.9
Old : 62.8 72.5 74.7 84.6 59.4 72.3 70.6 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,405: 17,530 39,155 23,730 1,125 635 725 0 500 150 1,755 0: 1,135 1,235
Old : 44,405: 17,530 39,155 23,730 1,125 635 725 0 500 150 1,755 0: 1,135 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 300: -25 150 350 0 -50 0 0 0 0 75 0: 25 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 88.2 53.4 2.5 1.4 1.6 0.0 1.1 0.3 4.0 0.0: 2.6 2.8
Old : 100.0: 39.5 88.2 53.4 2.5 1.4 1.6 0.0 1.1 0.3 4.0 0.0: 2.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 13 . . . . 0 . . . 0:
Old : 28: 12 13 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 83.5 88.9 92.7 76.1 81.8 88.2 89.9
Old : 76.5 83.5 88.9 92.7 76.1 81.8 88.2 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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,805: 15,625 36,705 22,515 550 565 750 0 500 150 1,830 0: 700 655
Old : 40,805: 15,625 36,705 22,515 550 565 750 0 500 150 1,830 0: 700 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 320: -25 275 350 0 -30 0 0 0 0 75 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 90.0 55.2 1.3 1.4 1.8 0.0 1.2 0.4 4.5 0.0: 1.7 1.6
Old : 100.0: 38.3 90.0 55.2 1.3 1.4 1.8 0.0 1.2 0.4 4.5 0.0: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . . . . 0 . . . 0:
Old : 27: 12 12 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 86.3 89.2 94.2 75.2 83.2 87.6 90.1
Old : 75.7 86.3 89.2 94.2 75.2 83.2 87.6 90.1
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,370: 18,970 17,840 8,220 425 1,155 0 9,065 0 50 0 0: 975 885
Old : 29,370: 18,970 17,840 8,220 425 1,155 0 9,065 0 50 0 0: 975 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -75 -70 0 0 0 0 0 0 0 0 0: 75 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 60.7 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.3 3.0
Old : 100.0: 64.6 60.7 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.3 3.0
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: 13 11 . . . 0 . 0 . 0 0:
Old : 25: 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 : 75.5 81.3 87.8 91.3 72.0 79.5 81.9 85.3
Old : 75.5 81.3 87.8 91.3 72.0 79.5 81.9 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,355: 16,475 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 830 665
Old : 27,355: 16,475 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 830 665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -80 0 0 0 0 0 0 0 0 0 0: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 62.3 33.0 1.8 3.8 0.0 29.0 0.0 0.0 0.7 0.0: 3.0 2.4
Old : 100.0: 60.2 62.3 33.0 1.8 3.8 0.0 29.0 0.0 0.0 0.7 0.0: 3.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 9 . . . 0 . 0 0 . 0:
Old : 21: 14 9 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 84.1 88.1 94.0 73.8 81.5 83.4 87.5
Old : 77.3 84.1 88.1 94.0 73.8 81.5 83.4 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,515: 18,860 11,015 0 8,515 0 25 130 50 500 240 230: 2,850 2,335
Old : 22,515: 18,860 11,015 0 8,515 0 25 130 50 500 240 230: 2,850 2,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 -90 0 -45 0 0 0 0 0 45 0: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 48.9 0.0 37.8 0.0 0.1 0.6 0.2 2.2 1.1 1.0: 12.7 10.4
Old : 100.0: 83.8 48.9 0.0 37.8 0.0 0.1 0.6 0.2 2.2 1.1 1.0: 12.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 0 . 0 . . . . . .:
Old : 22: 11 8 0 . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 67.5 82.1 86.8 63.2 67.5 74.4 79.0
