COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 48,584: 11,477 32,270 8,416 928 1,128 5,943 5,231 637 14,784 2,660 4,817: 1,382 913
Old : 48,584: 11,477 32,270 8,416 928 1,128 5,943 5,231 637 14,784 2,660 4,817: 1,382 913
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 4,359: -447 6,917 4,263 -1,285 -322 1,870 -150 -553 27 -13 -650: 171 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 66.4 17.3 1.9 2.3 12.2 10.8 1.3 30.4 5.5 9.9: 2.8 1.9
Old : 100.0: 23.6 66.4 17.3 1.9 2.3 12.2 10.8 1.3 30.4 5.5 9.9: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 11 10 5 . 4 . 5 6 11 9 12:
Old : 47: 11 10 5 . 4 . 5 6 11 9 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 64.2 68.9 78.3 34.9 58.5 58.3 66.9
Old : 40.9 64.2 68.9 78.3 34.9 58.5 58.3 66.9
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 5,121: 319 2,465 243 1,319 39 905 376 75 2,652 35 449: 439 363
Old : 5,121: 319 2,465 243 1,319 39 905 376 75 2,652 35 449: 439 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 310: -45 145 -10 20 0 185 0 0 65 35 125: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 48.1 4.7 25.8 0.8 17.7 7.3 1.5 51.8 0.7 8.8: 8.6 7.1
Old : 100.0: 6.2 48.1 4.7 25.8 0.8 17.7 7.3 1.5 51.8 0.7 8.8: 8.6 7.1
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: . 5 . . . . . . 10 . 5:
Old : 25: . 5 . . . . . . 10 . 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 : 45.7 59.4 68.0 82.9 45.1 58.6 63.7 77.3
Old : 45.7 59.4 68.0 82.9 45.1 58.6 63.7 77.3
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 98,064: 51,784 57,379 4,190 7,460 16,114 10,197 123 2,671 2,693 4,316 9,478: 937 523
Old : 98,064: 51,784 57,379 4,190 7,460 16,114 10,197 123 2,671 2,693 4,316 9,478: 937 523
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -4,715: -2,443 -4,663 460 -159 43 -1,319 -8 -88 -1,662 -73 314: -21 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 58.5 4.3 7.6 16.4 10.4 0.1 2.7 2.7 4.4 9.7: 1.0 0.5
Old : 100.0: 52.8 58.5 4.3 7.6 16.4 10.4 0.1 2.7 2.7 4.4 9.7: 1.0 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 : 58: 32 31 . . 4 5 . 6 6 7 11:
Old : 58: 32 31 . . 4 5 . 6 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 38.9 61.5 58.8 24.6 21.1 35.8 32.3
Old : 39.0 38.9 61.5 58.8 24.6 21.1 35.8 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 35,608: 28,750 26,536 0 4,564 3,333 400 225 0 2,350 175 775: 0 0
Old : 35,608: 28,750 26,536 0 4,564 3,333 400 225 0 2,350 175 775: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -800: -535 -1,335 -276 -326 511 -100 0 0 -700 50 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 74.5 0.0 12.8 9.4 1.1 0.6 0.0 6.6 0.5 2.2: 0.0 0.0
Old : 100.0: 80.7 74.5 0.0 12.8 9.4 1.1 0.6 0.0 6.6 0.5 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 17 0 . . . . 0 6 . .:
Old : 34: 20 17 0 . . . . 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 : 55.0 55.2 72.8 83.4 47.0 47.8 54.4 60.8
Old : 55.0 55.2 72.8 83.4 47.0 47.8 54.4 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 20,973: 19,563 12,611 0 6,677 635 0 0 0 350 625 425: 0 0
Old : 20,973: 19,563 12,611 0 6,677 635 0 0 0 350 625 425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,251: -726 -1,366 0 840 -450 0 0 0 -100 -300 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 60.1 0.0 31.8 3.0 0.0 0.0 0.0 1.7 3.0 2.0: 0.0 0.0
Old : 100.0: 93.3 60.1 0.0 31.8 3.0 0.0 0.0 0.0 1.7 3.0 2.0: 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 : 27: 18 15 0 . . 0 0 0 . . .:
Old : 27: 18 15 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 56.1 91.1 83.7 73.4 49.0 76.0 68.6
Old : 79.2 56.1 91.1 83.7 73.4 49.0 76.0 68.6
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 172,111: 136,544 119,604 17,611 20,950 3,326 8,469 14,863 2,921 1,848 9,115 1,112: 280 220
Old : 172,111: 136,544 119,604 17,611 20,950 3,326 8,469 14,863 2,921 1,848 9,115 1,112: 280 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -4,135: -3,898 -3,960 -1,793 329 753 839 -770 -210 -13 -475 -12: 199 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 69.5 10.2 12.2 1.9 4.9 8.6 1.7 1.1 5.3 0.6: 0.2 0.1
Old : 100.0: 79.3 69.5 10.2 12.2 1.9 4.9 8.6 1.7 1.1 5.3 0.6: 0.2 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 : 55: 34 32 4 . . 4 4 . 4 . .:
Old : 55: 34 32 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 : 41.6 54.7 59.3 74.2 39.3 46.6 53.5 63.4
Old : 41.6 54.7 59.3 74.2 39.3 46.6 53.5 63.4
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 56,348: 38,758 29,328 8,680 10,377 4,443 582 9,750 1,150 1,975 900 400: 360 0
Old : 56,348: 38,758 29,328 8,680 10,377 4,443 582 9,750 1,150 1,975 900 400: 360 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -622: -2,560 -3,842 475 963 1,558 -220 250 350 -775 -100 200: 350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 52.0 15.4 18.4 7.9 1.0 17.3 2.0 3.5 1.6 0.7: 0.6 0.0
Old : 100.0: 68.8 52.0 15.4 18.4 7.9 1.0 17.3 2.0 3.5 1.6 0.7: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 21 . . . . . . 7 . .:
Old : 39: 18 21 . . . . . . 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 : 71.3 56.2 83.9 81.6 64.6 44.6 70.6 67.6
Old : 71.3 56.2 83.9 81.6 64.6 44.6 70.6 67.6
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 31,052: 25,165 15,512 5,567 14,415 0 0 150 300 0 300 0: 20 375
Old : 31,052: 25,165 15,512 5,567 14,415 0 0 150 300 0 300 0: 20 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 2,875: 2,855 -105 0 2,550 0 0 0 0 0 75 0: 20 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 50.0 17.9 46.4 0.0 0.0 0.5 1.0 0.0 1.0 0.0: 0.1 1.2
Old : 100.0: 81.0 50.0 17.9 46.4 0.0 0.0 0.5 1.0 0.0 1.0 0.0: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 14 . . 0 0 . . 0 . 0:
Old : 21: 10 14 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 86.4 98.2 93.7 82.4 81.3 89.2 85.8
Old : 84.7 86.4 98.2 93.7 82.4 81.3 89.2 85.8
