COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 23,278: 9,902 9,755 2,225 0 404 309 9,007 495 7,979 1,399 1,002: 962 1,216
Old : 23,278: 9,902 9,755 2,225 0 404 309 9,007 495 7,979 1,399 1,002: 962 1,216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -2,082: -453 -845 -431 -1 -128 10 -910 -45 -1,262 -357 245: -18 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 41.9 9.6 0.0 1.7 1.3 38.7 2.1 34.3 6.0 4.3: 4.1 5.2
Old : 100.0: 42.5 41.9 9.6 0.0 1.7 1.3 38.7 2.1 34.3 6.0 4.3: 4.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 11 11 5 0 . . . . 8 4 7:
Old : 33: 11 11 5 0 . . . . 8 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 : 45.6 65.7 66.6 76.1 40.7 58.9 55.7 66.2
Old : 45.6 65.7 66.6 76.1 40.7 58.9 55.7 66.2
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 29, 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 22, 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: 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 29, 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 : 44,407: 27,654 40,218 8,017 0 2,301 325 813 100 5,025 50 925: 60 0
Old : 44,407: 27,654 40,218 8,017 0 2,301 325 813 100 5,025 50 925: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,445: 855 835 225 0 165 0 225 0 -25 0 225: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 90.6 18.1 0.0 5.2 0.7 1.8 0.2 11.3 0.1 2.1: 0.1 0.0
Old : 100.0: 62.3 90.6 18.1 0.0 5.2 0.7 1.8 0.2 11.3 0.1 2.1: 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 20 . 0 . . . . . . .:
Old : 36: 19 20 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 70.3 89.0 87.7 63.6 66.4 77.9 78.1
Old : 65.7 70.3 89.0 87.7 63.6 66.4 77.9 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 23,640: 17,078 19,183 0 2,545 1,162 0 200 25 4,925 75 450: 0 0
Old : 23,640: 17,078 19,183 0 2,545 1,162 0 200 25 4,925 75 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 478: 334 240 0 -275 138 -25 200 25 0 0 150: -144 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 81.1 0.0 10.8 4.9 0.0 0.8 0.1 20.8 0.3 1.9: 0.0 0.0
Old : 100.0: 72.2 81.1 0.0 10.8 4.9 0.0 0.8 0.1 20.8 0.3 1.9: 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 : 29: 15 16 0 . . 0 . . 4 . .:
Old : 29: 15 16 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 : 64.6 69.4 85.2 90.3 62.8 63.3 79.0 78.9
Old : 64.6 69.4 85.2 90.3 62.8 63.3 79.0 78.9
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 29, 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 : 155,026: 135,510 109,919 1,361 31,643 4,025 1,395 2,377 3,860 6,187 558 2,453: 235 191
Old : 155,026: 135,510 109,919 1,361 31,643 4,025 1,395 2,377 3,860 6,187 558 2,453: 235 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 6,063: 3,531 4,339 110 1,905 349 795 -540 615 1,265 20 -590: -12 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 70.9 0.9 20.4 2.6 0.9 1.5 2.5 4.0 0.4 1.6: 0.2 0.1
Old : 100.0: 87.4 70.9 0.9 20.4 2.6 0.9 1.5 2.5 4.0 0.4 1.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 32 35 . . 4 4 4 5 . . .:
Old : 54: 32 35 . . 4 4 4 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 60.4 61.9 74.1 32.7 48.7 47.4 56.2
Old : 38.3 60.4 61.9 74.1 32.7 48.7 47.4 56.2
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 29, 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 : 55,345: 46,691 39,121 4,002 5,956 3,645 150 5,001 457 125 1,000 150: 125 15
Old : 55,345: 46,691 39,121 4,002 5,956 3,645 150 5,001 457 125 1,000 150: 125 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 2,559: 1,996 1,552 459 635 71 -25 218 -42 50 75 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 70.7 7.2 10.8 6.6 0.3 9.0 0.8 0.2 1.8 0.3: 0.2 0.0
Old : 100.0: 84.4 70.7 7.2 10.8 6.6 0.3 9.0 0.8 0.2 1.8 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 18 . . . . 4 4 . . .:
Old : 36: 17 18 . . . . 4 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 61.6 93.1 80.0 69.3 51.8 78.0 69.2
Old : 75.6 61.6 93.1 80.0 69.3 51.8 78.0 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 29, 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 : 57,419: 37,456 44,464 8,334 6,860 2,405 8,550 650 0 0 2,428 502: 172 110
Old : 57,419: 37,456 44,464 8,334 6,860 2,405 8,550 650 0 0 2,428 502: 172 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 3,346: 1,942 1,076 -310 -255 555 1,350 0 0 0 2,170 -200: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 77.4 14.5 11.9 4.2 14.9 1.1 0.0 0.0 4.2 0.9: 0.3 0.2
Old : 100.0: 65.2 77.4 14.5 11.9 4.2 14.9 1.1 0.0 0.0 4.2 0.9: 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 : 35: 22 23 . . . . . 0 0 . .:
Old : 35: 22 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 : 51.9 48.6 73.0 69.6 50.8 42.3 63.3 59.9
Old : 51.9 48.6 73.0 69.6 50.8 42.3 63.3 59.9
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 29, 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 : 79,439: 45,776 48,019 4,478 21,317 5,648 20,965 1,310 210 0 1,418 1,472: 890 45
Old : 79,439: 45,776 48,019 4,478 21,317 5,648 20,965 1,310 210 0 1,418 1,472: 890 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 3,170: 1,643 1,025 -254 -245 335 1,555 120 0 -752 1,418 527: 116 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 60.4 5.6 26.8 7.1 26.4 1.6 0.3 0.0 1.8 1.9: 1.1 0.1
Old : 100.0: 57.6 60.4 5.6 26.8 7.1 26.4 1.6 0.3 0.0 1.8 1.9: 1.1 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 : 41: 23 24 . . . 5 4 . 0 . .:
Old : 41: 23 24 . . . 5 4 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 54.7 70.4 76.2 48.5 48.6 59.7 61.8
Old : 50.4 54.7 70.4 76.2 48.5 48.6 59.7 61.8
