COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,360: 10,355 10,600 2,656 1 532 299 9,917 540 9,241 1,756 757: 980 1,257
Old : 25,360: 10,355 10,600 2,656 1 532 299 9,917 540 9,241 1,756 757: 980 1,257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 267: 177 107 255 -113 -25 -45 35 0 -255 59 171: -11 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 41.8 10.5 0.0 2.1 1.2 39.1 2.1 36.4 6.9 3.0: 3.9 5.0
Old : 100.0: 40.8 41.8 10.5 0.0 2.1 1.2 39.1 2.1 36.4 6.9 3.0: 3.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 11 11 4 . 4 . . . 9 4 7:
Old : 35: 11 11 4 . 4 . . . 9 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 66.8 65.2 76.6 41.2 60.2 56.8 68.1
Old : 45.2 66.8 65.2 76.6 41.2 60.2 56.8 68.1
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,171: 13,492 14,468 0 4,038 2,348 5,712 3 4 168 290 40: 407 980
Old : 22,171: 13,492 14,468 0 4,038 2,348 5,712 3 4 168 290 40: 407 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 0: 257 0 0 0 0 0 0 0 0 0 0: -257 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 65.3 0.0 18.2 10.6 25.8 0.0 0.0 0.8 1.3 0.2: 1.8 4.4
Old : 100.0: 60.9 65.3 0.0 18.2 10.6 25.8 0.0 0.0 0.8 1.3 0.2: 1.8 4.4
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 : 38: 17 15 0 4 . . . . . 5 .:
Old : 38: 17 15 0 4 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 55.8 75.0 78.0 52.4 46.4 61.8 60.5
Old : 57.5 55.8 75.0 78.0 52.4 46.4 61.8 60.5
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,962: 26,799 39,383 7,792 0 2,136 325 588 100 5,050 50 700: 60 5
Old : 42,962: 26,799 39,383 7,792 0 2,136 325 588 100 5,050 50 700: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,418: -308 1,407 1,690 0 -39 -25 50 25 -75 -175 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 91.7 18.1 0.0 5.0 0.8 1.4 0.2 11.8 0.1 1.6: 0.1 0.0
Old : 100.0: 62.4 91.7 18.1 0.0 5.0 0.8 1.4 0.2 11.8 0.1 1.6: 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 : 34: 17 17 . 0 . . 4 . 4 . .:
Old : 34: 17 17 . 0 . . 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 72.4 90.4 89.8 64.1 68.5 80.2 80.4
Old : 65.8 72.4 90.4 89.8 64.1 68.5 80.2 80.4
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,162: 16,744 18,943 0 2,820 1,024 25 0 0 4,925 75 300: 144 0
Old : 23,162: 16,744 18,943 0 2,820 1,024 25 0 0 4,925 75 300: 144 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -11: -50 170 0 -245 64 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 81.8 0.0 12.2 4.4 0.1 0.0 0.0 21.3 0.3 1.3: 0.6 0.0
Old : 100.0: 72.3 81.8 0.0 12.2 4.4 0.1 0.0 0.0 21.3 0.3 1.3: 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 : 27: 13 15 0 . . . 0 0 4 . .:
Old : 27: 13 15 0 . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 71.3 86.6 93.2 65.7 67.1 81.1 82.0
Old : 66.7 71.3 86.6 93.2 65.7 67.1 81.1 82.0
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,963: 131,979 105,580 1,251 29,738 3,676 600 2,917 3,245 4,922 538 3,043: 247 226
Old : 148,963: 131,979 105,580 1,251 29,738 3,676 600 2,917 3,245 4,922 538 3,043: 247 226
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,231: 3,447 2,877 -367 -1,162 227 45 1,241 0 -77 88 -50: 6 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 70.9 0.8 20.0 2.5 0.4 2.0 2.2 3.3 0.4 2.0: 0.2 0.2
Old : 100.0: 88.6 70.9 0.8 20.0 2.5 0.4 2.0 2.2 3.3 0.4 2.0: 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 : 55: 29 34 . . 4 4 4 4 4 . .:
Old : 55: 29 34 . . 4 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 : 39.5 61.6 62.8 73.3 33.3 49.5 47.6 57.1
Old : 39.5 61.6 62.8 73.3 33.3 49.5 47.6 57.1
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,786: 44,695 37,569 3,543 5,321 3,574 175 4,783 499 75 925 100: 125 15
Old : 52,786: 44,695 37,569 3,543 5,321 3,574 175 4,783 499 75 925 100: 125 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,181: 1,976 1,576 395 660 700 100 95 0 25 225 -75: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 71.2 6.7 10.1 6.8 0.3 9.1 0.9 0.1 1.8 0.2: 0.2 0.0
Old : 100.0: 84.7 71.2 6.7 10.1 6.8 0.3 9.1 0.9 0.1 1.8 0.2: 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 : 37: 16 17 . . . . 4 . . . .:
Old : 37: 16 17 . . . . 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 : 74.3 62.4 92.4 80.6 67.8 52.3 77.0 69.2
Old : 74.3 62.4 92.4 80.6 67.8 52.3 77.0 69.2
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,073: 35,514 43,388 8,644 7,115 1,850 7,200 650 0 0 258 702: 163 110
Old : 54,073: 35,514 43,388 8,644 7,115 1,850 7,200 650 0 0 258 702: 163 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,890: 940 3,115 615 -350 150 1,200 -25 0 0 3 -3: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 80.2 16.0 13.2 3.4 13.3 1.2 0.0 0.0 0.5 1.3: 0.3 0.2
Old : 100.0: 65.7 80.2 16.0 13.2 3.4 13.3 1.2 0.0 0.0 0.5 1.3: 0.3 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: 22 24 . . . . . 0 0 . .:
Old : 34: 22 24 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 49.1 72.9 70.7 48.9 44.1 62.4 63.6
Old : 52.1 49.1 72.9 70.7 48.9 44.1 62.4 63.6
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,269: 44,133 46,994 4,732 21,562 5,313 19,410 1,190 210 752 0 945: 774 55
Old : 76,269: 44,133 46,994 4,732 21,562 5,313 19,410 1,190 210 752 0 945: 774 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,628: 791 2,838 588 -178 -12 1,250 0 0 0 0 0: 11 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 61.6 6.2 28.3 7.0 25.4 1.6 0.3 1.0 0.0 1.2: 1.0 0.1
Old : 100.0: 57.9 61.6 6.2 28.3 7.0 25.4 1.6 0.3 1.0 0.0 1.2: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 23 . . . 4 4 . . 0 .:
