COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 26,910: 11,186 12,136 2,387 54 661 289 9,390 719 10,284 2,012 709: 675 1,229
Old : 26,910: 11,186 12,136 2,387 54 661 289 9,390 719 10,284 2,012 709: 675 1,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 61: 60 -133 -62 -29 21 0 53 0 33 135 14: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 45.1 8.9 0.2 2.5 1.1 34.9 2.7 38.2 7.5 2.6: 2.5 4.6
Old : 100.0: 41.6 45.1 8.9 0.2 2.5 1.1 34.9 2.7 38.2 7.5 2.6: 2.5 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 : 40: 13 13 4 . . . 4 . 8 6 9:
Old : 40: 13 13 4 . . . 4 . 8 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 64.4 64.6 76.5 39.9 57.0 55.4 64.3
Old : 43.6 64.4 64.6 76.5 39.9 57.0 55.4 64.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 44,714: 21,926 21,459 0 7,724 7,978 6,355 0 2,289 1,252 857 4,016: 897 392
Old : 44,714: 21,926 21,459 0 7,724 7,978 6,355 0 2,289 1,252 857 4,016: 897 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -279: -75 -115 0 107 -145 72 0 -174 -13 -8 58: -2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 48.0 0.0 17.3 17.8 14.2 0.0 5.1 2.8 1.9 9.0: 2.0 0.9
Old : 100.0: 49.0 48.0 0.0 17.3 17.8 14.2 0.0 5.1 2.8 1.9 9.0: 2.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 27 0 . . 7 0 6 6 5 8:
Old : 50: 27 27 0 . . 7 0 6 6 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 51.2 65.6 68.1 30.1 30.5 36.3 38.2
Old : 42.6 51.2 65.6 68.1 30.1 30.5 36.3 38.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,520: 28,669 40,483 6,054 0 1,674 455 825 233 6,275 205 100: 60 0
Old : 43,520: 28,669 40,483 6,054 0 1,674 455 825 233 6,275 205 100: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -524: -324 -221 52 0 -3 26 -25 -225 25 25 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 93.0 13.9 0.0 3.8 1.0 1.9 0.5 14.4 0.5 0.2: 0.1 0.0
Old : 100.0: 65.9 93.0 13.9 0.0 3.8 1.0 1.9 0.5 14.4 0.5 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 20 . 0 . . . . 4 . .:
Old : 38: 20 20 . 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 : 63.9 74.3 86.9 88.2 59.6 70.4 76.4 78.4
Old : 63.9 74.3 86.9 88.2 59.6 70.4 76.4 78.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 23,653: 17,284 18,918 0 3,515 1,060 25 0 0 5,150 140 0: 134 20
Old : 23,653: 17,284 18,918 0 3,515 1,060 25 0 0 5,150 140 0: 134 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 25: 0 50 0 -25 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 80.0 0.0 14.9 4.5 0.1 0.0 0.0 21.8 0.6 0.0: 0.6 0.1
Old : 100.0: 73.1 80.0 0.0 14.9 4.5 0.1 0.0 0.0 21.8 0.6 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 16 0 . . . 0 0 4 . 0:
Old : 29: 14 16 0 . . . 0 0 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 74.3 88.6 93.9 69.3 70.6 82.7 83.3
Old : 69.9 74.3 88.6 93.9 69.3 70.6 82.7 83.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 146,799: 131,964 103,054 1,420 31,258 3,410 315 2,386 2,730 4,083 1,100 2,623: 254 238
Old : 146,799: 131,964 103,054 1,420 31,258 3,410 315 2,386 2,730 4,083 1,100 2,623: 254 238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 816: 1,040 -1,027 -302 1,726 181 -55 6 0 -64 -94 24: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 70.2 1.0 21.3 2.3 0.2 1.6 1.9 2.8 0.7 1.8: 0.2 0.2
Old : 100.0: 89.9 70.2 1.0 21.3 2.3 0.2 1.6 1.9 2.8 0.7 1.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 33 33 . . 4 . . . . . .:
Old : 50: 33 33 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 61.9 61.7 73.4 33.5 50.2 49.2 58.9
Old : 38.3 61.9 61.7 73.4 33.5 50.2 49.2 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 45,920: 38,418 33,276 4,322 4,509 1,853 300 4,970 572 200 550 175: 80 15
Old : 45,920: 38,418 33,276 4,322 4,509 1,853 300 4,970 572 200 550 175: 80 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 382: 689 411 -75 326 -307 25 1 0 25 -75 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 72.5 9.4 9.8 4.0 0.7 10.8 1.2 0.4 1.2 0.4: 0.2 0.0