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 29, 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 : 84,443: 61,812 61,245 15,578 21,858 268 2,075 100 0 3,102 0 840: 768 132
Old : 84,443: 61,812 61,245 15,578 21,858 268 2,075 100 0 3,102 0 840: 768 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 6,583: 2,717 5,841 2,400 829 43 1,200 0 0 250 0 0: -27 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 72.5 18.4 25.9 0.3 2.5 0.1 0.0 3.7 0.0 1.0: 0.9 0.2
Old : 100.0: 73.2 72.5 18.4 25.9 0.3 2.5 0.1 0.0 3.7 0.0 1.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 22 . . . . . 0 . 0 .:
Old : 40: 22 22 . . . . . 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 : 49.9 67.1 72.4 81.0 49.5 66.8 70.8 78.5
Old : 49.9 67.1 72.4 81.0 49.5 66.8 70.8 78.5
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 29, 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 : 6,100: 4,750 4,350 750 1,400 0 600 0 0 0 0 0: 0 350
Old : 6,100: 4,750 4,350 750 1,400 0 600 0 0 0 0 0: 0 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -1,900: -2,650 -2,350 550 900 -50 450 -50 -150 0 0 0: -50 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 71.3 12.3 23.0 0.0 9.8 0.0 0.0 0.0 0.0 0.0: 0.0 5.7
Old : 100.0: 77.9 71.3 12.3 23.0 0.0 9.8 0.0 0.0 0.0 0.0 0.0: 0.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 7 . . 0 . 0 0 0 0 0:
Old : 21: 11 7 . . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 68.0 82.8 93.4 48.4 68.0 82.8 93.4
Old : 48.4 68.0 82.8 93.4 48.4 68.0 82.8 93.4
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 29, 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 : 118,472: 84,063 77,497 25,739 39,371 611 2,345 100 0 4,056 0 800: 858 93
Old : 118,472: 84,063 77,497 25,739 39,371 611 2,345 100 0 4,056 0 800: 858 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 6,496: 2,882 5,931 2,400 740 -210 1,200 0 0 250 0 0: -26 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 65.4 21.7 33.2 0.5 2.0 0.1 0.0 3.4 0.0 0.7: 0.7 0.1
Old : 100.0: 71.0 65.4 21.7 33.2 0.5 2.0 0.1 0.0 3.4 0.0 0.7: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 24 . . 4 . . 0 4 0 .:
Old : 45: 22 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 : 48.2 63.6 71.0 81.9 48.0 63.2 69.0 80.8
Old : 48.2 63.6 71.0 81.9 48.0 63.2 69.0 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 43,320: 31,245 41,115 9,945 0 1,850 0 0 0 75 170 65: 140 120
Old : 43,320: 31,245 41,115 9,945 0 1,850 0 0 0 75 170 65: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 390: 165 400 325 0 -25 0 0 0 -20 70 -55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 94.9 23.0 0.0 4.3 0.0 0.0 0.0 0.2 0.4 0.2: 0.3 0.3
Old : 100.0: 72.1 94.9 23.0 0.0 4.3 0.0 0.0 0.0 0.2 0.4 0.2: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 17 . 0 . 0 0 0 . . .:
Old : 30: 16 17 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 87.4 88.7 95.9 59.6 84.9 82.0 88.2
Old : 64.0 87.4 88.7 95.9 59.6 84.9 82.0 88.2
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 29, 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 : 25,866: 22,629 21,117 0 2,197 2,445 0 0 0 332 30 45: 415 32
Old : 25,866: 22,629 21,117 0 2,197 2,445 0 0 0 332 30 45: 415 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -85: -85 -162 0 170 -50 0 0 0 5 0 -15: 60 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 81.6 0.0 8.5 9.5 0.0 0.0 0.0 1.3 0.1 0.2: 1.6 0.1
Old : 100.0: 87.5 81.6 0.0 8.5 9.5 0.0 0.0 0.0 1.3 0.1 0.2: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 17 0 . . 0 0 0 . . .:
Old : 24: 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 : 50.6 57.0 77.2 80.4 41.1 42.2 54.3 53.4
Old : 50.6 57.0 77.2 80.4 41.1 42.2 54.3 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 8,775: 7,285 8,175 390 0 300 0 300 0 800 0 0: 0 0
Old : 8,775: 7,285 8,175 390 0 300 0 300 0 800 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 93.2 4.4 0.0 3.4 0.0 3.4 0.0 9.1 0.0 0.0: 0.0 0.0
Old : 100.0: 83.0 93.2 4.4 0.0 3.4 0.0 3.4 0.0 9.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . 0 . 0 . 0 . 0 0:
Old : 20: 10 9 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 77.7 79.6 96.7 44.0 64.3 60.5 69.5
Old : 52.8 77.7 79.6 96.7 44.0 64.3 60.5 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 60,367: 40,237 37,521 3,923 8,227 7,610 724 122 438 3,736 3,256 3,184: 515 9
Old : 60,367: 40,237 37,521 3,923 8,227 7,610 724 122 438 3,736 3,256 3,184: 515 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,379: 752 876 620 -76 -234 378 -4 22 -206 789 8: 39 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 62.2 6.5 13.6 12.6 1.2 0.2 0.7 6.2 5.4 5.3: 0.9 0.0
Old : 100.0: 66.7 62.2 6.5 13.6 12.6 1.2 0.2 0.7 6.2 5.4 5.3: 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 : 51: 27 28 . . . 5 . . 5 5 8:
Old : 51: 27 28 . . . 5 . . 5 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 50.5 70.0 66.8 25.1 31.0 37.2 38.9
Old : 45.9 50.5 70.0 66.8 25.1 31.0 37.2 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 11,561: 5,655 9,155 3,196 600 150 300 0 0 1,650 960 300: 310 396
Old : 11,561: 5,655 9,155 3,196 600 150 300 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 22, 2019 :
: 540: 240 540 0 0 0 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 79.2 27.6 5.2 1.3 2.6 0.0 0.0 14.3 8.3 2.6: 2.7 3.4
Old : 100.0: 48.9 79.2 27.6 5.2 1.3 2.6 0.0 0.0 14.3 8.3 2.6: 2.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 13 . . . . 0 0 . . .:
Old : 26: 12 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 51.5 80.1 74.0 49.0 45.8 67.2 63.7