Old : 40: 24 23 . . . 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 : 49.4 55.5 69.0 77.7 45.7 51.7 57.9 65.5
Old : 49.4 55.5 69.0 77.7 45.7 51.7 57.9 65.5
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,860: 59,095 55,404 13,178 21,029 225 875 100 0 2,852 0 840: 795 262
Old : 77,860: 59,095 55,404 13,178 21,029 225 875 100 0 2,852 0 840: 795 262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 395: 427 151 -30 281 -25 0 0 0 0 0 0: 23 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 71.2 16.9 27.0 0.3 1.1 0.1 0.0 3.7 0.0 1.1: 1.0 0.3
Old : 100.0: 75.9 71.2 16.9 27.0 0.3 1.1 0.1 0.0 3.7 0.0 1.1: 1.0 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 : 37: 20 23 . . . . . 0 . 0 .:
Old : 37: 20 23 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 65.1 73.7 80.0 48.9 64.8 72.2 77.5
Old : 49.5 65.1 73.7 80.0 48.9 64.8 72.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 8,000: 7,400 6,700 200 500 50 150 50 150 0 0 0: 50 550
Old : 8,000: 7,400 6,700 200 500 50 150 50 150 0 0 0: 50 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -150: -450 300 200 0 -200 100 -450 150 0 -100 0: 50 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 83.8 2.5 6.3 0.6 1.9 0.6 1.9 0.0 0.0 0.0: 0.6 6.9
Old : 100.0: 92.5 83.8 2.5 6.3 0.6 1.9 0.6 1.9 0.0 0.0 0.0: 0.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . . . . 0 0 0:
Old : 20: 12 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 : 56.3 65.0 86.3 86.9 45.6 51.9 61.9 60.0
Old : 56.3 65.0 86.3 86.9 45.6 51.9 61.9 60.0
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 111,976: 81,181 71,566 23,339 38,631 821 1,145 100 0 3,806 0 800: 884 58
Old : 111,976: 81,181 71,566 23,339 38,631 821 1,145 100 0 3,806 0 800: 884 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 686: 350 354 300 346 -14 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 63.9 20.8 34.5 0.7 1.0 0.1 0.0 3.4 0.0 0.7: 0.8 0.1
Old : 100.0: 72.5 63.9 20.8 34.5 0.7 1.0 0.1 0.0 3.4 0.0 0.7: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 20 24 . . 4 . . 0 4 0 .:
Old : 43: 20 24 . . 4 . . 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 : 47.8 62.0 71.1 81.1 47.6 61.3 69.0 79.7
Old : 47.8 62.0 71.1 81.1 47.6 61.3 69.0 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,930: 31,080 40,715 9,620 0 1,875 0 0 0 95 100 120: 140 120
Old : 42,930: 31,080 40,715 9,620 0 1,875 0 0 0 95 100 120: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 94.8 22.4 0.0 4.4 0.0 0.0 0.0 0.2 0.2 0.3: 0.3 0.3
Old : 100.0: 72.4 94.8 22.4 0.0 4.4 0.0 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 : 30: 17 17 . 0 . 0 0 0 . . .:
Old : 30: 17 17 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 87.4 88.7 96.0 59.2 85.2 81.8 88.4
Old : 63.6 87.4 88.7 96.0 59.2 85.2 81.8 88.4
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,951: 22,714 21,279 0 2,027 2,495 0 0 0 327 30 60: 355 60
Old : 25,951: 22,714 21,279 0 2,027 2,495 0 0 0 327 30 60: 355 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 4: 185 -51 0 235 -135 0 0 0 -11 0 -45: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 82.0 0.0 7.8 9.6 0.0 0.0 0.0 1.3 0.1 0.2: 1.4 0.2
Old : 100.0: 87.5 82.0 0.0 7.8 9.6 0.0 0.0 0.0 1.3 0.1 0.2: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 18 0 . . 0 0 0 . . .:
Old : 25: 17 18 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 57.7 77.3 80.0 41.3 42.9 54.3 52.6
Old : 50.6 57.7 77.3 80.0 41.3 42.9 54.3 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,988: 39,485 36,645 3,303 8,303 7,844 346 126 416 3,942 2,467 3,176: 476 11
Old : 58,988: 39,485 36,645 3,303 8,303 7,844 346 126 416 3,942 2,467 3,176: 476 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,070: 2,143 2,237 750 -90 195 -9 48 12 86 800 -132: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 62.1 5.6 14.1 13.3 0.6 0.2 0.7 6.7 4.2 5.4: 0.8 0.0
Old : 100.0: 66.9 62.1 5.6 14.1 13.3 0.6 0.2 0.7 6.7 4.2 5.4: 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 : 49: 27 27 . . . . . . 5 5 7:
Old : 49: 27 27 . . . . . . 5 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 50.9 71.2 66.4 25.8 30.5 38.3 37.6
Old : 47.8 50.9 71.2 66.4 25.8 30.5 38.3 37.6
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,021: 5,415 8,615 3,196 600 150 0 0 0 1,650 960 300: 310 396
Old : 11,021: 5,415 8,615 3,196 600 150 0 0 0 1,650 960 300: 310 396
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -33: -95 -45 50 0 0 0 0 0 0 0 0: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 78.2 29.0 5.4 1.4 0.0 0.0 0.0 15.0 8.7 2.7: 2.8 3.6
Old : 100.0: 49.1 78.2 29.0 5.4 1.4 0.0 0.0 0.0 15.0 8.7 2.7: 2.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . . . 0 0 0 . . .:
Old : 24: 11 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 51.3 84.1 74.9 51.4 45.3 70.5 64.1
Old : 61.8 51.3 84.1 74.9 51.4 45.3 70.5 64.1
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,570: 43,830 53,957 9,925 0 3,195 0 0 0 490 100 120: 10 198
Old : 57,570: 43,830 53,957 9,925 0 3,195 0 0 0 490 100 120: 10 198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 121: -59 58 130 0 50 0 0 0 0 0 0: 0 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 93.7 17.2 0.0 5.5 0.0 0.0 0.0 0.9 0.2 0.2: 0.0 0.3
Old : 100.0: 76.1 93.7 17.2 0.0 5.5 0.0 0.0 0.0 0.9 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 : 33: 18 19 . 0 . 0 0 0 . . .:
Old : 33: 18 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 : 59.2 78.8 87.5 91.9 55.1 76.2 74.7 81.1
