COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 44,225: 11,924 25,353 4,153 2,213 1,450 4,073 5,381 1,190 14,757 2,673 5,467: 1,211 498
Old : 44,225: 11,924 25,353 4,153 2,213 1,450 4,073 5,381 1,190 14,757 2,673 5,467: 1,211 498
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -3,894: -1,509 371 -203 6 -703 -168 -1,693 -62 265 -301 -1,411: -103 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 57.3 9.4 5.0 3.3 9.2 12.2 2.7 33.4 6.0 12.4: 2.7 1.1
Old : 100.0: 27.0 57.3 9.4 5.0 3.3 9.2 12.2 2.7 33.4 6.0 12.4: 2.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 11 11 4 . 4 . 5 5 12 9 11:
Old : 49: 11 11 4 . 4 . 5 5 12 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 57.6 70.9 72.2 36.9 42.6 51.6 53.2
Old : 43.9 57.6 70.9 72.2 36.9 42.6 51.6 53.2
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, November 28, 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 : 4,811: 364 2,320 253 1,299 39 720 376 75 2,587 0 324: 449 378
Old : 4,811: 364 2,320 253 1,299 39 720 376 75 2,587 0 324: 449 378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,278: -273 -1,018 -193 -186 39 75 -31 -75 -911 0 -29: 89 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 48.2 5.3 27.0 0.8 15.0 7.8 1.6 53.8 0.0 6.7: 9.3 7.9
Old : 100.0: 7.6 48.2 5.3 27.0 0.8 15.0 7.8 1.6 53.8 0.0 6.7: 9.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: . 5 . . . . . . 10 0 4:
Old : 25: . 5 . . . . . . 10 0 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 59.9 68.3 83.5 44.1 59.1 62.0 78.6
Old : 44.6 59.9 68.3 83.5 44.1 59.1 62.0 78.6
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, November 28, 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 : 102,779: 54,227 62,042 3,730 7,619 16,071 11,516 131 2,759 4,355 4,389 9,164: 958 604
Old : 102,779: 54,227 62,042 3,730 7,619 16,071 11,516 131 2,759 4,355 4,389 9,164: 958 604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,378: -404 -596 166 732 -883 121 -9 -173 118 -148 -324: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 60.4 3.6 7.4 15.6 11.2 0.1 2.7 4.2 4.3 8.9: 0.9 0.6
Old : 100.0: 52.8 60.4 3.6 7.4 15.6 11.2 0.1 2.7 4.2 4.3 8.9: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 31 32 . . 4 6 . 7 6 7 11:
Old : 59: 31 32 . . 4 6 . 7 6 7 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 37.0 61.7 56.5 24.3 19.3 34.8 31.1
Old : 39.0 37.0 61.7 56.5 24.3 19.3 34.8 31.1
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, November 28, 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 : 36,408: 29,285 27,871 276 4,890 2,822 500 225 0 3,050 125 475: 0 0
Old : 36,408: 29,285 27,871 276 4,890 2,822 500 225 0 3,050 125 475: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -77: -157 -586 96 550 -116 -25 0 0 50 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 76.6 0.8 13.4 7.8 1.4 0.6 0.0 8.4 0.3 1.3: 0.0 0.0
Old : 100.0: 80.4 76.6 0.8 13.4 7.8 1.4 0.6 0.0 8.4 0.3 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 17 . . . . . 0 6 . .:
Old : 35: 20 17 . . . . . 0 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 56.0 73.5 83.5 47.1 49.4 54.8 62.1
Old : 54.4 56.0 73.5 83.5 47.1 49.4 54.8 62.1
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, November 28, 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 : 22,225: 20,290 13,978 0 5,837 1,085 0 0 0 450 925 400: 0 0
Old : 22,225: 20,290 13,978 0 5,837 1,085 0 0 0 450 925 400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 14: -86 -86 0 25 75 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 62.9 0.0 26.3 4.9 0.0 0.0 0.0 2.0 4.2 1.8: 0.0 0.0
Old : 100.0: 91.3 62.9 0.0 26.3 4.9 0.0 0.0 0.0 2.0 4.2 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 17 0 . . 0 0 0 . . .:
Old : 25: 16 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 : 77.0 51.8 89.9 80.6 70.2 42.3 72.0 63.6
Old : 77.0 51.8 89.9 80.6 70.2 42.3 72.0 63.6
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, November 28, 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 : 176,246: 140,442 123,564 19,404 20,621 2,573 7,630 15,633 3,131 1,861 9,590 1,124: 81 10
Old : 176,246: 140,442 123,564 19,404 20,621 2,573 7,630 15,633 3,131 1,861 9,590 1,124: 81 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,271: -244 370 1,440 1,349 -73 660 100 115 -265 -270 -330: -32 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 70.1 11.0 11.7 1.5 4.3 8.9 1.8 1.1 5.4 0.6: 0.0 0.0
Old : 100.0: 79.7 70.1 11.0 11.7 1.5 4.3 8.9 1.8 1.1 5.4 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 : 56: 35 34 4 . . 4 4 . 4 . .:
Old : 56: 35 34 4 . . 4 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 52.6 57.7 73.6 38.1 44.5 51.0 62.0
Old : 40.8 52.6 57.7 73.6 38.1 44.5 51.0 62.0
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, November 28, 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 : 56,969: 41,317 33,171 8,205 9,414 2,885 802 9,500 800 2,750 1,000 200: 10 0
Old : 56,969: 41,317 33,171 8,205 9,414 2,885 802 9,500 800 2,750 1,000 200: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,038: -1,210 -444 -200 -666 97 -100 75 -25 400 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 58.2 14.4 16.5 5.1 1.4 16.7 1.4 4.8 1.8 0.4: 0.0 0.0
Old : 100.0: 72.5 58.2 14.4 16.5 5.1 1.4 16.7 1.4 4.8 1.8 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 : 39: 15 22 . . . . . . 7 . .:
Old : 39: 15 22 . . . . . . 7 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 54.0 83.5 82.3 64.6 43.8 73.6 68.9
Old : 68.6 54.0 83.5 82.3 64.6 43.8 73.6 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 Megawatt Hours) :
: : Positions :
All : 28,177: 22,310 15,617 5,567 11,865 0 0 150 300 0 225 0: 0 20
Old : 28,177: 22,310 15,617 5,567 11,865 0 0 150 300 0 225 0: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 471: 501 -24 375 825 -405 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 55.4 19.8 42.1 0.0 0.0 0.5 1.1 0.0 0.8 0.0: 0.0 0.1
Old : 100.0: 79.2 55.4 19.8 42.1 0.0 0.0 0.5 1.1 0.0 0.8 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 : 20: 11 12 . . 0 0 . . 0 . 0:
Old : 20: 11 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 : 81.5 87.1 97.1 95.8 79.1 81.4 87.6 86.1
Old : 81.5 87.1 97.1 95.8 79.1 81.4 87.6 86.1