Old : 58.9 51.5 80.1 74.0 49.0 45.8 67.2 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 58,213: 44,168 54,555 10,175 0 3,245 0 0 0 495 100 120: 10 193
Old : 58,213: 44,168 54,555 10,175 0 3,245 0 0 0 495 100 120: 10 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 643: 338 598 250 0 50 0 0 0 5 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 93.7 17.5 0.0 5.6 0.0 0.0 0.0 0.9 0.2 0.2: 0.0 0.3
Old : 100.0: 75.9 93.7 17.5 0.0 5.6 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 : 34: 18 20 . 0 . 0 0 0 . . .:
Old : 34: 18 20 . 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 : 59.1 78.7 87.2 91.7 54.8 76.1 74.5 80.8
Old : 59.1 78.7 87.2 91.7 54.8 76.1 74.5 80.8
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 29, 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 : 39,027: 34,587 25,484 600 12,695 294 2,735 90 0 184 254 205: 422 5
Old : 39,027: 34,587 25,484 600 12,695 294 2,735 90 0 184 254 205: 422 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 688: 54 619 0 -135 240 389 0 0 -19 -75 34: -10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 65.3 1.5 32.5 0.8 7.0 0.2 0.0 0.5 0.7 0.5: 1.1 0.0
Old : 100.0: 88.6 65.3 1.5 32.5 0.8 7.0 0.2 0.0 0.5 0.7 0.5: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 23 . . . 5 . 0 . . .:
Old : 36: 18 23 . . . 5 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 53.4 77.4 78.0 47.5 50.9 60.8 68.8
Old : 58.0 53.4 77.4 78.0 47.5 50.9 60.8 68.8
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 29, 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 : 70,554: 57,438 63,269 6,636 4,850 1,790 300 0 0 3,925 300 7: 458 338
Old : 70,554: 57,438 63,269 6,636 4,850 1,790 300 0 0 3,925 300 7: 458 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,415: 1,630 1,440 50 0 0 -300 0 0 0 0 0: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 89.7 9.4 6.9 2.5 0.4 0.0 0.0 5.6 0.4 0.0: 0.6 0.5
Old : 100.0: 81.4 89.7 9.4 6.9 2.5 0.4 0.0 0.0 5.6 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 : 52.7 87.3 72.2 96.7 47.8 80.8 64.7 81.1
Old : 52.7 87.3 72.2 96.7 47.8 80.8 64.7 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 75,063: 60,557 64,805 7,169 6,113 2,330 0 0 0 4,269 1,800 10: 728 5
Old : 75,063: 60,557 64,805 7,169 6,113 2,330 0 0 0 4,269 1,800 10: 728 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,047: 872 1,072 120 0 0 0 0 0 0 0 0: 55 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 86.3 9.6 8.1 3.1 0.0 0.0 0.0 5.7 2.4 0.0: 1.0 0.0
Old : 100.0: 80.7 86.3 9.6 8.1 3.1 0.0 0.0 0.0 5.7 2.4 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.4 81.1 73.9 94.2 49.0 76.6 63.5 82.0
Old : 51.4 81.1 73.9 94.2 49.0 76.6 63.5 82.0
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 29, 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 : 93,846: 76,801 86,473 13,921 4,101 2,768 0 30 100 25 272 101: 130 1
Old : 93,846: 76,801 86,473 13,921 4,101 2,768 0 30 100 25 272 101: 130 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,078: -4,279 2,119 4,874 -1,694 419 0 30 100 -40 94 10: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 92.1 14.8 4.4 2.9 0.0 0.0 0.1 0.0 0.3 0.1: 0.1 0.0
Old : 100.0: 81.8 92.1 14.8 4.4 2.9 0.0 0.0 0.1 0.0 0.3 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 : 38: 19 23 . . 4 0 . . . . .:
Old : 38: 19 23 . . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 59.3 79.8 84.3 63.0 57.0 78.2 77.6
Old : 63.5 59.3 79.8 84.3 63.0 57.0 78.2 77.6
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 29, 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 : 119,331: 98,413 107,177 15,583 4,798 3,337 0 2,721 0 835 557 717: 446 24
Old : 119,331: 98,413 107,177 15,583 4,798 3,337 0 2,721 0 835 557 717: 446 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,108: -4,514 1,387 5,268 -1,600 514 0 575 0 -299 65 200: -61 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 89.8 13.1 4.0 2.8 0.0 2.3 0.0 0.7 0.5 0.6: 0.4 0.0
Old : 100.0: 82.5 89.8 13.1 4.0 2.8 0.0 2.3 0.0 0.7 0.5 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 26 . 4 4 0 6 0 . . .:
Old : 47: 22 26 . 4 4 0 6 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 55.3 78.5 80.9 58.9 55.1 73.2 69.4
Old : 59.9 55.3 78.5 80.9 58.9 55.1 73.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 50,500: 41,775 46,505 5,255 0 3,420 0 150 0 0 375 50: 0 0
Old : 50,500: 41,775 46,505 5,255 0 3,420 0 150 0 0 375 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 450: 0 450 525 0 -75 0 75 0 -50 -50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 92.1 10.4 0.0 6.8 0.0 0.3 0.0 0.0 0.7 0.1: 0.0 0.0
Old : 100.0: 82.7 92.1 10.4 0.0 6.8 0.0 0.3 0.0 0.0 0.7 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . 0 . 0 . 0 0 . .:
Old : 26: 12 11 . 0 . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.3 85.8 98.2 96.4 83.5 85.0 91.4 90.8
Old : 87.3 85.8 98.2 96.4 83.5 85.0 91.4 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 51,893: 41,843 46,199 3,700 1,516 2,997 1,275 0 350 300 523 195: 1,233 113
Old : 51,893: 41,843 46,199 3,700 1,516 2,997 1,275 0 350 300 523 195: 1,233 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 229: 196 370 -165 -352 198 0 0 0 0 0 0: 0 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 89.0 7.1 2.9 5.8 2.5 0.0 0.7 0.6 1.0 0.4: 2.4 0.2
Old : 100.0: 80.6 89.0 7.1 2.9 5.8 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 : 27: 17 16 . . . . 0 . . . .:
Old : 27: 17 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 76.1 80.6 87.7 47.1 67.3 66.5 72.1
Old : 51.1 76.1 80.6 87.7 47.1 67.3 66.5 72.1
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 29, 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 : 60,314: 31,449 55,009 1,700 592 3,969 22,246 0 0 0 606 75: 875 63