Old : 70.9 67.5 82.1 86.8 63.2 67.5 74.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,780: 18,525 10,840 0 8,310 0 25 130 50 375 115 290: 2,515 2,045
Old : 21,780: 18,525 10,840 0 8,310 0 25 130 50 375 115 290: 2,515 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 5: 0 -65 0 -45 0 0 0 0 0 45 -10: 15 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 49.8 0.0 38.2 0.0 0.1 0.6 0.2 1.7 0.5 1.3: 11.5 9.4
Old : 100.0: 85.1 49.8 0.0 38.2 0.0 0.1 0.6 0.2 1.7 0.5 1.3: 11.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 0 . 0 . . . . . .:
Old : 23: 12 8 0 . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 70.1 82.5 87.7 66.7 70.1 75.8 80.8
Old : 73.3 70.1 82.5 87.7 66.7 70.1 75.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,960: 26,880 16,012 0 19,953 100 9,830 650 225 275 475 0: 1,650 1,545
Old : 38,960: 26,880 16,012 0 19,953 100 9,830 650 225 275 475 0: 1,650 1,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 595: 190 150 0 395 0 275 0 0 0 0 0: 130 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 41.1 0.0 51.2 0.3 25.2 1.7 0.6 0.7 1.2 0.0: 4.2 4.0
Old : 100.0: 69.0 41.1 0.0 51.2 0.3 25.2 1.7 0.6 0.7 1.2 0.0: 4.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 0 . . . . . . . 0:
Old : 29: 19 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 79.9 85.7 91.1 66.7 78.9 81.5 86.1
Old : 70.4 79.9 85.7 91.1 66.7 78.9 81.5 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,425: 22,030 14,750 0 12,240 0 5,725 675 175 275 370 0: 2,220 2,215
Old : 30,425: 22,030 14,750 0 12,240 0 5,725 675 175 275 370 0: 2,220 2,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 695: 290 150 0 445 0 325 0 0 0 0 0: 80 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 48.5 0.0 40.2 0.0 18.8 2.2 0.6 0.9 1.2 0.0: 7.3 7.3
Old : 100.0: 72.4 48.5 0.0 40.2 0.0 18.8 2.2 0.6 0.9 1.2 0.0: 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 : 29: 18 10 0 . 0 . . . . . 0:
Old : 29: 18 10 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 71.3 81.3 86.6 59.5 68.7 73.4 78.0
Old : 65.9 71.3 81.3 86.6 59.5 68.7 73.4 78.0
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 111,260: 55,867 96,105 25,038 0 2,100 11,105 275 665 4,745 350 425: 11,315 11,340
Old : 111,260: 55,867 96,105 25,038 0 2,100 11,105 275 665 4,745 350 425: 11,315 11,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 805: 820 480 -245 0 25 -240 -25 0 120 0 0: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 86.4 22.5 0.0 1.9 10.0 0.2 0.6 4.3 0.3 0.4: 10.2 10.2
Old : 100.0: 50.2 86.4 22.5 0.0 1.9 10.0 0.2 0.6 4.3 0.3 0.4: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 24 . 0 . . . . . . .:
Old : 44: 21 24 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 58.7 71.9 71.5 53.3 56.1 65.4 66.8
Old : 58.6 58.7 71.9 71.5 53.3 56.1 65.4 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 98,310: 51,765 85,370 18,505 330 1,895 12,515 175 665 3,485 350 225: 9,255 9,300
Old : 98,310: 51,765 85,370 18,505 330 1,895 12,515 175 665 3,485 350 225: 9,255 9,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 740: 825 480 -200 0 25 -265 0 0 120 0 0: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 86.8 18.8 0.3 1.9 12.7 0.2 0.7 3.5 0.4 0.2: 9.4 9.5
Old : 100.0: 52.7 86.8 18.8 0.3 1.9 12.7 0.2 0.7 3.5 0.4 0.2: 9.4 9.5
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 : 42: 19 25 . . . . . . . . .:
Old : 42: 19 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 56.8 77.8 70.2 60.0 55.1 73.4 67.8