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 61,366: 44,681 41,706 3,278 2,915 11,110 400 4,725 75 1,305 275 370: 147 190
Old : 61,366: 44,681 41,706 3,278 2,915 11,110 400 4,725 75 1,305 275 370: 147 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,787: -2,190 -2,265 -518 -1,305 908 0 975 -75 120 0 -20: -12 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 68.0 5.3 4.8 18.1 0.7 7.7 0.1 2.1 0.4 0.6: 0.2 0.3
Old : 100.0: 72.8 68.0 5.3 4.8 18.1 0.7 7.7 0.1 2.1 0.4 0.6: 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 : 39: 25 24 . . . . . . . . .:
Old : 39: 25 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 49.3 70.5 72.6 28.9 29.5 41.8 48.7
Old : 46.6 49.3 70.5 72.6 28.9 29.5 41.8 48.7
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 66,577: 57,437 42,721 1,880 15,153 5,723 0 1,310 0 1,130 1,285 135: 272 250
Old : 66,577: 57,437 42,721 1,880 15,153 5,723 0 1,310 0 1,130 1,285 135: 272 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -712: -701 -1,746 -40 -312 436 0 965 -105 -210 135 -85: -7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 64.2 2.8 22.8 8.6 0.0 2.0 0.0 1.7 1.9 0.2: 0.4 0.4
Old : 100.0: 86.3 64.2 2.8 22.8 8.6 0.0 2.0 0.0 1.7 1.9 0.2: 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 : 44: 26 22 . . 4 0 4 0 . 4 .:
Old : 44: 26 22 . . 4 0 4 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 : 39.6 55.2 62.9 77.1 35.8 46.2 49.6 59.0
Old : 39.6 55.2 62.9 77.1 35.8 46.2 49.6 59.0
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 63,484: 38,562 25,914 19,275 13,395 3,380 350 0 0 1,421 20,250 445: 51 100
Old : 63,484: 38,562 25,914 19,275 13,395 3,380 350 0 0 1,421 20,250 445: 51 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -3,151: -2,350 -2,580 -870 -540 0 300 0 0 -206 0 -4: -21 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 40.8 30.4 21.1 5.3 0.6 0.0 0.0 2.2 31.9 0.7: 0.1 0.2
Old : 100.0: 60.7 40.8 30.4 21.1 5.3 0.6 0.0 0.0 2.2 31.9 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 : 40: 21 23 . . . . 0 0 . . .:
Old : 40: 21 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 : 43.5 67.1 63.4 84.6 41.3 61.7 60.3 76.7
Old : 43.5 67.1 63.4 84.6 41.3 61.7 60.3 76.7
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 90,180: 53,489 34,530 28,305 28,955 5,640 350 0 0 2,341 20,850 55: 0 150
Old : 90,180: 53,489 34,530 28,305 28,955 5,640 350 0 0 2,341 20,850 55: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,715: -3,908 -3,830 480 470 665 300 0 0 -251 0 0: -1 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 38.3 31.4 32.1 6.3 0.4 0.0 0.0 2.6 23.1 0.1: 0.0 0.2
Old : 100.0: 59.3 38.3 31.4 32.1 6.3 0.4 0.0 0.0 2.6 23.1 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 : 44: 24 24 . . . . 0 0 4 . .:
Old : 44: 24 24 . . . . 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 : 47.9 66.0 67.0 82.7 47.4 59.6 63.6 75.1
Old : 47.9 66.0 67.0 82.7 47.4 59.6 63.6 75.1
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,324: 22,909 28,564 5,270 0 4,640 0 0 0 500 0 0: 5 120
Old : 33,324: 22,909 28,564 5,270 0 4,640 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 28, 2017 :
: 685: 820 260 -560 0 425 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 85.7 15.8 0.0 13.9 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4
Old : 100.0: 68.7 85.7 15.8 0.0 13.9 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 : 51.8 71.7 75.8 85.8 39.1 58.5 58.1 64.8
Old : 51.8 71.7 75.8 85.8 39.1 58.5 58.1 64.8
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 35,798: 27,968 29,403 995 380 5,475 250 95 25 1,025 420 0: 60 0
Old : 35,798: 27,968 29,403 995 380 5,475 250 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 28, 2017 :
: 1,045: -165 1,485 0 -1,650 1,210 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 82.1 2.8 1.1 15.3 0.7 0.3 0.1 2.9 1.2 0.0: 0.2 0.0
Old : 100.0: 78.1 82.1 2.8 1.1 15.3 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 : 31: 18 17 4 . . . . . . . 0:
Old : 31: 18 17 4 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 56.2 76.6 83.0 34.6 47.3 42.5 53.1
Old : 52.2 56.2 76.6 83.0 34.6 47.3 42.5 53.1
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 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 28, 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: 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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,431: 14,437 13,586 0 6,620 820 1,860 0 0 4,200 210 1,900: 214 295
Old : 23,431: 14,437 13,586 0 6,620 820 1,860 0 0 4,200 210 1,900: 214 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 200: -100 -100 0 300 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 58.0 0.0 28.3 3.5 7.9 0.0 0.0 17.9 0.9 8.1: 0.9 1.3
Old : 100.0: 61.6 58.0 0.0 28.3 3.5 7.9 0.0 0.0 17.9 0.9 8.1: 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 : 32: 18 19 0 . . . 0 0 . . .:
Old : 32: 18 19 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 52.3 76.2 69.2 53.0 47.6 68.1 58.5
Old : 55.0 52.3 76.2 69.2 53.0 47.6 68.1 58.5
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,994: 5,074 3,570 0 1,120 680 200 0 0 100 499 800: 140 325
Old : 6,994: 5,074 3,570 0 1,120 680 200 0 0 100 499 800: 140 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 0: 0 0 0 -100 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 51.0 0.0 16.0 9.7 2.9 0.0 0.0 1.4 7.1 11.4: 2.0 4.6
Old : 100.0: 72.5 51.0 0.0 16.0 9.7 2.9 0.0 0.0 1.4 7.1 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 : 21: 11 8 0 . . . 0 0 . . .:
Old : 21: 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 48.6 80.8 78.6 44.4 32.5 53.0 46.7
Old : 51.5 48.6 80.8 78.6 44.4 32.5 53.0 46.7
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,223: 29,243 38,503 9,630 0 3,250 0 50 0 100 300 0: 0 120