Old : 59.2 78.8 87.5 91.9 55.1 76.2 74.7 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,339: 34,533 24,865 600 12,830 54 2,346 90 0 203 329 171: 432 0
Old : 38,339: 34,533 24,865 600 12,830 54 2,346 90 0 203 329 171: 432 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -276: -302 -441 0 131 14 0 0 0 -26 -6 26: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 64.9 1.6 33.5 0.1 6.1 0.2 0.0 0.5 0.9 0.4: 1.1 0.0
Old : 100.0: 90.1 64.9 1.6 33.5 0.1 6.1 0.2 0.0 0.5 0.9 0.4: 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 : 34: 17 22 . . . 4 . 0 . . .:
Old : 34: 17 22 . . . 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 : 59.3 54.2 79.1 78.9 48.8 52.8 63.2 70.6
Old : 59.3 54.2 79.1 78.9 48.8 52.8 63.2 70.6
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,139: 55,808 61,829 6,586 4,850 1,790 600 0 0 3,925 300 7: 423 363
Old : 69,139: 55,808 61,829 6,586 4,850 1,790 600 0 0 3,925 300 7: 423 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 815: 760 815 50 0 0 0 0 0 5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 89.4 9.5 7.0 2.6 0.9 0.0 0.0 5.7 0.4 0.0: 0.6 0.5
Old : 100.0: 80.7 89.4 9.5 7.0 2.6 0.9 0.0 0.0 5.7 0.4 0.0: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 16 . . . . 0 0 . . .:
Old : 29: 20 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 : 53.6 87.1 72.2 96.5 48.5 80.3 64.1 80.9
Old : 53.6 87.1 72.2 96.5 48.5 80.3 64.1 80.9
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,016: 59,685 63,733 7,049 6,113 2,330 0 0 0 4,269 1,800 10: 673 30
Old : 74,016: 59,685 63,733 7,049 6,113 2,330 0 0 0 4,269 1,800 10: 673 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -130: -140 -130 0 0 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 86.1 9.5 8.3 3.1 0.0 0.0 0.0 5.8 2.4 0.0: 0.9 0.0
Old : 100.0: 80.6 86.1 9.5 8.3 3.1 0.0 0.0 0.0 5.8 2.4 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 16 . . . 0 0 0 . . .:
Old : 31: 21 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 80.7 74.5 93.9 49.4 76.3 64.3 81.8
Old : 51.9 80.7 74.5 93.9 49.4 76.3 64.3 81.8
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,768: 81,080 84,354 9,047 5,795 2,349 0 0 0 65 178 91: 136 1
Old : 92,768: 81,080 84,354 9,047 5,795 2,349 0 0 0 65 178 91: 136 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 364: 419 264 20 0 30 0 0 0 -10 165 -95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 90.9 9.8 6.2 2.5 0.0 0.0 0.0 0.1 0.2 0.1: 0.1 0.0
Old : 100.0: 87.4 90.9 9.8 6.2 2.5 0.0 0.0 0.0 0.1 0.2 0.1: 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: 19 22 . 4 . 0 0 0 . . .:
Old : 36: 19 22 . 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 : 65.0 59.3 83.2 83.9 63.1 57.9 76.6 72.6
Old : 65.0 59.3 83.2 83.9 63.1 57.9 76.6 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,223: 102,927 105,790 10,315 6,398 2,823 0 2,146 0 1,134 492 517: 507 57
Old : 118,223: 102,927 105,790 10,315 6,398 2,823 0 2,146 0 1,134 492 517: 507 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 363: 415 -98 10 0 30 0 337 -39 -55 145 -30: 32 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 89.5 8.7 5.4 2.4 0.0 1.8 0.0 1.0 0.4 0.4: 0.4 0.0
Old : 100.0: 87.1 89.5 8.7 5.4 2.4 0.0 1.8 0.0 1.0 0.4 0.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 20 25 . 5 . 0 5 0 4 . .:
Old : 46: 20 25 . 5 . 0 5 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 : 63.6 55.3 82.1 81.1 58.3 55.2 71.6 70.0
Old : 63.6 55.3 82.1 81.1 58.3 55.2 71.6 70.0
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,050: 41,775 46,055 4,730 0 3,495 0 75 0 50 425 0: 0 0
Old : 50,050: 41,775 46,055 4,730 0 3,495 0 75 0 50 425 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 650: -125 650 800 0 0 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 92.0 9.5 0.0 7.0 0.0 0.1 0.0 0.1 0.8 0.0: 0.0 0.0
Old : 100.0: 83.5 92.0 9.5 0.0 7.0 0.0 0.1 0.0 0.1 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . 0 . 0 . 0 . . 0:
Old : 27: 12 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 : 86.7 86.1 98.2 96.4 82.7 85.3 91.2 90.6
Old : 86.7 86.1 98.2 96.4 82.7 85.3 91.2 90.6
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,664: 41,647 45,829 3,865 1,868 2,799 1,275 0 350 300 523 195: 1,233 100
Old : 51,664: 41,647 45,829 3,865 1,868 2,799 1,275 0 350 300 523 195: 1,233 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 166: 74 129 75 17 17 0 0 0 0 0 0: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 88.7 7.5 3.6 5.4 2.5 0.0 0.7 0.6 1.0 0.4: 2.4 0.2
Old : 100.0: 80.6 88.7 7.5 3.6 5.4 2.5 0.0 0.7 0.6 1.0 0.4: 2.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 . . . . 0 . . . .:
Old : 28: 17 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 : 50.5 76.4 80.6 87.6 47.0 67.6 66.7 72.5
Old : 50.5 76.4 80.6 87.6 47.0 67.6 66.7 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,884: 31,024 53,989 2,415 1,483 3,543 22,046 0 0 0 756 69: 787 44
Old : 59,884: 31,024 53,989 2,415 1,483 3,543 22,046 0 0 0 756 69: 787 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 818: 656 846 170 -29 -5 0 0 0 0 0 0: -3 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 90.2 4.0 2.5 5.9 36.8 0.0 0.0 0.0 1.3 0.1: 1.3 0.1
Old : 100.0: 51.8 90.2 4.0 2.5 5.9 36.8 0.0 0.0 0.0 1.3 0.1: 1.3 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: 22 23 . . . 5 0 0 0 . .:
Old : 35: 22 23 . . . 5 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 61.2 82.1 78.5 61.6 54.5 68.9 64.8
Old : 66.3 61.2 82.1 78.5 61.6 54.5 68.9 64.8
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,782: 19,895 34,294 14,111 0 150 200 0 280 0 0 0: 146 58