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, November 28, 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 : 63,153: 46,871 43,971 3,796 4,220 10,202 400 3,750 150 1,185 275 390: 159 195
Old : 63,153: 46,871 43,971 3,796 4,220 10,202 400 3,750 150 1,185 275 390: 159 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 2,720: 1,715 1,325 855 995 250 0 150 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 69.6 6.0 6.7 16.2 0.6 5.9 0.2 1.9 0.4 0.6: 0.3 0.3
Old : 100.0: 74.2 69.6 6.0 6.7 16.2 0.6 5.9 0.2 1.9 0.4 0.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 25 . . . . . . . . .:
Old : 39: 25 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 49.5 71.9 70.5 29.2 27.8 41.2 46.5
Old : 47.2 49.5 71.9 70.5 29.2 27.8 41.2 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 67,289: 58,138 44,467 1,920 15,465 5,287 0 345 105 1,340 1,150 220: 279 250
Old : 67,289: 58,138 44,467 1,920 15,465 5,287 0 345 105 1,340 1,150 220: 279 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,645: 1,595 745 0 670 150 0 30 0 -50 100 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 66.1 2.9 23.0 7.9 0.0 0.5 0.2 2.0 1.7 0.3: 0.4 0.4
Old : 100.0: 86.4 66.1 2.9 23.0 7.9 0.0 0.5 0.2 2.0 1.7 0.3: 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 : 43: 26 24 . . 4 0 . . . . .:
Old : 43: 26 24 . . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 56.4 62.0 77.1 35.3 48.4 48.3 56.9
Old : 40.0 56.4 62.0 77.1 35.3 48.4 48.3 56.9
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, November 28, 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 : 66,635: 40,912 28,494 20,145 13,935 3,380 50 0 0 1,627 20,250 449: 72 127
Old : 66,635: 40,912 28,494 20,145 13,935 3,380 50 0 0 1,627 20,250 449: 72 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 645: 575 240 95 300 0 50 0 0 -180 0 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 42.8 30.2 20.9 5.1 0.1 0.0 0.0 2.4 30.4 0.7: 0.1 0.2
Old : 100.0: 61.4 42.8 30.2 20.9 5.1 0.1 0.0 0.0 2.4 30.4 0.7: 0.1 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 : 41: 23 23 . . . . 0 0 . . .:
Old : 41: 23 23 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 66.6 62.3 83.7 40.3 61.4 59.6 76.2
Old : 42.5 66.6 62.3 83.7 40.3 61.4 59.6 76.2
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, November 28, 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 : 92,895: 57,397 38,360 27,825 28,485 4,975 50 0 0 2,592 20,850 55: 1 170
Old : 92,895: 57,397 38,360 27,825 28,485 4,975 50 0 0 2,592 20,850 55: 1 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 750: 575 395 250 300 0 50 0 0 -180 0 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 41.3 30.0 30.7 5.4 0.1 0.0 0.0 2.8 22.4 0.1: 0.0 0.2
Old : 100.0: 61.8 41.3 30.0 30.7 5.4 0.1 0.0 0.0 2.8 22.4 0.1: 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 : 45: 26 23 . . . . 0 0 4 . .:
Old : 45: 26 23 . . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 64.3 64.5 81.4 46.0 58.8 62.0 74.7
Old : 46.5 64.3 64.5 81.4 46.0 58.8 62.0 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,639: 22,089 28,304 5,830 0 4,215 0 0 0 500 0 0: 5 120
Old : 32,639: 22,089 28,304 5,830 0 4,215 0 0 0 500 0 0: 5 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 360: 360 360 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 86.7 17.9 0.0 12.9 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4
Old : 100.0: 67.7 86.7 17.9 0.0 12.9 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 17 . 0 . 0 0 0 . 0 0:
Old : 25: 18 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 : 53.5 70.8 76.8 84.6 40.7 58.1 58.6 65.0
Old : 53.5 70.8 76.8 84.6 40.7 58.1 58.6 65.0
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, November 28, 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 : 34,753: 28,133 27,918 995 2,030 4,265 250 95 25 1,025 420 0: 60 0
Old : 34,753: 28,133 27,918 995 2,030 4,265 250 95 25 1,025 420 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -65: -55 -250 -100 0 65 0 95 25 0 120 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 80.3 2.9 5.8 12.3 0.7 0.3 0.1 2.9 1.2 0.0: 0.2 0.0
Old : 100.0: 81.0 80.3 2.9 5.8 12.3 0.7 0.3 0.1 2.9 1.2 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 19 4 . . . . . . . 0:
Old : 32: 18 19 4 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 61.4 75.6 85.5 34.1 49.9 43.2 55.0
Old : 55.0 61.4 75.6 85.5 34.1 49.9 43.2 55.0
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, November 28, 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 : 10,985: 9,285 9,485 300 1,250 150 0 0 0 1,250 100 0: 0 0
Old : 10,985: 9,285 9,485 300 1,250 150 0 0 0 1,250 100 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 86.3 2.7 11.4 1.4 0.0 0.0 0.0 11.4 0.9 0.0: 0.0 0.0
Old : 100.0: 84.5 86.3 2.7 11.4 1.4 0.0 0.0 0.0 11.4 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 0 0 . . 0:
Old : 21: 12 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 71.4 83.2 94.2 61.6 68.7 76.6 82.6
Old : 63.8 71.4 83.2 94.2 61.6 68.7 76.6 82.6
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, November 28, 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 : 23,231: 14,537 13,686 0 6,320 820 1,860 0 0 3,900 210 1,900: 214 295
Old : 23,231: 14,537 13,686 0 6,320 820 1,860 0 0 3,900 210 1,900: 214 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 654: 390 354 0 350 0 64 0 0 350 100 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 58.9 0.0 27.2 3.5 8.0 0.0 0.0 16.8 0.9 8.2: 0.9 1.3
Old : 100.0: 62.6 58.9 0.0 27.2 3.5 8.0 0.0 0.0 16.8 0.9 8.2: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 20 0 . . . 0 0 . . .:
Old : 33: 18 20 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 50.3 75.1 67.8 51.8 45.7 67.8 57.4
Old : 53.8 50.3 75.1 67.8 51.8 45.7 67.8 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 6,994: 5,074 3,570 0 1,220 680 200 0 0 100 399 800: 140 325
Old : 6,994: 5,074 3,570 0 1,220 680 200 0 0 100 399 800: 140 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4: 2.0 4.6
Old : 100.0: 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4: 2.0 4.6
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 : 20: 11 8 0 . . . 0 0 . . .:
Old : 20: 11 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 : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2
