COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 21,811: 7,547 14,858 1,942 24 592 309 1,700 543 8,601 1,475 1,329: 948 1,290
Old : 21,811: 7,547 14,858 1,942 24 592 309 1,700 543 8,601 1,475 1,329: 948 1,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 743: 331 465 52 0 11 0 103 0 65 -80 281: 3 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 68.1 8.9 0.1 2.7 1.4 7.8 2.5 39.4 6.8 6.1: 4.3 5.9
Old : 100.0: 34.6 68.1 8.9 0.1 2.7 1.4 7.8 2.5 39.4 6.8 6.1: 4.3 5.9
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 : 34: 11 11 4 . 4 . . . 7 5 7:
Old : 34: 11 11 4 . 4 . . . 7 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 54.9 62.7 70.4 36.7 46.1 49.7 54.6
Old : 42.6 54.9 62.7 70.4 36.7 46.1 49.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 22,200: 12,454 14,297 292 4,011 2,516 5,372 320 0 1,100 80 0: 466 976
Old : 22,200: 12,454 14,297 292 4,011 2,516 5,372 320 0 1,100 80 0: 466 976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 0: 257 -490 0 24 20 0 0 0 20 0 0: -297 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 64.4 1.3 18.1 11.3 24.2 1.4 0.0 5.0 0.4 0.0: 2.1 4.4
Old : 100.0: 56.1 64.4 1.3 18.1 11.3 24.2 1.4 0.0 5.0 0.4 0.0: 2.1 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 : 41: 17 16 . . . . . 0 7 . 0:
Old : 41: 17 16 . . . . . 0 7 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 54.6 72.3 76.5 47.2 47.9 56.5 61.2
Old : 55.9 54.6 72.3 76.5 47.2 47.9 56.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 46,630: 27,536 42,844 10,555 0 2,049 400 1,337 0 5,600 50 350: 140 0
Old : 46,630: 27,536 42,844 10,555 0 2,049 400 1,337 0 5,600 50 350: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 513: 185 541 253 0 0 25 22 0 100 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 91.9 22.6 0.0 4.4 0.9 2.9 0.0 12.0 0.1 0.8: 0.3 0.0
Old : 100.0: 59.1 91.9 22.6 0.0 4.4 0.9 2.9 0.0 12.0 0.1 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 21 . 0 . . . 0 4 . .:
Old : 35: 21 21 . 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 : 67.3 68.1 87.8 88.0 65.4 64.5 77.9 80.4
Old : 67.3 68.1 87.8 88.0 65.4 64.5 77.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 24,001: 17,983 20,036 0 1,244 1,468 0 428 0 3,850 125 700: 0 0
Old : 24,001: 17,983 20,036 0 1,244 1,468 0 428 0 3,850 125 700: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 825: 1,075 425 0 225 -150 0 100 0 -250 75 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 83.5 0.0 5.2 6.1 0.0 1.8 0.0 16.0 0.5 2.9: 0.0 0.0
Old : 100.0: 74.9 83.5 0.0 5.2 6.1 0.0 1.8 0.0 16.0 0.5 2.9: 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 : 30: 17 16 0 . . 0 . 0 . . 4:
Old : 30: 17 16 0 . . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 67.0 84.1 85.0 61.2 61.4 75.0 73.7
Old : 64.9 67.0 84.1 85.0 61.2 61.4 75.0 73.7
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, February 19, 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 : 151,865: 129,835 106,706 961 32,932 3,575 7,805 1,056 3,580 2,841 911 3,040: 228 65
Old : 151,865: 129,835 106,706 961 32,932 3,575 7,805 1,056 3,580 2,841 911 3,040: 228 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -2,943: -3,624 -4,639 -320 1,355 261 2,015 -240 15 -1,205 390 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 70.3 0.6 21.7 2.4 5.1 0.7 2.4 1.9 0.6 2.0: 0.2 0.0
Old : 100.0: 85.5 70.3 0.6 21.7 2.4 5.1 0.7 2.4 1.9 0.6 2.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 31 34 . . 4 5 . 5 . 4 .:
Old : 54: 31 34 . . 4 5 . 5 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 52.0 63.2 70.7 31.0 40.0 44.9 50.9
Old : 38.9 52.0 63.2 70.7 31.0 40.0 44.9 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 54,367: 46,843 37,434 4,840 8,751 2,347 0 4,408 87 75 1,275 50: 125 15
Old : 54,367: 46,843 37,434 4,840 8,751 2,347 0 4,408 87 75 1,275 50: 125 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 247: 500 275 -250 290 111 -75 -415 -64 50 75 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 68.9 8.9 16.1 4.3 0.0 8.1 0.2 0.1 2.3 0.1: 0.2 0.0
Old : 100.0: 86.2 68.9 8.9 16.1 4.3 0.0 8.1 0.2 0.1 2.3 0.1: 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 : 34: 18 18 . . . 0 5 . . . .:
Old : 34: 18 18 . . . 0 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 67.0 92.7 82.9 72.3 58.0 81.7 72.7
Old : 75.7 67.0 92.7 82.9 72.3 58.0 81.7 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 65,542: 39,435 48,057 6,952 7,500 2,795 15,290 550 0 0 5,598 932: 138 110
Old : 65,542: 39,435 48,057 6,952 7,500 2,795 15,290 550 0 0 5,598 932: 138 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,599: 565 -236 -386 300 600 940 0 -25 0 1,055 -95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 73.3 10.6 11.4 4.3 23.3 0.8 0.0 0.0 8.5 1.4: 0.2 0.2
Old : 100.0: 60.2 73.3 10.6 11.4 4.3 23.3 0.8 0.0 0.0 8.5 1.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 21 . . . . . 0 0 . .:
Old : 34: 21 21 . . . . . 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 : 54.3 54.3 73.1 75.9 53.2 47.1 67.0 64.9
Old : 54.3 54.3 73.1 75.9 53.2 47.1 67.0 64.9
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, February 19, 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 : 84,254: 47,532 49,569 2,148 20,415 6,765 24,274 1,050 935 0 3,221 2,235: 365 64
Old : 84,254: 47,532 49,569 2,148 20,415 6,765 24,274 1,050 935 0 3,221 2,235: 365 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 492: 322 -293 -167 868 -238 1,300 -25 0 0 900 -720: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 58.8 2.5 24.2 8.0 28.8 1.2 1.1 0.0 3.8 2.7: 0.4 0.1
Old : 100.0: 56.4 58.8 2.5 24.2 8.0 28.8 1.2 1.1 0.0 3.8 2.7: 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 : 42: 23 25 . . . 7 . 4 0 . .:
Old : 42: 23 25 . . . 7 . 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 : 46.7 54.9 67.4 77.5 44.9 47.0 58.5 61.4