Old : 34,782: 19,895 34,294 14,111 0 150 200 0 280 0 0 0: 146 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 30: 50 30 -20 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 98.6 40.6 0.0 0.4 0.6 0.0 0.8 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 57.2 98.6 40.6 0.0 0.4 0.6 0.0 0.8 0.0 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 12 4 0 . . 0 . 0 0 0:
Old : 23: 13 12 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 : 62.0 91.5 83.4 96.7 61.9 86.1 80.7 90.1
Old : 62.0 91.5 83.4 96.7 61.9 86.1 80.7 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,505: 20,255 31,185 11,000 0 180 0 0 0 0 0 0: 70 140
Old : 31,505: 20,255 31,185 11,000 0 180 0 0 0 0 0 0: 70 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 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: 64.3 99.0 34.9 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4
Old : 100.0: 64.3 99.0 34.9 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 4 0 . 0 0 0 0 0 0:
Old : 23: 14 11 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 90.0 84.7 97.7 59.8 84.3 81.3 88.8
Old : 59.9 90.0 84.7 97.7 59.8 84.3 81.3 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,997: 29,735 30,069 1,742 370 933 120 605 0 0 696 300: 167 24
Old : 32,997: 29,735 30,069 1,742 370 933 120 605 0 0 696 300: 167 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 533: 493 518 45 0 0 0 40 0 0 -25 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 91.1 5.3 1.1 2.8 0.4 1.8 0.0 0.0 2.1 0.9: 0.5 0.1
Old : 100.0: 90.1 91.1 5.3 1.1 2.8 0.4 1.8 0.0 0.0 2.1 0.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 19 . . . . . 0 0 . .:
Old : 32: 15 19 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 59.5 90.1 77.1 75.0 58.7 85.0 75.6
Old : 75.9 59.5 90.1 77.1 75.0 58.7 85.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,710: 19,112 21,970 2,793 0 160 0 195 205 190 65 110: 140 5
Old : 22,710: 19,112 21,970 2,793 0 160 0 195 205 190 65 110: 140 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -10: -10 0 0 0 0 0 0 0 10 0 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 96.7 12.3 0.0 0.7 0.0 0.9 0.9 0.8 0.3 0.5: 0.6 0.0
Old : 100.0: 84.2 96.7 12.3 0.0 0.7 0.0 0.9 0.9 0.8 0.3 0.5: 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 : 29: 14 17 . 0 . 0 . . . . .:
Old : 29: 14 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 : 72.8 69.7 88.7 89.8 70.5 68.4 84.2 83.8
Old : 72.8 69.7 88.7 89.8 70.5 68.4 84.2 83.8
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,607: 38,640 31,744 4,432 10,910 391 0 688 1,414 356 180 240: 134 40
Old : 45,607: 38,640 31,744 4,432 10,910 391 0 688 1,414 356 180 240: 134 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 21: -130 99 85 0 0 0 -159 59 -15 -10 40: -18 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 69.6 9.7 23.9 0.9 0.0 1.5 3.1 0.8 0.4 0.5: 0.3 0.1
Old : 100.0: 84.7 69.6 9.7 23.9 0.9 0.0 1.5 3.1 0.8 0.4 0.5: 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 : 38: 21 24 . . . 0 4 . . 4 .:
Old : 38: 21 24 . . . 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 56.2 77.2 74.6 44.4 53.4 60.0 63.1
Old : 58.7 56.2 77.2 74.6 44.4 53.4 60.0 63.1
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,204: 33,143 25,029 3,247 12,330 527 1,172 0 90 0 145 5: 20 78
Old : 38,204: 33,143 25,029 3,247 12,330 527 1,172 0 90 0 145 5: 20 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 55: 40 105 20 0 0 0 0 0 0 -85 -5: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 65.5 8.5 32.3 1.4 3.1 0.0 0.2 0.0 0.4 0.0: 0.1 0.2
Old : 100.0: 86.8 65.5 8.5 32.3 1.4 3.1 0.0 0.2 0.0 0.4 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 : 32: 21 18 . . . . 0 . 0 . .:
Old : 32: 21 18 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 65.9 80.8 87.6 47.2 61.2 60.2 70.9
Old : 63.4 65.9 80.8 87.6 47.2 61.2 60.2 70.9
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,937: 11,060 12,010 1,981 2,429 1,498 597 0 0 625 0 0: 176 0
Old : 15,937: 11,060 12,010 1,981 2,429 1,498 597 0 0 625 0 0: 176 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 130: 11 211 25 -150 69 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 75.4 12.4 15.2 9.4 3.7 0.0 0.0 3.9 0.0 0.0: 1.1 0.0
Old : 100.0: 69.4 75.4 12.4 15.2 9.4 3.7 0.0 0.0 3.9 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 : 25: 15 9 . . . . 0 0 . 0 0:
Old : 25: 15 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 : 60.7 74.2 83.7 95.0 57.4 58.7 72.2 78.0
Old : 60.7 74.2 83.7 95.0 57.4 58.7 72.2 78.0
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,031: 10,026 16,091 3,154 0 1,290 0 300 50 3,211 0 300: 0 0
Old : 18,031: 10,026 16,091 3,154 0 1,290 0 300 50 3,211 0 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,100: 500 980 0 0 0 0 0 0 480 0 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 89.2 17.5 0.0 7.2 0.0 1.7 0.3 17.8 0.0 1.7: 0.0 0.0
Old : 100.0: 55.6 89.2 17.5 0.0 7.2 0.0 1.7 0.3 17.8 0.0 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 9 . 0 . 0 . . . 0 .:
Old : 21: 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 : 56.0 84.1 81.8 95.5 48.4 78.9 72.7 82.9
Old : 56.0 84.1 81.8 95.5 48.4 78.9 72.7 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,204: 11,424 16,349 3,236 0 1,060 0 1,000 50 2,689 0 745: 0 0
Old : 19,204: 11,424 16,349 3,236 0 1,060 0 1,000 50 2,689 0 745: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,100: 500 980 0 0 0 0 0 0 480 0 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 85.1 16.9 0.0 5.5 0.0 5.2 0.3 14.0 0.0 3.9: 0.0 0.0