Old : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2
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, November 28, 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 : 42,204: 28,909 38,639 10,100 0 3,095 0 50 0 100 300 0: 0 120
Old : 42,204: 28,909 38,639 10,100 0 3,095 0 50 0 100 300 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 465: 415 290 -125 0 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 91.6 23.9 0.0 7.3 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 0.3
Old : 100.0: 68.5 91.6 23.9 0.0 7.3 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 22 . 0 . 0 . 0 . . 0:
Old : 31: 22 22 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 57.8 72.6 75.7 36.7 49.5 59.2 60.1
Old : 46.7 57.8 72.6 75.7 36.7 49.5 59.2 60.1
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, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 48,206: 43,016 31,371 1,310 14,860 995 0 0 0 1,950 730 0: 935 250
Old : 48,206: 43,016 31,371 1,310 14,860 995 0 0 0 1,950 730 0: 935 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -303: -288 -433 0 25 -15 0 0 0 0 120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 65.1 2.7 30.8 2.1 0.0 0.0 0.0 4.0 1.5 0.0: 1.9 0.5
Old : 100.0: 89.2 65.1 2.7 30.8 2.1 0.0 0.0 0.0 4.0 1.5 0.0: 1.9 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 : 35: 21 19 . . . 0 0 0 . 4 0:
Old : 35: 21 19 . . . 0 0 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 62.4 72.3 85.0 49.6 58.1 61.2 72.5
Old : 53.5 62.4 72.3 85.0 49.6 58.1 61.2 72.5
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, November 28, 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 : 48,249: 38,152 36,694 8,107 10,365 620 0 0 0 1,115 210 75: 180 285
Old : 48,249: 38,152 36,694 8,107 10,365 620 0 0 0 1,115 210 75: 180 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,315: 1,585 1,255 10 120 0 0 0 0 -20 -5 -260: 0 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 76.1 16.8 21.5 1.3 0.0 0.0 0.0 2.3 0.4 0.2: 0.4 0.6
Old : 100.0: 79.1 76.1 16.8 21.5 1.3 0.0 0.0 0.0 2.3 0.4 0.2: 0.4 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 : 28: 18 15 . . . 0 0 0 . . .:
Old : 28: 18 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 93.2 73.4 96.9 41.8 90.8 69.1 91.7
Old : 45.9 93.2 73.4 96.9 41.8 90.8 69.1 91.7
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, November 28, 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 : 54,913: 41,972 38,863 9,081 12,060 2,075 0 0 0 1,645 1,715 140: 0 60
Old : 54,913: 41,972 38,863 9,081 12,060 2,075 0 0 0 1,645 1,715 140: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,275: 1,560 1,210 0 120 -20 0 0 0 -230 0 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 70.8 16.5 22.0 3.8 0.0 0.0 0.0 3.0 3.1 0.3: 0.0 0.1
Old : 100.0: 76.4 70.8 16.5 22.0 3.8 0.0 0.0 0.0 3.0 3.1 0.3: 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 : 30: 20 15 . . . 0 0 0 . . .:
Old : 30: 20 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 89.4 68.8 96.6 39.8 87.4 65.2 90.5
Old : 42.3 89.4 68.8 96.6 39.8 87.4 65.2 90.5
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, November 28, 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 : 86,154: 79,457 73,768 3,235 8,453 1,405 0 0 0 400 844 1,430: 227 254
Old : 86,154: 79,457 73,768 3,235 8,453 1,405 0 0 0 400 844 1,430: 227 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 685: -757 639 745 88 -70 0 0 0 70 -671 699: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 85.6 3.8 9.8 1.6 0.0 0.0 0.0 0.5 1.0 1.7: 0.3 0.3
Old : 100.0: 92.2 85.6 3.8 9.8 1.6 0.0 0.0 0.0 0.5 1.0 1.7: 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 : 38: 24 24 . . . 0 0 0 . . .:
Old : 38: 24 24 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 56.6 72.1 80.3 46.6 52.7 65.4 70.5
Old : 48.4 56.6 72.1 80.3 46.6 52.7 65.4 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 110,079: 98,449 94,280 5,398 9,963 2,025 50 623 12 2,726 1,916 995: 424 265
Old : 110,079: 98,449 94,280 5,398 9,963 2,025 50 623 12 2,726 1,916 995: 424 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,786: 1,263 1,027 722 798 -510 0 0 0 16 165 285: 10 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 85.6 4.9 9.1 1.8 0.0 0.6 0.0 2.5 1.7 0.9: 0.4 0.2
Old : 100.0: 89.4 85.6 4.9 9.1 1.8 0.0 0.6 0.0 2.5 1.7 0.9: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 25 27 . . . . . . 4 4 .:
Old : 48: 25 27 . . . . . . 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 : 45.2 47.6 68.2 77.7 42.6 46.9 60.3 70.2
Old : 45.2 47.6 68.2 77.7 42.6 46.9 60.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 33,587: 24,637 33,311 8,651 0 51 0 0 0 200 225 0: 48 0
Old : 33,587: 24,637 33,311 8,651 0 51 0 0 0 200 225 0: 48 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 50: 100 25 -75 0 0 0 0 0 25 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 99.2 25.8 0.0 0.2 0.0 0.0 0.0 0.6 0.7 0.0: 0.1 0.0
Old : 100.0: 73.4 99.2 25.8 0.0 0.2 0.0 0.0 0.0 0.6 0.7 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 14 . 0 . 0 0 0 . . 0:
Old : 25: 12 14 . 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 : 85.7 81.3 97.6 97.4 84.3 73.3 87.1 86.8
Old : 85.7 81.3 97.6 97.4 84.3 73.3 87.1 86.8
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, November 28, 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 : 36,534: 28,155 25,896 1,815 3,830 4,190 0 2,100 250 1,734 0 88: 302 180
Old : 36,534: 28,155 25,896 1,815 3,830 4,190 0 2,100 250 1,734 0 88: 302 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -340: -320 -310 40 60 -40 0 -50 0 -20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 70.9 5.0 10.5 11.5 0.0 5.7 0.7 4.7 0.0 0.2: 0.8 0.5
Old : 100.0: 77.1 70.9 5.0 10.5 11.5 0.0 5.7 0.7 4.7 0.0 0.2: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 17 . . . 0 . . . 0 .:
Old : 27: 19 17 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 73.1 70.2 91.6 46.1 62.2 60.0 73.6
Old : 49.4 73.1 70.2 91.6 46.1 62.2 60.0 73.6
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, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 42,377: 23,640 34,469 7,034 1,740 4,168 4,900 0 500 1,595 1,400 100: 440 0
