COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 53,264: 18,353 26,778 4,389 3,157 2,405 4,151 8,870 1,478 14,314 2,566 7,060: 1,114 950
Old : 53,264: 18,353 26,778 4,389 3,157 2,405 4,151 8,870 1,478 14,314 2,566 7,060: 1,114 950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 50: -327 -417 11 -350 81 -88 -56 4 -394 -417 785: -22 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 50.3 8.2 5.9 4.5 7.8 16.7 2.8 26.9 4.8 13.3: 2.1 1.8
Old : 100.0: 34.5 50.3 8.2 5.9 4.5 7.8 16.7 2.8 26.9 4.8 13.3: 2.1 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 : 52: 15 14 . 4 4 . 6 5 11 10 12:
Old : 52: 15 14 . 4 4 . 6 5 11 10 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 : 40.1 52.8 65.1 67.9 33.0 37.9 48.6 47.1
Old : 40.1 52.8 65.1 67.9 33.0 37.9 48.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 7,303: 1,103 4,414 649 1,616 0 670 443 225 3,861 2 275: 520 328
Old : 7,303: 1,103 4,414 649 1,616 0 670 443 225 3,861 2 275: 520 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 367: -48 322 70 20 0 -30 5 0 335 0 0: 40 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 60.4 8.9 22.1 0.0 9.2 6.1 3.1 52.9 0.0 3.8: 7.1 4.5
Old : 100.0: 15.1 60.4 8.9 22.1 0.0 9.2 6.1 3.1 52.9 0.0 3.8: 7.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 5 7 . . 0 . . . 8 . 4:
Old : 24: 5 7 . . 0 . . . 8 . 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 : 50.6 57.8 71.1 84.5 49.3 56.5 65.4 74.8
Old : 50.6 57.8 71.1 84.5 49.3 56.5 65.4 74.8
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, October 10, 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 : 1,674: 337 880 369 9 91 275 122 176 58 29 360: 9 7
Old : 1,674: 337 880 369 9 91 275 122 176 58 29 360: 9 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 84: 19 42 0 -1 13 -3 -7 28 15 0 5: 5 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 52.6 22.1 0.5 5.4 16.4 7.3 10.5 3.5 1.8 21.5: 0.5 0.4
Old : 100.0: 20.1 52.6 22.1 0.5 5.4 16.4 7.3 10.5 3.5 1.8 21.5: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 7 7 . . . . . 5 6 . 5:
Old : 27: 7 7 . . . . . 5 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 56.7 83.4 79.3 38.5 36.4 43.2 42.4
Old : 63.0 56.7 83.4 79.3 38.5 36.4 43.2 42.4
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, October 10, 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 : 106,551: 57,578 66,605 3,261 8,263 15,242 12,753 148 2,834 5,569 4,391 8,328: 987 739
Old : 106,551: 57,578 66,605 3,261 8,263 15,242 12,753 148 2,834 5,569 4,391 8,328: 987 739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -5,429: -3,008 -3,192 -224 -489 -105 -309 -1 -359 -552 -838 -271: -601 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 62.5 3.1 7.8 14.3 12.0 0.1 2.7 5.2 4.1 7.8: 0.9 0.7
Old : 100.0: 54.0 62.5 3.1 7.8 14.3 12.0 0.1 2.7 5.2 4.1 7.8: 0.9 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 : 61: 32 34 . . 4 6 . 6 6 6 10:
Old : 61: 32 34 . . 4 6 . 6 6 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.1 59.7 55.1 24.5 20.0 34.0 31.3
Old : 38.7 35.1 59.7 55.1 24.5 20.0 34.0 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 31,143: 25,850 26,799 1,498 1,745 2,125 350 150 0 1,045 50 275: 0 0
Old : 31,143: 25,850 26,799 1,498 1,745 2,125 350 150 0 1,045 50 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 694: 864 587 -57 225 -143 0 0 0 5 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 86.0 4.8 5.6 6.8 1.1 0.5 0.0 3.4 0.2 0.9: 0.0 0.0
Old : 100.0: 83.0 86.0 4.8 5.6 6.8 1.1 0.5 0.0 3.4 0.2 0.9: 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 : 34: 23 16 . . . . . 0 4 . .:
Old : 34: 23 16 . . . . . 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 : 52.0 53.8 74.0 81.7 39.6 46.2 48.8 56.8
Old : 52.0 53.8 74.0 81.7 39.6 46.2 48.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 19,620: 17,345 14,028 0 3,567 1,575 0 0 0 250 0 450: 0 0
Old : 19,620: 17,345 14,028 0 3,567 1,575 0 0 0 250 0 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -287: -62 -387 0 200 -200 0 0 0 -125 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 71.5 0.0 18.2 8.0 0.0 0.0 0.0 1.3 0.0 2.3: 0.0 0.0
Old : 100.0: 88.4 71.5 0.0 18.2 8.0 0.0 0.0 0.0 1.3 0.0 2.3: 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 : 28: 19 16 0 . . 0 0 0 . 0 .:
Old : 28: 19 16 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 : 66.2 56.1 83.2 85.1 55.9 40.4 59.0 57.7
Old : 66.2 56.1 83.2 85.1 55.9 40.4 59.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 167,496: 131,343 108,933 16,094 19,366 6,037 7,310 15,468 3,851 2,475 13,486 340: 46 15
Old : 167,496: 131,343 108,933 16,094 19,366 6,037 7,310 15,468 3,851 2,475 13,486 340: 46 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -9,169: -5,431 -2,943 -324 879 -494 -140 -760 20 160 -2,162 -33: -2,927 -3,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 65.0 9.6 11.6 3.6 4.4 9.2 2.3 1.5 8.1 0.2: 0.0 0.0
Old : 100.0: 78.4 65.0 9.6 11.6 3.6 4.4 9.2 2.3 1.5 8.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 35 33 . . . . 5 . 4 . .:
Old : 57: 35 33 . . . . 5 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 43.0 58.6 71.2 33.4 36.3 49.2 55.9
Old : 38.3 43.0 58.6 71.2 33.4 36.3 49.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 56,376: 44,030 33,756 7,435 11,710 2,120 836 6,300 1,264 500 1,050 175: 15 0
Old : 56,376: 44,030 33,756 7,435 11,710 2,120 836 6,300 1,264 500 1,050 175: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,470: -574 -776 -920 -796 865 -148 -75 -11 -650 -648 -25: -7 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 59.9 13.2 20.8 3.8 1.5 11.2 2.2 0.9 1.9 0.3: 0.0 0.0
Old : 100.0: 78.1 59.9 13.2 20.8 3.8 1.5 11.2 2.2 0.9 1.9 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 : 36: 17 19 . . . . . 4 4 . .:
Old : 36: 17 19 . . . . . 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 : 75.6 67.3 86.7 86.3 73.5 59.4 78.8 74.9
Old : 75.6 67.3 86.7 86.3 73.5 59.4 78.8 74.9
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, October 10, 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 : 57,258: 43,239 41,019 3,664 2,445 9,074 200 3,475 225 115 100 520: 221 400