Old : 60,314: 31,449 55,009 1,700 592 3,969 22,246 0 0 0 606 75: 875 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 430: 425 1,020 -715 -891 426 200 0 0 0 -150 6: 88 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 91.2 2.8 1.0 6.6 36.9 0.0 0.0 0.0 1.0 0.1: 1.5 0.1
Old : 100.0: 52.1 91.2 2.8 1.0 6.6 36.9 0.0 0.0 0.0 1.0 0.1: 1.5 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 : 34: 21 23 . . . 5 0 0 0 . .:
Old : 34: 21 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 : 63.9 61.7 79.8 78.1 60.2 53.5 67.3 64.1
Old : 63.9 61.7 79.8 78.1 60.2 53.5 67.3 64.1
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 29, 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 : 34,886: 20,007 34,304 13,993 0 235 225 0 280 0 0 0: 146 67
Old : 34,886: 20,007 34,304 13,993 0 235 225 0 280 0 0 0: 146 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 104: 112 10 -118 0 85 25 0 0 0 0 0: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 98.3 40.1 0.0 0.7 0.6 0.0 0.8 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 57.3 98.3 40.1 0.0 0.7 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 : 61.6 91.2 83.2 96.3 61.3 85.6 80.2 89.6
Old : 61.6 91.2 83.2 96.3 61.3 85.6 80.2 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 31,405: 20,370 31,073 10,833 0 192 0 0 0 0 0 0: 10 140
Old : 31,405: 20,370 31,073 10,833 0 192 0 0 0 0 0 0: 10 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -100: 115 -112 -167 0 12 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 98.9 34.5 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.4
Old : 100.0: 64.9 98.9 34.5 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 12 4 0 . 0 0 0 0 0 0:
Old : 24: 16 12 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 : 60.2 89.8 84.6 97.6 60.0 84.0 81.2 88.7
Old : 60.2 89.8 84.6 97.6 60.0 84.0 81.2 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 33,064: 29,922 30,006 1,918 370 937 120 605 0 0 1,121 0: 167 25
Old : 33,064: 29,922 30,006 1,918 370 937 120 605 0 0 1,121 0: 167 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 67: 187 -63 176 0 4 0 0 0 0 425 -300: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 90.8 5.8 1.1 2.8 0.4 1.8 0.0 0.0 3.4 0.0: 0.5 0.1
Old : 100.0: 90.5 90.8 5.8 1.1 2.8 0.4 1.8 0.0 0.0 3.4 0.0: 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 20 . . . . . 0 0 . 0:
Old : 32: 15 20 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 59.7 90.7 76.8 74.9 58.9 85.6 75.1
Old : 75.8 59.7 90.7 76.8 74.9 58.9 85.6 75.1
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 29, 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 : 23,540: 19,692 22,810 3,162 0 160 0 195 205 80 65 100: 141 5
Old : 23,540: 19,692 22,810 3,162 0 160 0 195 205 80 65 100: 141 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 830: 580 840 369 0 0 0 0 0 -110 0 -10: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 96.9 13.4 0.0 0.7 0.0 0.8 0.9 0.3 0.3 0.4: 0.6 0.0
Old : 100.0: 83.7 96.9 13.4 0.0 0.7 0.0 0.8 0.9 0.3 0.3 0.4: 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: 15 17 . 0 . 0 . . . . .:
Old : 29: 15 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 : 72.1 70.6 88.2 90.0 69.9 69.4 83.6 84.2
Old : 72.1 70.6 88.2 90.0 69.9 69.4 83.6 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 46,160: 38,998 31,998 4,447 10,900 394 125 884 1,475 356 230 200: 165 79
Old : 46,160: 38,998 31,998 4,447 10,900 394 125 884 1,475 356 230 200: 165 79
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 553: 358 254 15 -10 3 125 196 61 0 50 -40: 31 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 69.3 9.6 23.6 0.9 0.3 1.9 3.2 0.8 0.5 0.4: 0.4 0.2
Old : 100.0: 84.5 69.3 9.6 23.6 0.9 0.3 1.9 3.2 0.8 0.5 0.4: 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 : 36: 21 23 . . . . . . . . .:
Old : 36: 21 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 55.7 77.0 74.3 44.7 52.6 59.3 62.2
Old : 58.8 55.7 77.0 74.3 44.7 52.6 59.3 62.2
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 29, 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 : 38,526: 33,448 25,201 3,264 12,320 527 1,072 40 190 0 195 5: 20 48
Old : 38,526: 33,448 25,201 3,264 12,320 527 1,072 40 190 0 195 5: 20 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 322: 305 172 17 -10 0 -100 40 100 0 50 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 65.4 8.5 32.0 1.4 2.8 0.1 0.5 0.0 0.5 0.0: 0.1 0.1
Old : 100.0: 86.8 65.4 8.5 32.0 1.4 2.8 0.1 0.5 0.0 0.5 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 18 . . . . . . 0 . .:
Old : 33: 22 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 : 63.2 65.3 80.9 86.9 47.0 60.8 59.9 70.3
Old : 63.2 65.3 80.9 86.9 47.0 60.8 59.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 16,477: 11,525 12,150 2,031 2,804 1,523 597 0 0 625 0 0: 176 0
Old : 16,477: 11,525 12,150 2,031 2,804 1,523 597 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 22, 2019 :
: 540: 465 140 50 375 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 73.7 12.3 17.0 9.2 3.6 0.0 0.0 3.8 0.0 0.0: 1.1 0.0
Old : 100.0: 69.9 73.7 12.3 17.0 9.2 3.6 0.0 0.0 3.8 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: 14 9 . . . . 0 0 . 0 0:
Old : 25: 14 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 : 58.7 74.5 81.3 95.1 55.3 59.4 70.6 78.5
Old : 58.7 74.5 81.3 95.1 55.3 59.4 70.6 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 19,331: 10,626 17,391 3,254 0 1,290 0 300 50 3,811 0 300: 0 0