Old : 42,377: 23,640 34,469 7,034 1,740 4,168 4,900 0 500 1,595 1,400 100: 440 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -370: -350 -320 0 -50 0 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 81.3 16.6 4.1 9.8 11.6 0.0 1.2 3.8 3.3 0.2: 1.0 0.0
Old : 100.0: 55.8 81.3 16.6 4.1 9.8 11.6 0.0 1.2 3.8 3.3 0.2: 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 : 29: 21 20 . . . . 0 . . . .:
Old : 29: 21 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 62.2 68.7 79.4 40.9 43.9 52.1 57.9
Old : 49.3 62.2 68.7 79.4 40.9 43.9 52.1 57.9
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, November 28, 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 : 44,725: 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0: 70 5
Old : 44,725: 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0: 70 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0: 0.2 0.0
Old : 100.0: 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 5 . . 0 . . . . 0:
Old : 30: 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 : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1
Old : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1
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, November 28, 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 : 37,670: 16,523 34,366 20,593 529 335 0 2,310 0 150 0 0: 69 130
Old : 37,670: 16,523 34,366 20,593 529 335 0 2,310 0 150 0 0: 69 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 40: 40 40 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 0.0 0.0: 0.2 0.3
Old : 100.0: 43.9 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 0.0 0.0: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 4 . . 0 . 0 . 0 0:
Old : 26: 15 11 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 : 71.0 80.7 87.7 94.3 70.1 78.5 86.0 86.7
Old : 71.0 80.7 87.7 94.3 70.1 78.5 86.0 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,768: 22,554 24,662 1,769 0 1,779 75 1,970 0 1,870 225 87: 634 45
Old : 28,768: 22,554 24,662 1,769 0 1,779 75 1,970 0 1,870 225 87: 634 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 314: 125 910 555 0 -596 0 0 0 230 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 85.7 6.1 0.0 6.2 0.3 6.8 0.0 6.5 0.8 0.3: 2.2 0.2
Old : 100.0: 78.4 85.7 6.1 0.0 6.2 0.3 6.8 0.0 6.5 0.8 0.3: 2.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 18 4 0 4 . . 0 5 . .:
Old : 36: 17 18 4 0 4 . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 60.1 67.8 79.3 45.7 60.1 62.4 76.5
Old : 50.5 60.1 67.8 79.3 45.7 60.1 62.4 76.5
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, November 28, 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 : 24,417: 20,641 20,733 584 1,335 1,054 0 690 320 1,533 175 0: 285 110
Old : 24,417: 20,641 20,733 584 1,335 1,054 0 690 320 1,533 175 0: 285 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 108: -165 448 0 -393 43 0 0 0 230 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 84.9 2.4 5.5 4.3 0.0 2.8 1.3 6.3 0.7 0.0: 1.2 0.5
Old : 100.0: 84.5 84.9 2.4 5.5 4.3 0.0 2.8 1.3 6.3 0.7 0.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 18 . . . 0 . . . . 0:
Old : 33: 14 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 : 67.0 63.5 82.6 83.9 66.1 62.5 78.4 81.1
Old : 67.0 63.5 82.6 83.9 66.1 62.5 78.4 81.1
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, November 28, 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 : 54,689: 48,413 35,198 1,792 8,466 2,849 0 6,277 304 330 805 775: 226 15
Old : 54,689: 48,413 35,198 1,792 8,466 2,849 0 6,277 304 330 805 775: 226 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 357: 675 -367 -674 -10 382 0 72 -11 -15 300 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 64.4 3.3 15.5 5.2 0.0 11.5 0.6 0.6 1.5 1.4: 0.4 0.0
Old : 100.0: 88.5 64.4 3.3 15.5 5.2 0.0 11.5 0.6 0.6 1.5 1.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 20 5 . 4 0 . . . . .:
Old : 40: 23 20 5 . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 45.9 76.1 67.0 57.4 44.4 65.3 60.8
Old : 60.6 45.9 76.1 67.0 57.4 44.4 65.3 60.8
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, November 28, 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 : 39,192: 33,903 24,260 3,329 10,690 1,125 0 2,035 295 120 785 0: 420 2
Old : 39,192: 33,903 24,260 3,329 10,690 1,125 0 2,035 295 120 785 0: 420 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 285: 233 125 37 0 -30 0 0 0 35 200 0: 10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 61.9 8.5 27.3 2.9 0.0 5.2 0.8 0.3 2.0 0.0: 1.1 0.0
Old : 100.0: 86.5 61.9 8.5 27.3 2.9 0.0 5.2 0.8 0.3 2.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 18 . . . 0 . . . . 0:
Old : 37: 22 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 : 54.1 58.5 71.3 83.4 50.4 57.8 66.0 74.8
Old : 54.1 58.5 71.3 83.4 50.4 57.8 66.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 24,958: 10,522 18,458 10,486 0 3,450 0 2,600 400 100 50 0: 0 0
Old : 24,958: 10,522 18,458 10,486 0 3,450 0 2,600 400 100 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 3,150: -575 3,150 3,775 0 0 0 -50 50 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 74.0 42.0 0.0 13.8 0.0 10.4 1.6 0.4 0.2 0.0: 0.0 0.0
Old : 100.0: 42.2 74.0 42.0 0.0 13.8 0.0 10.4 1.6 0.4 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 . 0 . 0 . . . . 0:
Old : 23: 13 13 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 64.3 93.4 87.4 67.4 61.8 72.9 71.6
Old : 79.8 64.3 93.4 87.4 67.4 61.8 72.9 71.6
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, November 28, 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 : 15,825: 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0: 420 20
Old : 15,825: 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0: 420 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 2.7 0.1
Old : 100.0: 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 2.7 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 : 23: 14 9 . 0 . . 0 0 . 0 0:
Old : 23: 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 : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2
Old : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2
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, November 28, 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 : 15,945: 7,490 15,450 6,300 0 475 465 0 0 955 0 0: 260 20