Old : 42,223: 29,243 38,503 9,630 0 3,250 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 28, 2017 :
: 19: 334 -136 -470 0 155 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 91.2 22.8 0.0 7.7 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 0.3
Old : 100.0: 69.3 91.2 22.8 0.0 7.7 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: 23 22 . 0 . 0 . 0 . . 0:
Old : 31: 23 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 : 45.4 58.1 72.4 75.9 35.0 49.5 57.9 60.5
Old : 45.4 58.1 72.4 75.9 35.0 49.5 57.9 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 48,066: 43,126 31,071 1,310 15,020 995 100 0 0 1,600 730 0: 935 250
Old : 48,066: 43,126 31,071 1,310 15,020 995 100 0 0 1,600 730 0: 935 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -140: 110 -300 0 160 0 100 0 0 -350 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 64.6 2.7 31.2 2.1 0.2 0.0 0.0 3.3 1.5 0.0: 1.9 0.5
Old : 100.0: 89.7 64.6 2.7 31.2 2.1 0.2 0.0 0.0 3.3 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 : 37: 22 19 . . . . 0 0 . 4 0:
Old : 37: 22 19 . . . . 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 : 53.8 61.1 72.9 84.3 49.2 56.7 62.3 71.3
Old : 53.8 61.1 72.9 84.3 49.2 56.7 62.3 71.3
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,990: 36,117 33,955 7,013 9,870 620 0 0 0 1,000 225 60: 180 260
Old : 44,990: 36,117 33,955 7,013 9,870 620 0 0 0 1,000 225 60: 180 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -3,259: -2,035 -2,739 -1,094 -495 0 0 0 0 -115 15 -15: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 75.5 15.6 21.9 1.4 0.0 0.0 0.0 2.2 0.5 0.1: 0.4 0.6
Old : 100.0: 80.3 75.5 15.6 21.9 1.4 0.0 0.0 0.0 2.2 0.5 0.1: 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 : 27: 18 14 . . . 0 0 0 . . .:
Old : 27: 18 14 . . . 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 : 45.7 93.8 73.2 96.9 42.5 91.1 68.4 91.6
Old : 45.7 93.8 73.2 96.9 42.5 91.1 68.4 91.6
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,446: 39,917 36,226 7,934 11,245 2,075 0 0 0 1,380 1,700 140: 0 60
Old : 51,446: 39,917 36,226 7,934 11,245 2,075 0 0 0 1,380 1,700 140: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -3,467: -2,055 -2,637 -1,147 -815 0 0 0 0 -265 -15 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 70.4 15.4 21.9 4.0 0.0 0.0 0.0 2.7 3.3 0.3: 0.0 0.1
Old : 100.0: 77.6 70.4 15.4 21.9 4.0 0.0 0.0 0.0 2.7 3.3 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 : 29: 19 14 . . . 0 0 0 . . .:
Old : 29: 19 14 . . . 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 : 42.9 88.8 68.4 96.9 40.7 87.0 64.0 89.9
Old : 42.9 88.8 68.4 96.9 40.7 87.0 64.0 89.9
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 86,038: 76,972 73,906 4,401 7,863 1,565 0 0 0 472 819 903: 1,725 982
Old : 86,038: 76,972 73,906 4,401 7,863 1,565 0 0 0 472 819 903: 1,725 982
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -116: -2,485 138 1,166 -590 160 0 0 0 72 -25 -527: 1,498 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 85.9 5.1 9.1 1.8 0.0 0.0 0.0 0.5 1.0 1.0: 2.0 1.1
Old : 100.0: 89.5 85.9 5.1 9.1 1.8 0.0 0.0 0.0 0.5 1.0 1.0: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 25 . . . 0 0 0 . . .:
Old : 37: 21 25 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 55.8 71.4 79.9 46.0 50.5 65.8 70.6
Old : 47.5 55.8 71.4 79.9 46.0 50.5 65.8 70.6
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 113,838: 99,196 97,783 6,116 9,644 2,378 50 743 12 2,986 1,455 1,316: 1,784 507
Old : 113,838: 99,196 97,783 6,116 9,644 2,378 50 743 12 2,986 1,455 1,316: 1,784 507
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 3,759: 747 3,503 718 -319 353 0 120 0 260 -461 321: 1,360 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 85.9 5.4 8.5 2.1 0.0 0.7 0.0 2.6 1.3 1.2: 1.6 0.4
Old : 100.0: 87.1 85.9 5.4 8.5 2.1 0.0 0.7 0.0 2.6 1.3 1.2: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 25 25 . . . . 4 . 5 . 4:
Old : 47: 25 25 . . . . 4 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 46.8 68.7 76.8 43.6 46.3 61.3 70.4
Old : 45.2 46.8 68.7 76.8 43.6 46.3 61.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 33,837: 24,754 31,836 8,351 0 151 0 0 0 200 275 0: 381 1,575
Old : 33,837: 24,754 31,836 8,351 0 151 0 0 0 200 275 0: 381 1,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 250: 117 -1,475 -300 0 100 0 0 0 0 50 0: 333 1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 94.1 24.7 0.0 0.4 0.0 0.0 0.0 0.6 0.8 0.0: 1.1 4.7
Old : 100.0: 73.2 94.1 24.7 0.0 0.4 0.0 0.0 0.0 0.6 0.8 0.0: 1.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 0 . 0 0 0 . . 0:
Old : 23: 12 12 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 76.2 95.7 92.3 83.4 67.7 86.9 83.3
Old : 85.1 76.2 95.7 92.3 83.4 67.7 86.9 83.3
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 35,141: 26,285 25,203 2,095 3,545 3,810 600 2,100 250 1,762 0 53: 286 180
Old : 35,141: 26,285 25,203 2,095 3,545 3,810 600 2,100 250 1,762 0 53: 286 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,393: -1,870 -693 280 -285 -380 600 0 0 28 0 -35: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 71.7 6.0 10.1 10.8 1.7 6.0 0.7 5.0 0.0 0.2: 0.8 0.5
Old : 100.0: 74.8 71.7 6.0 10.1 10.8 1.7 6.0 0.7 5.0 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 : 28: 19 17 . . . . . . . 0 .:
Old : 28: 19 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 : 51.4 72.4 70.9 91.1 46.8 61.2 61.0 74.0
Old : 51.4 72.4 70.9 91.1 46.8 61.2 61.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 40,507: 21,705 32,972 7,032 1,665 3,970 5,175 0 500 1,695 1,400 0: 430 0
Old : 40,507: 21,705 32,972 7,032 1,665 3,970 5,175 0 500 1,695 1,400 0: 430 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,870: -1,935 -1,497 -2 -75 -198 275 0 0 100 0 -100: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 81.4 17.4 4.1 9.8 12.8 0.0 1.2 4.2 3.5 0.0: 1.1 0.0