Old : 100.0: 59.5 85.1 16.9 0.0 5.5 0.0 5.2 0.3 14.0 0.0 3.9: 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 : 21: 13 10 . 0 . 0 . . . 0 .:
Old : 21: 13 10 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 79.0 80.1 94.1 42.3 75.8 68.5 80.4
Old : 51.5 79.0 80.1 94.1 42.3 75.8 68.5 80.4
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,957: 9,812 12,140 9,150 8,313 125 100 0 0 3,860 2,905 390: 520 84
Old : 23,957: 9,812 12,140 9,150 8,313 125 100 0 0 3,860 2,905 390: 520 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 325: 150 325 0 0 0 0 0 0 175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 50.7 38.2 34.7 0.5 0.4 0.0 0.0 16.1 12.1 1.6: 2.2 0.4
Old : 100.0: 41.0 50.7 38.2 34.7 0.5 0.4 0.0 0.0 16.1 12.1 1.6: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 11 . . . . 0 0 . . .:
Old : 24: 10 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 64.8 92.7 89.3 71.6 64.2 90.5 85.4
Old : 72.8 64.8 92.7 89.3 71.6 64.2 90.5 85.4
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,499: 8,659 10,725 8,733 8,283 125 100 0 0 3,940 2,855 440: 502 71
Old : 22,499: 8,659 10,725 8,733 8,283 125 100 0 0 3,940 2,855 440: 502 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 350: 125 350 0 0 0 0 0 0 225 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 47.7 38.8 36.8 0.6 0.4 0.0 0.0 17.5 12.7 2.0: 2.2 0.3
Old : 100.0: 38.5 47.7 38.8 36.8 0.6 0.4 0.0 0.0 17.5 12.7 2.0: 2.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 9 . . . . 0 0 . . .:
Old : 22: 9 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 : 74.7 66.6 92.8 92.6 73.1 66.0 90.4 88.8
Old : 74.7 66.6 92.8 92.6 73.1 66.0 90.4 88.8
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,930: 32,800 45,940 8,632 0 3,175 600 575 150 4,595 300 1,750: 228 40
Old : 51,930: 32,800 45,940 8,632 0 3,175 600 575 150 4,595 300 1,750: 228 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 4,050: 600 4,500 -10 0 0 -600 0 0 4,595 85 -545: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 88.5 16.6 0.0 6.1 1.2 1.1 0.3 8.8 0.6 3.4: 0.4 0.1
Old : 100.0: 63.2 88.5 16.6 0.0 6.1 1.2 1.1 0.3 8.8 0.6 3.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 12 4 0 . . . . . . .:
Old : 29: 16 12 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 : 58.5 87.0 81.2 94.5 51.3 81.2 72.3 84.6
Old : 58.5 87.0 81.2 94.5 51.3 81.2 72.3 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,020: 33,501 45,763 8,266 0 2,692 600 575 150 4,805 1,050 1,750: 256 40
Old : 52,020: 33,501 45,763 8,266 0 2,692 600 575 150 4,805 1,050 1,750: 256 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 4,100: 720 4,500 -130 0 50 -600 0 0 4,660 150 -610: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 88.0 15.9 0.0 5.2 1.2 1.1 0.3 9.2 2.0 3.4: 0.5 0.1
Old : 100.0: 64.4 88.0 15.9 0.0 5.2 1.2 1.1 0.3 9.2 2.0 3.4: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 10 4 0 . . . . . . .:
Old : 29: 16 10 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 : 59.3 84.9 81.6 93.8 52.1 81.2 73.5 85.2
Old : 59.3 84.9 81.6 93.8 52.1 81.2 73.5 85.2
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,928: 99,460 93,067 14,440 13,204 3,175 1,810 965 125 8,680 17,232 110: 128 50
Old : 127,928: 99,460 93,067 14,440 13,204 3,175 1,810 965 125 8,680 17,232 110: 128 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 6,495: 6,505 -250 0 20 -120 0 -600 0 160 7,495 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 72.7 11.3 10.3 2.5 1.4 0.8 0.1 6.8 13.5 0.1: 0.1 0.0
Old : 100.0: 77.7 72.7 11.3 10.3 2.5 1.4 0.8 0.1 6.8 13.5 0.1: 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 : 50: 29 22 . 4 . . . . 5 . .:
Old : 50: 29 22 . 4 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 58.1 63.6 83.9 42.6 55.0 61.4 73.0
Old : 42.9 58.1 63.6 83.9 42.6 55.0 61.4 73.0
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,732: 104,836 91,345 17,350 18,815 3,056 350 1,085 755 6,715 18,065 470: 200 141
Old : 133,732: 104,836 91,345 17,350 18,815 3,056 350 1,085 755 6,715 18,065 470: 200 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 4,104: 4,219 -2,434 0 -30 -110 0 -600 0 170 7,445 -175: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 68.3 13.0 14.1 2.3 0.3 0.8 0.6 5.0 13.5 0.4: 0.1 0.1
Old : 100.0: 78.4 68.3 13.0 14.1 2.3 0.3 0.8 0.6 5.0 13.5 0.4: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 31 26 . 5 . . 4 . 4 . .:
Old : 56: 31 26 . 5 . . 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 55.3 63.1 80.5 45.0 54.0 60.1 71.8
Old : 45.5 55.3 63.1 80.5 45.0 54.0 60.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 252,674: 163,966 178,683 48,348 30,369 7,108 10,924 24,755 2,565 14,602 4,328 4,441: 720 425
Old : 252,674: 163,966 178,683 48,348 30,369 7,108 10,924 24,755 2,565 14,602 4,328 4,441: 720 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,694: 5,229 1,714 703 228 132 -1,116 1,434 98 -1,474 -8 101: 21 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 70.7 19.1 12.0 2.8 4.3 9.8 1.0 5.8 1.7 1.8: 0.3 0.2
Old : 100.0: 64.9 70.7 19.1 12.0 2.8 4.3 9.8 1.0 5.8 1.7 1.8: 0.3 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 : 82: 37 39 . 4 4 11 4 11 9 7 10:
Old : 82: 37 39 . 4 4 11 4 11 9 7 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 49.5 61.0 68.0 35.7 40.9 49.8 51.3
Old : 40.9 49.5 61.0 68.0 35.7 40.9 49.8 51.3
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,373: 13,238 25,968 7,195 0 0 930 0 20 4,785 205 180: 25 0
Old : 26,373: 13,238 25,968 7,195 0 0 930 0 20 4,785 205 180: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 110: 60 110 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 98.5 27.3 0.0 0.0 3.5 0.0 0.1 18.1 0.8 0.7: 0.1 0.0