Old : 57,258: 43,239 41,019 3,664 2,445 9,074 200 3,475 225 115 100 520: 221 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,412: -1,350 -1,560 1,092 825 -632 0 75 -75 50 75 -125: -372 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 71.6 6.4 4.3 15.8 0.3 6.1 0.4 0.2 0.2 0.9: 0.4 0.7
Old : 100.0: 75.5 71.6 6.4 4.3 15.8 0.3 6.1 0.4 0.2 0.2 0.9: 0.4 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 : 37: 25 23 . . . . . . . . .:
Old : 37: 25 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 51.1 73.1 74.3 28.8 33.8 41.6 47.0
Old : 49.9 51.1 73.1 74.3 28.8 33.8 41.6 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 64,628: 55,137 43,159 2,005 14,197 5,115 38 675 182 1,205 400 730: 216 170
Old : 64,628: 55,137 43,159 2,005 14,197 5,115 38 675 182 1,205 400 730: 216 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -341: 625 -1,529 0 2,059 -339 13 50 -63 -400 0 300: -477 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 66.8 3.1 22.0 7.9 0.1 1.0 0.3 1.9 0.6 1.1: 0.3 0.3
Old : 100.0: 85.3 66.8 3.1 22.0 7.9 0.1 1.0 0.3 1.9 0.6 1.1: 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 : 42: 28 23 . . 4 . . . . . .:
Old : 42: 28 23 . . 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 : 42.7 61.3 65.9 79.8 37.9 54.5 53.9 61.3
Old : 42.7 61.3 65.9 79.8 37.9 54.5 53.9 61.3
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 63,430: 40,259 27,481 19,255 15,900 2,325 50 0 0 1,478 17,550 0: 63 174
Old : 63,430: 40,259 27,481 19,255 15,900 2,325 50 0 0 1,478 17,550 0: 63 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,106: -1,722 -1,296 -155 -565 0 0 0 0 78 100 0: -307 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 43.3 30.4 25.1 3.7 0.1 0.0 0.0 2.3 27.7 0.0: 0.1 0.3
Old : 100.0: 63.5 43.3 30.4 25.1 3.7 0.1 0.0 0.0 2.3 27.7 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 22 . . . . 0 0 . . 0:
Old : 40: 23 22 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 69.5 64.8 83.7 41.9 65.8 59.8 78.6
Old : 43.9 69.5 64.8 83.7 41.9 65.8 59.8 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 85,221: 55,156 36,541 25,965 28,470 1,370 50 0 0 2,648 18,650 0: 32 190
Old : 85,221: 55,156 36,541 25,965 28,470 1,370 50 0 0 2,648 18,650 0: 32 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,239: -2,714 -1,652 -285 4,975 0 0 0 0 298 -6,100 0: -538 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 42.9 30.5 33.4 1.6 0.1 0.0 0.0 3.1 21.9 0.0: 0.0 0.2
Old : 100.0: 64.7 42.9 30.5 33.4 1.6 0.1 0.0 0.0 3.1 21.9 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 23 . . . . 0 0 . . 0:
Old : 42: 25 23 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 63.8 63.7 81.8 45.0 62.3 61.1 78.8
Old : 45.5 63.8 63.7 81.8 45.0 62.3 61.1 78.8
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, October 10, 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 : 33,924: 22,924 30,439 7,095 0 3,455 0 0 0 300 0 0: 150 30
Old : 33,924: 22,924 30,439 7,095 0 3,455 0 0 0 300 0 0: 150 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,067: -1,055 263 630 0 -520 0 -800 0 -100 0 0: -22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 89.7 20.9 0.0 10.2 0.0 0.0 0.0 0.9 0.0 0.0: 0.4 0.1
Old : 100.0: 67.6 89.7 20.9 0.0 10.2 0.0 0.0 0.0 0.9 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 17 . 0 . 0 0 0 . 0 0:
Old : 26: 19 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 : 48.6 67.6 72.8 82.4 37.3 56.3 54.3 62.1
Old : 48.6 67.6 72.8 82.4 37.3 56.3 54.3 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 37,605: 29,035 31,074 2,715 1,835 4,120 375 420 0 1,300 0 0: 60 156
Old : 37,605: 29,035 31,074 2,715 1,835 4,120 375 420 0 1,300 0 0: 60 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 990: -10 777 1,205 380 -80 -125 0 0 75 0 -75: 0 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 82.6 7.2 4.9 11.0 1.0 1.1 0.0 3.5 0.0 0.0: 0.2 0.4
Old : 100.0: 77.2 82.6 7.2 4.9 11.0 1.0 1.1 0.0 3.5 0.0 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 17 4 . . . . 0 . 0 0:
Old : 30: 18 17 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 : 50.1 63.0 72.1 85.5 29.6 55.7 43.0 62.0
Old : 50.1 63.0 72.1 85.5 29.6 55.7 43.0 62.0
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, October 10, 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 : 11,760: 10,010 9,735 400 1,875 150 0 0 0 1,200 0 0: 0 0
Old : 11,760: 10,010 9,735 400 1,875 150 0 0 0 1,200 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -800: -800 -650 0 -150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 82.8 3.4 15.9 1.3 0.0 0.0 0.0 10.2 0.0 0.0: 0.0 0.0
Old : 100.0: 85.1 82.8 3.4 15.9 1.3 0.0 0.0 0.0 10.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 13 . . . 0 0 0 . 0 0:
Old : 22: 15 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 67.6 83.4 92.2 62.7 64.2 77.1 85.0
Old : 64.7 67.6 83.4 92.2 62.7 64.2 77.1 85.0
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, October 10, 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 : 19,816: 15,591 11,449 0 4,410 780 1,000 1,032 0 1,150 750 1,100: 195 295
Old : 19,816: 15,591 11,449 0 4,410 780 1,000 1,032 0 1,150 750 1,100: 195 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -515: -555 -815 0 450 -50 -200 0 0 100 -300 200: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 57.8 0.0 22.3 3.9 5.0 5.2 0.0 5.8 3.8 5.6: 1.0 1.5
Old : 100.0: 78.7 57.8 0.0 22.3 3.9 5.0 5.2 0.0 5.8 3.8 5.6: 1.0 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 : 35: 20 21 0 . . . . 0 . . .:
Old : 35: 20 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 : 51.9 43.6 71.6 63.2 49.6 33.7 61.7 48.2
Old : 51.9 43.6 71.6 63.2 49.6 33.7 61.7 48.2
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, October 10, 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 : 9,890: 8,125 8,210 450 360 760 0 75 0 0 140 210: 345 135
Old : 9,890: 8,125 8,210 450 360 760 0 75 0 0 140 210: 345 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,100: -820 -555 0 -450 0 0 25 -25 0 20 -70: -185 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 83.0 4.6 3.6 7.7 0.0 0.8 0.0 0.0 1.4 2.1: 3.5 1.4
Old : 100.0: 82.2 83.0 4.6 3.6 7.7 0.0 0.8 0.0 0.0 1.4 2.1: 3.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . . 0 . 0 0 . .:
Old : 20: 8 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 : 72.8 71.3 90.6 92.6 69.8 67.7 77.7 76.2
Old : 72.8 71.3 90.6 92.6 69.8 67.7 77.7 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,403: 27,958 38,598 11,130 0 2,315 0 50 0 0 350 0: 0 90
Old : 41,403: 27,958 38,598 11,130 0 2,315 0 50 0 0 350 0: 0 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,219: -729 76 1,145 0 -635 -400 0 -600 0 -50 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 93.2 26.9 0.0 5.6 0.0 0.1 0.0 0.0 0.8 0.0: 0.0 0.2
Old : 100.0: 67.5 93.2 26.9 0.0 5.6 0.0 0.1 0.0 0.0 0.8 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 21 . 0 . 0 . 0 0 . 0:
Old : 31: 23 21 . 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 : 45.0 58.5 72.2 74.1 37.1 50.0 54.4 57.5
Old : 45.0 58.5 72.2 74.1 37.1 50.0 54.4 57.5
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, October 10, 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 : 51,103: 44,555 34,008 1,655 13,517 2,318 0 300 0 1,700 850 50: 825 60
Old : 51,103: 44,555 34,008 1,655 13,517 2,318 0 300 0 1,700 850 50: 825 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -24: -195 -9 -220 449 -104 0 0 0 0 -350 0: 495 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 66.5 3.2 26.4 4.5 0.0 0.6 0.0 3.3 1.7 0.1: 1.6 0.1
Old : 100.0: 87.2 66.5 3.2 26.4 4.5 0.0 0.6 0.0 3.3 1.7 0.1: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 21 . . . 0 . 0 . . .:
Old : 31: 19 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 : 49.2 61.7 70.8 85.0 44.6 54.9 64.1 75.1
Old : 49.2 61.7 70.8 85.0 44.6 54.9 64.1 75.1
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, October 10, 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 : 48,060: 37,810 36,295 7,695 10,615 620 300 0 0 1,105 0 335: 195 195
Old : 48,060: 37,810 36,295 7,695 10,615 620 300 0 0 1,105 0 335: 195 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -4,062: -2,490 -3,647 -657 -260 0 -25 0 0 -40 -5 5: -855 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 75.5 16.0 22.1 1.3 0.6 0.0 0.0 2.3 0.0 0.7: 0.4 0.4
Old : 100.0: 78.7 75.5 16.0 22.1 1.3 0.6 0.0 0.0 2.3 0.0 0.7: 0.4 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 : 28: 18 11 . . . . 0 0 . 0 .:
Old : 28: 18 11 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 93.8 71.4 98.2 39.3 92.1 68.4 92.5
Old : 41.9 93.8 71.4 98.2 39.3 92.1 68.4 92.5
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, October 10, 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 : 55,816: 42,040 39,051 9,126 12,430 2,195 200 0 0 1,930 1,800 175: 150 165
Old : 55,816: 42,040 39,051 9,126 12,430 2,195 200 0 0 1,930 1,800 175: 150 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,532: -1,545 -2,762 -597 -390 -100 -125 0 0 35 -200 0: -1,200 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 70.0 16.4 22.3 3.9 0.4 0.0 0.0 3.5 3.2 0.3: 0.3 0.3
Old : 100.0: 75.3 70.0 16.4 22.3 3.9 0.4 0.0 0.0 3.5 3.2 0.3: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 10 . . . . 0 0 . . .:
Old : 29: 19 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 91.5 67.5 98.3 38.4 89.3 65.3 92.3
Old : 40.6 91.5 67.5 98.3 38.4 89.3 65.3 92.3
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 70,428: 66,976 61,975 738 6,317 1,626 0 0 0 729 0 218: 141 292
Old : 70,428: 66,976 61,975 738 6,317 1,626 0 0 0 729 0 218: 141 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,317: -3,234 -2,527 -159 -293 -51 0 0 0 472 0 -423: 78 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 88.0 1.0 9.0 2.3 0.0 0.0 0.0 1.0 0.0 0.3: 0.2 0.4
Old : 100.0: 95.1 88.0 1.0 9.0 2.3 0.0 0.0 0.0 1.0 0.0 0.3: 0.2 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: 24 26 . 4 . 0 0 0 . 0 .:
Old : 39: 24 26 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 59.7 74.1 82.8 47.9 52.9 72.0 72.0
Old : 48.3 59.7 74.1 82.8 47.9 52.9 72.0 72.0
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 92,097: 78,451 78,498 2,721 7,492 2,771 3,400 644 18 2,830 840 1,570: 336 264
Old : 92,097: 78,451 78,498 2,721 7,492 2,771 3,400 644 18 2,830 840 1,570: 336 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -4,281: -4,195 -2,522 -10 25 -238 -40 -19 -56 639 -880 -576: 195 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 85.2 3.0 8.1 3.0 3.7 0.7 0.0 3.1 0.9 1.7: 0.4 0.3
Old : 100.0: 85.2 85.2 3.0 8.1 3.0 3.7 0.7 0.0 3.1 0.9 1.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 26 28 . . . . 4 . 4 5 .:
Old : 53: 26 28 . . . . 4 . 4 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 55.5 65.9 76.6 39.3 49.9 59.2 63.9
Old : 41.6 55.5 65.9 76.6 39.3 49.9 59.2 63.9
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, October 10, 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 : 38,513: 31,275 25,994 1,745 3,365 4,125 0 4,630 120 931 0 79: 238 200
Old : 38,513: 31,275 25,994 1,745 3,365 4,125 0 4,630 120 931 0 79: 238 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,418: -1,825 -2,101 -620 415 105 0 -100 0 33 -25 -100: -11 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 67.5 4.5 8.7 10.7 0.0 12.0 0.3 2.4 0.0 0.2: 0.6 0.5
Old : 100.0: 81.2 67.5 4.5 8.7 10.7 0.0 12.0 0.3 2.4 0.0 0.2: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 15 . . . 0 . . . 0 .:
Old : 29: 20 15 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 74.1 73.0 93.2 52.0 65.6 66.3 78.5
Old : 52.4 74.1 73.0 93.2 52.0 65.6 66.3 78.5
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, October 10, 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 : 40,676: 24,605 31,466 7,176 2,335 3,400 1,550 50 1,800 1,570 1,450 50: 525 125
Old : 40,676: 24,605 31,466 7,176 2,335 3,400 1,550 50 1,800 1,570 1,450 50: 525 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,235: -2,775 -2,335 58 180 -408 0 -100 0 -100 50 0: -10 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 77.4 17.6 5.7 8.4 3.8 0.1 4.4 3.9 3.6 0.1: 1.3 0.3
Old : 100.0: 60.5 77.4 17.6 5.7 8.4 3.8 0.1 4.4 3.9 3.6 0.1: 1.3 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 : 31: 22 19 . . . . . . . . .:
Old : 31: 22 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 55.8 65.4 75.8 35.1 39.4 45.6 53.9