Old : 100.0: 53.6 81.4 17.4 4.1 9.8 12.8 0.0 1.2 4.2 3.5 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 : 29: 20 20 . . . . 0 . . . 0:
Old : 29: 20 20 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 63.5 70.9 79.6 41.7 46.8 53.6 60.5
Old : 50.0 63.5 70.9 79.6 41.7 46.8 53.6 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 43,182: 21,424 39,240 21,413 947 90 0 1,440 160 50 1,300 0: 45 5
Old : 43,182: 21,424 39,240 21,413 947 90 0 1,440 160 50 1,300 0: 45 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,543: -782 -1,108 -595 -269 -41 0 -125 0 -100 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 90.9 49.6 2.2 0.2 0.0 3.3 0.4 0.1 3.0 0.0: 0.1 0.0
Old : 100.0: 49.6 90.9 49.6 2.2 0.2 0.0 3.3 0.4 0.1 3.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.5 79.2 85.3 90.6 66.2 72.5 81.4 83.6
Old : 66.5 79.2 85.3 90.6 66.2 72.5 81.4 83.6
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 36,396: 16,368 33,166 19,346 185 635 0 2,285 0 0 0 0: 47 125
Old : 36,396: 16,368 33,166 19,346 185 635 0 2,285 0 0 0 0: 47 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,274: -155 -1,200 -1,247 -344 300 0 -25 0 -150 0 0: -22 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 91.1 53.2 0.5 1.7 0.0 6.3 0.0 0.0 0.0 0.0: 0.1 0.3
Old : 100.0: 45.0 91.1 53.2 0.5 1.7 0.0 6.3 0.0 0.0 0.0 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 4 . . 0 . 0 0 0 0:
Old : 26: 15 11 4 . . 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 : 70.4 81.9 87.9 94.3 68.7 79.6 84.6 86.2
Old : 70.4 81.9 87.9 94.3 68.7 79.6 84.6 86.2
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,927: 21,459 23,446 1,224 0 1,655 75 1,690 0 1,921 0 41: 552 95
Old : 26,927: 21,459 23,446 1,224 0 1,655 75 1,690 0 1,921 0 41: 552 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,841: -1,095 -1,216 -545 0 -124 0 -280 0 51 -225 -46: -82 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 87.1 4.5 0.0 6.1 0.3 6.3 0.0 7.1 0.0 0.2: 2.0 0.4
Old : 100.0: 79.7 87.1 4.5 0.0 6.1 0.3 6.3 0.0 7.1 0.0 0.2: 2.0 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 : 33: 17 16 4 0 4 . . 0 5 0 .:
Old : 33: 17 16 4 0 4 . . 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 63.2 69.8 81.9 51.1 63.2 66.5 79.6
Old : 53.1 63.2 69.8 81.9 51.1 63.2 66.5 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,007: 18,618 19,093 424 988 921 0 595 320 1,454 0 0: 270 90
Old : 22,007: 18,618 19,093 424 988 921 0 595 320 1,454 0 0: 270 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,410: -2,023 -1,640 -160 -347 -133 0 -95 0 -79 -175 0: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 86.8 1.9 4.5 4.2 0.0 2.7 1.5 6.6 0.0 0.0: 1.2 0.4
Old : 100.0: 84.6 86.8 1.9 4.5 4.2 0.0 2.7 1.5 6.6 0.0 0.0: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 15 . . . 0 . . . 0 0:
Old : 29: 13 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 : 68.1 68.2 83.1 87.8 67.0 67.7 78.8 84.9
Old : 68.1 68.2 83.1 87.8 67.0 67.7 78.8 84.9
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,630: 45,314 34,545 3,669 7,928 1,247 0 6,024 271 365 1,025 576: 189 15
Old : 51,630: 45,314 34,545 3,669 7,928 1,247 0 6,024 271 365 1,025 576: 189 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -3,059: -3,100 -653 1,877 -538 -1,602 0 -254 -33 35 220 -199: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 66.9 7.1 15.4 2.4 0.0 11.7 0.5 0.7 2.0 1.1: 0.4 0.0
Old : 100.0: 87.8 66.9 7.1 15.4 2.4 0.0 11.7 0.5 0.7 2.0 1.1: 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 : 38: 22 20 5 . . 0 . . . . .:
Old : 38: 22 20 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 48.0 75.6 69.5 55.4 45.8 66.1 63.4
Old : 59.7 48.0 75.6 69.5 55.4 45.8 66.1 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,121: 32,789 24,470 4,075 10,092 532 0 2,114 195 110 712 0: 420 6
Old : 38,121: 32,789 24,470 4,075 10,092 532 0 2,114 195 110 712 0: 420 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,071: -1,114 210 746 -598 -593 0 79 -100 -10 -73 0: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 64.2 10.7 26.5 1.4 0.0 5.5 0.5 0.3 1.9 0.0: 1.1 0.0
Old : 100.0: 86.0 64.2 10.7 26.5 1.4 0.0 5.5 0.5 0.3 1.9 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 : 35: 22 17 . . . 0 . . . . 0:
Old : 35: 22 17 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 59.3 74.2 84.7 52.8 58.7 67.5 77.8
Old : 54.9 59.3 74.2 84.7 52.8 58.7 67.5 77.8
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 24,383: 10,180 17,683 10,228 0 3,675 0 2,775 225 75 25 0: 0 0
Old : 24,383: 10,180 17,683 10,228 0 3,675 0 2,775 225 75 25 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -575: -342 -775 -258 0 225 0 175 -175 -25 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 72.5 41.9 0.0 15.1 0.0 11.4 0.9 0.3 0.1 0.0: 0.0 0.0
Old : 100.0: 41.8 72.5 41.9 0.0 15.1 0.0 11.4 0.9 0.3 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . 0 . 0 . . . . 0:
Old : 22: 12 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 : 81.5 65.0 94.9 88.3 69.5 61.9 73.0 71.4
Old : 81.5 65.0 94.9 88.3 69.5 61.9 73.0 71.4
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,910: 6,935 14,415 5,655 0 475 270 0 0 1,270 0 0: 305 20
Old : 14,910: 6,935 14,415 5,655 0 475 270 0 0 1,270 0 0: 305 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -915: -340 -915 -375 0 0 -45 0 0 -40 0 0: -115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 96.7 37.9 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0: 2.0 0.1
Old : 100.0: 46.5 96.7 37.9 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 . 0 . . 0 0 . 0 0:
Old : 24: 14 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 : 62.9 87.5 80.3 97.6 48.1 76.9 64.4 78.2
Old : 62.9 87.5 80.3 97.6 48.1 76.9 64.4 78.2
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,020: 7,070 14,525 5,915 0 475 420 0 0 890 0 0: 250 20