Old : 19,331: 10,626 17,391 3,254 0 1,290 0 300 50 3,811 0 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,300: 600 1,300 100 0 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 90.0 16.8 0.0 6.7 0.0 1.6 0.3 19.7 0.0 1.6: 0.0 0.0
Old : 100.0: 55.0 90.0 16.8 0.0 6.7 0.0 1.6 0.3 19.7 0.0 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.9 85.2 83.1 95.8 51.9 80.3 74.5 84.1
Old : 58.9 85.2 83.1 95.8 51.9 80.3 74.5 84.1
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 29, 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 : 20,604: 12,024 17,749 3,436 0 1,060 0 1,000 50 3,289 0 745: 0 0
Old : 20,604: 12,024 17,749 3,436 0 1,060 0 1,000 50 3,289 0 745: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,400: 600 1,400 200 0 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 86.1 16.7 0.0 5.1 0.0 4.9 0.2 16.0 0.0 3.6: 0.0 0.0
Old : 100.0: 58.4 86.1 16.7 0.0 5.1 0.0 4.9 0.2 16.0 0.0 3.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.8 80.5 81.4 94.5 45.5 76.5 70.7 81.7
Old : 54.8 80.5 81.4 94.5 45.5 76.5 70.7 81.7
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 29, 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 : 23,907: 10,003 12,040 9,150 8,313 125 100 0 0 3,760 2,905 440: 329 84
Old : 23,907: 10,003 12,040 9,150 8,313 125 100 0 0 3,760 2,905 440: 329 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -50: 191 -100 0 0 0 0 0 0 -100 0 50: -191 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 50.4 38.3 34.8 0.5 0.4 0.0 0.0 15.7 12.2 1.8: 1.4 0.4
Old : 100.0: 41.8 50.4 38.3 34.8 0.5 0.4 0.0 0.0 15.7 12.2 1.8: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 11 . . . . 0 0 . . .:
Old : 25: 11 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 : 72.9 64.4 92.9 88.8 71.5 63.8 90.5 85.2
Old : 72.9 64.4 92.9 88.8 71.5 63.8 90.5 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 22,474: 8,858 10,700 8,733 8,283 125 100 0 0 3,890 2,855 440: 328 71
Old : 22,474: 8,858 10,700 8,733 8,283 125 100 0 0 3,890 2,855 440: 328 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -25: 199 -25 0 0 0 0 0 0 -50 0 0: -174 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 47.6 38.9 36.9 0.6 0.4 0.0 0.0 17.3 12.7 2.0: 1.5 0.3
Old : 100.0: 39.4 47.6 38.9 36.9 0.6 0.4 0.0 0.0 17.3 12.7 2.0: 1.5 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 : 23: 11 9 . . . . 0 0 . . .:
Old : 23: 11 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 66.2 92.9 92.1 73.2 65.6 90.5 88.5
Old : 74.7 66.2 92.9 92.1 73.2 65.6 90.5 88.5
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 29, 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 : 54,380: 36,150 46,915 8,167 0 3,775 600 575 150 2,735 350 2,575: 228 40
Old : 54,380: 36,150 46,915 8,167 0 3,775 600 575 150 2,735 350 2,575: 228 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 2,450: 3,350 975 -465 0 600 0 0 0 -1,860 50 825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 86.3 15.0 0.0 6.9 1.1 1.1 0.3 5.0 0.6 4.7: 0.4 0.1
Old : 100.0: 66.5 86.3 15.0 0.0 6.9 1.1 1.1 0.3 5.0 0.6 4.7: 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 : 30: 16 13 4 0 . . . . . . .:
Old : 30: 16 13 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 86.3 79.8 94.9 47.6 79.6 68.7 82.4
Old : 54.9 86.3 79.8 94.9 47.6 79.6 68.7 82.4
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 29, 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 : 54,207: 36,851 46,738 7,741 0 3,279 600 575 150 3,005 1,100 2,325: 256 40
Old : 54,207: 36,851 46,738 7,741 0 3,279 600 575 150 3,005 1,100 2,325: 256 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 2,187: 3,350 975 -525 0 587 0 0 0 -1,800 50 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 86.2 14.3 0.0 6.0 1.1 1.1 0.3 5.5 2.0 4.3: 0.5 0.1
Old : 100.0: 68.0 86.2 14.3 0.0 6.0 1.1 1.1 0.3 5.5 2.0 4.3: 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 : 30: 16 11 4 0 . . . . . . .:
Old : 30: 16 11 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 84.8 79.5 94.3 48.2 80.0 69.5 83.4
Old : 55.6 84.8 79.5 94.3 48.2 80.0 69.5 83.4
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 29, 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 : 132,248: 103,754 96,847 14,440 14,064 3,080 1,810 965 125 8,816 17,022 95: 128 50
Old : 132,248: 103,754 96,847 14,440 14,064 3,080 1,810 965 125 8,816 17,022 95: 128 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 4,320: 4,294 3,780 0 860 -95 0 0 0 136 -210 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 73.2 10.9 10.6 2.3 1.4 0.7 0.1 6.7 12.9 0.1: 0.1 0.0
Old : 100.0: 78.5 73.2 10.9 10.6 2.3 1.4 0.7 0.1 6.7 12.9 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 : 51: 30 22 . 4 . . . . 5 . .:
Old : 51: 30 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 : 43.4 56.8 63.7 82.1 43.1 53.5 59.5 71.1
Old : 43.4 56.8 63.7 82.1 43.1 53.5 59.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 137,331: 108,570 94,610 17,350 19,600 2,846 345 1,085 760 6,765 17,865 495: 200 70
Old : 137,331: 108,570 94,610 17,350 19,600 2,846 345 1,085 760 6,765 17,865 495: 200 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 3,599: 3,734 3,265 0 785 -210 -5 0 5 50 -200 25: 0 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 68.9 12.6 14.3 2.1 0.3 0.8 0.6 4.9 13.0 0.4: 0.1 0.1
Old : 100.0: 79.1 68.9 12.6 14.3 2.1 0.3 0.8 0.6 4.9 13.0 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 : 58: 33 26 . 5 . . 4 . 4 . .:
Old : 58: 33 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 : 46.3 54.3 63.3 78.7 45.8 53.0 60.5 70.3
Old : 46.3 54.3 63.3 78.7 45.8 53.0 60.5 70.3