Old : 45.2 55.8 65.4 75.8 35.1 39.4 45.6 53.9
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, October 10, 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 : 41,369: 20,946 35,902 20,058 1,557 40 0 2,100 235 25 1,300 0: 65 235
Old : 41,369: 20,946 35,902 20,058 1,557 40 0 2,100 235 25 1,300 0: 65 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -684: -479 -1,099 500 -55 0 0 490 -40 0 -30 -15: -650 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 86.8 48.5 3.8 0.1 0.0 5.1 0.6 0.1 3.1 0.0: 0.2 0.6
Old : 100.0: 50.6 86.8 48.5 3.8 0.1 0.0 5.1 0.6 0.1 3.1 0.0: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 15 5 . . 0 . . . . 0:
Old : 32: 17 15 5 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 70.8 86.3 84.0 66.7 65.7 83.1 78.4
Old : 66.8 70.8 86.3 84.0 66.7 65.7 83.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 34,747: 16,560 30,563 17,170 793 346 0 2,885 25 350 0 0: 296 135
Old : 34,747: 16,560 30,563 17,170 793 346 0 2,885 25 350 0 0: 296 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -655: -470 -1,089 335 17 -108 0 565 -115 0 0 0: -297 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 88.0 49.4 2.3 1.0 0.0 8.3 0.1 1.0 0.0 0.0: 0.9 0.4
Old : 100.0: 47.7 88.0 49.4 2.3 1.0 0.0 8.3 0.1 1.0 0.0 0.0: 0.9 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 : 28: 14 12 . . . 0 . . . 0 0:
Old : 28: 14 12 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 74.3 88.8 89.0 73.1 72.3 85.8 82.8
Old : 73.7 74.3 88.8 89.0 73.1 72.3 85.8 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 27,369: 21,258 23,210 1,589 0 2,161 75 1,715 0 1,754 0 163: 369 120
Old : 27,369: 21,258 23,210 1,589 0 2,161 75 1,715 0 1,754 0 163: 369 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,061: 40 -1,159 -946 0 0 0 335 0 111 0 -11: -255 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 84.8 5.8 0.0 7.9 0.3 6.3 0.0 6.4 0.0 0.6: 1.3 0.4
Old : 100.0: 77.7 84.8 5.8 0.0 7.9 0.3 6.3 0.0 6.4 0.0 0.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 17 4 0 4 . . 0 5 0 .:
Old : 35: 18 17 4 0 4 . . 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 54.3 69.8 77.0 45.2 54.0 58.8 72.5
Old : 52.6 54.3 69.8 77.0 45.2 54.0 58.8 72.5
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, October 10, 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 : 22,048: 19,289 18,455 744 2,385 212 0 375 475 1,227 25 1: 100 120
Old : 22,048: 19,289 18,455 744 2,385 212 0 375 475 1,227 25 1: 100 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -763: 747 412 -160 -140 -98 0 290 -110 91 0 0: -1,233 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 83.7 3.4 10.8 1.0 0.0 1.7 2.2 5.6 0.1 0.0: 0.5 0.5
Old : 100.0: 87.5 83.7 3.4 10.8 1.0 0.0 1.7 2.2 5.6 0.1 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 13 18 . . . 0 . . . . .:
Old : 32: 13 18 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 63.0 84.3 82.4 70.0 62.9 81.1 79.7
Old : 71.1 63.0 84.3 82.4 70.0 62.9 81.1 79.7
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, October 10, 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 : 50,324: 42,733 30,399 1,841 8,632 2,855 1,050 7,347 241 575 150 700: 329 0
Old : 50,324: 42,733 30,399 1,841 8,632 2,855 1,050 7,347 241 575 150 700: 329 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,449: -3,237 -1,692 -70 -25 105 -150 -1,400 -27 -110 -82 100: -60 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 60.4 3.7 17.2 5.7 2.1 14.6 0.5 1.1 0.3 1.4: 0.7 0.0
Old : 100.0: 84.9 60.4 3.7 17.2 5.7 2.1 14.6 0.5 1.1 0.3 1.4: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 22 . . 4 . . . 5 . .:
Old : 43: 27 22 . . 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 : 53.7 49.7 69.6 68.7 48.6 44.2 58.0 56.6
Old : 53.7 49.7 69.6 68.7 48.6 44.2 58.0 56.6
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, October 10, 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 : 35,615: 28,356 20,512 4,626 10,667 1,128 1,050 2,380 75 35 850 0: 345 3
Old : 35,615: 28,356 20,512 4,626 10,667 1,128 1,050 2,380 75 35 850 0: 345 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,260: -1,856 -1,441 172 201 -200 -150 -805 50 0 100 0: -276 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 57.6 13.0 30.0 3.2 2.9 6.7 0.2 0.1 2.4 0.0: 1.0 0.0
Old : 100.0: 79.6 57.6 13.0 30.0 3.2 2.9 6.7 0.2 0.1 2.4 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 16 . . . . . . . . 0:
Old : 37: 25 16 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 60.8 65.9 80.3 38.1 55.1 53.4 68.3
Old : 47.7 60.8 65.9 80.3 38.1 55.1 53.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 22,581: 12,690 14,206 5,641 0 3,725 0 3,975 525 0 125 0: 0 25
Old : 22,581: 12,690 14,206 5,641 0 3,725 0 3,975 525 0 125 0: 0 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 50: -175 -25 175 0 50 0 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 62.9 25.0 0.0 16.5 0.0 17.6 2.3 0.0 0.6 0.0: 0.0 0.1
Old : 100.0: 56.2 62.9 25.0 0.0 16.5 0.0 17.6 2.3 0.0 0.6 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . 0 . 0 . . 0 . 0:
Old : 24: 12 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 : 73.7 63.3 91.5 85.3 57.9 48.5 64.9 59.5
Old : 73.7 63.3 91.5 85.3 57.9 48.5 64.9 59.5
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,900: 7,980 16,315 6,960 0 565 360 0 0 560 0 0: 475 20
Old : 16,900: 7,980 16,315 6,960 0 565 360 0 0 560 0 0: 475 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,175: -895 -930 -85 0 -115 -45 0 0 -25 0 0: -10 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 96.5 41.2 0.0 3.3 2.1 0.0 0.0 3.3 0.0 0.0: 2.8 0.1
Old : 100.0: 47.2 96.5 41.2 0.0 3.3 2.1 0.0 0.0 3.3 0.0 0.0: 2.8 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 : 24: 14 11 . 0 . . 0 0 . 0 0:
Old : 24: 14 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 : 66.4 87.1 81.2 96.8 52.1 80.7 66.6 80.9
Old : 66.4 87.1 81.2 96.8 52.1 80.7 66.6 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 17,050: 8,235 16,495 7,390 0 535 360 0 0 170 0 0: 360 20