Old : 46.7 54.9 67.4 77.5 44.9 47.0 58.5 61.4
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, February 19, 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 : 80,756: 59,318 58,277 14,758 21,007 263 2,020 255 10 2,842 0 820: 725 124
Old : 80,756: 59,318 58,277 14,758 21,007 263 2,020 255 10 2,842 0 820: 725 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -155: -105 -155 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 72.2 18.3 26.0 0.3 2.5 0.3 0.0 3.5 0.0 1.0: 0.9 0.2
Old : 100.0: 73.5 72.2 18.3 26.0 0.3 2.5 0.3 0.0 3.5 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 .:
Old : 40: 22 22 . . . . . . . 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 68.0 72.2 80.5 49.5 67.1 70.5 78.6
Old : 49.9 68.0 72.2 80.5 49.5 67.1 70.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 114,189: 80,886 74,383 24,845 38,016 611 2,470 80 185 3,546 0 820: 826 94
Old : 114,189: 80,886 74,383 24,845 38,016 611 2,470 80 185 3,546 0 820: 826 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -172: -122 -192 -50 -10 0 -10 15 10 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 65.1 21.8 33.3 0.5 2.2 0.1 0.2 3.1 0.0 0.7: 0.7 0.1
Old : 100.0: 70.8 65.1 21.8 33.3 0.5 2.2 0.1 0.2 3.1 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 : 44: 22 24 . . 4 . . . . 0 .:
Old : 44: 22 24 . . 4 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 63.9 70.8 81.9 48.2 63.4 68.5 80.7
Old : 48.4 63.9 70.8 81.9 48.2 63.4 68.5 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 45,178: 33,548 43,358 9,975 0 1,455 0 0 0 75 50 0: 125 315
Old : 45,178: 33,548 43,358 9,975 0 1,455 0 0 0 75 50 0: 125 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,235: 1,475 1,235 -225 0 0 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 96.0 22.1 0.0 3.2 0.0 0.0 0.0 0.2 0.1 0.0: 0.3 0.7
Old : 100.0: 74.3 96.0 22.1 0.0 3.2 0.0 0.0 0.0 0.2 0.1 0.0: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 . 0 . 0 0 0 . . 0:
Old : 30: 17 17 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 88.3 90.5 96.7 64.8 85.3 82.1 88.1
Old : 68.1 88.3 90.5 96.7 64.8 85.3 82.1 88.1
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, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,478: 19,287 18,705 524 1,767 1,941 0 0 0 316 0 45: 365 20
Old : 22,478: 19,287 18,705 524 1,767 1,941 0 0 0 316 0 45: 365 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 315: 155 5 0 325 -25 0 0 0 0 0 0: 185 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 83.2 2.3 7.9 8.6 0.0 0.0 0.0 1.4 0.0 0.2: 1.6 0.1
Old : 100.0: 85.8 83.2 2.3 7.9 8.6 0.0 0.0 0.0 1.4 0.0 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: 18 17 . . . 0 0 0 . 0 .:
Old : 24: 18 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 : 45.8 58.8 75.8 81.9 36.8 47.2 52.3 57.1
Old : 45.8 58.8 75.8 81.9 36.8 47.2 52.3 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 13,130: 7,775 12,480 3,680 0 350 500 0 300 525 0 0: 0 0
Old : 13,130: 7,775 12,480 3,680 0 350 500 0 300 525 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 95.0 28.0 0.0 2.7 3.8 0.0 2.3 4.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.2 95.0 28.0 0.0 2.7 3.8 0.0 2.3 4.0 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 : 23: 13 10 . 0 . . 0 . . 0 0:
Old : 23: 13 10 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 80.5 73.9 96.6 50.1 66.5 64.2 71.6
Old : 57.0 80.5 73.9 96.6 50.1 66.5 64.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 67,458: 47,634 40,229 3,869 10,624 7,497 583 126 1,207 3,997 5,348 2,410: 261 17
Old : 67,458: 47,634 40,229 3,869 10,624 7,497 583 126 1,207 3,997 5,348 2,410: 261 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 2,420: 1,861 1,937 -272 66 268 8 2 -8 355 -37 186: 22 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 59.6 5.7 15.7 11.1 0.9 0.2 1.8 5.9 7.9 3.6: 0.4 0.0
Old : 100.0: 70.6 59.6 5.7 15.7 11.1 0.9 0.2 1.8 5.9 7.9 3.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 25 27 . . . 7 . 6 . 5 7:
Old : 49: 25 27 . . . 7 . 6 . 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 51.6 68.6 66.7 24.8 31.8 37.9 39.2
Old : 45.0 51.6 68.6 66.7 24.8 31.8 37.9 39.2
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, February 19, 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 : 16,446: 11,885 9,675 0 2,545 2,345 10 150 300 1,300 855 300: 306 276
Old : 16,446: 11,885 9,675 0 2,545 2,345 10 150 300 1,300 855 300: 306 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,800: 1,850 1,745 -151 149 151 0 0 0 0 0 0: -50 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 58.8 0.0 15.5 14.3 0.1 0.9 1.8 7.9 5.2 1.8: 1.9 1.7
Old : 100.0: 72.3 58.8 0.0 15.5 14.3 0.1 0.9 1.8 7.9 5.2 1.8: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 0 . . . . . . . .:
Old : 28: 14 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 : 49.4 53.2 74.0 70.1 36.4 37.3 52.6 49.1
Old : 49.4 53.2 74.0 70.1 36.4 37.3 52.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,737: 45,180 54,354 9,036 0 2,960 50 0 0 365 50 120: 26 253
Old : 57,737: 45,180 54,354 9,036 0 2,960 50 0 0 365 50 120: 26 253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,170: 1,185 935 -250 0 235 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 94.1 15.7 0.0 5.1 0.1 0.0 0.0 0.6 0.1 0.2: 0.0 0.4
Old : 100.0: 78.3 94.1 15.7 0.0 5.1 0.1 0.0 0.0 0.6 0.1 0.2: 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 : 34: 19 20 . 0 . . 0 0 . . .:
Old : 34: 19 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 : 62.8 78.6 87.6 92.0 59.0 76.1 75.5 80.6
Old : 62.8 78.6 87.6 92.0 59.0 76.1 75.5 80.6
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, February 19, 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 : 36,408: 31,340 24,742 500 10,090 1,269 2,252 60 35 50 74 75: 887 63