Old : 100.0: 50.2 98.5 27.3 0.0 0.0 3.5 0.0 0.1 18.1 0.8 0.7: 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 : 26: 16 10 . 0 0 . 0 . . . .:
Old : 26: 16 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 : 55.2 96.5 82.5 99.2 54.5 95.5 81.4 96.3
Old : 55.2 96.5 82.5 99.2 54.5 95.5 81.4 96.3
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 - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,333: 12,156 23,523 7,544 0 0 450 1,500 0 4,891 55 255: 37 0
Old : 25,333: 12,156 23,523 7,544 0 0 450 1,500 0 4,891 55 255: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 110: 60 110 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 92.9 29.8 0.0 0.0 1.8 5.9 0.0 19.3 0.2 1.0: 0.1 0.0
Old : 100.0: 48.0 92.9 29.8 0.0 0.0 1.8 5.9 0.0 19.3 0.2 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . 0 0 . . 0 . . .:
Old : 25: 14 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 : 59.3 94.8 86.4 98.7 58.5 93.9 85.5 96.0
Old : 59.3 94.8 86.4 98.7 58.5 93.9 85.5 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,987: 5,970 10,102 10,577 4,680 245 475 2,390 200 450 300 0: 1,070 1,070
Old : 18,987: 5,970 10,102 10,577 4,680 245 475 2,390 200 450 300 0: 1,070 1,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 375: 75 75 -300 350 -25 450 -200 200 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 53.2 55.7 24.6 1.3 2.5 12.6 1.1 2.4 1.6 0.0: 5.6 5.6
Old : 100.0: 31.4 53.2 55.7 24.6 1.3 2.5 12.6 1.1 2.4 1.6 0.0: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . . . . . . . . 0:
Old : 20: 8 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 69.4 92.9 83.8 80.7 69.3 87.2 82.5
Old : 84.2 69.4 92.9 83.8 80.7 69.3 87.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,591: 25,274 21,666 18,578 24,055 140 1,360 5,675 2,445 6,835 0 1,455: 7,504 8,155
Old : 63,591: 25,274 21,666 18,578 24,055 140 1,360 5,675 2,445 6,835 0 1,455: 7,504 8,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -280: 190 840 155 -700 0 300 535 -840 50 0 -50: -85 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 34.1 29.2 37.8 0.2 2.1 8.9 3.8 10.7 0.0 2.3: 11.8 12.8
Old : 100.0: 39.7 34.1 29.2 37.8 0.2 2.1 8.9 3.8 10.7 0.0 2.3: 11.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . . . . . . 0 .:
Old : 28: 14 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 : 64.7 52.6 82.9 67.5 61.9 52.4 71.4 66.4
Old : 64.7 52.6 82.9 67.5 61.9 52.4 71.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,761: 25,282 20,956 17,860 24,650 175 2,190 5,675 2,505 6,420 0 1,285: 7,044 7,515
Old : 62,761: 25,282 20,956 17,860 24,650 175 2,190 5,675 2,505 6,420 0 1,285: 7,044 7,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -285: 100 480 160 -465 0 300 535 -780 50 0 -50: -65 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 33.4 28.5 39.3 0.3 3.5 9.0 4.0 10.2 0.0 2.0: 11.2 12.0
Old : 100.0: 40.3 33.4 28.5 39.3 0.3 3.5 9.0 4.0 10.2 0.0 2.0: 11.2 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 19 . . . . . . . 0 .:
Old : 30: 14 19 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 54.9 82.0 70.2 61.6 54.7 70.2 66.7
Old : 63.9 54.9 82.0 70.2 61.6 54.7 70.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,045: 13,066 5,360 3,719 0 785 150 6,050 350 0 5,850 0: 3,975 3,650
Old : 22,045: 13,066 5,360 3,719 0 785 150 6,050 350 0 5,850 0: 3,975 3,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 5: 0 160 -5 0 0 0 -100 0 0 -60 0: 10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 24.3 16.9 0.0 3.6 0.7 27.4 1.6 0.0 26.5 0.0: 18.0 16.6
Old : 100.0: 59.3 24.3 16.9 0.0 3.6 0.7 27.4 1.6 0.0 26.5 0.0: 18.0 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 . 0 . . . . 0 . 0:
Old : 27: 15 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 : 44.0 60.0 69.2 72.6 41.1 58.6 62.8 70.2
Old : 44.0 60.0 69.2 72.6 41.1 58.6 62.8 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,790: 12,426 5,410 4,114 0 678 150 6,050 350 0 5,550 0: 4,072 3,752
Old : 21,790: 12,426 5,410 4,114 0 678 150 6,050 350 0 5,550 0: 4,072 3,752
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 0: 0 160 0 0 0 0 -100 0 0 -60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 24.8 18.9 0.0 3.1 0.7 27.8 1.6 0.0 25.5 0.0: 18.7 17.2
Old : 100.0: 57.0 24.8 18.9 0.0 3.1 0.7 27.8 1.6 0.0 25.5 0.0: 18.7 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 . 0 . . . . 0 . 0:
Old : 27: 15 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 : 45.4 59.4 68.3 72.1 42.3 57.9 62.0 69.7
Old : 45.4 59.4 68.3 72.1 42.3 57.9 62.0 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,441: 10,486 23,081 3,477 3,555 385 11,450 730 0 2,200 0 0: 3,443 3,690
Old : 31,441: 10,486 23,081 3,477 3,555 385 11,450 730 0 2,200 0 0: 3,443 3,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,185: -15 510 -75 600 0 1,200 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 73.4 11.1 11.3 1.2 36.4 2.3 0.0 7.0 0.0 0.0: 11.0 11.7
Old : 100.0: 33.4 73.4 11.1 11.3 1.2 36.4 2.3 0.0 7.0 0.0 0.0: 11.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 8 14 . . . . . 0 . 0 0:
Old : 25: 8 14 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 71.9 80.8 80.8 62.3 70.7 79.7 79.4
Old : 62.3 71.9 80.8 80.8 62.3 70.7 79.7 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,182: 10,682 19,388 3,315 6,010 410 9,950 730 0 2,100 0 0: 3,725 3,644
Old : 30,182: 10,682 19,388 3,315 6,010 410 9,950 730 0 2,100 0 0: 3,725 3,644