Old : 17,050: 8,235 16,495 7,390 0 535 360 0 0 170 0 0: 360 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,445: -1,325 -1,040 60 0 -120 55 0 -55 -65 0 0: 5 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 96.7 43.3 0.0 3.1 2.1 0.0 0.0 1.0 0.0 0.0: 2.1 0.1
Old : 100.0: 48.3 96.7 43.3 0.0 3.1 2.1 0.0 0.0 1.0 0.0 0.0: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 11 . 0 . . 0 0 . 0 0:
Old : 25: 16 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 : 67.7 86.3 81.8 96.4 53.7 79.9 67.5 80.8
Old : 67.7 86.3 81.8 96.4 53.7 79.9 67.5 80.8
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, October 10, 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 : 776,237: 505,456 370,924 6,106 73,238 140,787 507 73,770 21,448 7,590 1,790 94,280: 63 0
Old : 776,237: 505,456 370,924 6,106 73,238 140,787 507 73,770 21,448 7,590 1,790 94,280: 63 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 22,170: 17,609 24,556 1 -10,904 4,878 -541 -1,313 1,130 -2,960 1,790 2,072: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 47.8 0.8 9.4 18.1 0.1 9.5 2.8 1.0 0.2 12.1: 0.0 0.0
Old : 100.0: 65.1 47.8 0.8 9.4 18.1 0.1 9.5 2.8 1.0 0.2 12.1: 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 : 27: 16 16 . . . . . . . . .:
Old : 27: 16 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 51.4 84.3 76.6 26.3 21.3 28.2 27.0
Old : 63.9 51.4 84.3 76.6 26.3 21.3 28.2 27.0
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,712: 8,713 15,117 11,730 6,440 925 1,040 50 0 150 100 0: 154 80
Old : 22,712: 8,713 15,117 11,730 6,440 925 1,040 50 0 150 100 0: 154 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,773: -496 -1,620 -1,090 -50 -20 -25 25 -50 0 -25 0: -92 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 66.6 51.6 28.4 4.1 4.6 0.2 0.0 0.7 0.4 0.0: 0.7 0.4
Old : 100.0: 38.4 66.6 51.6 28.4 4.1 4.6 0.2 0.0 0.7 0.4 0.0: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . . . 0 . . 0:
Old : 29: 15 12 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 77.1 87.1 93.3 62.8 62.4 71.3 72.8
Old : 73.4 77.1 87.1 93.3 62.8 62.4 71.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 21,412: 7,346 14,295 10,535 5,090 1,780 1,040 50 0 150 100 0: 561 97
Old : 21,412: 7,346 14,295 10,535 5,090 1,780 1,040 50 0 150 100 0: 561 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,348: -441 -1,065 -740 -200 0 -25 25 -50 0 -25 0: -92 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 66.8 49.2 23.8 8.3 4.9 0.2 0.0 0.7 0.5 0.0: 2.6 0.5
Old : 100.0: 34.3 66.8 49.2 23.8 8.3 4.9 0.2 0.0 0.7 0.5 0.0: 2.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . . . . 0 . . 0:
Old : 26: 14 10 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 78.4 87.5 95.3 60.1 62.4 67.3 71.2
Old : 73.6 78.4 87.5 95.3 60.1 62.4 67.3 71.2
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, October 10, 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 : 9,640: 6,810 7,850 1,795 800 655 0 275 0 0 0 0: 380 60
Old : 9,640: 6,810 7,850 1,795 800 655 0 275 0 0 0 0: 380 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,145: -730 -970 -40 -10 -40 0 -50 0 0 0 0: -335 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 81.4 18.6 8.3 6.8 0.0 2.9 0.0 0.0 0.0 0.0: 3.9 0.6
Old : 100.0: 70.6 81.4 18.6 8.3 6.8 0.0 2.9 0.0 0.0 0.0 0.0: 3.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 11 . . . 0 . 0 0 0 0:
Old : 21: 10 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 : 58.0 63.5 87.6 85.9 51.7 58.1 76.6 77.0
Old : 58.0 63.5 87.6 85.9 51.7 58.1 76.6 77.0
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, October 10, 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 : 21,422: 17,667 12,253 1,135 7,275 1,795 300 0 0 388 75 4: 133 20
Old : 21,422: 17,667 12,253 1,135 7,275 1,795 300 0 0 388 75 4: 133 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,081: -640 -651 -375 -465 225 -175 0 0 25 -25 -25: -116 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 57.2 5.3 34.0 8.4 1.4 0.0 0.0 1.8 0.4 0.0: 0.6 0.1
Old : 100.0: 82.5 57.2 5.3 34.0 8.4 1.4 0.0 0.0 1.8 0.4 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 15 . . . . 0 0 . . .:
Old : 27: 12 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 76.2 86.3 91.1 53.9 72.7 72.8 80.9
Old : 61.6 76.2 86.3 91.1 53.9 72.7 72.8 80.9
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, October 10, 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 : 21,675: 17,796 13,066 1,165 6,580 1,885 300 0 0 388 125 4: 137 15
Old : 21,675: 17,796 13,066 1,165 6,580 1,885 300 0 0 388 125 4: 137 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,732: -991 -797 -175 -465 -280 -150 0 0 25 -25 -25: -136 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 60.3 5.4 30.4 8.7 1.4 0.0 0.0 1.8 0.6 0.0: 0.6 0.1
Old : 100.0: 82.1 60.3 5.4 30.4 8.7 1.4 0.0 0.0 1.8 0.6 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . . 0 0 . . .:
Old : 28: 13 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 : 62.0 75.0 85.1 91.6 48.9 68.5 68.4 76.9
Old : 62.0 75.0 85.1 91.6 48.9 68.5 68.4 76.9
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, October 10, 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 : 109,009: 98,729 75,174 4,065 20,587 4,390 700 4,922 30 370 3,185 680: 45 41
Old : 109,009: 98,729 75,174 4,065 20,587 4,390 700 4,922 30 370 3,185 680: 45 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -6,010: -4,120 -2,510 -300 -595 -380 25 -520 -50 -50 -35 0: -1,135 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 69.0 3.7 18.9 4.0 0.6 4.5 0.0 0.3 2.9 0.6: 0.0 0.0
Old : 100.0: 90.6 69.0 3.7 18.9 4.0 0.6 4.5 0.0 0.3 2.9 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 28 28 . . 5 . 5 . . 4 .:
Old : 55: 28 28 . . 5 . 5 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 56.4 64.5 80.5 45.3 48.1 59.1 64.6
Old : 47.0 56.4 64.5 80.5 45.3 48.1 59.1 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 121,466: 112,831 83,551 1,750 23,344 4,640 900 5,977 360 385 3,010 540: 60 44
Old : 121,466: 112,831 83,551 1,750 23,344 4,640 900 5,977 360 385 3,010 540: 60 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -6,702: -5,282 -3,177 -605 -485 125 0 -95 0 -143 -150 -7: -790 -2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 68.8 1.4 19.2 3.8 0.7 4.9 0.3 0.3 2.5 0.4: 0.0 0.0