Old : 36,408: 31,340 24,742 500 10,090 1,269 2,252 60 35 50 74 75: 887 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 443: 78 78 0 255 125 -15 0 15 0 -30 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 68.0 1.4 27.7 3.5 6.2 0.2 0.1 0.1 0.2 0.2: 2.4 0.2
Old : 100.0: 86.1 68.0 1.4 27.7 3.5 6.2 0.2 0.1 0.1 0.2 0.2: 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 : 35: 20 21 . . . 5 . . . . .:
Old : 35: 20 21 . . . 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 : 56.3 48.6 74.8 74.7 44.0 44.6 54.9 61.2
Old : 56.3 48.6 74.8 74.7 44.0 44.6 54.9 61.2
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, February 19, 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 : 68,322: 55,743 61,847 6,450 4,090 1,790 225 0 0 3,619 250 7: 488 338
Old : 68,322: 55,743 61,847 6,450 4,090 1,790 225 0 0 3,619 250 7: 488 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 715: 690 1,215 0 -500 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 90.5 9.4 6.0 2.6 0.3 0.0 0.0 5.3 0.4 0.0: 0.7 0.5
Old : 100.0: 81.6 90.5 9.4 6.0 2.6 0.3 0.0 0.0 5.3 0.4 0.0: 0.7 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 : 55.5 89.0 74.8 97.9 50.2 84.9 68.6 85.8
Old : 55.5 89.0 74.8 97.9 50.2 84.9 68.6 85.8
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, February 19, 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 : 73,385: 58,917 63,697 6,896 5,568 2,360 225 0 0 4,104 1,750 10: 873 0
Old : 73,385: 58,917 63,697 6,896 5,568 2,360 225 0 0 4,104 1,750 10: 873 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 796: 671 1,196 0 -500 100 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 86.8 9.4 7.6 3.2 0.3 0.0 0.0 5.6 2.4 0.0: 1.2 0.0
Old : 100.0: 80.3 86.8 9.4 7.6 3.2 0.3 0.0 0.0 5.6 2.4 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 15 . . . . 0 0 . . .:
Old : 32: 21 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 82.2 75.4 95.7 50.2 77.9 64.5 83.1
Old : 53.0 82.2 75.4 95.7 50.2 77.9 64.5 83.1
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, February 19, 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 : 88,605: 71,746 81,564 13,473 3,233 2,798 0 247 335 0 302 125: 128 1
Old : 88,605: 71,746 81,564 13,473 3,233 2,798 0 247 335 0 302 125: 128 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,325: 939 1,111 190 50 0 0 -175 185 -25 129 25: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 92.1 15.2 3.6 3.2 0.0 0.3 0.4 0.0 0.3 0.1: 0.1 0.0
Old : 100.0: 81.0 92.1 15.2 3.6 3.2 0.0 0.3 0.4 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 : 37: 18 22 . . . 0 . . 0 4 .:
Old : 37: 18 22 . . . 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 : 64.8 60.0 79.8 84.1 64.3 57.8 78.0 76.9
Old : 64.8 60.0 79.8 84.1 64.3 57.8 78.0 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 110,853: 90,465 98,220 15,054 3,939 3,530 290 3,302 10 550 1,093 743: 211 16
Old : 110,853: 90,465 98,220 15,054 3,939 3,530 290 3,302 10 550 1,093 743: 211 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 467: 429 115 -27 -50 0 -10 208 10 -53 81 113: 5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 88.6 13.6 3.6 3.2 0.3 3.0 0.0 0.5 1.0 0.7: 0.2 0.0
Old : 100.0: 81.6 88.6 13.6 3.6 3.2 0.3 3.0 0.0 0.5 1.0 0.7: 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 : 47: 23 26 . . . . 5 . . 4 .:
Old : 47: 23 26 . . . . 5 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 56.7 79.0 81.3 60.0 56.3 73.1 69.3
Old : 60.9 56.7 79.0 81.3 60.0 56.3 73.1 69.3
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, February 19, 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 : 49,270: 40,660 44,700 4,540 0 4,020 0 125 0 0 375 50: 0 0
Old : 49,270: 40,660 44,700 4,540 0 4,020 0 125 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: February 12, 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: 82.5 90.7 9.2 0.0 8.2 0.0 0.3 0.0 0.0 0.8 0.1: 0.0 0.0
Old : 100.0: 82.5 90.7 9.2 0.0 8.2 0.0 0.3 0.0 0.0 0.8 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 : 25: 12 11 . 0 . 0 . 0 0 . .:
Old : 25: 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 : 87.8 85.1 98.1 96.5 83.9 84.3 90.0 89.3
Old : 87.8 85.1 98.1 96.5 83.9 84.3 90.0 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 54,382: 43,428 50,831 5,655 4 2,396 1,100 0 350 300 589 129: 1,024 83
Old : 54,382: 43,428 50,831 5,655 4 2,396 1,100 0 350 300 589 129: 1,024 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 866: 750 1,680 600 -350 -464 -25 0 0 0 -5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 93.5 10.4 0.0 4.4 2.0 0.0 0.6 0.6 1.1 0.2: 1.9 0.2
Old : 100.0: 79.9 93.5 10.4 0.0 4.4 2.0 0.0 0.6 0.6 1.1 0.2: 1.9 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 : 29: 20 18 . . . . 0 . . . .:
Old : 29: 20 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 : 50.5 80.4 79.8 89.0 46.1 73.7 68.5 76.6
Old : 50.5 80.4 79.8 89.0 46.1 73.7 68.5 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 57,305: 29,631 53,635 3,780 0 2,700 20,166 0 0 0 668 77: 951 225
Old : 57,305: 29,631 53,635 3,780 0 2,700 20,166 0 0 0 668 77: 951 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 301: 311 1,179 787 -137 -738 -60 0 0 0 0 0: 1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 93.6 6.6 0.0 4.7 35.2 0.0 0.0 0.0 1.2 0.1: 1.7 0.4
Old : 100.0: 51.7 93.6 6.6 0.0 4.7 35.2 0.0 0.0 0.0 1.2 0.1: 1.7 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 : 31: 21 22 . 0 . 4 0 0 0 . .:
Old : 31: 21 22 . 0 . 4 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 65.0 78.4 79.2 60.4 55.3 69.6 67.1
Old : 63.9 65.0 78.4 79.2 60.4 55.3 69.6 67.1
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, February 19, 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 : 33,906: 19,998 33,206 13,012 0 293 185 50 280 0 0 0: 138 77
Old : 33,906: 19,998 33,206 13,012 0 293 185 50 280 0 0 0: 138 77