Old : 15,945: 7,490 15,450 6,300 0 475 465 0 0 955 0 0: 260 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 10 0 -10 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 96.9 39.5 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0: 1.6 0.1
Old : 100.0: 47.0 96.9 39.5 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . . 0 0 . 0 0:
Old : 27: 17 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 : 64.1 88.2 80.2 98.1 49.9 80.0 65.3 80.3
Old : 64.1 88.2 80.2 98.1 49.9 80.0 65.3 80.3
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, November 28, 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 : 735,973: 500,407 365,740 6,115 77,601 125,377 182 47,061 25,869 8,067 24,689 69,634: 321 0
Old : 735,973: 500,407 365,740 6,115 77,601 125,377 182 47,061 25,869 8,067 24,689 69,634: 321 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -9,664: -11,100 650 1 -6,161 4,135 -273 -8,057 659 344 2,518 -3,162: -268 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 49.7 0.8 10.5 17.0 0.0 6.4 3.5 1.1 3.4 9.5: 0.0 0.0
Old : 100.0: 68.0 49.7 0.8 10.5 17.0 0.0 6.4 3.5 1.1 3.4 9.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 . . . . . . . . .:
Old : 27: 16 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 50.0 88.0 75.4 31.5 20.4 33.5 28.0
Old : 69.6 50.0 88.0 75.4 31.5 20.4 33.5 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 14,860: 8,595 12,990 5,010 1,005 375 0 0 0 820 0 0: 60 490
Old : 14,860: 8,595 12,990 5,010 1,005 375 0 0 0 820 0 0: 60 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 700: 600 480 120 0 -20 0 0 0 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 87.4 33.7 6.8 2.5 0.0 0.0 0.0 5.5 0.0 0.0: 0.4 3.3
Old : 100.0: 57.8 87.4 33.7 6.8 2.5 0.0 0.0 0.0 5.5 0.0 0.0: 0.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 . . . 0 0 0 . 0 0:
Old : 21: 8 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 : 70.6 78.6 88.7 93.0 69.1 77.2 85.9 89.3
Old : 70.6 78.6 88.7 93.0 69.1 77.2 85.9 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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: 10,780 13,575 5,185 2,780 205 0 0 0 820 0 0: 60 490
Old : 17,050: 10,780 13,575 5,185 2,780 205 0 0 0 820 0 0: 60 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 750: 650 530 120 0 -20 0 0 0 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 79.6 30.4 16.3 1.2 0.0 0.0 0.0 4.8 0.0 0.0: 0.4 2.9
Old : 100.0: 63.2 79.6 30.4 16.3 1.2 0.0 0.0 0.0 4.8 0.0 0.0: 0.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 . . . 0 0 0 . 0 0:
Old : 21: 8 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 77.9 91.1 93.7 65.2 77.7 89.1 91.5
Old : 66.5 77.9 91.1 93.7 65.2 77.7 89.1 91.5
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, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,795: 8,699 16,940 13,710 5,365 740 110 375 325 50 50 0: 161 0
Old : 23,795: 8,699 16,940 13,710 5,365 740 110 375 325 50 50 0: 161 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -120: 290 -120 -320 100 -100 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 71.2 57.6 22.5 3.1 0.5 1.6 1.4 0.2 0.2 0.0: 0.7 0.0
Old : 100.0: 36.6 71.2 57.6 22.5 3.1 0.5 1.6 1.4 0.2 0.2 0.0: 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 : 29: 15 12 . . . . . . . . 0:
Old : 29: 15 12 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 67.9 90.0 92.3 67.2 63.1 74.8 76.1
Old : 78.8 67.9 90.0 92.3 67.2 63.1 74.8 76.1
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, November 28, 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 : 20,542: 7,726 14,030 10,025 4,040 1,720 110 375 325 50 50 0: 586 2
Old : 20,542: 7,726 14,030 10,025 4,040 1,720 110 375 325 50 50 0: 586 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -320: 90 -320 -320 100 -100 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 68.3 48.8 19.7 8.4 0.5 1.8 1.6 0.2 0.2 0.0: 2.9 0.0
Old : 100.0: 37.6 68.3 48.8 19.7 8.4 0.5 1.8 1.6 0.2 0.2 0.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 10 . . . . . . . . 0:
Old : 26: 13 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 71.4 87.6 91.9 59.0 60.7 65.9 70.4
Old : 75.4 71.4 87.6 91.9 59.0 60.7 65.9 70.4
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, November 28, 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 : 8,925: 7,670 6,905 225 840 1,000 0 50 0 0 0 0: 30 130
Old : 8,925: 7,670 6,905 225 840 1,000 0 50 0 0 0 0: 30 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.5
Old : 100.0: 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 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 : 22: 12 11 . . . 0 . 0 0 0 0:
Old : 22: 12 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2
Old : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 7,520: 6,660 5,535 0 1,025 830 0 0 0 0 0 0: 30 130
Old : 7,520: 6,660 5,535 0 1,025 830 0 0 0 0 0 0: 30 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 73.6 0.0 13.6 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 1.7
Old : 100.0: 88.6 73.6 0.0 13.6 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 0 . . 0 0 0 0 0 0:
Old : 21: 12 10 0 . . 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 : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1
Old : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1
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, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,334: 20,435 18,097 3,080 2,955 2,290 100 0 0 380 2,990 2: 47 0
Old : 26,334: 20,435 18,097 3,080 2,955 2,290 100 0 0 380 2,990 2: 47 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 450: 450 450 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 68.7 11.7 11.2 8.7 0.4 0.0 0.0 1.4 11.4 0.0: 0.2 0.0
Old : 100.0: 77.6 68.7 11.7 11.2 8.7 0.4 0.0 0.0 1.4 11.4 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . . . . 0 0 . . .:
Old : 30: 14 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 : 55.7 76.1 85.8 94.3 48.5 72.9 75.7 84.7
Old : 55.7 76.1 85.8 94.3 48.5 72.9 75.7 84.7
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, November 28, 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 : 27,150: 21,118 17,955 3,105 3,742 2,408 100 0 0 380 3,015 2: 37 28