Old : 100.0: 83.7 72.5 9.4 9.8 4.0 0.7 10.8 1.2 0.4 1.2 0.4: 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 : 35: 14 19 . . . . . . . . .:
Old : 35: 14 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 64.6 91.7 86.3 70.1 52.6 76.8 73.0
Old : 75.8 64.6 91.7 86.3 70.1 52.6 76.8 73.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 26,959: 23,335 18,810 2,962 7,667 440 150 0 0 8 0 42: 22 0
Old : 26,959: 23,335 18,810 2,962 7,667 440 150 0 0 8 0 42: 22 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 585: 600 525 0 75 -15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 69.8 11.0 28.4 1.6 0.6 0.0 0.0 0.0 0.0 0.2: 0.1 0.0
Old : 100.0: 86.6 69.8 11.0 28.4 1.6 0.6 0.0 0.0 0.0 0.0 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . . . . 0 0 . 0 .:
Old : 20: 8 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 : 86.1 93.9 98.4 98.4 85.2 82.2 87.3 86.7
Old : 86.1 93.9 98.4 98.4 85.2 82.2 87.3 86.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 50,892: 36,804 42,037 7,904 6,035 1,920 3,300 650 0 675 0 120: 169 130
Old : 50,892: 36,804 42,037 7,904 6,035 1,920 3,300 650 0 675 0 120: 169 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,877: 1,107 2,922 494 -1,545 500 0 0 0 -220 0 0: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 82.6 15.5 11.9 3.8 6.5 1.3 0.0 1.3 0.0 0.2: 0.3 0.3
Old : 100.0: 72.3 82.6 15.5 11.9 3.8 6.5 1.3 0.0 1.3 0.0 0.2: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 25 . . . . . 0 . 0 .:
Old : 34: 23 25 . . . . . 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 : 48.8 44.7 70.4 68.0 40.3 35.9 51.3 55.6
Old : 48.8 44.7 70.4 68.0 40.3 35.9 51.3 55.6
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 73,299: 44,425 46,294 5,949 20,510 4,955 15,435 1,115 225 1,544 0 180: 586 20
Old : 73,299: 44,425 46,294 5,949 20,510 4,955 15,435 1,115 225 1,544 0 180: 586 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,790: 1,163 2,585 768 -820 -115 0 100 0 -40 0 20: -6 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 63.2 8.1 28.0 6.8 21.1 1.5 0.3 2.1 0.0 0.2: 0.8 0.0
Old : 100.0: 60.6 63.2 8.1 28.0 6.8 21.1 1.5 0.3 2.1 0.0 0.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 25 4 . 4 . 4 . . 0 .:
Old : 40: 26 25 4 . 4 . 4 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 54.3 66.4 75.0 39.0 52.3 52.2 60.5
Old : 45.9 54.3 66.4 75.0 39.0 52.3 52.2 60.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 81,833: 62,156 58,584 13,778 21,288 300 920 110 5 3,457 0 1,005: 212 541
Old : 81,833: 62,156 58,584 13,778 21,288 300 920 110 5 3,457 0 1,005: 212 541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 213: -647 200 680 53 0 0 0 0 10 -210 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 71.6 16.8 26.0 0.4 1.1 0.1 0.0 4.2 0.0 1.2: 0.3 0.7
Old : 100.0: 76.0 71.6 16.8 26.0 0.4 1.1 0.1 0.0 4.2 0.0 1.2: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 23 . . . . . . 4 0 .:
Old : 39: 20 23 . . . . . . 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 : 49.9 63.1 73.9 79.0 49.2 63.0 72.7 75.6
Old : 49.9 63.1 73.9 79.0 49.2 63.0 72.7 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 115,214: 83,995 73,223 23,554 39,321 1,040 930 110 0 4,446 0 970: 279 550
Old : 115,214: 83,995 73,223 23,554 39,321 1,040 930 110 0 4,446 0 970: 279 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 990: 335 784 630 221 -15 0 0 0 40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 63.6 20.4 34.1 0.9 0.8 0.1 0.0 3.9 0.0 0.8: 0.2 0.5
Old : 100.0: 72.9 63.6 20.4 34.1 0.9 0.8 0.1 0.0 3.9 0.0 0.8: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 24 . . . . . 0 4 0 .:
Old : 42: 24 24 . . . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 59.8 70.8 79.9 48.1 58.9 69.1 78.3
Old : 48.3 59.8 70.8 79.9 48.1 58.9 69.1 78.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,845: 30,070 40,640 10,455 0 1,860 85 0 0 105 75 145: 125 125
Old : 42,845: 30,070 40,640 10,455 0 1,860 85 0 0 105 75 145: 125 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 540: 190 540 300 0 0 0 0 0 30 -20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 94.9 24.4 0.0 4.3 0.2 0.0 0.0 0.2 0.2 0.3: 0.3 0.3