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 381: 376 371 0 0 0 0 0 0 0 0 0: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 97.9 38.4 0.0 0.9 0.5 0.1 0.8 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 59.0 97.9 38.4 0.0 0.9 0.5 0.1 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 : 24: 14 13 4 0 . . . . 0 0 0:
Old : 24: 14 13 4 0 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 91.2 82.9 96.2 59.3 85.3 79.7 88.8
Old : 60.1 91.2 82.9 96.2 59.3 85.3 79.7 88.8
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, February 19, 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 : 30,055: 20,010 29,733 9,768 0 192 0 0 0 0 0 0: 85 130
Old : 30,055: 20,010 29,733 9,768 0 192 0 0 0 0 0 0: 85 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 95: 270 115 -35 0 -20 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 98.9 32.5 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.4
Old : 100.0: 66.6 98.9 32.5 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 4 0 . 0 0 0 0 0 0:
Old : 23: 15 11 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 89.6 84.4 98.0 60.4 83.5 80.9 88.8
Old : 60.6 89.6 84.4 98.0 60.4 83.5 80.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 30,162: 26,401 27,712 2,356 325 732 95 678 0 427 700 0: 151 15
Old : 30,162: 26,401 27,712 2,356 325 732 95 678 0 427 700 0: 151 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 7: -163 -38 162 0 -5 0 0 0 0 50 0: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 91.9 7.8 1.1 2.4 0.3 2.2 0.0 1.4 2.3 0.0: 0.5 0.0
Old : 100.0: 87.5 91.9 7.8 1.1 2.4 0.3 2.2 0.0 1.4 2.3 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 16 20 . . . . . 0 . . 0:
Old : 34: 16 20 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 61.1 88.8 78.4 70.2 60.2 82.8 76.8
Old : 71.2 61.1 88.8 78.4 70.2 60.2 82.8 76.8
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, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,897: 19,509 22,347 3,011 0 160 0 275 100 0 0 0: 117 15
Old : 22,897: 19,509 22,347 3,011 0 160 0 275 100 0 0 0: 117 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 346: 465 371 -120 0 0 0 -25 0 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 97.6 13.2 0.0 0.7 0.0 1.2 0.4 0.0 0.0 0.0: 0.5 0.1
Old : 100.0: 85.2 97.6 13.2 0.0 0.7 0.0 1.2 0.4 0.0 0.0 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 : 28: 15 19 . 0 . 0 . . 0 0 0:
Old : 28: 15 19 . 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 : 75.4 73.4 90.2 92.5 74.9 69.7 87.0 87.0
Old : 75.4 73.4 90.2 92.5 74.9 69.7 87.0 87.0
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, February 19, 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 : 46,705: 39,355 32,907 4,877 11,068 271 457 1,291 895 490 50 210: 150 13
Old : 46,705: 39,355 32,907 4,877 11,068 271 457 1,291 895 490 50 210: 150 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 975: 855 933 10 125 -20 -90 -41 0 225 0 0: -5 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 70.5 10.4 23.7 0.6 1.0 2.8 1.9 1.0 0.1 0.4: 0.3 0.0
Old : 100.0: 84.3 70.5 10.4 23.7 0.6 1.0 2.8 1.9 1.0 0.1 0.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 25 . . . . . . . . .:
Old : 39: 22 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 55.0 77.0 73.7 46.3 51.7 59.4 61.3
Old : 59.9 55.0 77.0 73.7 46.3 51.7 59.4 61.3
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, February 19, 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 : 38,633: 32,731 25,746 3,818 12,253 163 1,061 0 290 275 175 0: 295 6
Old : 38,633: 32,731 25,746 3,818 12,253 163 1,061 0 290 275 175 0: 295 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,071: 875 1,040 70 95 -124 -35 0 60 225 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 66.6 9.9 31.7 0.4 2.7 0.0 0.8 0.7 0.5 0.0: 0.8 0.0
Old : 100.0: 84.7 66.6 9.9 31.7 0.4 2.7 0.0 0.8 0.7 0.5 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 . . . . 0 . . . 0:
Old : 34: 21 19 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 65.5 81.3 85.6 47.9 59.0 61.0 69.0
Old : 63.2 65.5 81.3 85.6 47.9 59.0 61.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 15,646: 10,855 11,958 1,926 1,930 1,758 469 0 0 475 0 0: 163 0
Old : 15,646: 10,855 11,958 1,926 1,930 1,758 469 0 0 475 0 0: 163 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 125: 50 50 0 75 0 50 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 76.4 12.3 12.3 11.2 3.0 0.0 0.0 3.0 0.0 0.0: 1.0 0.0
Old : 100.0: 69.4 76.4 12.3 12.3 11.2 3.0 0.0 0.0 3.0 0.0 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 : 26: 15 9 . . . . 0 0 . 0 0:
Old : 26: 15 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 74.2 81.8 93.9 56.3 60.5 71.0 77.4
Old : 60.9 74.2 81.8 93.9 56.3 60.5 71.0 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,451: 9,806 16,636 3,194 0 1,240 0 225 50 3,861 0 300: 0 0
Old : 18,451: 9,806 16,636 3,194 0 1,240 0 225 50 3,861 0 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 470: -130 470 0 0 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 90.2 17.3 0.0 6.7 0.0 1.2 0.3 20.9 0.0 1.6: 0.0 0.0
Old : 100.0: 53.1 90.2 17.3 0.0 6.7 0.0 1.2 0.3 20.9 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 : 59.7 85.6 81.9 96.2 52.6 78.8 73.3 82.3
Old : 59.7 85.6 81.9 96.2 52.6 78.8 73.3 82.3
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, February 19, 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 : 19,564: 11,119 16,969 3,351 0 1,035 0 925 50 3,424 0 585: 0 0
Old : 19,564: 11,119 16,969 3,351 0 1,035 0 925 50 3,424 0 585: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 420: -130 470 0 0 0 0 0 0 600 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 86.7 17.1 0.0 5.3 0.0 4.7 0.3 17.5 0.0 3.0: 0.0 0.0
Old : 100.0: 56.8 86.7 17.1 0.0 5.3 0.0 4.7 0.3 17.5 0.0 3.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 55.0 81.0 80.5 94.2 45.7 76.1 70.0 80.7
Old : 55.0 81.0 80.5 94.2 45.7 76.1 70.0 80.7