Old : 27,150: 21,118 17,955 3,105 3,742 2,408 100 0 0 380 3,015 2: 37 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 550: 550 550 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 66.1 11.4 13.8 8.9 0.4 0.0 0.0 1.4 11.1 0.0: 0.1 0.1
Old : 100.0: 77.8 66.1 11.4 13.8 8.9 0.4 0.0 0.0 1.4 11.1 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 16 . . . . 0 0 . . .:
Old : 31: 15 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 74.5 83.8 92.6 49.6 70.8 71.6 81.7
Old : 56.0 74.5 83.8 92.6 49.6 70.8 71.6 81.7
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, November 28, 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 : 111,645: 98,030 78,938 3,760 21,983 5,020 650 2,470 65 3,160 2,465 670: 290 34
Old : 111,645: 98,030 78,938 3,760 21,983 5,020 650 2,470 65 3,160 2,465 670: 290 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 700: 225 1,277 0 -480 -35 50 50 0 380 -120 20: 60 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 70.7 3.4 19.7 4.5 0.6 2.2 0.1 2.8 2.2 0.6: 0.3 0.0
Old : 100.0: 87.8 70.7 3.4 19.7 4.5 0.6 2.2 0.1 2.8 2.2 0.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 29 30 . . 5 . 4 . . . .:
Old : 54: 29 30 . . 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 : 44.8 57.9 62.8 82.6 42.9 50.7 56.5 68.1
Old : 44.8 57.9 62.8 82.6 42.9 50.7 56.5 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 127,450: 116,328 88,825 1,620 26,203 4,707 750 4,960 65 3,340 2,305 355: 285 30
Old : 127,450: 116,328 88,825 1,620 26,203 4,707 750 4,960 65 3,340 2,305 355: 285 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 2,257: 2,057 2,054 0 -355 -70 -150 700 0 420 0 -60: 60 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 69.7 1.3 20.6 3.7 0.6 3.9 0.1 2.6 1.8 0.3: 0.2 0.0
Old : 100.0: 91.3 69.7 1.3 20.6 3.7 0.6 3.9 0.1 2.6 1.8 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 29 . . 4 . 4 . . . 4:
Old : 56: 33 29 . . 4 . 4 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 58.2 63.3 81.2 42.6 52.7 56.0 68.8
Old : 46.5 58.2 63.3 81.2 42.6 52.7 56.0 68.8
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, November 28, 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 : 250,348: 166,546 170,440 8,694 16,583 21,124 17,945 8,246 12,901 6,179 7,308 13,132: 3,826 612
Old : 250,348: 166,546 170,440 8,694 16,583 21,124 17,945 8,246 12,901 6,179 7,308 13,132: 3,826 612
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 5,213: 2,866 3,056 1,296 2,675 -212 -728 868 1,522 751 -2,485 110: -392 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 68.1 3.5 6.6 8.4 7.2 3.3 5.2 2.5 2.9 5.2: 1.5 0.2
Old : 100.0: 66.5 68.1 3.5 6.6 8.4 7.2 3.3 5.2 2.5 2.9 5.2: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 84: 36 42 6 . 4 6 7 7 10 9 16:
Old : 84: 36 42 6 . 4 6 7 7 10 9 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 : 35.7 43.3 53.9 60.3 30.9 35.9 44.4 45.4
Old : 35.7 43.3 53.9 60.3 30.9 35.9 44.4 45.4
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, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,139: 29,606 31,054 6,135 7,685 1,210 2,495 0 90 300 75 0: 303 25
Old : 40,139: 29,606 31,054 6,135 7,685 1,210 2,495 0 90 300 75 0: 303 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 10: 150 -50 -150 60 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 77.4 15.3 19.1 3.0 6.2 0.0 0.2 0.7 0.2 0.0: 0.8 0.1
Old : 100.0: 73.8 77.4 15.3 19.1 3.0 6.2 0.0 0.2 0.7 0.2 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: 19 13 . . . . 0 . . . 0:
Old : 31: 19 13 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 91.2 75.0 97.7 57.2 84.7 73.5 88.4
Old : 57.3 91.2 75.0 97.7 57.2 84.7 73.5 88.4
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, November 28, 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 : 37,944: 28,506 30,344 5,060 6,040 1,345 2,395 0 115 250 75 0: 273 25
Old : 37,944: 28,506 30,344 5,060 6,040 1,345 2,395 0 115 250 75 0: 273 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 10: 100 0 -100 10 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 80.0 13.3 15.9 3.5 6.3 0.0 0.3 0.7 0.2 0.0: 0.7 0.1
Old : 100.0: 75.1 80.0 13.3 15.9 3.5 6.3 0.0 0.3 0.7 0.2 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 13 . . . . 0 . . . 0:
Old : 32: 18 13 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0
Old : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 188,192: 105,389 118,222 11,960 25,178 40,628 25,553 0 2,740 590 110 1,313: 20 0
Old : 188,192: 105,389 118,222 11,960 25,178 40,628 25,553 0 2,740 590 110 1,313: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 4,757: -169 4,224 -449 -878 171 4,081 0 259 -93 25 958: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 62.8 6.4 13.4 21.6 13.6 0.0 1.5 0.3 0.1 0.7: 0.0 0.0
Old : 100.0: 56.0 62.8 6.4 13.4 21.6 13.6 0.0 1.5 0.3 0.1 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 17 . . . . 0 . . . .:
Old : 27: 15 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 72.1 86.1 91.3 29.6 37.4 38.5 39.4
Old : 55.4 72.1 86.1 91.3 29.6 37.4 38.5 39.4
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, November 28, 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 : 31,334: 23,757 26,357 3,160 380 420 0 0 0 0 0 0: 3,997 4,177
Old : 31,334: 23,757 26,357 3,160 380 420 0 0 0 0 0 0: 3,997 4,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 84.1 10.1 1.2 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 13.3
Old : 100.0: 75.8 84.1 10.1 1.2 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 15 . . . 0 0 0 0 0 0:
Old : 20: 12 15 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 55.5 85.3 75.1 68.8 46.4 70.1 64.7
Old : 81.5 55.5 85.3 75.1 68.8 46.4 70.1 64.7
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, November 28, 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 : 30,135: 22,170 25,075 3,455 380 420 0 0 0 0 0 0: 4,090 4,260
Old : 30,135: 22,170 25,075 3,455 380 420 0 0 0 0 0 0: 4,090 4,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 260: 260 260 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 83.2 11.5 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 13.6 14.1
Old : 100.0: 73.6 83.2 11.5 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 13.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 17 . . . 0 0 0 0 0 0:
Old : 20: 11 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 56.8 85.3 75.3 67.8 47.1 69.0 63.5