Old : 100.0: 70.2 94.9 24.4 0.0 4.3 0.2 0.0 0.0 0.2 0.2 0.3: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 17 4 0 . . 0 0 . . .:
Old : 31: 17 17 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 86.4 87.5 95.2 58.0 84.5 80.6 87.8
Old : 62.4 86.4 87.5 95.2 58.0 84.5 80.6 87.8
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 27,709: 24,196 23,109 0 1,916 2,579 0 0 0 564 10 95: 275 0
Old : 27,709: 24,196 23,109 0 1,916 2,579 0 0 0 564 10 95: 275 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 516: 756 766 0 -80 -170 0 0 0 -85 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 83.4 0.0 6.9 9.3 0.0 0.0 0.0 2.0 0.0 0.3: 1.0 0.0
Old : 100.0: 87.3 83.4 0.0 6.9 9.3 0.0 0.0 0.0 2.0 0.0 0.3: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 19 0 . . 0 0 0 . . .:
Old : 26: 17 19 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 : 51.1 57.1 75.9 79.8 41.7 43.5 54.3 53.6
Old : 51.1 57.1 75.9 79.8 41.7 43.5 54.3 53.6
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,700: 6,460 7,150 190 0 450 0 100 0 600 0 0: 0 0
Old : 7,700: 6,460 7,150 190 0 450 0 100 0 600 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -200: 100 -200 0 -50 50 0 0 0 -350 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 92.9 2.5 0.0 5.8 0.0 1.3 0.0 7.8 0.0 0.0: 0.0 0.0
Old : 100.0: 83.9 92.9 2.5 0.0 5.8 0.0 1.3 0.0 7.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . 0 . 0 . 0 . 0 0:
Old : 20: 10 9 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 78.7 84.5 96.1 50.8 59.9 65.6 67.5
Old : 56.0 78.7 84.5 96.1 50.8 59.9 65.6 67.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 58,820: 39,892 34,804 2,119 8,956 8,544 294 1,002 400 4,326 2,299 2,807: 438 9
Old : 58,820: 39,892 34,804 2,119 8,956 8,544 294 1,002 400 4,326 2,299 2,807: 438 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,106: 519 1,505 85 -908 489 -19 16 0 41 -19 21: -30 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 59.2 3.6 15.2 14.5 0.5 1.7 0.7 7.4 3.9 4.8: 0.7 0.0
Old : 100.0: 67.8 59.2 3.6 15.2 14.5 0.5 1.7 0.7 7.4 3.9 4.8: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 28 . . . . . . 7 . 5:
Old : 50: 27 28 . . . . . . 7 . 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 : 47.7 48.8 70.4 64.3 29.6 29.3 39.7 38.9
Old : 47.7 48.8 70.4 64.3 29.6 29.3 39.7 38.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,577: 6,503 7,713 2,571 600 200 0 950 0 1,250 960 750: 303 404
Old : 11,577: 6,503 7,713 2,571 600 200 0 950 0 1,250 960 750: 303 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 550: 600 550 0 0 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 66.6 22.2 5.2 1.7 0.0 8.2 0.0 10.8 8.3 6.5: 2.6 3.5
Old : 100.0: 56.2 66.6 22.2 5.2 1.7 0.0 8.2 0.0 10.8 8.3 6.5: 2.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 14 . . . 0 . 0 . . .:
Old : 25: 12 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 45.2 80.3 69.9 49.6 39.4 69.3 60.2
Old : 56.5 45.2 80.3 69.9 49.6 39.4 69.3 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,546: 41,551 52,946 11,095 0 3,195 85 0 0 480 100 120: 20 185
Old : 56,546: 41,551 52,946 11,095 0 3,195 85 0 0 480 100 120: 20 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 2,175: 1,620 2,175 500 0 0 0 0 0 50 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 93.6 19.6 0.0 5.7 0.2 0.0 0.0 0.8 0.2 0.2: 0.0 0.3
Old : 100.0: 73.5 93.6 19.6 0.0 5.7 0.2 0.0 0.0 0.8 0.2 0.2: 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 : 35: 19 21 . 0 . . 0 0 . . .:
Old : 35: 19 21 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 77.6 86.4 91.6 51.8 75.2 73.0 79.7
Old : 57.0 77.6 86.4 91.6 51.8 75.2 73.0 79.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,028: 36,113 26,928 630 12,400 0 2,310 190 0 285 270 240: 450 0
Old : 40,028: 36,113 26,928 630 12,400 0 2,310 190 0 285 270 240: 450 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -1,287: -1,245 -1,297 0 40 -50 0 20 0 8 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 67.3 1.6 31.0 0.0 5.8 0.5 0.0 0.7 0.7 0.6: 1.1 0.0