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, February 19, 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 : 22,054: 9,440 11,090 8,625 7,379 125 50 0 0 2,905 2,805 610: 299 45
Old : 22,054: 9,440 11,090 8,625 7,379 125 50 0 0 2,905 2,805 610: 299 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -496: 25 -275 -130 -100 0 0 0 0 -400 -100 0: 9 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 50.3 39.1 33.5 0.6 0.2 0.0 0.0 13.2 12.7 2.8: 1.4 0.2
Old : 100.0: 42.8 50.3 39.1 33.5 0.6 0.2 0.0 0.0 13.2 12.7 2.8: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . . . . 0 0 . . .:
Old : 26: 12 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 62.9 93.5 88.7 70.6 62.3 90.2 85.6
Old : 72.9 62.9 93.5 88.7 70.6 62.3 90.2 85.6
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, February 19, 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 : 20,865: 8,261 10,075 8,368 7,349 125 50 0 0 3,240 2,755 525: 296 36
Old : 20,865: 8,261 10,075 8,368 7,349 125 50 0 0 3,240 2,755 525: 296 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -475: 25 -275 -100 -100 0 0 0 0 -400 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 48.3 40.1 35.2 0.6 0.2 0.0 0.0 15.5 13.2 2.5: 1.4 0.2
Old : 100.0: 39.6 48.3 40.1 35.2 0.6 0.2 0.0 0.0 15.5 13.2 2.5: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 . . . . 0 0 . . .:
Old : 24: 12 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 : 75.4 64.6 93.6 91.8 73.4 63.7 90.6 88.8
Old : 75.4 64.6 93.6 91.8 73.4 63.7 90.6 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 53,517: 35,438 45,952 7,887 0 3,750 600 225 150 2,735 670 2,755: 202 15
Old : 53,517: 35,438 45,952 7,887 0 3,750 600 225 150 2,735 670 2,755: 202 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,095: 995 700 0 0 0 0 0 0 0 305 100: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 85.9 14.7 0.0 7.0 1.1 0.4 0.3 5.1 1.3 5.1: 0.4 0.0
Old : 100.0: 66.2 85.9 14.7 0.0 7.0 1.1 0.4 0.3 5.1 1.3 5.1: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 12 4 0 . . . . . . .:
Old : 32: 17 12 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 85.9 80.7 95.5 48.9 79.4 69.4 81.9
Old : 56.9 85.9 80.7 95.5 48.9 79.4 69.4 81.9
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, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,990: 35,812 45,687 7,612 0 3,173 600 225 150 3,095 1,420 2,320: 228 15
Old : 52,990: 35,812 45,687 7,612 0 3,173 600 225 150 3,095 1,420 2,320: 228 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,095: 995 700 0 0 0 0 0 0 0 305 100: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 86.2 14.4 0.0 6.0 1.1 0.4 0.3 5.8 2.7 4.4: 0.4 0.0
Old : 100.0: 67.6 86.2 14.4 0.0 6.0 1.1 0.4 0.3 5.8 2.7 4.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 11 4 0 . . . . . . .:
Old : 32: 17 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 : 57.1 84.7 80.6 95.1 48.7 80.9 70.5 83.5
Old : 57.1 84.7 80.6 95.1 48.7 80.9 70.5 83.5
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, February 19, 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 : 131,458: 103,626 94,108 12,945 17,464 2,437 1,480 860 425 10,381 16,074 50: 114 40
Old : 131,458: 103,626 94,108 12,945 17,464 2,437 1,480 860 425 10,381 16,074 50: 114 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,270: 660 465 0 15 115 0 0 300 195 375 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 71.6 9.8 13.3 1.9 1.1 0.7 0.3 7.9 12.2 0.0: 0.1 0.0
Old : 100.0: 78.8 71.6 9.8 13.3 1.9 1.1 0.7 0.3 7.9 12.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 29 22 . 4 . . . . 5 . .:
Old : 51: 29 22 . 4 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 54.0 61.3 83.5 42.3 50.6 57.5 71.3
Old : 42.5 54.0 61.3 83.5 42.3 50.6 57.5 71.3
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, February 19, 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 : 136,495: 108,640 92,429 15,600 22,245 1,979 20 1,570 1,170 8,158 16,305 737: 191 60
Old : 136,495: 108,640 92,429 15,600 22,245 1,979 20 1,570 1,170 8,158 16,305 737: 191 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 2,153: 1,560 1,395 0 -15 98 0 0 300 195 375 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 67.7 11.4 16.3 1.4 0.0 1.2 0.9 6.0 11.9 0.5: 0.1 0.0
Old : 100.0: 79.6 67.7 11.4 16.3 1.4 0.0 1.2 0.9 6.0 11.9 0.5: 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 : 56: 32 26 . 4 . . 4 4 4 . .:
Old : 56: 32 26 . 4 . . 4 4 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 50.6 63.1 79.9 44.9 49.2 59.1 73.5
Old : 45.3 50.6 63.1 79.9 44.9 49.2 59.1 73.5
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, February 19, 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 : 255,175: 173,807 175,699 38,999 26,568 7,847 11,654 22,762 6,567 9,131 8,970 6,555: 615 207
Old : 255,175: 173,807 175,699 38,999 26,568 7,847 11,654 22,762 6,567 9,131 8,970 6,555: 615 207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -69: 3,520 -2,044 -2,770 116 -451 456 -963 1,275 -1,570 2,526 -529: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 68.9 15.3 10.4 3.1 4.6 8.9 2.6 3.6 3.5 2.6: 0.2 0.1
Old : 100.0: 68.1 68.9 15.3 10.4 3.1 4.6 8.9 2.6 3.6 3.5 2.6: 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 : 82: 36 38 . . 4 8 9 9 10 7 9:
Old : 82: 36 38 . . 4 8 9 9 10 7 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 41.6 59.7 60.3 33.0 33.7 45.8 43.6
Old : 38.5 41.6 59.7 60.3 33.0 33.7 45.8 43.6
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, February 19, 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 : 26,866: 13,161 26,556 6,855 0 0 715 0 10 5,895 90 210: 20 0
Old : 26,866: 13,161 26,556 6,855 0 0 715 0 10 5,895 90 210: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 800: 300 800 300 0 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 98.8 25.5 0.0 0.0 2.7 0.0 0.0 21.9 0.3 0.8: 0.1 0.0