Old : 100.0: 92.9 68.8 1.4 19.2 3.8 0.7 4.9 0.3 0.3 2.5 0.4: 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 : 57: 33 29 . . 4 . 5 . . 4 .:
Old : 57: 33 29 . . 4 . 5 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 54.7 65.5 78.8 45.5 48.2 57.8 64.2
Old : 48.3 54.7 65.5 78.8 45.5 48.2 57.8 64.2
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, October 10, 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 : 215,112: 141,646 139,858 6,436 11,717 15,687 26,459 8,553 8,471 7,296 21,697 9,107: 10 21
Old : 215,112: 141,646 139,858 6,436 11,717 15,687 26,459 8,553 8,471 7,296 21,697 9,107: 10 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -13,170: -5,882 -2,029 -646 -2,371 -394 -1,358 -429 -568 1 -3,528 -1,006: -3,317 -2,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 65.0 3.0 5.4 7.3 12.3 4.0 3.9 3.4 10.1 4.2: 0.0 0.0
Old : 100.0: 65.8 65.0 3.0 5.4 7.3 12.3 4.0 3.9 3.4 10.1 4.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 38 40 . 4 5 8 7 7 7 14 12:
Old : 88: 38 40 . 4 5 8 7 7 7 14 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 : 36.1 32.2 56.0 49.6 30.8 26.0 46.7 38.4
Old : 36.1 32.2 56.0 49.6 30.8 26.0 46.7 38.4
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, October 10, 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 : 42,724: 31,156 33,994 6,875 6,345 1,970 1,885 275 115 400 0 0: 323 25
Old : 42,724: 31,156 33,994 6,875 6,345 1,970 1,885 275 115 400 0 0: 323 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,875: -1,140 -380 235 -50 0 -25 -25 0 -135 0 0: -810 -1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 79.6 16.1 14.9 4.6 4.4 0.6 0.3 0.9 0.0 0.0: 0.8 0.1
Old : 100.0: 72.9 79.6 16.1 14.9 4.6 4.4 0.6 0.3 0.9 0.0 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 12 . . . . . . . 0 0:
Old : 31: 20 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 : 59.8 92.0 77.1 97.7 59.0 85.5 74.5 89.0
Old : 59.8 92.0 77.1 97.7 59.0 85.5 74.5 89.0
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, October 10, 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 : 39,589: 29,371 33,544 5,500 3,290 2,350 1,635 275 105 350 0 0: 278 25
Old : 39,589: 29,371 33,544 5,500 3,290 2,350 1,635 275 105 350 0 0: 278 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,325: -1,050 -385 435 545 -25 25 0 -25 -35 0 0: -650 -1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 84.7 13.9 8.3 5.9 4.1 0.7 0.3 0.9 0.0 0.0: 0.7 0.1
Old : 100.0: 74.2 84.7 13.9 8.3 5.9 4.1 0.7 0.3 0.9 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 12 . . . . . . . 0 0:
Old : 31: 19 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 : 60.3 92.1 77.6 97.7 59.1 84.2 73.6 88.1
Old : 60.3 92.1 77.6 97.7 59.1 84.2 73.6 88.1
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, October 10, 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 : 197,730: 115,483 119,378 9,538 30,089 44,035 23,470 0 4,053 934 0 175: 41 0
Old : 197,730: 115,483 119,378 9,538 30,089 44,035 23,470 0 4,053 934 0 175: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,324: -866 -203 -671 -1,282 43 60 0 110 -8 0 7: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 60.4 4.8 15.2 22.3 11.9 0.0 2.0 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 58.4 60.4 4.8 15.2 22.3 11.9 0.0 2.0 0.5 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . 0 . . 0 .:
Old : 26: 16 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 : 55.1 71.2 87.1 90.4 28.4 36.5 37.9 38.6
Old : 55.1 71.2 87.1 90.4 28.4 36.5 37.9 38.6
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, October 10, 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 : 32,219: 25,402 27,807 2,750 405 630 0 0 0 0 0 0: 3,437 3,377
Old : 32,219: 25,402 27,807 2,750 405 630 0 0 0 0 0 0: 3,437 3,377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,610: -1,825 -2,490 -890 -25 0 0 0 0 0 0 0: 105 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 86.3 8.5 1.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 10.5
Old : 100.0: 78.8 86.3 8.5 1.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 14 . . . 0 0 0 0 0 0:
Old : 20: 13 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 57.2 86.5 77.9 67.8 47.3 70.3 66.6
Old : 82.0 57.2 86.5 77.9 67.8 47.3 70.3 66.6
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, October 10, 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 : 30,695: 23,605 26,225 2,950 405 480 0 0 0 0 0 0: 3,660 3,585
Old : 30,695: 23,605 26,225 2,950 405 480 0 0 0 0 0 0: 3,660 3,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,455: -1,730 -2,355 -845 -25 0 0 0 0 0 0 0: 120 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 85.4 9.6 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 11.9 11.7
Old : 100.0: 76.9 85.4 9.6 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 11.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 16 . . . 0 0 0 0 0 0:
Old : 20: 12 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 58.3 86.9 78.4 67.4 47.9 69.9 65.4
Old : 82.2 58.3 86.9 78.4 67.4 47.9 69.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 12,280: 10,975 4,240 0 1,225 200 0 5,410 0 0 100 0: 1,105 1,105
Old : 12,280: 10,975 4,240 0 1,225 200 0 5,410 0 0 100 0: 1,105 1,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 34.5 0.0 10.0 1.6 0.0 44.1 0.0 0.0 0.8 0.0: 9.0 9.0
Old : 100.0: 89.4 34.5 0.0 10.0 1.6 0.0 44.1 0.0 0.0 0.8 0.0: 9.0 9.0
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 10 0 . . 0 . 0 0 . 0:
Old : 20: 12 10 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 67.9 84.9 82.3 71.4 67.5 77.6 74.9
Old : 72.4 67.9 84.9 82.3 71.4 67.5 77.6 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 31,837: 16,077 24,252 11,370 535 1,310 0 400 0 0 2,200 0: 3,080 3,140
Old : 31,837: 16,077 24,252 11,370 535 1,310 0 400 0 0 2,200 0: 3,080 3,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,777: -839 -1,259 -670 -175 0 0 -50 0 0 -50 0: -268 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 76.2 35.7 1.7 4.1 0.0 1.3 0.0 0.0 6.9 0.0: 9.7 9.9
Old : 100.0: 50.5 76.2 35.7 1.7 4.1 0.0 1.3 0.0 0.0 6.9 0.0: 9.7 9.9