Old : 15,020: 7,070 14,525 5,915 0 475 420 0 0 890 0 0: 250 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -925: -420 -925 -385 0 0 -45 0 0 -65 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 96.7 39.4 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0: 1.7 0.1
Old : 100.0: 47.1 96.7 39.4 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0: 1.7 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 : 25: 16 10 . 0 . . 0 0 . 0 0:
Old : 25: 16 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 : 63.3 87.1 79.9 97.6 48.6 76.7 64.1 78.3
Old : 63.3 87.1 79.9 97.6 48.6 76.7 64.1 78.3
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 749,836: 510,515 367,502 6,116 91,228 124,623 806 59,629 25,839 4,597 4,349 76,666: 674 0
Old : 749,836: 510,515 367,502 6,116 91,228 124,623 806 59,629 25,839 4,597 4,349 76,666: 674 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 13,863: 10,108 1,762 1 13,627 -755 624 12,569 -31 -3,470 -20,341 7,032: 353 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 49.0 0.8 12.2 16.6 0.1 8.0 3.4 0.6 0.6 10.2: 0.1 0.0
Old : 100.0: 68.1 49.0 0.8 12.2 16.6 0.1 8.0 3.4 0.6 0.6 10.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.9 50.8 86.3 75.8 31.7 23.7 33.2 31.2
Old : 67.9 50.8 86.3 75.8 31.7 23.7 33.2 31.2
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,650: 9,175 12,920 4,475 1,030 220 0 0 0 720 0 0: 60 480
Old : 14,650: 9,175 12,920 4,475 1,030 220 0 0 0 720 0 0: 60 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -210: 580 -70 -535 25 -155 0 0 0 -100 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 88.2 30.5 7.0 1.5 0.0 0.0 0.0 4.9 0.0 0.0: 0.4 3.3
Old : 100.0: 62.6 88.2 30.5 7.0 1.5 0.0 0.0 0.0 4.9 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: 7 10 . . . 0 0 0 . 0 0:
Old : 21: 7 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 : 73.2 74.6 90.9 91.2 72.1 74.2 88.9 89.6
Old : 73.2 74.6 90.9 91.2 72.1 74.2 88.9 89.6
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,840: 11,300 13,520 4,600 2,680 160 0 0 0 720 0 0: 60 480
Old : 16,840: 11,300 13,520 4,600 2,680 160 0 0 0 720 0 0: 60 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -210: 520 -55 -585 -100 -45 0 0 0 -100 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 80.3 27.3 15.9 1.0 0.0 0.0 0.0 4.3 0.0 0.0: 0.4 2.9
Old : 100.0: 67.1 80.3 27.3 15.9 1.0 0.0 0.0 0.0 4.3 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: 7 11 . . . 0 0 0 . 0 0:
Old : 21: 7 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 : 68.3 74.3 92.3 92.1 67.3 74.3 90.9 91.0
Old : 68.3 74.3 92.3 92.1 67.3 74.3 90.9 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,055: 5,390 4,275 4,960 6,330 440 0 0 0 0 0 0: 265 10
Old : 11,055: 5,390 4,275 4,960 6,330 440 0 0 0 0 0 0: 265 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 38.7 44.9 57.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.1
Old : 100.0: 48.8 38.7 44.9 57.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . 0 0 0 0 0 0:
Old : 20: 11 10 . . . 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 : 76.3 81.9 90.1 96.0 73.1 76.5 84.1 86.0
Old : 76.3 81.9 90.1 96.0 73.1 76.5 84.1 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,305: 8,534 15,420 12,460 5,190 745 0 700 200 25 50 0: 341 0
Old : 22,305: 8,534 15,420 12,460 5,190 745 0 700 200 25 50 0: 341 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,490: -165 -1,520 -1,250 -175 5 -110 325 -125 -25 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 69.1 55.9 23.3 3.3 0.0 3.1 0.9 0.1 0.2 0.0: 1.5 0.0
Old : 100.0: 38.3 69.1 55.9 23.3 3.3 0.0 3.1 0.9 0.1 0.2 0.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 11 . . . 0 . . . . 0:
Old : 28: 13 11 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 69.2 91.7 91.7 70.1 66.2 77.8 78.5
Old : 80.1 69.2 91.7 91.7 70.1 66.2 77.8 78.5
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,987: 7,180 12,525 9,060 3,940 1,770 0 500 200 25 50 0: 752 2
Old : 18,987: 7,180 12,525 9,060 3,940 1,770 0 500 200 25 50 0: 752 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,555: -546 -1,505 -965 -100 50 -110 125 -125 -25 0 0: 166 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 66.0 47.7 20.8 9.3 0.0 2.6 1.1 0.1 0.3 0.0: 4.0 0.0
Old : 100.0: 37.8 66.0 47.7 20.8 9.3 0.0 2.6 1.1 0.1 0.3 0.0: 4.0 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: 11 10 . . . 0 . . . . 0:
Old : 25: 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 : 77.1 72.6 89.4 91.9 62.8 64.5 69.4 72.9
Old : 77.1 72.6 89.4 91.9 62.8 64.5 69.4 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,795: 6,745 5,835 50 830 985 0 25 0 0 0 0: 15 120
Old : 7,795: 6,745 5,835 50 830 985 0 25 0 0 0 0: 15 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,130: -925 -1,070 -175 -10 -15 0 -25 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 74.9 0.6 10.6 12.6 0.0 0.3 0.0 0.0 0.0 0.0: 0.2 1.5
Old : 100.0: 86.5 74.9 0.6 10.6 12.6 0.0 0.3 0.0 0.0 0.0 0.0: 0.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.5 61.6 77.7 89.2 41.2 53.8 68.0 65.9
Old : 46.5 61.6 77.7 89.2 41.2 53.8 68.0 65.9
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,840: 6,155 4,865 0 1,185 670 0 0 0 0 0 0: 15 120
Old : 6,840: 6,155 4,865 0 1,185 670 0 0 0 0 0 0: 15 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -680: -505 -670 0 160 -160 0 0 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 71.1 0.0 17.3 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 1.8
Old : 100.0: 90.0 71.1 0.0 17.3 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.9 61.7 80.9 91.3 46.9 54.8 74.4 69.1
Old : 46.9 61.7 80.9 91.3 46.9 54.8 74.4 69.1
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,137: 18,601 17,132 3,105 2,215 2,765 100 0 0 357 2,965 0: 209 60