Old : 100.0: 49.0 98.8 25.5 0.0 0.0 2.7 0.0 0.0 21.9 0.3 0.8: 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: 16 9 . 0 0 . 0 . . . .:
Old : 25: 16 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 : 55.5 97.4 81.4 99.5 55.1 94.8 80.8 95.1
Old : 55.5 97.4 81.4 99.5 55.1 94.8 80.8 95.1
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, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,891: 12,200 24,356 7,247 0 0 225 1,325 0 5,978 0 210: 31 0
Old : 25,891: 12,200 24,356 7,247 0 0 225 1,325 0 5,978 0 210: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 835: 335 835 300 0 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 94.1 28.0 0.0 0.0 0.9 5.1 0.0 23.1 0.0 0.8: 0.1 0.0
Old : 100.0: 47.1 94.1 28.0 0.0 0.0 0.9 5.1 0.0 23.1 0.0 0.8: 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 : 24: 14 9 . 0 0 . . 0 . 0 .:
Old : 24: 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 : 59.4 96.2 85.2 99.1 59.0 93.8 84.7 95.0
Old : 59.4 96.2 85.2 99.1 59.0 93.8 84.7 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 18,501: 5,160 9,511 10,401 4,205 445 500 2,295 200 225 275 0: 1,570 1,570
Old : 18,501: 5,160 9,511 10,401 4,205 445 500 2,295 200 225 275 0: 1,570 1,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 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: 27.9 51.4 56.2 22.7 2.4 2.7 12.4 1.1 1.2 1.5 0.0: 8.5 8.5
Old : 100.0: 27.9 51.4 56.2 22.7 2.4 2.7 12.4 1.1 1.2 1.5 0.0: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 10 . . . . . . . . 0:
Old : 21: 9 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 : 81.4 67.9 87.8 82.2 79.2 66.6 83.0 78.2
Old : 81.4 67.9 87.8 82.2 79.2 66.6 83.0 78.2
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, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,379: 25,960 21,579 20,863 23,860 140 4,095 5,440 2,105 365 0 2,015: 7,836 8,240
Old : 63,379: 25,960 21,579 20,863 23,860 140 4,095 5,440 2,105 365 0 2,015: 7,836 8,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -515: -90 -155 895 -450 0 0 0 0 -1,650 0 360: -30 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 34.0 32.9 37.6 0.2 6.5 8.6 3.3 0.6 0.0 3.2: 12.4 13.0
Old : 100.0: 41.0 34.0 32.9 37.6 0.2 6.5 8.6 3.3 0.6 0.0 3.2: 12.4 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.1 51.6 83.6 66.6 63.4 51.5 72.0 66.0
Old : 67.1 51.6 83.6 66.6 63.4 51.5 72.0 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, February 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,036: 26,157 20,681 20,320 24,455 175 4,775 5,440 2,160 0 210 2,155: 7,294 7,760
Old : 63,036: 26,157 20,681 20,320 24,455 175 4,775 5,440 2,160 0 210 2,155: 7,294 7,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -180: -70 -375 895 -450 0 0 0 0 -1,440 210 510: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 32.8 32.2 38.8 0.3 7.6 8.6 3.4 0.0 0.3 3.4: 11.6 12.3
Old : 100.0: 41.5 32.8 32.2 38.8 0.3 7.6 8.6 3.4 0.0 0.3 3.4: 11.6 12.3
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: 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 : 68.3 53.5 83.1 68.4 64.6 53.3 71.4 66.0
Old : 68.3 53.5 83.1 68.4 64.6 53.3 71.4 66.0
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, February 19, 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 : 22,540: 12,581 6,135 3,100 161 1,736 0 6,555 265 0 3,155 670: 4,188 3,863
Old : 22,540: 12,581 6,135 3,100 161 1,736 0 6,555 265 0 3,155 670: 4,188 3,863
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,010: 60 -45 251 161 439 -45 1,005 -5 0 -855 250: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 27.2 13.8 0.7 7.7 0.0 29.1 1.2 0.0 14.0 3.0: 18.6 17.1
Old : 100.0: 55.8 27.2 13.8 0.7 7.7 0.0 29.1 1.2 0.0 14.0 3.0: 18.6 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 9 . . . 0 4 . 0 . .:
Old : 27: 16 9 . . . 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 : 43.2 57.3 64.9 73.0 41.5 53.5 58.8 62.4
Old : 43.2 57.3 64.9 73.0 41.5 53.5 58.8 62.4
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, February 19, 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 : 22,320: 12,076 6,145 3,134 0 1,902 0 6,555 265 0 2,830 670: 4,273 3,953
Old : 22,320: 12,076 6,145 3,134 0 1,902 0 6,555 265 0 2,830 670: 4,273 3,953
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,010: 60 -45 90 0 600 -45 1,005 -5 0 -855 250: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 27.5 14.0 0.0 8.5 0.0 29.4 1.2 0.0 12.7 3.0: 19.1 17.7
Old : 100.0: 54.1 27.5 14.0 0.0 8.5 0.0 29.4 1.2 0.0 12.7 3.0: 19.1 17.7
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 : 27: 16 9 . 0 . 0 4 . 0 . .:
Old : 27: 16 9 . 0 . 0 4 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 56.4 64.6 72.3 41.7 52.6 56.9 61.6
Old : 44.1 56.4 64.6 72.3 41.7 52.6 56.9 61.6
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, February 19, 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 : 31,599: 11,049 23,854 2,727 2,655 960 10,830 0 125 2,150 0 0: 3,758 4,005
Old : 31,599: 11,049 23,854 2,727 2,655 960 10,830 0 125 2,150 0 0: 3,758 4,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 755: 35 755 0 0 0 720 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 75.5 8.6 8.4 3.0 34.3 0.0 0.4 6.8 0.0 0.0: 11.9 12.7
Old : 100.0: 35.0 75.5 8.6 8.4 3.0 34.3 0.0 0.4 6.8 0.0 0.0: 11.9 12.7
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 . . . 4 0 . . 0 0:
Old : 25: 8 14 . . . 4 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 71.6 73.3 82.0 54.7 68.6 72.1 78.0
Old : 54.8 71.6 73.3 82.0 54.7 68.6 72.1 78.0
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, February 19, 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 : 30,507: 10,752 20,233 2,675 5,135 1,010 9,840 0 125 2,100 0 0: 4,005 4,004
Old : 30,507: 10,752 20,233 2,675 5,135 1,010 9,840 0 125 2,100 0 0: 4,005 4,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 755: 35 755 0 0 0 720 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 66.3 8.8 16.8 3.3 32.3 0.0 0.4 6.9 0.0 0.0: 13.1 13.1