Old : 100.0: 90.2 67.3 1.6 31.0 0.0 5.8 0.5 0.0 0.7 0.7 0.6: 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 : 36: 18 23 . . 0 4 . 0 . . .:
Old : 36: 18 23 . . 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 : 57.2 57.1 78.7 79.3 46.3 56.2 62.2 72.4
Old : 57.2 57.1 78.7 79.3 46.3 56.2 62.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,073: 57,758 63,628 7,160 5,675 1,790 600 0 0 4,120 300 7: 638 673
Old : 72,073: 57,758 63,628 7,160 5,675 1,790 600 0 0 4,120 300 7: 638 673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 178: 778 -172 -900 0 350 0 0 0 0 0 0: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 88.3 9.9 7.9 2.5 0.8 0.0 0.0 5.7 0.4 0.0: 0.9 0.9
Old : 100.0: 80.1 88.3 9.9 7.9 2.5 0.8 0.0 0.0 5.7 0.4 0.0: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 17 . . . . 0 0 . . .:
Old : 31: 20 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 86.2 71.6 95.9 48.0 80.0 63.6 80.1
Old : 53.0 86.2 71.6 95.9 48.0 80.0 63.6 80.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,615: 62,115 65,937 7,736 7,253 2,280 300 0 0 4,356 1,800 35: 793 310
Old : 77,615: 62,115 65,937 7,736 7,253 2,280 300 0 0 4,356 1,800 35: 793 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 885: 1,310 460 -700 0 425 0 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 85.0 10.0 9.3 2.9 0.4 0.0 0.0 5.6 2.3 0.0: 1.0 0.4
Old : 100.0: 80.0 85.0 10.0 9.3 2.9 0.4 0.0 0.0 5.6 2.3 0.0: 1.0 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 : 34: 23 16 . . . . 0 0 . . .:
Old : 34: 23 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 80.9 73.5 93.8 49.2 76.2 63.7 81.5
Old : 51.5 80.9 73.5 93.8 49.2 76.2 63.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 95,251: 84,455 85,732 7,820 5,906 2,491 0 0 0 45 797 310: 130 15
Old : 95,251: 84,455 85,732 7,820 5,906 2,491 0 0 0 45 797 310: 130 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,677: 970 2,430 -45 -1,470 743 0 0 0 0 -25 0: 9 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 90.0 8.2 6.2 2.6 0.0 0.0 0.0 0.0 0.8 0.3: 0.1 0.0
Old : 100.0: 88.7 90.0 8.2 6.2 2.6 0.0 0.0 0.0 0.0 0.8 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 24 . 4 4 0 0 0 . . .:
Old : 36: 20 24 . 4 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 59.3 80.8 83.2 59.3 55.9 73.5 71.9
Old : 62.6 59.3 80.8 83.2 59.3 55.9 73.5 71.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 122,382: 107,002 108,465 9,709 6,659 3,007 25 1,618 111 1,020 1,361 1,086: 421 74
Old : 122,382: 107,002 108,465 9,709 6,659 3,007 25 1,618 111 1,020 1,361 1,086: 421 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,769: 1,128 2,228 -129 -1,393 620 -25 160 3 -65 -81 230: 7 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 88.6 7.9 5.4 2.5 0.0 1.3 0.1 0.8 1.1 0.9: 0.3 0.1
Old : 100.0: 87.4 88.6 7.9 5.4 2.5 0.0 1.3 0.1 0.8 1.1 0.9: 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 : 46: 20 26 . 5 . . . . . 5 .:
Old : 46: 20 26 . 5 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 52.7 78.9 78.5 55.0 52.3 68.2 66.4
Old : 60.5 52.7 78.9 78.5 55.0 52.3 68.2 66.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 51,765: 44,290 47,545 3,980 0 3,495 0 225 0 0 500 0: 0 0
Old : 51,765: 44,290 47,545 3,980 0 3,495 0 225 0 0 500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 775: 275 775 500 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 91.8 7.7 0.0 6.8 0.0 0.4 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 85.6 91.8 7.7 0.0 6.8 0.0 0.4 0.0 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 . 0 . 0 . 0 0 . 0:
Old : 27: 13 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 : 87.4 86.4 97.9 96.4 83.6 85.6 91.2 90.4
Old : 87.4 86.4 97.9 96.4 83.6 85.6 91.2 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 41,049: 36,331 37,461 2,993 1,480 1,700 0 0 0 0 383 25: 0 0