Old : 25,137: 18,601 17,132 3,105 2,215 2,765 100 0 0 357 2,965 0: 209 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,197: -1,834 -965 25 -740 475 0 0 0 -23 -25 -2: 162 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 68.2 12.4 8.8 11.0 0.4 0.0 0.0 1.4 11.8 0.0: 0.8 0.2
Old : 100.0: 74.0 68.2 12.4 8.8 11.0 0.4 0.0 0.0 1.4 11.8 0.0: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . . 0 0 . . 0:
Old : 28: 13 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 77.8 88.3 94.4 49.7 72.4 77.0 83.7
Old : 57.2 77.8 88.3 94.4 49.7 72.4 77.0 83.7
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,562: 18,881 16,609 3,105 3,007 2,908 100 0 0 357 2,965 0: 211 73
Old : 25,562: 18,881 16,609 3,105 3,007 2,908 100 0 0 357 2,965 0: 211 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,588: -2,237 -1,346 0 -735 500 0 0 0 -23 -50 -2: 174 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 65.0 12.1 11.8 11.4 0.4 0.0 0.0 1.4 11.6 0.0: 0.8 0.3
Old : 100.0: 73.9 65.0 12.1 11.8 11.4 0.4 0.0 0.0 1.4 11.6 0.0: 0.8 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 : 28: 13 16 . . . . 0 0 . . 0:
Old : 28: 13 16 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 78.6 86.8 93.6 48.8 72.4 74.2 81.9
Old : 56.6 78.6 86.8 93.6 48.8 72.4 74.2 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,192: 93,905 75,118 3,430 20,853 5,112 650 3,065 0 3,190 2,350 615: 290 79
Old : 107,192: 93,905 75,118 3,430 20,853 5,112 650 3,065 0 3,190 2,350 615: 290 79
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -4,453: -4,125 -3,820 -330 -1,130 92 0 595 -65 30 -115 -55: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 70.1 3.2 19.5 4.8 0.6 2.9 0.0 3.0 2.2 0.6: 0.3 0.1
Old : 100.0: 87.6 70.1 3.2 19.5 4.8 0.6 2.9 0.0 3.0 2.2 0.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 25 . . 4 . 4 0 . 4 .:
Old : 53: 28 25 . . 4 . 4 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 : 44.8 58.9 63.0 83.7 41.7 51.6 55.7 68.9
Old : 44.8 58.9 63.0 83.7 41.7 51.6 55.7 68.9
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 121,819: 110,953 84,280 1,465 25,246 4,356 750 5,090 365 3,335 2,090 310: 285 82
Old : 121,819: 110,953 84,280 1,465 25,246 4,356 750 5,090 365 3,335 2,090 310: 285 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -5,631: -5,375 -4,545 -155 -957 -351 0 130 300 -5 -215 -45: 0 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 69.2 1.2 20.7 3.6 0.6 4.2 0.3 2.7 1.7 0.3: 0.2 0.1
Old : 100.0: 91.1 69.2 1.2 20.7 3.6 0.6 4.2 0.3 2.7 1.7 0.3: 0.2 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 : 54: 33 26 . . . . 4 . . . .:
Old : 54: 33 26 . . . . 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 : 46.8 59.7 64.0 82.0 42.0 54.2 56.0 70.6
Old : 46.8 59.7 64.0 82.0 42.0 54.2 56.0 70.6
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 236,680: 152,951 166,299 7,172 6,436 24,840 16,973 7,647 9,785 7,631 7,801 13,232: 4,095 639
Old : 236,680: 152,951 166,299 7,172 6,436 24,840 16,973 7,647 9,785 7,631 7,801 13,232: 4,095 639
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -13,668: -13,594 -4,141 -1,522 -10,147 3,716 -972 -599 -3,116 1,452 493 100: 269 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 70.3 3.0 2.7 10.5 7.2 3.2 4.1 3.2 3.3 5.6: 1.7 0.3
Old : 100.0: 64.6 70.3 3.0 2.7 10.5 7.2 3.2 4.1 3.2 3.3 5.6: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 38 41 5 . 4 6 6 5 9 9 15:
Old : 79: 38 41 5 . 4 6 6 5 9 9 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 43.1 55.0 58.4 30.0 32.7 43.0 42.9
Old : 37.2 43.1 55.0 58.4 30.0 32.7 43.0 42.9
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,299: 27,276 29,464 5,585 6,090 1,580 2,285 0 90 200 50 0: 283 25
Old : 37,299: 27,276 29,464 5,585 6,090 1,580 2,285 0 90 200 50 0: 283 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,840: -2,330 -1,590 -550 -1,595 370 -210 0 0 -100 -25 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 79.0 15.0 16.3 4.2 6.1 0.0 0.2 0.5 0.1 0.0: 0.8 0.1
Old : 100.0: 73.1 79.0 15.0 16.3 4.2 6.1 0.0 0.2 0.5 0.1 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: 18 11 . . . . 0 . . . 0:
Old : 31: 18 11 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 90.4 76.0 98.5 58.4 82.9 72.0 87.0
Old : 58.7 90.4 76.0 98.5 58.4 82.9 72.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,669: 26,371 28,924 4,735 4,910 1,710 2,385 0 50 150 50 0: 268 25
Old : 35,669: 26,371 28,924 4,735 4,910 1,710 2,385 0 50 150 50 0: 268 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,275: -2,135 -1,420 -325 -1,130 365 -10 0 -65 -100 -25 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 81.1 13.3 13.8 4.8 6.7 0.0 0.1 0.4 0.1 0.0: 0.8 0.1
Old : 100.0: 73.9 81.1 13.3 13.8 4.8 6.7 0.0 0.1 0.4 0.1 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: 17 12 . . . . 0 . . . 0:
Old : 31: 17 12 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 91.3 76.8 98.9 55.7 82.8 71.5 87.0
Old : 55.9 91.3 76.8 98.9 55.7 82.8 71.5 87.0
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 176,283: 100,294 110,525 17,740 27,429 35,404 20,734 0 2,112 0 814 0: 0 0
Old : 176,283: 100,294 110,525 17,740 27,429 35,404 20,734 0 2,112 0 814 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -11,909: -5,094 -7,698 5,780 2,251 -5,225 -4,818 0 -629 -590 704 -1,313: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 62.7 10.1 15.6 20.1 11.8 0.0 1.2 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 56.9 62.7 10.1 15.6 20.1 11.8 0.0 1.2 0.0 0.5 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: 15 12 . . . . 0 . 0 . 0:
Old : 23: 15 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 75.6 86.7 92.7 32.4 40.7 41.7 42.8
Old : 56.0 75.6 86.7 92.7 32.4 40.7 41.7 42.8
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,334: 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 28, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,135: 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 28, 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: 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