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 : 24: 11 16 . . . 0 . 0 0 . 0:
Old : 24: 11 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 : 74.3 43.8 87.5 70.5 64.8 42.1 71.7 60.9
Old : 74.3 43.8 87.5 70.5 64.8 42.1 71.7 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_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 30,275: 15,179 22,909 11,490 1,040 1,310 0 400 0 0 2,200 0: 2,296 2,416
Old : 30,275: 15,179 22,909 11,490 1,040 1,310 0 400 0 0 2,200 0: 2,296 2,416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,630: -855 -1,120 -530 -170 0 0 -50 0 0 -50 0: -245 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 75.7 38.0 3.4 4.3 0.0 1.3 0.0 0.0 7.3 0.0: 7.6 8.0
Old : 100.0: 50.1 75.7 38.0 3.4 4.3 0.0 1.3 0.0 0.0 7.3 0.0: 7.6 8.0
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: 10 17 . . . 0 . 0 0 . 0:
Old : 24: 10 17 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 44.0 90.7 71.2 70.1 43.3 73.9 59.7
Old : 80.0 44.0 90.7 71.2 70.1 43.3 73.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,280: 27,090 8,915 925 6,995 325 0 9,530 0 100 2,905 0: 4,840 4,610
Old : 33,280: 27,090 8,915 925 6,995 325 0 9,530 0 100 2,905 0: 4,840 4,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,010: -2,575 -855 -150 -1,130 -175 0 -615 0 -100 -245 0: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 26.8 2.8 21.0 1.0 0.0 28.6 0.0 0.3 8.7 0.0: 14.5 13.9
Old : 100.0: 81.4 26.8 2.8 21.0 1.0 0.0 28.6 0.0 0.3 8.7 0.0: 14.5 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 11 . . . 0 . 0 . . 0:
Old : 28: 16 11 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 66.2 69.7 79.8 51.8 65.2 65.6 78.3
Old : 54.8 66.2 69.7 79.8 51.8 65.2 65.6 78.3
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,620: 27,440 9,685 850 8,305 325 0 8,830 0 100 1,800 0: 4,905 4,675
Old : 33,620: 27,440 9,685 850 8,305 325 0 8,830 0 100 1,800 0: 4,905 4,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,295: -2,910 -900 -100 -1,420 -175 0 -615 0 -100 -195 0: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 28.8 2.5 24.7 1.0 0.0 26.3 0.0 0.3 5.4 0.0: 14.6 13.9
Old : 100.0: 81.6 28.8 2.5 24.7 1.0 0.0 26.3 0.0 0.3 5.4 0.0: 14.6 13.9
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 : 27: 16 12 . . . 0 . 0 . . 0:
Old : 27: 16 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 : 56.0 70.0 69.2 82.4 54.7 69.0 66.5 77.6
Old : 56.0 70.0 69.2 82.4 54.7 69.0 66.5 77.6
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, October 10, 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 : 38,840: 16,290 33,390 18,885 1,275 595 800 0 350 150 1,410 75: 1,695 1,745
Old : 38,840: 16,290 33,390 18,885 1,275 595 800 0 350 150 1,410 75: 1,695 1,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,935: -565 -2,320 -1,985 90 -180 -25 0 -25 0 -415 0: -155 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 86.0 48.6 3.3 1.5 2.1 0.0 0.9 0.4 3.6 0.2: 4.4 4.5
Old : 100.0: 41.9 86.0 48.6 3.3 1.5 2.1 0.0 0.9 0.4 3.6 0.2: 4.4 4.5
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 : 25: 12 11 . . . . 0 . . . .:
Old : 25: 12 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 : 72.9 83.0 87.3 90.7 72.1 80.4 86.3 87.6
Old : 72.9 83.0 87.3 90.7 72.1 80.4 86.3 87.6
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, October 10, 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 : 36,235: 14,785 31,690 18,190 750 520 800 0 350 150 1,510 75: 1,365 1,340
Old : 36,235: 14,785 31,690 18,190 750 520 800 0 350 150 1,510 75: 1,365 1,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,900: -445 -2,325 -2,200 75 -120 -25 0 -25 0 -415 0: -85 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 87.5 50.2 2.1 1.4 2.2 0.0 1.0 0.4 4.2 0.2: 3.8 3.7
Old : 100.0: 40.8 87.5 50.2 2.1 1.4 2.2 0.0 1.0 0.4 4.2 0.2: 3.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . . . . 0 . . . .:
Old : 25: 12 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 : 71.8 84.2 87.7 91.6 70.8 80.3 85.1 86.9
Old : 71.8 84.2 87.7 91.6 70.8 80.3 85.1 86.9
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, October 10, 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 : 24,325: 16,130 13,940 5,840 525 1,055 0 7,580 0 0 0 0: 1,300 1,225
Old : 24,325: 16,130 13,940 5,840 525 1,055 0 7,580 0 0 0 0: 1,300 1,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,440: -1,455 -1,670 -890 50 -75 0 -730 0 0 0 0: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 57.3 24.0 2.2 4.3 0.0 31.2 0.0 0.0 0.0 0.0: 5.3 5.0
Old : 100.0: 66.3 57.3 24.0 2.2 4.3 0.0 31.2 0.0 0.0 0.0 0.0: 5.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 9 . . . 0 . 0 0 0 0:
Old : 22: 14 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 79.6 85.9 91.1 69.4 76.9 79.1 82.1
Old : 74.2 79.6 85.9 91.1 69.4 76.9 79.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 21,865: 16,790 12,615 0 4,500 1,160 0 130 50 0 200 180: 3,685 3,030
Old : 21,865: 16,790 12,615 0 4,500 1,160 0 130 50 0 200 180: 3,685 3,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,535: -1,075 -685 0 -190 0 0 0 0 0 -215 -25: -435 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 57.7 0.0 20.6 5.3 0.0 0.6 0.2 0.0 0.9 0.8: 16.9 13.9
Old : 100.0: 76.8 57.7 0.0 20.6 5.3 0.0 0.6 0.2 0.0 0.9 0.8: 16.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 7 0 . . 0 . . 0 . .:
Old : 20: 11 7 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 65.2 78.8 83.3 58.2 59.9 66.7 69.6
Old : 65.8 65.2 78.8 83.3 58.2 59.9 66.7 69.6
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, October 10, 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 : 21,380: 16,365 12,490 0 4,200 1,090 0 130 50 0 120 240: 3,635 3,060
Old : 21,380: 16,365 12,490 0 4,200 1,090 0 130 50 0 120 240: 3,635 3,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,460: -1,235 -660 0 -505 0 0 0 0 -50 -130 -25: -150 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 58.4 0.0 19.6 5.1 0.0 0.6 0.2 0.0 0.6 1.1: 17.0 14.3
Old : 100.0: 76.5 58.4 0.0 19.6 5.1 0.0 0.6 0.2 0.0 0.6 1.1: 17.0 14.3
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: 12 8 0 . . 0 . . 0 . .:
Old : 21: 12 8 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 65.7 77.9 82.5 60.0 60.6 67.0 70.3