Old : 41,049: 36,331 37,461 2,993 1,480 1,700 0 0 0 0 383 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 330: 300 330 30 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 91.3 7.3 3.6 4.1 0.0 0.0 0.0 0.0 0.9 0.1: 0.0 0.0
Old : 100.0: 88.5 91.3 7.3 3.6 4.1 0.0 0.0 0.0 0.0 0.9 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 0 0 0 . .:
Old : 20: 10 9 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.0 95.0 97.6 98.9 87.3 89.8 93.5 93.7
Old : 88.0 95.0 97.6 98.9 87.3 89.8 93.5 93.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 47,448: 39,073 39,091 3,500 3,796 2,677 650 725 250 0 528 275: 1,023 106
Old : 47,448: 39,073 39,091 3,500 3,796 2,677 650 725 250 0 528 275: 1,023 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,227: 1,182 1,241 0 -10 0 0 0 0 0 0 0: 45 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 82.4 7.4 8.0 5.6 1.4 1.5 0.5 0.0 1.1 0.6: 2.2 0.2
Old : 100.0: 82.3 82.4 7.4 8.0 5.6 1.4 1.5 0.5 0.0 1.1 0.6: 2.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 18 . . . . . . 0 . .:
Old : 25: 19 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 69.7 79.8 83.3 42.9 58.2 62.2 64.4
Old : 52.3 69.7 79.8 83.3 42.9 58.2 62.2 64.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 55,894: 29,176 48,567 1,045 2,990 3,175 21,510 300 0 415 708 154: 419 0
Old : 55,894: 29,176 48,567 1,045 2,990 3,175 21,510 300 0 415 708 154: 419 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 610: 1,059 782 0 48 -98 -400 0 0 415 -150 67: -433 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 86.9 1.9 5.3 5.7 38.5 0.5 0.0 0.7 1.3 0.3: 0.7 0.0
Old : 100.0: 52.2 86.9 1.9 5.3 5.7 38.5 0.5 0.0 0.7 1.3 0.3: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 24 . . . 4 . 0 . . .:
Old : 34: 21 24 . . . 4 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 56.3 83.3 74.9 63.0 51.1 69.6 64.3
Old : 67.0 56.3 83.3 74.9 63.0 51.1 69.6 64.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 36,989: 20,883 36,462 15,459 0 115 135 0 345 0 0 0: 52 67
Old : 36,989: 20,883 36,462 15,459 0 115 135 0 345 0 0 0: 52 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 70: 5 14 70 0 0 -60 0 60 0 0 0: -5 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 98.6 41.8 0.0 0.3 0.4 0.0 0.9 0.0 0.0 0.0: 0.1 0.2
Old : 100.0: 56.5 98.6 41.8 0.0 0.3 0.4 0.0 0.9 0.0 0.0 0.0: 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 : 24: 14 15 4 0 . . 0 . 0 0 0:
Old : 24: 14 15 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 : 63.0 90.8 84.6 96.2 63.0 84.9 81.5 89.3
Old : 63.0 90.8 84.6 96.2 63.0 84.9 81.5 89.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,762: 20,835 33,292 12,507 0 180 0 265 0 0 0 0: 240 25
Old : 33,762: 20,835 33,292 12,507 0 180 0 265 0 0 0 0: 240 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 98.6 37.0 0.0 0.5 0.0 0.8 0.0 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 61.7 98.6 37.0 0.0 0.5 0.0 0.8 0.0 0.0 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 4 0 . 0 . 0 0 0 0:
Old : 23: 13 11 4 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 : 60.5 88.7 85.4 96.9 60.3 83.4 82.7 89.1
Old : 60.5 88.7 85.4 96.9 60.3 83.4 82.7 89.1
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,924: 30,552 30,396 843 300 1,741 140 425 100 66 606 300: 182 56
Old : 33,924: 30,552 30,396 843 300 1,741 140 425 100 66 606 300: 182 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 65: 40 189 25 0 0 0 -175 0 0 36 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 89.6 2.5 0.9 5.1 0.4 1.3 0.3 0.2 1.8 0.9: 0.5 0.2
Old : 100.0: 90.1 89.6 2.5 0.9 5.1 0.4 1.3 0.3 0.2 1.8 0.9: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 19 . . . . . . . . .:
Old : 34: 18 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 58.1 88.5 78.0 76.4 57.2 82.9 75.9
Old : 77.3 58.1 88.5 78.0 76.4 57.2 82.9 75.9
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 24,219: 20,807 23,231 2,260 100 343 15 0 250 225 100 160: 159 35
Old : 24,219: 20,807 23,231 2,260 100 343 15 0 250 225 100 160: 159 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -156: -150 -56 14 0 0 0 0 0 -50 -150 50: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 95.9 9.3 0.4 1.4 0.1 0.0 1.0 0.9 0.4 0.7: 0.7 0.1