Old : 81.4 56.8 85.3 75.3 67.8 47.1 69.0 63.5
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, November 28, 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 : 30,734: 14,190 23,130 12,400 440 1,275 0 350 0 0 2,500 0: 2,869 3,039
Old : 30,734: 14,190 23,130 12,400 440 1,275 0 350 0 0 2,500 0: 2,869 3,039
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: -1,020 0 1,020 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 75.3 40.3 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0: 9.3 9.9
Old : 100.0: 46.2 75.3 40.3 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0: 9.3 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 : 26: 12 18 . . . 0 . 0 0 . 0:
Old : 26: 12 18 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 42.9 87.7 70.2 65.0 42.5 72.2 62.0
Old : 75.4 42.9 87.7 70.2 65.0 42.5 72.2 62.0
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, November 28, 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 : 29,672: 13,656 22,206 12,560 950 1,275 0 350 0 0 2,500 0: 2,181 2,391
Old : 29,672: 13,656 22,206 12,560 950 1,275 0 350 0 0 2,500 0: 2,181 2,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 60: -960 60 1,020 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 74.8 42.3 3.2 4.3 0.0 1.2 0.0 0.0 8.4 0.0: 7.4 8.1
Old : 100.0: 46.0 74.8 42.3 3.2 4.3 0.0 1.2 0.0 0.0 8.4 0.0: 7.4 8.1
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: 10 18 . . . 0 . 0 0 . 0:
Old : 26: 10 18 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 43.7 90.6 71.1 69.7 43.3 74.3 60.3
Old : 80.4 43.7 90.6 71.1 69.7 43.3 74.3 60.3
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, November 28, 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 : 30,735: 24,665 8,475 1,000 5,130 2,425 0 10,135 0 0 2,135 0: 2,645 2,435
Old : 30,735: 24,665 8,475 1,000 5,130 2,425 0 10,135 0 0 2,135 0: 2,645 2,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 250: 550 250 -150 150 0 0 0 0 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 27.6 3.3 16.7 7.9 0.0 33.0 0.0 0.0 6.9 0.0: 8.6 7.9
Old : 100.0: 80.3 27.6 3.3 16.7 7.9 0.0 33.0 0.0 0.0 6.9 0.0: 8.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 12 . . . 0 . 0 0 . 0:
Old : 29: 18 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 : 58.8 73.3 74.7 84.3 53.7 65.2 66.3 75.0
Old : 58.8 73.3 74.7 84.3 53.7 65.2 66.3 75.0
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, November 28, 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 : 31,130: 25,140 9,020 950 6,090 2,425 0 9,635 0 0 1,555 0: 2,615 2,405
Old : 31,130: 25,140 9,020 950 6,090 2,425 0 9,635 0 0 1,555 0: 2,615 2,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 250: 550 250 -150 150 0 0 0 0 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 29.0 3.1 19.6 7.8 0.0 31.0 0.0 0.0 5.0 0.0: 8.4 7.7
Old : 100.0: 80.8 29.0 3.1 19.6 7.8 0.0 31.0 0.0 0.0 5.0 0.0: 8.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . . . 0 . 0 0 . 0:
Old : 28: 18 13 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 75.9 75.1 86.7 56.0 68.0 66.9 75.5
Old : 60.2 75.9 75.1 86.7 56.0 68.0 66.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,740: 16,165 31,250 17,090 1,775 545 675 0 325 100 970 75: 2,765 2,800
Old : 37,740: 16,165 31,250 17,090 1,775 545 675 0 325 100 970 75: 2,765 2,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 725: 535 -215 -400 350 0 0 0 0 0 0 0: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 82.8 45.3 4.7 1.4 1.8 0.0 0.9 0.3 2.6 0.2: 7.3 7.4
Old : 100.0: 42.8 82.8 45.3 4.7 1.4 1.8 0.0 0.9 0.3 2.6 0.2: 7.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . . 0 . . . .:
Old : 26: 13 12 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 79.7 85.1 88.6 68.4 75.3 82.1 83.8
Old : 69.3 79.7 85.1 88.6 68.4 75.3 82.1 83.8
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, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,740: 14,420 29,085 16,120 1,225 495 675 0 325 100 1,020 75: 2,530 2,515
Old : 34,740: 14,420 29,085 16,120 1,225 495 675 0 325 100 1,020 75: 2,530 2,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 680: 485 -265 -400 350 0 0 0 0 0 0 0: 595 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 83.7 46.4 3.5 1.4 1.9 0.0 0.9 0.3 2.9 0.2: 7.3 7.2
Old : 100.0: 41.5 83.7 46.4 3.5 1.4 1.9 0.0 0.9 0.3 2.9 0.2: 7.3 7.2
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 : 26: 13 12 . . . . 0 . . . .:
Old : 26: 13 12 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 78.1 84.7 88.6 67.0 75.0 81.0 83.1
Old : 68.0 78.1 84.7 88.6 67.0 75.0 81.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 24,565: 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0: 2,355 2,465
Old : 24,565: 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0: 2,355 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0: 9.6 10.0
Old : 100.0: 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0: 9.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . 0 . 0 0 0 0:
Old : 23: 15 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 : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6
Old : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6
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, November 28, 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 : 23,315: 17,470 13,130 0 5,210 1,455 0 130 50 40 50 140: 4,160 3,150
Old : 23,315: 17,470 13,130 0 5,210 1,455 0 130 50 40 50 140: 4,160 3,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -50: 0 -50 0 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 56.3 0.0 22.3 6.2 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.5
Old : 100.0: 74.9 56.3 0.0 22.3 6.2 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.5
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 : 21: 11 10 0 . . 0 . . . . .:
Old : 21: 11 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 : 62.7 65.2 75.3 82.4 56.7 56.6 64.0 67.7
Old : 62.7 65.2 75.3 82.4 56.7 56.6 64.0 67.7
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, November 28, 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 : 21,920: 16,680 12,160 0 5,030 1,530 0 130 50 110 50 130: 3,420 2,840