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,990: 3,250 10,370 7,465 0 950 0 375 0 50 0 0: 1,275 1,295
Old : 12,990: 3,250 10,370 7,465 0 950 0 375 0 50 0 0: 1,275 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 79.8 57.5 0.0 7.3 0.0 2.9 0.0 0.4 0.0 0.0: 9.8 10.0
Old : 100.0: 25.0 79.8 57.5 0.0 7.3 0.0 2.9 0.0 0.4 0.0 0.0: 9.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 14 . 0 . 0 . 0 . 0 0:
Old : 20: 9 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 : 77.5 48.8 88.6 71.2 68.1 45.3 70.6 63.8
Old : 77.5 48.8 88.6 71.2 68.1 45.3 70.6 63.8
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,734: 14,185 23,130 12,400 440 1,275 0 350 0 0 2,500 0: 2,874 3,039
Old : 30,734: 14,185 23,130 12,400 440 1,275 0 350 0 0 2,500 0: 2,874 3,039
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 0: -5 0 0 0 0 0 0 0 0 0 0: 5 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: 9.4 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: 9.4 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 72.1 62.0
Old : 75.4 42.9 87.7 70.2 65.0 42.5 72.1 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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,672: 13,651 22,206 12,560 950 1,275 0 350 0 0 2,500 0: 2,186 2,391
Old : 29,672: 13,651 22,206 12,560 950 1,275 0 350 0 0 2,500 0: 2,186 2,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 0: -5 0 0 0 0 0 0 0 0 0 0: 5 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 74.2 60.3
Old : 80.4 43.7 90.6 71.1 69.7 43.3 74.2 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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,685: 24,665 8,425 950 5,230 2,425 0 10,135 0 0 2,035 0: 2,645 2,435
Old : 30,685: 24,665 8,425 950 5,230 2,425 0 10,135 0 0 2,035 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 28, 2017 :
: -50: 0 -50 -50 100 0 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 27.5 3.1 17.0 7.9 0.0 33.0 0.0 0.0 6.6 0.0: 8.6 7.9
Old : 100.0: 80.4 27.5 3.1 17.0 7.9 0.0 33.0 0.0 0.0 6.6 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 : 58.9 73.7 74.7 84.6 54.1 65.7 66.6 75.1
Old : 58.9 73.7 74.7 84.6 54.1 65.7 66.6 75.1
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,180: 25,240 9,060 900 6,190 2,425 0 9,635 0 0 1,455 0: 2,615 2,415
Old : 31,180: 25,240 9,060 900 6,190 2,425 0 9,635 0 0 1,455 0: 2,615 2,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 50: 100 40 -50 100 0 0 0 0 0 -100 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 29.1 2.9 19.9 7.8 0.0 30.9 0.0 0.0 4.7 0.0: 8.4 7.7
Old : 100.0: 80.9 29.1 2.9 19.9 7.8 0.0 30.9 0.0 0.0 4.7 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 : 60.4 76.1 75.1 86.7 56.3 68.2 67.0 75.4
Old : 60.4 76.1 75.1 86.7 56.3 68.2 67.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,875: 16,165 31,375 17,205 1,775 545 675 0 325 100 970 75: 2,785 2,810
Old : 37,875: 16,165 31,375 17,205 1,775 545 675 0 325 100 970 75: 2,785 2,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 135: 0 125 115 0 0 0 0 0 0 0 0: 20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 82.8 45.4 4.7 1.4 1.8 0.0 0.9 0.3 2.6 0.2: 7.4 7.4
Old : 100.0: 42.7 82.8 45.4 4.7 1.4 1.8 0.0 0.9 0.3 2.6 0.2: 7.4 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 88.7 68.4 75.3 82.1 83.9
Old : 69.3 79.7 85.1 88.7 68.4 75.3 82.1 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,775: 14,320 29,110 16,235 1,225 495 675 0 325 100 1,020 75: 2,550 2,525
Old : 34,775: 14,320 29,110 16,235 1,225 495 675 0 325 100 1,020 75: 2,550 2,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 35: -100 25 115 0 0 0 0 0 0 0 0: 20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 83.7 46.7 3.5 1.4 1.9 0.0 0.9 0.3 2.9 0.2: 7.3 7.3
Old : 100.0: 41.2 83.7 46.7 3.5 1.4 1.9 0.0 0.9 0.3 2.9 0.2: 7.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.3 78.0 84.6 88.6 67.3 74.9 81.2 83.4
Old : 68.3 78.0 84.6 88.6 67.3 74.9 81.2 83.4
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 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 28, 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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,985: 17,725 12,660 0 5,765 1,655 0 205 50 0 60 180: 4,375 3,410
Old : 23,985: 17,725 12,660 0 5,765 1,655 0 205 50 0 60 180: 4,375 3,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 670: 255 -470 0 555 200 0 75 0 -40 10 40: 215 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 52.8 0.0 24.0 6.9 0.0 0.9 0.2 0.0 0.3 0.8: 18.2 14.2
Old : 100.0: 73.9 52.8 0.0 24.0 6.9 0.0 0.9 0.2 0.0 0.3 0.8: 18.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 0 . . 0 . . 0 . .:
Old : 21: 13 10 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 66.8 74.9 81.8 58.5 57.6 65.5 69.3
Old : 61.8 66.8 74.9 81.8 58.5 57.6 65.5 69.3
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,475: 16,830 11,585 0 5,585 1,730 0 205 50 60 50 170: 3,635 3,100
Old : 22,475: 16,830 11,585 0 5,585 1,730 0 205 50 60 50 170: 3,635 3,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 555: 150 -575 0 555 200 0 75 0 -50 0 40: 215 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 51.5 0.0 24.8 7.7 0.0 0.9 0.2 0.3 0.2 0.8: 16.2 13.8
Old : 100.0: 74.9 51.5 0.0 24.8 7.7 0.0 0.9 0.2 0.3 0.2 0.8: 16.2 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 : 21: 13 10 0 . . 0 . . . . .:
Old : 21: 13 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 : 63.7 71.0 76.7 82.6 60.7 60.8 66.3 69.2
Old : 63.7 71.0 76.7 82.6 60.7 60.8 66.3 69.2
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,675: 24,075 11,125 0 24,580 25 11,100 750 0 1,450 200 0: 1,025 995