Old : 100.0: 85.9 95.9 9.3 0.4 1.4 0.1 0.0 1.0 0.9 0.4 0.7: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 . . . . 0 . . . .:
Old : 29: 15 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 67.9 86.4 88.2 68.4 67.5 81.9 82.2
Old : 70.7 67.9 86.4 88.2 68.4 67.5 81.9 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 47,169: 40,362 33,100 4,273 10,801 426 70 1,311 1,222 490 75 200: 127 35
Old : 47,169: 40,362 33,100 4,273 10,801 426 70 1,311 1,222 490 75 200: 127 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,025: 973 -21 -73 745 28 0 193 86 -20 0 0: 31 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 70.2 9.1 22.9 0.9 0.1 2.8 2.6 1.0 0.2 0.4: 0.3 0.1
Old : 100.0: 85.6 70.2 9.1 22.9 0.9 0.1 2.8 2.6 1.0 0.2 0.4: 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 : 35: 19 22 . . . . . . . . .:
Old : 35: 19 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 54.6 77.3 74.1 42.9 52.6 60.8 62.5
Old : 56.3 54.6 77.3 74.1 42.9 52.6 60.8 62.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,630: 34,089 26,006 3,228 12,563 731 1,147 0 65 90 225 10: 270 30
Old : 39,630: 34,089 26,006 3,228 12,563 731 1,147 0 65 90 225 10: 270 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 59: -165 -120 225 170 9 -10 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 65.6 8.1 31.7 1.8 2.9 0.0 0.2 0.2 0.6 0.0: 0.7 0.1
Old : 100.0: 86.0 65.6 8.1 31.7 1.8 2.9 0.0 0.2 0.2 0.6 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 17 . . . . 0 . . . .:
Old : 29: 18 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 : 64.4 65.7 81.7 87.1 48.5 61.0 61.6 71.0
Old : 64.4 65.7 81.7 87.1 48.5 61.0 61.6 71.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,395: 11,893 13,582 1,580 1,769 1,969 1,535 0 75 150 0 0: 193 0
Old : 17,395: 11,893 13,582 1,580 1,769 1,969 1,535 0 75 150 0 0: 193 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 185: 185 28 0 160 0 0 0 0 0 0 0: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 78.1 9.1 10.2 11.3 8.8 0.0 0.4 0.9 0.0 0.0: 1.1 0.0
Old : 100.0: 68.4 78.1 9.1 10.2 11.3 8.8 0.0 0.4 0.9 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . . . . 0 . . 0 0:
Old : 23: 12 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 : 57.4 72.0 86.6 94.5 52.1 56.2 70.7 74.4
Old : 57.4 72.0 86.6 94.5 52.1 56.2 70.7 74.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,881: 9,996 15,836 3,019 0 1,540 0 300 50 3,116 0 155: 5 0
Old : 17,881: 9,996 15,836 3,019 0 1,540 0 300 50 3,116 0 155: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -100: 0 0 100 0 -100 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 88.6 16.9 0.0 8.6 0.0 1.7 0.3 17.4 0.0 0.9: 0.0 0.0
Old : 100.0: 55.9 88.6 16.9 0.0 8.6 0.0 1.7 0.3 17.4 0.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 7 . 0 . 0 . . 4 0 .:
Old : 24: 13 7 . 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 : 54.8 88.0 81.7 97.8 47.2 82.3 72.6 84.5
Old : 54.8 88.0 81.7 97.8 47.2 82.3 72.6 84.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,699: 11,209 15,994 3,281 0 1,130 0 1,050 50 2,509 0 475: 45 0
Old : 18,699: 11,209 15,994 3,281 0 1,130 0 1,050 50 2,509 0 475: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 0: 0 0 100 0 -100 0 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 85.5 17.5 0.0 6.0 0.0 5.6 0.3 13.4 0.0 2.5: 0.2 0.0
Old : 100.0: 59.9 85.5 17.5 0.0 6.0 0.0 5.6 0.3 13.4 0.0 2.5: 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 : 23: 13 9 . 0 . 0 . . . 0 .:
Old : 23: 13 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 : 51.2 84.5 80.2 96.3 44.7 83.0 70.5 84.2
Old : 51.2 84.5 80.2 96.3 44.7 83.0 70.5 84.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 17,505: 15,640 5,990 1,525 8,180 300 0 1,760 0 0 1,275 0: 40 0