Old : 21,920: 16,680 12,160 0 5,030 1,530 0 130 50 110 50 130: 3,420 2,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -50: 0 -50 0 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 55.5 0.0 22.9 7.0 0.0 0.6 0.2 0.5 0.2 0.6: 15.6 13.0
Old : 100.0: 76.1 55.5 0.0 22.9 7.0 0.0 0.6 0.2 0.5 0.2 0.6: 15.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 0 . . 0 . . . . .:
Old : 21: 11 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 : 64.8 69.1 77.2 83.0 58.6 59.6 64.5 67.2
Old : 64.8 69.1 77.2 83.0 58.6 59.6 64.5 67.2
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, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,410: 23,925 11,200 0 24,230 35 11,100 750 0 1,325 200 0: 1,025 995
Old : 37,410: 23,925 11,200 0 24,230 35 11,100 750 0 1,325 200 0: 1,025 995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 675: 450 -350 0 1,025 0 25 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 29.9 0.0 64.8 0.1 29.7 2.0 0.0 3.5 0.5 0.0: 2.7 2.7
Old : 100.0: 64.0 29.9 0.0 64.8 0.1 29.7 2.0 0.0 3.5 0.5 0.0: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 68.6 86.2 81.6 95.3 68.6 80.2 80.8 86.6
Old : 68.6 86.2 81.6 95.3 68.6 80.2 80.8 86.6
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, November 28, 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 : 31,855: 19,580 12,395 0 16,530 325 8,840 650 75 1,325 200 0: 1,710 1,680
Old : 31,855: 19,580 12,395 0 16,530 325 8,840 650 75 1,325 200 0: 1,710 1,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 425: 225 -100 0 525 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 38.9 0.0 51.9 1.0 27.8 2.0 0.2 4.2 0.6 0.0: 5.4 5.3
Old : 100.0: 61.5 38.9 0.0 51.9 1.0 27.8 2.0 0.2 4.2 0.6 0.0: 5.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 9 0 . . . . . . . 0:
Old : 29: 20 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 81.3 78.4 91.6 63.1 73.2 76.5 80.9
Old : 63.9 81.3 78.4 91.6 63.1 73.2 76.5 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 100,560: 48,935 89,735 32,350 0 840 7,050 100 1,680 1,645 100 695: 7,365 7,410
Old : 100,560: 48,935 89,735 32,350 0 840 7,050 100 1,680 1,645 100 695: 7,365 7,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 590: -865 1,175 2,025 0 -50 -50 -25 0 -200 0 120: -390 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 89.2 32.2 0.0 0.8 7.0 0.1 1.7 1.6 0.1 0.7: 7.3 7.4
Old : 100.0: 48.7 89.2 32.2 0.0 0.8 7.0 0.1 1.7 1.6 0.1 0.7: 7.3 7.4
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 : 41: 21 26 . 0 . . . . . . .:
Old : 41: 21 26 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 61.1 79.0 76.7 60.7 59.8 69.7 71.6
Old : 67.7 61.1 79.0 76.7 60.7 59.8 69.7 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 88,270: 46,805 79,435 24,240 0 1,090 7,640 150 1,190 1,045 100 665: 5,595 5,640
Old : 88,270: 46,805 79,435 24,240 0 1,090 7,640 150 1,190 1,045 100 665: 5,595 5,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 760: -385 940 1,525 0 -50 0 0 0 -200 0 120: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 90.0 27.5 0.0 1.2 8.7 0.2 1.3 1.2 0.1 0.8: 6.3 6.4
Old : 100.0: 53.0 90.0 27.5 0.0 1.2 8.7 0.2 1.3 1.2 0.1 0.8: 6.3 6.4
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: 20 25 . 0 . . . . . . .:
Old : 39: 20 25 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 59.1 84.9 76.0 65.2 58.2 77.3 73.4
Old : 71.1 59.1 84.9 76.0 65.2 58.2 77.3 73.4
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, November 28, 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 : 18,440: 15,000 6,870 200 8,530 235 0 750 0 800 0 0: 2,205 2,055
Old : 18,440: 15,000 6,870 200 8,530 235 0 750 0 800 0 0: 2,205 2,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,635: 1,665 -135 0 1,800 0 0 0 0 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 37.3 1.1 46.3 1.3 0.0 4.1 0.0 4.3 0.0 0.0: 12.0 11.1
Old : 100.0: 81.3 37.3 1.1 46.3 1.3 0.0 4.1 0.0 4.3 0.0 0.0: 12.0 11.1
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 13 . . . 0 . 0 . 0 0:
Old : 25: 16 13 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 62.0 67.5 77.8 40.0 59.1 57.4 70.9
Old : 49.5 62.0 67.5 77.8 40.0 59.1 57.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,105: 14,910 8,520 200 8,705 410 0 200 0 2,125 0 0: 1,460 1,270
Old : 19,105: 14,910 8,520 200 8,705 410 0 200 0 2,125 0 0: 1,460 1,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 1,095: 1,450 -350 0 1,800 -540 0 0 0 0 0 0: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 44.6 1.0 45.6 2.1 0.0 1.0 0.0 11.1 0.0 0.0: 7.6 6.6
Old : 100.0: 78.0 44.6 1.0 45.6 2.1 0.0 1.0 0.0 11.1 0.0 0.0: 7.6 6.6
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 : 24: 16 12 . . . 0 . 0 . 0 0:
Old : 24: 16 12 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 71.3 76.0 88.2 41.5 56.1 51.7 62.0
Old : 61.8 71.3 76.0 88.2 41.5 56.1 51.7 62.0
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, November 28, 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 : 49,605: 37,215 31,995 165 2,005 4,710 0 2,900 550 0 600 0: 6,965 6,845
Old : 49,605: 37,215 31,995 165 2,005 4,710 0 2,900 550 0 600 0: 6,965 6,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 900 0 0 0 0 0 0 0 0 0 0: -900 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0: 14.0 13.8
Old : 100.0: 75.0 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0: 14.0 13.8
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 : 31: 18 18 . . . 0 . . 0 . 0:
Old : 31: 18 18 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 44.9 77.8 62.6 57.5 37.5 62.4 51.6
Old : 58.6 44.9 77.8 62.6 57.5 37.5 62.4 51.6
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, November 28, 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 : 30,575: 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0: 5,275 5,155
Old : 30,575: 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0: 5,275 5,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 0.0 2.0 0.0: 17.3 16.9
Old : 100.0: 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 0.0 2.0 0.0: 17.3 16.9
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 : 30: 18 18 . . . . . . 0 . 0:
Old : 30: 18 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 : 47.7 35.2 69.6 54.5 30.9 23.1 37.6 35.5
Old : 47.7 35.2 69.6 54.5 30.9 23.1 37.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017