Old : 100.0: 35.2 66.3 8.8 16.8 3.3 32.3 0.0 0.4 6.9 0.0 0.0: 13.1 13.1
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 . . . 4 0 . . 0 0:
Old : 22: 7 12 . . . 4 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 75.0 77.1 84.1 54.8 71.7 76.3 79.5
Old : 55.0 75.0 77.1 84.1 54.8 71.7 76.3 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 31,365: 11,735 26,215 6,540 0 155 4,300 165 115 3,910 325 1,270: 3,340 3,120
Old : 31,365: 11,735 26,215 6,540 0 155 4,300 165 115 3,910 325 1,270: 3,340 3,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 50: 50 50 0 0 0 0 0 0 -25 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 83.6 20.9 0.0 0.5 13.7 0.5 0.4 12.5 1.0 4.0: 10.6 9.9
Old : 100.0: 37.4 83.6 20.9 0.0 0.5 13.7 0.5 0.4 12.5 1.0 4.0: 10.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 9 . 0 . 4 . . . . .:
Old : 32: 16 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 : 51.3 75.1 71.4 87.0 47.3 73.0 67.4 80.6
Old : 51.3 75.1 71.4 87.0 47.3 73.0 67.4 80.6
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, February 19, 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 : 30,015: 10,435 25,785 6,415 0 120 3,975 165 115 4,905 0 845: 3,205 2,985
Old : 30,015: 10,435 25,785 6,415 0 120 3,975 165 115 4,905 0 845: 3,205 2,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 85.9 21.4 0.0 0.4 13.2 0.5 0.4 16.3 0.0 2.8: 10.7 9.9
Old : 100.0: 34.8 85.9 21.4 0.0 0.4 13.2 0.5 0.4 16.3 0.0 2.8: 10.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 8 . 0 . 4 . . 4 0 .:
Old : 31: 16 8 . 0 . 4 . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 76.9 72.1 87.4 49.9 75.3 69.7 83.6
Old : 52.3 76.9 72.1 87.4 49.9 75.3 69.7 83.6
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, February 19, 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 : 14,660: 10,690 3,925 1,250 4,280 25 0 4,395 45 400 45 495: 1,755 1,450
Old : 14,660: 10,690 3,925 1,250 4,280 25 0 4,395 45 400 45 495: 1,755 1,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 750: 770 -50 0 50 0 0 770 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 26.8 8.5 29.2 0.2 0.0 30.0 0.3 2.7 0.3 3.4: 12.0 9.9
Old : 100.0: 72.9 26.8 8.5 29.2 0.2 0.0 30.0 0.3 2.7 0.3 3.4: 12.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 . . . 0 4 . . . .:
Old : 24: 14 11 . . . 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 : 59.4 59.0 77.6 76.6 55.2 59.0 68.9 69.1
Old : 59.4 59.0 77.6 76.6 55.2 59.0 68.9 69.1
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, February 19, 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 : 14,000: 9,845 3,680 1,400 3,880 0 0 4,385 45 500 45 485: 1,725 1,480
Old : 14,000: 9,845 3,680 1,400 3,880 0 0 4,385 45 500 45 485: 1,725 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 750: 770 -50 0 50 0 0 770 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 26.3 10.0 27.7 0.0 0.0 31.3 0.3 3.6 0.3 3.5: 12.3 10.6
Old : 100.0: 70.3 26.3 10.0 27.7 0.0 0.0 31.3 0.3 3.6 0.3 3.5: 12.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 . . 0 0 4 . . . .:
Old : 24: 14 11 . . 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 : 59.2 58.9 77.8 77.0 54.9 58.9 69.1 69.9
Old : 59.2 58.9 77.8 77.0 54.9 58.9 69.1 69.9
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, February 19, 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 : 51,430: 29,480 18,985 0 5,745 1,745 740 16,105 930 11,300 1,265 2,450: 4,785 4,205
Old : 51,430: 29,480 18,985 0 5,745 1,745 740 16,105 930 11,300 1,265 2,450: 4,785 4,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 595: 50 -25 0 1,000 -165 0 225 0 1,150 0 0: -440 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 36.9 0.0 11.2 3.4 1.4 31.3 1.8 22.0 2.5 4.8: 9.3 8.2
Old : 100.0: 57.3 36.9 0.0 11.2 3.4 1.4 31.3 1.8 22.0 2.5 4.8: 9.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 16 0 . . . . . . . .:
Old : 30: 16 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 : 60.9 62.2 76.0 82.9 56.0 60.1 69.2 75.0
Old : 60.9 62.2 76.0 82.9 56.0 60.1 69.2 75.0
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, February 19, 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 : 51,275: 29,510 18,320 0 6,255 1,745 190 16,105 1,105 11,705 1,265 2,205: 4,815 4,275
Old : 51,275: 29,510 18,320 0 6,255 1,745 190 16,105 1,105 11,705 1,265 2,205: 4,815 4,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 575: 30 -45 0 1,000 -90 0 225 0 1,150 0 0: -515 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 35.7 0.0 12.2 3.4 0.4 31.4 2.2 22.8 2.5 4.3: 9.4 8.3
Old : 100.0: 57.6 35.7 0.0 12.2 3.4 0.4 31.4 2.2 22.8 2.5 4.3: 9.4 8.3
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: 15 16 0 . . . . . . . .:
Old : 30: 15 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 63.4 76.9 82.3 58.2 61.1 71.0 74.9
Old : 62.2 63.4 76.9 82.3 58.2 61.1 71.0 74.9
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, February 19, 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 : 56,470: 32,445 19,685 0 17,490 1,117 14,805 50 1,325 3,965 14,220 460: 2,353 2,123
Old : 56,470: 32,445 19,685 0 17,490 1,117 14,805 50 1,325 3,965 14,220 460: 2,353 2,123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 55: 130 -170 0 -150 0 -375 -200 200 0 275 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 34.9 0.0 31.0 2.0 26.2 0.1 2.3 7.0 25.2 0.8: 4.2 3.8
Old : 100.0: 57.5 34.9 0.0 31.0 2.0 26.2 0.1 2.3 7.0 25.2 0.8: 4.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 9 0 . . . . 4 . . .:
Old : 29: 20 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 : 57.5 78.8 78.5 92.4 56.1 75.8 76.9 88.1
Old : 57.5 78.8 78.5 92.4 56.1 75.8 76.9 88.1
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, February 19, 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 : 52,056: 29,025 20,890 0 15,130 907 14,655 50 1,350 3,495 11,335 460: 2,164 1,934