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 29, 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 : 260,207: 169,699 184,138 46,829 29,769 8,178 11,997 24,933 2,646 15,519 5,404 4,687: 652 452
Old : 260,207: 169,699 184,138 46,829 29,769 8,178 11,997 24,933 2,646 15,519 5,404 4,687: 652 452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 7,533: 5,733 5,455 -1,519 -600 1,070 1,073 178 81 917 1,076 246: -68 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 70.8 18.0 11.4 3.1 4.6 9.6 1.0 6.0 2.1 1.8: 0.3 0.2
Old : 100.0: 65.2 70.8 18.0 11.4 3.1 4.6 9.6 1.0 6.0 2.1 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 : 80: 38 38 . . 4 9 5 11 9 7 10:
Old : 80: 38 38 . . 4 9 5 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 : 39.8 47.7 60.2 66.2 34.3 39.2 49.0 49.6
Old : 39.8 47.7 60.2 66.2 34.3 39.2 49.0 49.6
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 29, 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 : 27,223: 13,238 26,918 7,495 0 0 930 0 20 5,435 205 80: 25 0
Old : 27,223: 13,238 26,918 7,495 0 0 930 0 20 5,435 205 80: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 850: 0 950 300 0 0 0 0 0 650 0 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 98.9 27.5 0.0 0.0 3.4 0.0 0.1 20.0 0.8 0.3: 0.1 0.0
Old : 100.0: 48.6 98.9 27.5 0.0 0.0 3.4 0.0 0.1 20.0 0.8 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.6 97.0 83.1 99.2 56.3 96.0 82.3 96.8
Old : 56.6 97.0 83.1 99.2 56.3 96.0 82.3 96.8
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 29, 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 : 26,183: 12,156 24,473 7,844 0 0 450 1,500 0 5,541 55 155: 37 0
Old : 26,183: 12,156 24,473 7,844 0 0 450 1,500 0 5,541 55 155: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 850: 0 950 300 0 0 0 0 0 650 0 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 93.5 30.0 0.0 0.0 1.7 5.7 0.0 21.2 0.2 0.6: 0.1 0.0
Old : 100.0: 46.4 93.5 30.0 0.0 0.0 1.7 5.7 0.0 21.2 0.2 0.6: 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 : 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 : 60.6 95.3 86.9 98.8 60.2 94.5 86.3 96.5
Old : 60.6 95.3 86.9 98.8 60.2 94.5 86.3 96.5
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 29, 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 : 18,787: 5,720 9,752 10,577 4,655 245 475 2,515 225 450 300 0: 1,095 1,095
Old : 18,787: 5,720 9,752 10,577 4,655 245 475 2,515 225 450 300 0: 1,095 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -200: -250 -350 0 -25 0 0 125 25 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 51.9 56.3 24.8 1.3 2.5 13.4 1.2 2.4 1.6 0.0: 5.8 5.8
Old : 100.0: 30.4 51.9 56.3 24.8 1.3 2.5 13.4 1.2 2.4 1.6 0.0: 5.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 . . . . . . . . 0:
Old : 21: 9 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 : 83.2 70.7 92.0 83.4 79.3 70.5 84.4 80.2
Old : 83.2 70.7 92.0 83.4 79.3 70.5 84.4 80.2
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 29, 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 : 65,581: 25,814 23,126 20,343 24,820 140 3,680 5,675 2,140 4,435 0 1,455: 7,574 8,225
Old : 65,581: 25,814 23,126 20,343 24,820 140 3,680 5,675 2,140 4,435 0 1,455: 7,574 8,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,990: 540 1,460 1,765 765 0 2,320 0 -305 -2,400 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 35.3 31.0 37.8 0.2 5.6 8.7 3.3 6.8 0.0 2.2: 11.5 12.5
Old : 100.0: 39.4 35.3 31.0 37.8 0.2 5.6 8.7 3.3 6.8 0.0 2.2: 11.5 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 62.3 52.6 83.0 68.1 59.5 52.5 72.3 67.5
Old : 62.3 52.6 83.0 68.1 59.5 52.5 72.3 67.5
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 29, 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 : 64,661: 25,787 22,376 19,620 25,415 175 4,510 5,675 2,195 4,020 0 1,285: 7,069 7,540
Old : 64,661: 25,787 22,376 19,620 25,415 175 4,510 5,675 2,195 4,020 0 1,285: 7,069 7,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,900: 505 1,420 1,760 765 0 2,320 0 -310 -2,400 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 34.6 30.3 39.3 0.3 7.0 8.8 3.4 6.2 0.0 2.0: 10.9 11.7
Old : 100.0: 39.9 34.6 30.3 39.3 0.3 7.0 8.8 3.4 6.2 0.0 2.0: 10.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.4 54.9 82.2 70.1 59.6 54.8 71.4 68.1
Old : 63.4 54.9 82.2 70.1 59.6 54.8 71.4 68.1
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 29, 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 : 22,465: 13,066 6,585 3,119 0 1,037 150 6,025 350 0 4,050 420: 4,323 3,998
Old : 22,465: 13,066 6,585 3,119 0 1,037 150 6,025 350 0 4,050 420: 4,323 3,998
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 420: 0 1,225 -600 0 252 0 -25 0 0 -1,800 420: 348 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 29.3 13.9 0.0 4.6 0.7 26.8 1.6 0.0 18.0 1.9: 19.2 17.8
Old : 100.0: 58.2 29.3 13.9 0.0 4.6 0.7 26.8 1.6 0.0 18.0 1.9: 19.2 17.8
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 : 27: 15 9 . 0 . . . . 0 . .:
Old : 27: 15 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 : 42.0 58.0 66.4 70.6 40.3 54.8 58.9 66.1
Old : 42.0 58.0 66.4 70.6 40.3 54.8 58.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 22,210: 12,426 6,635 3,514 0 942 150 6,025 350 0 3,750 420: 4,408 4,088
Old : 22,210: 12,426 6,635 3,514 0 942 150 6,025 350 0 3,750 420: 4,408 4,088
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 420: 0 1,225 -600 0 264 0 -25 0 0 -1,800 420: 336 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 29.9 15.8 0.0 4.2 0.7 27.1 1.6 0.0 16.9 1.9: 19.8 18.4
Old : 100.0: 55.9 29.9 15.8 0.0 4.2 0.7 27.1 1.6 0.0 16.9 1.9: 19.8 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 . 0 . . . . 0 . .:
Old : 27: 15 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 : 43.0 57.3 65.5 69.8 40.3 54.0 58.1 65.5
Old : 43.0 57.3 65.5 69.8 40.3 54.0 58.1 65.5
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 29, 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 3,630 385 11,450 655 0 2,200 0 0: 3,443 3,690
Old : 31,441: 10,486 23,081 3,477 3,630 385 11,450 655 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 22, 2019 :
: 0: 0 0 0 75 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 73.4 11.1 11.5 1.2 36.4 2.1 0.0 7.0 0.0 0.0: 11.0 11.7
Old : 100.0: 33.4 73.4 11.1 11.5 1.2 36.4 2.1 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 72.1 80.8 80.8 62.3 70.9 79.7 79.4
Old : 62.3 72.1 80.8 80.8 62.3 70.9 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 29, 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 6,085 410 9,950 655 0 2,100 0 0: 3,725 3,644
Old : 30,182: 10,682 19,388 3,315 6,085 410 9,950 655 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 22, 2019 :
: 0: 0 0 0 75 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 64.2 11.0 20.2 1.4 33.0 2.2 0.0 7.0 0.0 0.0: 12.3 12.1
Old : 100.0: 35.4 64.2 11.0 20.2 1.4 33.0 2.2 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 75.5 81.3 84.1 59.6 74.1 80.4 82.0
Old : 59.9 75.5 81.3 84.1 59.6 74.1 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 29, 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 : 34,705: 12,540 28,610 7,985 0 155 3,450 650 155 5,415 350 1,690: 3,315 3,095
Old : 34,705: 12,540 28,610 7,985 0 155 3,450 650 155 5,415 350 1,690: 3,315 3,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 50: -25 150 0 0 0 0 -75 75 100 0 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 82.4 23.0 0.0 0.4 9.9 1.9 0.4 15.6 1.0 4.9: 9.6 8.9
Old : 100.0: 36.1 82.4 23.0 0.0 0.4 9.9 1.9 0.4 15.6 1.0 4.9: 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 : 51.8 75.2 73.5 88.0 47.0 73.3 68.7 81.5
Old : 51.8 75.2 73.5 88.0 47.0 73.3 68.7 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 29, 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 : 32,705: 11,145 27,735 7,730 0 120 3,000 650 155 6,290 0 990: 3,275 3,055
Old : 32,705: 11,145 27,735 7,730 0 120 3,000 650 155 6,290 0 990: 3,275 3,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 50: -25 150 0 0 0 0 -75 75 100 0 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 84.8 23.6 0.0 0.4 9.2 2.0 0.5 19.2 0.0 3.0: 10.0 9.3
Old : 100.0: 34.1 84.8 23.6 0.0 0.4 9.2 2.0 0.5 19.2 0.0 3.0: 10.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 53.3 78.0 73.8 88.4 50.7 76.6 71.2 84.5
Old : 53.3 78.0 73.8 88.4 50.7 76.6 71.2 84.5
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 29, 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 22, 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: 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 29, 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 22, 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: 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 29, 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 : 48,870: 31,640 18,810 0 7,190 2,265 1,275 13,910 1,000 6,465 80 3,600: 2,625 2,015
Old : 48,870: 31,640 18,810 0 7,190 2,265 1,275 13,910 1,000 6,465 80 3,600: 2,625 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 600: 175 970 0 -650 -50 0 200 0 345 0 -45: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 38.5 0.0 14.7 4.6 2.6 28.5 2.0 13.2 0.2 7.4: 5.4 4.1
Old : 100.0: 64.7 38.5 0.0 14.7 4.6 2.6 28.5 2.0 13.2 0.2 7.4: 5.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 0 . . . . . . . .:
Old : 30: 17 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 : 61.7 66.1 77.7 89.0 54.2 60.6 67.8 75.5
Old : 61.7 66.1 77.7 89.0 54.2 60.6 67.8 75.5
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 29, 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 : 48,730: 31,615 17,830 0 7,940 2,265 825 13,910 1,175 6,680 80 3,410: 2,760 2,120
Old : 48,730: 31,615 17,830 0 7,940 2,265 825 13,910 1,175 6,680 80 3,410: 2,760 2,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 620: 175 995 0 -650 -50 0 200 0 370 0 -50: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 36.6 0.0 16.3 4.6 1.7 28.5 2.4 13.7 0.2 7.0: 5.7 4.4
Old : 100.0: 64.9 36.6 0.0 16.3 4.6 1.7 28.5 2.4 13.7 0.2 7.0: 5.7 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 : 29: 16 15 0 . . . . . . . .:
Old : 29: 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 : 62.5 67.8 78.6 88.6 55.6 61.6 69.5 75.2
Old : 62.5 67.8 78.6 88.6 55.6 61.6 69.5 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 47,350: 25,830 13,835 0 16,050 365 14,710 325 320 1,980 12,550 50: 4,095 3,855
Old : 47,350: 25,830 13,835 0 16,050 365 14,710 325 320 1,980 12,550 50: 4,095 3,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,720: 510 1,710 0 -2,100 190 0 0 0 0 900 0: 1,020 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 29.2 0.0 33.9 0.8 31.1 0.7 0.7 4.2 26.5 0.1: 8.6 8.1
Old : 100.0: 54.6 29.2 0.0 33.9 0.8 31.1 0.7 0.7 4.2 26.5 0.1: 8.6 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.4 75.6 75.9 90.3 57.3 73.6 75.7 87.3
Old : 57.4 75.6 75.9 90.3 57.3 73.6 75.7 87.3
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 29, 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 : 42,875: 22,560 15,175 0 13,355 175 14,385 325 365 1,860 10,190 50: 3,480 3,240
Old : 42,875: 22,560 15,175 0 13,355 175 14,385 325 365 1,860 10,190 50: 3,480 3,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,750: 510 1,710 0 -2,100 0 0 0 0 0 900 0: 1,240 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 35.4 0.0 31.1 0.4 33.6 0.8 0.9 4.3 23.8 0.1: 8.1 7.6