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,185: -75 510 -75 600 0 1,200 0 0 0 0 0: 135 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 64.2 11.0 19.9 1.4 33.0 2.4 0.0 7.0 0.0 0.0: 12.3 12.1
Old : 100.0: 35.4 64.2 11.0 19.9 1.4 33.0 2.4 0.0 7.0 0.0 0.0: 12.3 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 7 12 . . . . . 0 . 0 0:
Old : 22: 7 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 : 59.9 75.2 81.3 84.1 59.6 73.9 80.4 82.0
Old : 59.9 75.2 81.3 84.1 59.6 73.9 80.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,655: 12,565 28,460 7,985 0 155 3,450 725 80 5,315 350 1,790: 3,315 3,095
Old : 34,655: 12,565 28,460 7,985 0 155 3,450 725 80 5,315 350 1,790: 3,315 3,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 0: 0 25 -175 0 0 0 0 0 200 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 82.1 23.0 0.0 0.4 10.0 2.1 0.2 15.3 1.0 5.2: 9.6 8.9
Old : 100.0: 36.3 82.1 23.0 0.0 0.4 10.0 2.1 0.2 15.3 1.0 5.2: 9.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 9 . 0 . 4 . . . . .:
Old : 29: 14 9 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 75.4 73.7 88.5 46.8 73.4 68.5 81.5
Old : 52.0 75.4 73.7 88.5 46.8 73.4 68.5 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,655: 11,170 27,585 7,730 0 120 3,000 725 80 6,190 0 1,090: 3,275 3,055
Old : 32,655: 11,170 27,585 7,730 0 120 3,000 725 80 6,190 0 1,090: 3,275 3,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 50: 0 25 -175 0 0 0 0 0 200 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 84.5 23.7 0.0 0.4 9.2 2.2 0.2 19.0 0.0 3.3: 10.0 9.4
Old : 100.0: 34.2 84.5 23.7 0.0 0.4 9.2 2.2 0.2 19.0 0.0 3.3: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 8 . 0 . 4 . . . 0 .:
Old : 28: 14 8 . 0 . 4 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 78.2 74.0 89.0 50.5 76.8 71.1 84.4
Old : 53.5 78.2 74.0 89.0 50.5 76.8 71.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,955: 8,335 3,565 1,225 4,300 50 25 1,445 65 0 595 715: 1,540 1,220
Old : 11,955: 8,335 3,565 1,225 4,300 50 25 1,445 65 0 595 715: 1,540 1,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 50: 105 50 0 0 0 0 0 0 0 60 -60: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 29.8 10.2 36.0 0.4 0.2 12.1 0.5 0.0 5.0 6.0: 12.9 10.2
Old : 100.0: 69.7 29.8 10.2 36.0 0.4 0.2 12.1 0.5 0.0 5.0 6.0: 12.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . . . . . 0 . .:
Old : 22: 13 10 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 61.8 75.9 81.1 58.5 53.9 68.7 70.6
Old : 59.4 61.8 75.9 81.1 58.5 53.9 68.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,415: 7,775 3,175 1,525 4,250 0 25 1,425 65 0 735 515: 1,510 1,250
Old : 11,415: 7,775 3,175 1,525 4,250 0 25 1,425 65 0 735 515: 1,510 1,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 50: 105 50 0 0 0 0 0 0 0 60 -60: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 27.8 13.4 37.2 0.0 0.2 12.5 0.6 0.0 6.4 4.5: 13.2 11.0
Old : 100.0: 68.1 27.8 13.4 37.2 0.0 0.2 12.5 0.6 0.0 6.4 4.5: 13.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . 0 . . . 0 . .:
Old : 22: 13 10 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 62.7 76.0 82.5 62.0 56.4 71.2 74.6
Old : 62.2 62.7 76.0 82.5 62.0 56.4 71.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,270: 31,465 17,840 0 7,840 2,315 1,275 13,710 1,000 6,120 80 3,645: 2,450 1,840
Old : 48,270: 31,465 17,840 0 7,840 2,315 1,275 13,710 1,000 6,120 80 3,645: 2,450 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,185: 310 265 0 425 -600 0 970 545 1,350 0 -295: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 37.0 0.0 16.2 4.8 2.6 28.4 2.1 12.7 0.2 7.6: 5.1 3.8
Old : 100.0: 65.2 37.0 0.0 16.2 4.8 2.6 28.4 2.1 12.7 0.2 7.6: 5.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 15 0 . . . . . . . .:
Old : 30: 16 15 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 67.9 78.1 89.3 54.1 61.3 68.0 75.8
Old : 61.8 67.9 78.1 89.3 54.1 61.3 68.0 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,110: 31,440 16,835 0 8,590 2,315 825 13,710 1,175 6,310 80 3,460: 2,585 1,945
Old : 48,110: 31,440 16,835 0 8,590 2,315 825 13,710 1,175 6,310 80 3,460: 2,585 1,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,130: 205 160 0 425 -600 0 970 545 1,350 0 -245: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 35.0 0.0 17.9 4.8 1.7 28.5 2.4 13.1 0.2 7.2: 5.4 4.0
Old : 100.0: 65.4 35.0 0.0 17.9 4.8 1.7 28.5 2.4 13.1 0.2 7.2: 5.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 0 . . . . . . . .:
Old : 29: 15 15 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 69.7 79.1 89.0 55.5 63.0 69.7 75.5
Old : 62.7 69.7 79.1 89.0 55.5 63.0 69.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,630: 25,320 12,125 0 18,150 175 14,710 325 320 1,980 11,650 50: 3,075 2,835
Old : 45,630: 25,320 12,125 0 18,150 175 14,710 325 320 1,980 11,650 50: 3,075 2,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,475: 2,740 -50 0 1,490 -460 0 50 0 0 1,250 0: 195 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 26.6 0.0 39.8 0.4 32.2 0.7 0.7 4.3 25.5 0.1: 6.7 6.2
Old : 100.0: 55.5 26.6 0.0 39.8 0.4 32.2 0.7 0.7 4.3 25.5 0.1: 6.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 8 0 . . . . . . . .:
Old : 28: 19 8 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 : 59.5 75.3 78.7 92.2 59.4 73.7 78.5 89.8
Old : 59.5 75.3 78.7 92.2 59.4 73.7 78.5 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,125: 22,050 13,465 0 15,455 175 14,385 325 365 1,860 9,290 50: 2,240 2,000