Old : 62.0 56.8 77.8 70.2 60.0 55.1 73.4 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,690: 15,820 9,090 0 6,685 775 50 750 0 500 0 0: 2,545 2,390
Old : 19,690: 15,820 9,090 0 6,685 775 50 750 0 500 0 0: 2,545 2,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 110: 60 110 0 0 0 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 46.2 0.0 34.0 3.9 0.3 3.8 0.0 2.5 0.0 0.0: 12.9 12.1
Old : 100.0: 80.3 46.2 0.0 34.0 3.9 0.3 3.8 0.0 2.5 0.0 0.0: 12.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 13 0 . . . . 0 . 0 0:
Old : 25: 17 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 : 47.5 58.5 67.6 75.0 36.1 50.1 53.6 60.9
Old : 47.5 58.5 67.6 75.0 36.1 50.1 53.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,400: 15,115 10,510 0 7,235 460 50 0 0 2,325 0 0: 1,450 1,195
Old : 19,400: 15,115 10,510 0 7,235 460 50 0 0 2,325 0 0: 1,450 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 200: 125 175 0 0 0 0 0 0 0 0 0: 75 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 54.2 0.0 37.3 2.4 0.3 0.0 0.0 12.0 0.0 0.0: 7.5 6.2
Old : 100.0: 77.9 54.2 0.0 37.3 2.4 0.3 0.0 0.0 12.0 0.0 0.0: 7.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 12 0 . . . 0 0 . 0 0:
Old : 23: 17 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 : 60.7 69.8 76.9 87.7 40.2 53.7 55.7 62.9
Old : 60.7 69.8 76.9 87.7 40.2 53.7 55.7 62.9
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,085: 7,200 11,565 210 270 1,795 5,200 50 0 0 800 0: 1,680 1,605
Old : 16,085: 7,200 11,565 210 270 1,795 5,200 50 0 0 800 0: 1,680 1,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: -100 -25 0 0 0 0 0 0 0 0 0: 100 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 71.9 1.3 1.7 11.2 32.3 0.3 0.0 0.0 5.0 0.0: 10.4 10.0
Old : 100.0: 44.8 71.9 1.3 1.7 11.2 32.3 0.3 0.0 0.0 5.0 0.0: 10.4 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 : 20: 10 10 . . . . . 0 0 . 0:
Old : 20: 10 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 : 64.9 71.5 83.5 84.6 60.6 60.1 64.9 64.5
Old : 64.9 71.5 83.5 84.6 60.6 60.1 64.9 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,965: 38,710 34,680 850 2,350 4,195 0 2,825 625 50 25 0: 7,535 7,265
Old : 51,965: 38,710 34,680 850 2,350 4,195 0 2,825 625 50 25 0: 7,535 7,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 250: -150 300 0 0 0 0 -300 250 0 0 0: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 66.7 1.6 4.5 8.1 0.0 5.4 1.2 0.1 0.0 0.0: 14.5 14.0
Old : 100.0: 74.5 66.7 1.6 4.5 8.1 0.0 5.4 1.2 0.1 0.0 0.0: 14.5 14.0
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 : 31: 17 17 . . . 0 . . . . 0:
Old : 31: 17 17 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 45.3 77.4 63.6 56.4 38.2 62.8 52.5
Old : 57.4 45.3 77.4 63.6 56.4 38.2 62.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,780: 24,945 21,700 15 2,510 3,840 0 1,175 150 300 0 0: 5,530 5,405
Old : 34,780: 24,945 21,700 15 2,510 3,840 0 1,175 150 300 0 0: 5,530 5,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 75: -55 250 0 0 0 0 -300 75 0 0 0: 55 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 62.4 0.0 7.2 11.0 0.0 3.4 0.4 0.9 0.0 0.0: 15.9 15.5
Old : 100.0: 71.7 62.4 0.0 7.2 11.0 0.0 3.4 0.4 0.9 0.0 0.0: 15.9 15.5
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 : 30: 18 20 . . . 0 . . . 0 0:
Old : 30: 18 20 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 36.7 68.1 55.6 29.5 21.7 36.3 33.2
Old : 45.4 36.7 68.1 55.6 29.5 21.7 36.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017