Old : 100.0: 52.6 35.4 0.0 31.1 0.4 33.6 0.8 0.9 4.3 23.8 0.1: 8.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.7 70.4 77.5 90.2 58.4 69.2 77.1 88.1
Old : 58.7 70.4 77.5 90.2 58.4 69.2 77.1 88.1
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 29, 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 : 116,397: 50,353 86,203 27,251 0 2,900 3,674 930 7,735 8,170 1,930 3,230: 13,084 13,469
Old : 116,397: 50,353 86,203 27,251 0 2,900 3,674 930 7,735 8,170 1,930 3,230: 13,084 13,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 3,330: 3,676 2,126 -410 0 -125 200 100 -25 -1,240 0 460: 794 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 74.1 23.4 0.0 2.5 3.2 0.8 6.6 7.0 1.7 2.8: 11.2 11.6
Old : 100.0: 43.3 74.1 23.4 0.0 2.5 3.2 0.8 6.6 7.0 1.7 2.8: 11.2 11.6
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 : 42: 22 24 . 0 . . . 4 4 . .:
Old : 42: 22 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 : 56.6 46.0 74.0 63.1 49.7 45.0 61.4 56.6
Old : 56.6 46.0 74.0 63.1 49.7 45.0 61.4 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 108,011: 48,195 78,515 24,396 0 3,230 4,717 350 6,927 3,660 1,800 4,930: 11,956 12,259
Old : 108,011: 48,195 78,515 24,396 0 3,230 4,717 350 6,927 3,660 1,800 4,930: 11,956 12,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 3,398: 3,535 2,035 -410 0 -125 175 75 0 -1,190 0 620: 793 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 72.7 22.6 0.0 3.0 4.4 0.3 6.4 3.4 1.7 4.6: 11.1 11.3
Old : 100.0: 44.6 72.7 22.6 0.0 3.0 4.4 0.3 6.4 3.4 1.7 4.6: 11.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 25 . 0 . . . 4 4 . .:
Old : 39: 18 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 : 58.0 45.9 75.6 62.0 49.1 44.6 61.0 57.0
Old : 58.0 45.9 75.6 62.0 49.1 44.6 61.0 57.0
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 29, 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 : 30,945: 10,025 17,030 14,525 5,500 735 2,180 2,700 2,270 0 1,630 0: 1,210 1,080
Old : 30,945: 10,025 17,030 14,525 5,500 735 2,180 2,700 2,270 0 1,630 0: 1,210 1,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 550: -120 120 495 30 -40 -225 0 350 0 0 0: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 55.0 46.9 17.8 2.4 7.0 8.7 7.3 0.0 5.3 0.0: 3.9 3.5
Old : 100.0: 32.4 55.0 46.9 17.8 2.4 7.0 8.7 7.3 0.0 5.3 0.0: 3.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 . . . . . . 0 . 0:
Old : 26: 13 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 41.8 89.5 65.6 72.7 40.1 79.0 60.8
Old : 76.0 41.8 89.5 65.6 72.7 40.1 79.0 60.8
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 29, 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 : 25,450: 7,365 13,225 13,940 5,440 165 1,070 2,570 1,955 0 1,200 0: 955 895
Old : 25,450: 7,365 13,225 13,940 5,440 165 1,070 2,570 1,955 0 1,200 0: 955 895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 870: -50 145 495 5 0 -175 50 550 0 0 0: 50 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 52.0 54.8 21.4 0.6 4.2 10.1 7.7 0.0 4.7 0.0: 3.8 3.5
Old : 100.0: 28.9 52.0 54.8 21.4 0.6 4.2 10.1 7.7 0.0 4.7 0.0: 3.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . . . . . . 0 . 0:
Old : 24: 12 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 45.7 92.2 67.2 71.9 32.0 75.0 52.1
Old : 76.0 45.7 92.2 67.2 71.9 32.0 75.0 52.1
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 29, 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 : 23,650: 7,980 12,590 0 7,800 2,000 12,520 270 105 0 0 0: 1,045 885
Old : 23,650: 7,980 12,590 0 7,800 2,000 12,520 270 105 0 0 0: 1,045 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 785: 0 120 0 705 120 650 -175 -15 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 53.2 0.0 33.0 8.5 52.9 1.1 0.4 0.0 0.0 0.0: 4.4 3.7
Old : 100.0: 33.7 53.2 0.0 33.0 8.5 52.9 1.1 0.4 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 : 78.6 73.3 90.7 87.7 78.2 64.7 82.2 78.3
Old : 78.6 73.3 90.7 87.7 78.2 64.7 82.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, January 29, 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 : 61,058: 36,548 30,548 4,250 2,455 8,055 0 8,980 525 995 0 0: 10,685 10,495
Old : 61,058: 36,548 30,548 4,250 2,455 8,055 0 8,980 525 995 0 0: 10,685 10,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,458: 2,118 68 30 1,450 -160 0 600 50 -30 0 0: -550 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 50.0 7.0 4.0 13.2 0.0 14.7 0.9 1.6 0.0 0.0: 17.5 17.2
Old : 100.0: 59.9 50.0 7.0 4.0 13.2 0.0 14.7 0.9 1.6 0.0 0.0: 17.5 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 : 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 : 48.6 32.5 68.1 51.4 37.0 22.2 43.8 35.7
Old : 48.6 32.5 68.1 51.4 37.0 22.2 43.8 35.7
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 29, 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 : 49,325: 23,520 19,545 2,125 2,925 7,465 475 4,375 180 425 0 0: 15,135 14,835
Old : 49,325: 23,520 19,545 2,125 2,925 7,465 475 4,375 180 425 0 0: 15,135 14,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 2,295: -185 -1,525 1,250 2,090 115 0 500 50 0 0 0: 1,065 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 39.6 4.3 5.9 15.1 1.0 8.9 0.4 0.9 0.0 0.0: 30.7 30.1
Old : 100.0: 47.7 39.6 4.3 5.9 15.1 1.0 8.9 0.4 0.9 0.0 0.0: 30.7 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 44.9 36.2 60.2 51.7 29.9 24.6 34.0 32.9
Old : 44.9 36.2 60.2 51.7 29.9 24.6 34.0 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2019