Old : 41,125: 22,050 13,465 0 15,455 175 14,385 325 365 1,860 9,290 50: 2,240 2,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,240: 2,540 -50 0 1,490 -140 0 50 0 0 1,050 0: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 32.7 0.0 37.6 0.4 35.0 0.8 0.9 4.5 22.6 0.1: 5.4 4.9
Old : 100.0: 53.6 32.7 0.0 37.6 0.4 35.0 0.8 0.9 4.5 22.6 0.1: 5.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 8 0 . . . . . . . .:
Old : 28: 18 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 70.4 80.8 92.8 60.9 69.1 80.4 91.0
Old : 61.2 70.4 80.8 92.8 60.9 69.1 80.4 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 113,067: 46,677 84,077 27,661 0 3,025 3,474 830 7,760 9,410 1,930 2,770: 12,290 12,675
Old : 113,067: 46,677 84,077 27,661 0 3,025 3,474 830 7,760 9,410 1,930 2,770: 12,290 12,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,560: 870 3,710 2,820 0 -1,320 920 0 325 -900 0 375: 470 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 74.4 24.5 0.0 2.7 3.1 0.7 6.9 8.3 1.7 2.4: 10.9 11.2
Old : 100.0: 41.3 74.4 24.5 0.0 2.7 3.1 0.7 6.9 8.3 1.7 2.4: 10.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 25 . 0 . . . 4 4 . .:
Old : 42: 22 25 . 0 . . . 4 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 46.7 74.5 64.3 52.0 46.0 61.8 57.5
Old : 58.5 46.7 74.5 64.3 52.0 46.0 61.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 104,613: 44,660 76,480 24,806 0 3,355 4,542 275 6,927 4,850 1,800 4,310: 11,163 11,466
Old : 104,613: 44,660 76,480 24,806 0 3,355 4,542 275 6,927 4,850 1,800 4,310: 11,163 11,466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,597: 1,070 3,705 2,815 0 -1,320 820 -100 375 -1,100 0 560: 377 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 73.1 23.7 0.0 3.2 4.3 0.3 6.6 4.6 1.7 4.1: 10.7 11.0
Old : 100.0: 42.7 73.1 23.7 0.0 3.2 4.3 0.3 6.6 4.6 1.7 4.1: 10.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 16 24 . 0 . . . 4 4 . .:
Old : 40: 16 24 . 0 . . . 4 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 46.7 76.1 62.5 50.4 45.4 61.4 58.0
Old : 59.2 46.7 76.1 62.5 50.4 45.4 61.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,395: 10,145 16,910 14,030 5,470 775 2,405 2,700 1,920 0 1,630 0: 1,120 990
Old : 30,395: 10,145 16,910 14,030 5,470 775 2,405 2,700 1,920 0 1,630 0: 1,120 990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 670: 420 -600 125 300 0 -845 0 1,020 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 55.6 46.2 18.0 2.5 7.9 8.9 6.3 0.0 5.4 0.0: 3.7 3.3
Old : 100.0: 33.4 55.6 46.2 18.0 2.5 7.9 8.9 6.3 0.0 5.4 0.0: 3.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 12 . . . . . . 0 . 0:
Old : 26: 12 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 42.5 90.0 65.6 73.5 40.7 80.3 61.8
Old : 75.8 42.5 90.0 65.6 73.5 40.7 80.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,580: 7,415 13,080 13,445 5,435 165 1,245 2,520 1,405 0 1,200 0: 905 775
Old : 24,580: 7,415 13,080 13,445 5,435 165 1,245 2,520 1,405 0 1,200 0: 905 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 635: 420 -600 125 300 -85 -75 770 300 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 53.2 54.7 22.1 0.7 5.1 10.3 5.7 0.0 4.9 0.0: 3.7 3.2
Old : 100.0: 30.2 53.2 54.7 22.1 0.7 5.1 10.3 5.7 0.0 4.9 0.0: 3.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 . . . . . . 0 . 0:
Old : 23: 11 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 44.9 91.9 67.1 73.1 33.1 77.3 53.7
Old : 74.8 44.9 91.9 67.1 73.1 33.1 77.3 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,865: 7,980 12,470 0 7,095 1,880 11,870 445 120 0 0 0: 1,015 855
Old : 22,865: 7,980 12,470 0 7,095 1,880 11,870 445 120 0 0 0: 1,015 855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,860: 300 1,320 0 625 0 1,570 -75 -10 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 54.5 0.0 31.0 8.2 51.9 1.9 0.5 0.0 0.0 0.0: 4.4 3.7
Old : 100.0: 34.9 54.5 0.0 31.0 8.2 51.9 1.9 0.5 0.0 0.0 0.0: 4.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 12 0 . . . . . 0 0 0:
Old : 22: 9 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 : 78.5 72.1 90.5 86.6 78.1 63.9 82.1 77.4
Old : 78.5 72.1 90.5 86.6 78.1 63.9 82.1 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,600: 34,430 30,480 4,220 1,005 8,215 0 8,380 475 1,025 0 0: 11,235 11,045
Old : 59,600: 34,430 30,480 4,220 1,005 8,215 0 8,380 475 1,025 0 0: 11,235 11,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 470: 700 -350 300 50 -600 0 1,250 0 -50 0 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 51.1 7.1 1.7 13.8 0.0 14.1 0.8 1.7 0.0 0.0: 18.9 18.5
Old : 100.0: 57.8 51.1 7.1 1.7 13.8 0.0 14.1 0.8 1.7 0.0 0.0: 18.9 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . . . 0 4 . . 0 0:
Old : 32: 18 20 . . . 0 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 : 47.0 30.1 66.7 49.8 33.6 21.6 41.1 33.9
Old : 47.0 30.1 66.7 49.8 33.6 21.6 41.1 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, January 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,030: 23,705 21,070 875 835 7,350 475 3,875 130 425 0 0: 14,070 13,770
Old : 47,030: 23,705 21,070 875 835 7,350 475 3,875 130 425 0 0: 14,070 13,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 300: 350 0 50 -550 50 0 850 -50 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 44.8 1.9 1.8 15.6 1.0 8.2 0.3 0.9 0.0 0.0: 29.9 29.3
Old : 100.0: 50.4 44.8 1.9 1.8 15.6 1.0 8.2 0.3 0.9 0.0 0.0: 29.9 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . . . . 0 0:
Old : 26: 16 16 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 32.1 60.6 50.3 25.6 21.3 28.9 28.4
Old : 43.1 32.1 60.6 50.3 25.6 21.3 28.9 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2019