Old : 17,505: 15,640 5,990 1,525 8,180 300 0 1,760 0 0 1,275 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -387,537: -305,347 -211,373 -18,819 -87,928 -20,825 -23 -10,605 -24,458 -20 -14,283 -18,064: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 34.2 8.7 46.7 1.7 0.0 10.1 0.0 0.0 7.3 0.0: 0.2 0.0
Old : 100.0: 89.3 34.2 8.7 46.7 1.7 0.0 10.1 0.0 0.0 7.3 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 : 20: 8 9 . . . 0 . 0 0 . 0:
Old : 20: 8 9 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.3 78.6 99.3 95.6 96.6 78.4 97.5 95.0
Old : 98.3 78.6 99.3 95.6 96.6 78.4 97.5 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,565: 11,000 9,125 3,350 6,345 695 0 0 0 900 400 0: 620 0
Old : 16,565: 11,000 9,125 3,350 6,345 695 0 0 0 900 400 0: 620 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 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: 66.4 55.1 20.2 38.3 4.2 0.0 0.0 0.0 5.4 2.4 0.0: 3.7 0.0
Old : 100.0: 66.4 55.1 20.2 38.3 4.2 0.0 0.0 0.0 5.4 2.4 0.0: 3.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . . . 0 0 0 . . 0:
Old : 21: 11 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 82.5 87.3 93.6 69.4 77.3 81.6 85.5
Old : 71.6 82.5 87.3 93.6 69.4 77.3 81.6 85.5
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,060: 13,570 11,805 5,500 7,885 970 0 0 0 900 400 0: 120 0
Old : 21,060: 13,570 11,805 5,500 7,885 970 0 0 0 900 400 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 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: 64.4 56.1 26.1 37.4 4.6 0.0 0.0 0.0 4.3 1.9 0.0: 0.6 0.0
Old : 100.0: 64.4 56.1 26.1 37.4 4.6 0.0 0.0 0.0 4.3 1.9 0.0: 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 : 22: 11 12 . . . 0 0 0 . . 0:
Old : 22: 11 12 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 79.8 91.1 91.7 71.3 73.2 80.7 80.2
Old : 76.6 79.8 91.1 91.7 71.3 73.2 80.7 80.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,664: 10,840 13,510 9,395 8,568 170 90 0 110 4,150 2,805 450: 459 51
Old : 25,664: 10,840 13,510 9,395 8,568 170 90 0 110 4,150 2,805 450: 459 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 52.6 36.6 33.4 0.7 0.4 0.0 0.4 16.2 10.9 1.8: 1.8 0.2
Old : 100.0: 42.2 52.6 36.6 33.4 0.7 0.4 0.0 0.4 16.2 10.9 1.8: 1.8 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: 11 13 . . . . 0 . . . .:
Old : 28: 11 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 63.1 91.1 85.4 69.3 62.4 88.8 82.2
Old : 70.7 63.1 91.1 85.4 69.3 62.4 88.8 82.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,474: 9,563 11,240 8,808 8,438 270 90 25 110 3,655 2,805 550: 428 36
Old : 23,474: 9,563 11,240 8,808 8,438 270 90 25 110 3,655 2,805 550: 428 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 32: -68 50 0 -18 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 47.9 37.5 35.9 1.2 0.4 0.1 0.5 15.6 11.9 2.3: 1.8 0.2
Old : 100.0: 40.7 47.9 37.5 35.9 1.2 0.4 0.1 0.5 15.6 11.9 2.3: 1.8 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 : 26: 11 11 . . . . . . . . .:
Old : 26: 11 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 : 71.4 66.5 90.0 90.6 69.5 65.3 87.2 86.3
Old : 71.4 66.5 90.0 90.6 69.5 65.3 87.2 86.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,284: 34,672 42,384 8,235 0 3,485 0 475 225 0 600 2,115: 552 0
Old : 49,284: 34,672 42,384 8,235 0 3,485 0 475 225 0 600 2,115: 552 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -290: -80 -400 -120 0 60 0 0 0 0 200 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 86.0 16.7 0.0 7.1 0.0 1.0 0.5 0.0 1.2 4.3: 1.1 0.0
Old : 100.0: 70.4 86.0 16.7 0.0 7.1 0.0 1.0 0.5 0.0 1.2 4.3: 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 : 30: 17 15 . 0 . 0 . . 0 . .:
Old : 30: 17 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 : 58.5 83.7 79.7 93.4 52.7 77.9 72.6 81.3
Old : 58.5 83.7 79.7 93.4 52.7 77.9 72.6 81.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,091: 35,006 42,067 8,144 0 2,934 0 475 225 15 910 2,480: 287 0
Old : 49,091: 35,006 42,067 8,144 0 2,934 0 475 225 15 910 2,480: 287 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -130: -70 -420 -120 0 60 0 0 0 -230 0 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 85.7 16.6 0.0 6.0 0.0 1.0 0.5 0.0 1.9 5.1: 0.6 0.0