Old : 66.6 65.7 77.9 82.5 60.0 60.6 67.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 36,015: 23,710 13,685 0 20,270 0 10,620 725 125 625 300 0: 935 910
Old : 36,015: 23,710 13,685 0 20,270 0 10,620 725 125 625 300 0: 935 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,560: -1,520 -905 0 -310 0 255 150 -150 75 -125 0: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 38.0 0.0 56.3 0.0 29.5 2.0 0.3 1.7 0.8 0.0: 2.6 2.5
Old : 100.0: 65.8 38.0 0.0 56.3 0.0 29.5 2.0 0.3 1.7 0.8 0.0: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 9 0 . 0 . . . . . 0:
Old : 28: 19 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 : 71.0 83.0 85.3 93.6 71.0 80.9 81.8 88.2
Old : 71.0 83.0 85.3 93.6 71.0 80.9 81.8 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 29,910: 19,645 13,700 0 13,440 0 7,820 675 150 625 300 0: 1,670 1,645
Old : 29,910: 19,645 13,700 0 13,440 0 7,820 675 150 625 300 0: 1,670 1,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -455: -1,035 -830 0 500 0 695 100 -100 75 -35 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 45.8 0.0 44.9 0.0 26.1 2.3 0.5 2.1 1.0 0.0: 5.6 5.5
Old : 100.0: 65.7 45.8 0.0 44.9 0.0 26.1 2.3 0.5 2.1 1.0 0.0: 5.6 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 : 28: 18 9 0 . 0 . . . . . 0:
Old : 28: 18 9 0 . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 76.1 80.4 88.9 65.2 69.9 76.7 80.5
Old : 66.2 76.1 80.4 88.9 65.2 69.9 76.7 80.5
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, October 10, 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 : 101,640: 54,250 88,400 23,760 0 1,560 7,470 150 1,325 3,365 250 580: 9,330 9,375
Old : 101,640: 54,250 88,400 23,760 0 1,560 7,470 150 1,325 3,365 250 580: 9,330 9,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -6,665: -2,760 -3,990 1,145 0 -345 -1,490 -75 200 -1,075 -100 100: -2,440 -2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 87.0 23.4 0.0 1.5 7.3 0.1 1.3 3.3 0.2 0.6: 9.2 9.2
Old : 100.0: 53.4 87.0 23.4 0.0 1.5 7.3 0.1 1.3 3.3 0.2 0.6: 9.2 9.2
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 : 43: 21 23 . 0 . . . . . . .:
Old : 43: 21 23 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 60.3 76.3 73.5 58.5 59.3 68.9 70.9
Old : 63.6 60.3 76.3 73.5 58.5 59.3 68.9 70.9
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 91,620: 52,815 79,330 16,280 0 1,410 8,400 150 840 2,280 250 550: 9,045 9,090
Old : 91,620: 52,815 79,330 16,280 0 1,410 8,400 150 840 2,280 250 550: 9,045 9,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -5,170: -2,075 -3,095 1,495 0 -405 -1,830 0 0 -800 -100 100: -1,655 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 86.6 17.8 0.0 1.5 9.2 0.2 0.9 2.5 0.3 0.6: 9.9 9.9
Old : 100.0: 57.6 86.6 17.8 0.0 1.5 9.2 0.2 0.9 2.5 0.3 0.6: 9.9 9.9
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 : 39: 18 23 . 0 . . . . . . .:
Old : 39: 18 23 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 57.5 79.6 72.3 61.5 56.8 75.5 71.1
Old : 64.8 57.5 79.6 72.3 61.5 56.8 75.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 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 : 17,810: 13,605 7,820 0 6,370 610 50 750 0 1,150 0 0: 2,395 2,260
Old : 17,810: 13,605 7,820 0 6,370 610 50 750 0 1,150 0 0: 2,395 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,290: -1,230 -775 0 -490 0 0 0 0 -50 0 0: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 43.9 0.0 35.8 3.4 0.3 4.2 0.0 6.5 0.0 0.0: 13.4 12.7
Old : 100.0: 76.4 43.9 0.0 35.8 3.4 0.3 4.2 0.0 6.5 0.0 0.0: 13.4 12.7
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 : 24: 15 12 0 . . . . 0 . 0 0:
Old : 24: 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 : 46.2 57.8 66.5 75.6 36.0 51.5 54.1 64.2
Old : 46.2 57.8 66.5 75.6 36.0 51.5 54.1 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, October 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,210: 13,915 9,960 0 6,625 695 0 0 0 2,475 0 0: 1,125 930
Old : 18,210: 13,915 9,960 0 6,625 695 0 0 0 2,475 0 0: 1,125 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,250: -955 -890 0 -270 -55 0 0 0 -200 0 0: -40 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 54.7 0.0 36.4 3.8 0.0 0.0 0.0 13.6 0.0 0.0: 6.2 5.1
Old : 100.0: 76.4 54.7 0.0 36.4 3.8 0.0 0.0 0.0 13.6 0.0 0.0: 6.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 0 . . 0 0 0 . 0 0:
Old : 21: 15 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 : 63.4 69.5 77.4 90.0 44.1 52.2 57.0 63.2
Old : 63.4 69.5 77.4 90.0 44.1 52.2 57.0 63.2
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, October 10, 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 : 49,710: 37,120 32,315 780 2,105 4,160 0 2,850 600 0 750 0: 7,050 6,930
Old : 49,710: 37,120 32,315 780 2,105 4,160 0 2,850 600 0 750 0: 7,050 6,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,400: -870 -1,180 -110 200 -200 0 0 0 0 0 0: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 65.0 1.6 4.2 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.2 13.9
Old : 100.0: 74.7 65.0 1.6 4.2 8.4 0.0 5.7 1.2 0.0 1.5 0.0: 14.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 . . . 0 . . 0 . 0:
Old : 29: 16 17 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 45.6 77.2 62.9 56.9 37.9 62.0 52.1
Old : 57.7 45.6 77.2 62.9 56.9 37.9 62.0 52.1
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, October 10, 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 : 31,825: 22,200 19,660 305 2,140 3,825 300 525 225 0 600 0: 4,970 4,850
Old : 31,825: 22,200 19,660 305 2,140 3,825 300 525 225 0 600 0: 4,970 4,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,475: -1,300 -655 145 -25 -145 0 -475 75 0 0 0: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 61.8 1.0 6.7 12.0 0.9 1.6 0.7 0.0 1.9 0.0: 15.6 15.2
Old : 100.0: 69.8 61.8 1.0 6.7 12.0 0.9 1.6 0.7 0.0 1.9 0.0: 15.6 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . . . . . . 0 . 0:
Old : 29: 17 18 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 36.0 69.7 55.3 29.2 21.2 35.7 33.0
Old : 46.6 36.0 69.7 55.3 29.2 21.2 35.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017