Old : 37,675: 24,075 11,125 0 24,580 25 11,100 750 0 1,450 200 0: 1,025 995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 265: 150 -75 0 350 -10 0 0 0 125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 29.5 0.0 65.2 0.1 29.5 2.0 0.0 3.8 0.5 0.0: 2.7 2.6
Old : 100.0: 63.9 29.5 0.0 65.2 0.1 29.5 2.0 0.0 3.8 0.5 0.0: 2.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 9 0 . . . . 0 . . 0:
Old : 30: 20 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 : 68.1 86.3 81.3 95.3 68.1 80.2 80.6 86.8
Old : 68.1 86.3 81.3 95.3 68.1 80.2 80.6 86.8
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,130: 19,830 12,320 0 16,880 325 8,840 650 75 1,350 200 0: 1,710 1,680
Old : 32,130: 19,830 12,320 0 16,880 325 8,840 650 75 1,350 200 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 28, 2017 :
: 275: 250 -75 0 350 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 38.3 0.0 52.5 1.0 27.5 2.0 0.2 4.2 0.6 0.0: 5.3 5.2
Old : 100.0: 61.7 38.3 0.0 52.5 1.0 27.5 2.0 0.2 4.2 0.6 0.0: 5.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 9 0 . . . . . . . 0:
Old : 30: 21 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 : 63.3 81.4 78.1 91.6 62.6 73.5 76.6 81.2
Old : 63.3 81.4 78.1 91.6 62.6 73.5 76.6 81.2
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 100,880: 48,085 89,945 33,510 0 545 7,125 100 1,680 1,570 200 775: 7,590 7,635
Old : 100,880: 48,085 89,945 33,510 0 545 7,125 100 1,680 1,570 200 775: 7,590 7,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 320: -850 210 1,160 0 -295 75 0 0 -75 100 80: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 89.2 33.2 0.0 0.5 7.1 0.1 1.7 1.6 0.2 0.8: 7.5 7.6
Old : 100.0: 47.7 89.2 33.2 0.0 0.5 7.1 0.1 1.7 1.6 0.2 0.8: 7.5 7.6
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 : 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 : 66.3 60.8 78.5 76.4 59.9 59.5 69.4 71.1
Old : 66.3 60.8 78.5 76.4 59.9 59.5 69.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 88,500: 46,430 79,770 24,950 0 820 7,715 150 1,190 970 100 705: 5,720 5,765
Old : 88,500: 46,430 79,770 24,950 0 820 7,715 150 1,190 970 100 705: 5,720 5,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 230: -375 335 710 0 -270 75 0 0 -75 0 40: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 90.1 28.2 0.0 0.9 8.7 0.2 1.3 1.1 0.1 0.8: 6.5 6.5
Old : 100.0: 52.5 90.1 28.2 0.0 0.9 8.7 0.2 1.3 1.1 0.1 0.8: 6.5 6.5
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 : 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 : 69.7 58.8 84.4 75.6 63.9 58.0 77.2 73.0
Old : 69.7 58.8 84.4 75.6 63.9 58.0 77.2 73.0
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,755: 15,075 6,945 200 8,530 475 0 750 0 800 0 0: 2,205 2,055
Old : 18,755: 15,075 6,945 200 8,530 475 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 28, 2017 :
: 315: 75 75 0 0 240 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 37.0 1.1 45.5 2.5 0.0 4.0 0.0 4.3 0.0 0.0: 11.8 11.0
Old : 100.0: 80.4 37.0 1.1 45.5 2.5 0.0 4.0 0.0 4.3 0.0 0.0: 11.8 11.0
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 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 : 48.7 62.3 66.4 78.1 38.9 57.7 56.1 69.3
Old : 48.7 62.3 66.4 78.1 38.9 57.7 56.1 69.3
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,020: 14,985 8,595 200 8,705 1,145 0 200 0 2,125 0 0: 1,565 1,375
Old : 20,020: 14,985 8,595 200 8,705 1,145 0 200 0 2,125 0 0: 1,565 1,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 915: 75 75 0 0 735 0 0 0 0 0 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 42.9 1.0 43.5 5.7 0.0 1.0 0.0 10.6 0.0 0.0: 7.8 6.9
Old : 100.0: 74.9 42.9 1.0 43.5 5.7 0.0 1.0 0.0 10.6 0.0 0.0: 7.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.0 72.1 73.7 88.3 39.2 53.2 49.0 58.8
Old : 59.0 72.1 73.7 88.3 39.2 53.2 49.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,940: 5,175 10,420 395 0 1,880 5,100 0 0 0 250 0: 1,390 1,390
Old : 13,940: 5,175 10,420 395 0 1,880 5,100 0 0 0 250 0: 1,390 1,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 74.7 2.8 0.0 13.5 36.6 0.0 0.0 0.0 1.8 0.0: 10.0 10.0
Old : 100.0: 37.1 74.7 2.8 0.0 13.5 36.6 0.0 0.0 0.0 1.8 0.0: 10.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 12 . 0 . . 0 0 0 . 0:
Old : 20: 11 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 : 64.1 75.1 85.5 85.9 58.6 64.6 66.1 67.3
Old : 64.1 75.1 85.5 85.9 58.6 64.6 66.1 67.3
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,755: 37,035 31,695 50 1,890 4,575 0 2,900 550 0 600 0: 7,545 7,545
Old : 49,755: 37,035 31,695 50 1,890 4,575 0 2,900 550 0 600 0: 7,545 7,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 150: -180 -300 -115 -115 -135 0 0 0 0 0 0: 580 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 63.7 0.1 3.8 9.2 0.0 5.8 1.1 0.0 1.2 0.0: 15.2 15.2
Old : 100.0: 74.4 63.7 0.1 3.8 9.2 0.0 5.8 1.1 0.0 1.2 0.0: 15.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 18 . . . 0 . . 0 . 0:
Old : 31: 19 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 : 57.4 41.0 75.9 59.5 56.3 34.8 61.0 47.8
Old : 57.4 41.0 75.9 59.5 56.3 34.8 61.0 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, December 05, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,575: 19,870 18,450 150 1,315 4,200 300 75 325 0 600 0: 5,730 5,610
Old : 30,575: 19,870 18,450 150 1,315 4,200 300 75 325 0 600 0: 5,730 5,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 0: -600 0 -900 -1,500 1,045 0 0 0 0 0 0: 455 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 60.3 0.5 4.3 13.7 1.0 0.2 1.1 0.0 2.0 0.0: 18.7 18.3
Old : 100.0: 65.0 60.3 0.5 4.3 13.7 1.0 0.2 1.1 0.0 2.0 0.0: 18.7 18.3
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 : 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 : 48.1 34.8 69.9 53.1 28.9 18.3 34.2 30.6
Old : 48.1 34.8 69.9 53.1 28.9 18.3 34.2 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2017