Old : 100.0: 71.3 85.7 16.6 0.0 6.0 0.0 1.0 0.5 0.0 1.9 5.1: 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 : 31: 17 14 4 0 . 0 . . . . .:
Old : 31: 17 14 4 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 81.8 79.8 92.2 54.5 77.5 73.2 81.2
Old : 59.0 81.8 79.8 92.2 54.5 77.5 73.2 81.2
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 123,662: 92,336 95,031 14,530 12,803 4,043 1,755 655 290 10,087 10,422 353: 268 65
Old : 123,662: 92,336 95,031 14,530 12,803 4,043 1,755 655 290 10,087 10,422 353: 268 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 3,279: 2,856 4,610 0 -1,631 400 0 0 0 15 -100 0: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 76.8 11.7 10.4 3.3 1.4 0.5 0.2 8.2 8.4 0.3: 0.2 0.1
Old : 100.0: 74.7 76.8 11.7 10.4 3.3 1.4 0.5 0.2 8.2 8.4 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 : 52: 31 24 . 4 . . . . 5 . 5:
Old : 52: 31 24 . 4 . . . . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 56.1 63.3 82.2 41.5 50.8 61.3 73.1
Old : 42.0 56.1 63.3 82.2 41.5 50.8 61.3 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 129,341: 99,102 91,089 17,040 19,997 3,109 330 775 1,060 8,142 13,008 238: 320 65
Old : 129,341: 99,102 91,089 17,040 19,997 3,109 330 775 1,060 8,142 13,008 238: 320 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 2,455: 1,900 3,865 0 -1,720 540 0 0 0 15 -230 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 70.4 13.2 15.5 2.4 0.3 0.6 0.8 6.3 10.1 0.2: 0.2 0.1
Old : 100.0: 76.6 70.4 13.2 15.5 2.4 0.3 0.6 0.8 6.3 10.1 0.2: 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 : 58: 33 28 . 5 4 . . 4 4 . 4:
Old : 58: 33 28 . 5 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 : 43.9 50.5 62.1 78.1 42.8 47.9 58.3 71.4
Old : 43.9 50.5 62.1 78.1 42.8 47.9 58.3 71.4
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 280,655: 174,070 186,716 45,481 25,608 19,546 7,495 17,732 14,126 8,729 6,884 10,017: 1,190 25
Old : 280,655: 174,070 186,716 45,481 25,608 19,546 7,495 17,732 14,126 8,729 6,884 10,017: 1,190 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -23,320: -6,848 -9,255 272 907 -6,838 -240 97 -5,752 -1,729 69 -2,417: 232 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 66.5 16.2 9.1 7.0 2.7 6.3 5.0 3.1 2.5 3.6: 0.4 0.0
Old : 100.0: 62.0 66.5 16.2 9.1 7.0 2.7 6.3 5.0 3.1 2.5 3.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 81: 39 38 4 . 5 11 4 7 6 9 12:
Old : 81: 39 38 4 . 5 11 4 7 6 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 : 38.1 45.3 56.9 63.8 31.0 33.6 42.7 43.3
Old : 38.1 45.3 56.9 63.8 31.0 33.6 42.7 43.3
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,585: 14,749 28,130 7,665 0 0 980 0 70 4,820 205 180: 121 0
Old : 28,585: 14,749 28,130 7,665 0 0 980 0 70 4,820 205 180: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 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: 51.6 98.4 26.8 0.0 0.0 3.4 0.0 0.2 16.9 0.7 0.6: 0.4 0.0
Old : 100.0: 51.6 98.4 26.8 0.0 0.0 3.4 0.0 0.2 16.9 0.7 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 10 . 0 0 . 0 . . . .:
Old : 28: 18 10 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 96.2 80.3 99.0 53.0 94.9 79.2 95.6
Old : 53.6 96.2 80.3 99.0 53.0 94.9 79.2 95.6
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 24, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,510: 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 255: 138 0
Old : 27,510: 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 255: 138 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 93.2 29.3 0.0 0.0 1.5 5.1 0.6 18.2 0.2 0.9: 0.5 0.0
Old : 100.0: 49.1 93.2 29.3 0.0 0.0 1.5 5.1 0.6 18.2 0.2 0.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 . 0 0 . . . . . .:
Old : 27: 17 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 : 57.9 94.0 84.5 98.7 57.1 92.7 83.5 95.1
Old : 57.9 94.0 84.5 98.7 57.1 92.7 83.5 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2019