Old : 52,056: 29,025 20,890 0 15,130 907 14,655 50 1,350 3,495 11,335 460: 2,164 1,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 115: 0 0 0 -150 0 -75 -200 200 0 275 -110: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 40.1 0.0 29.1 1.7 28.2 0.1 2.6 6.7 21.8 0.9: 4.2 3.7
Old : 100.0: 55.8 40.1 0.0 29.1 1.7 28.2 0.1 2.6 6.7 21.8 0.9: 4.2 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 : 29: 19 9 0 . . . . 4 . . .:
Old : 29: 19 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 : 58.9 74.2 79.5 91.8 57.3 71.7 77.7 88.3
Old : 58.9 74.2 79.5 91.8 57.3 71.7 77.7 88.3
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, February 19, 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 : 129,145: 59,483 93,673 25,706 0 3,342 4,029 1,175 6,050 11,840 5,845 3,250: 15,445 15,810
Old : 129,145: 59,483 93,673 25,706 0 3,342 4,029 1,175 6,050 11,840 5,845 3,250: 15,445 15,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 730: -370 350 -345 0 225 1,145 -425 -345 -180 325 200: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 72.5 19.9 0.0 2.6 3.1 0.9 4.7 9.2 4.5 2.5: 12.0 12.2
Old : 100.0: 46.1 72.5 19.9 0.0 2.6 3.1 0.9 4.7 9.2 4.5 2.5: 12.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 25 . 0 . . . 4 . . .:
Old : 42: 21 25 . 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 : 55.7 48.7 72.8 62.7 48.7 48.0 62.1 60.5
Old : 55.7 48.7 72.8 62.7 48.7 48.0 62.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 121,946: 54,705 88,775 28,968 0 3,095 4,168 285 5,976 6,115 4,617 4,675: 14,244 14,523
Old : 121,946: 54,705 88,775 28,968 0 3,095 4,168 285 5,976 6,115 4,617 4,675: 14,244 14,523
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 610: -175 295 -295 0 30 995 -275 -365 -180 325 200: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 72.8 23.8 0.0 2.5 3.4 0.2 4.9 5.0 3.8 3.8: 11.7 11.9
Old : 100.0: 44.9 72.8 23.8 0.0 2.5 3.4 0.2 4.9 5.0 3.8 3.8: 11.7 11.9
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 : 40: 19 24 . 0 . . . 4 . . .:
Old : 40: 19 24 . 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 : 56.2 46.3 75.7 60.2 51.5 45.7 64.3 58.7
Old : 56.2 46.3 75.7 60.2 51.5 45.7 64.3 58.7
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, February 19, 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 : 34,940: 12,545 16,855 16,570 7,740 720 1,720 4,930 1,850 0 1,440 0: 1,535 1,405
Old : 34,940: 12,545 16,855 16,570 7,740 720 1,720 4,930 1,850 0 1,440 0: 1,535 1,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,200: 0 900 1,200 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 48.2 47.4 22.2 2.1 4.9 14.1 5.3 0.0 4.1 0.0: 4.4 4.0
Old : 100.0: 35.9 48.2 47.4 22.2 2.1 4.9 14.1 5.3 0.0 4.1 0.0: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . . . . 0 . 0:
Old : 25: 12 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 46.4 89.4 68.7 75.2 37.3 80.9 58.6
Old : 77.7 46.4 89.4 68.7 75.2 37.3 80.9 58.6
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, February 19, 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 : 29,195: 10,060 13,740 14,030 7,075 225 1,170 3,275 2,700 0 1,200 0: 1,010 980
Old : 29,195: 10,060 13,740 14,030 7,075 225 1,170 3,275 2,700 0 1,200 0: 1,010 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,585: 850 950 0 600 0 0 -735 735 0 0 0: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 47.1 48.1 24.2 0.8 4.0 11.2 9.2 0.0 4.1 0.0: 3.5 3.4
Old : 100.0: 34.5 47.1 48.1 24.2 0.8 4.0 11.2 9.2 0.0 4.1 0.0: 3.5 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 : 23: 11 13 . . . . . . 0 . 0:
Old : 23: 11 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 : 77.6 51.3 93.6 71.9 70.1 37.4 75.3 54.9
Old : 77.6 51.3 93.6 71.9 70.1 37.4 75.3 54.9
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, February 19, 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 : 27,180: 6,570 16,245 0 8,555 1,680 18,105 0 0 0 0 0: 825 700
Old : 27,180: 6,570 16,245 0 8,555 1,680 18,105 0 0 0 0 0: 825 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 3,000: 0 3,000 0 0 0 3,000 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 59.8 0.0 31.5 6.2 66.6 0.0 0.0 0.0 0.0 0.0: 3.0 2.6
Old : 100.0: 24.2 59.8 0.0 31.5 6.2 66.6 0.0 0.0 0.0 0.0 0.0: 3.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 0 . . 4 0 0 0 0 0:
Old : 23: 11 14 0 . . 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 : 82.8 75.4 92.3 88.9 81.9 69.0 86.4 81.7
Old : 82.8 75.4 92.3 88.9 81.9 69.0 86.4 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, February 19, 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 : 22,050: 8,640 14,280 0 6,030 1,260 11,845 0 75 0 0 0: 230 405
Old : 22,050: 8,640 14,280 0 6,030 1,260 11,845 0 75 0 0 0: 230 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 3,000: 0 3,000 0 0 0 3,000 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 64.8 0.0 27.3 5.7 53.7 0.0 0.3 0.0 0.0 0.0: 1.0 1.8
Old : 100.0: 39.2 64.8 0.0 27.3 5.7 53.7 0.0 0.3 0.0 0.0 0.0: 1.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 0 . . 4 0 . 0 0 0:
Old : 20: 8 9 0 . . 4 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.7 82.6 96.7 95.7 87.2 75.8 90.4 88.8
Old : 90.7 82.6 96.7 95.7 87.2 75.8 90.4 88.8
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, February 19, 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 : 65,893: 41,548 27,213 3,210 6,410 7,675 0 11,920 825 595 0 0: 12,040 11,850
Old : 65,893: 41,548 27,213 3,210 6,410 7,675 0 11,920 825 595 0 0: 12,040 11,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 3,340: 3,530 -320 -240 1,510 -1,250 0 2,100 300 0 0 0: 1,000 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 41.3 4.9 9.7 11.6 0.0 18.1 1.3 0.9 0.0 0.0: 18.3 18.0
Old : 100.0: 63.1 41.3 4.9 9.7 11.6 0.0 18.1 1.3 0.9 0.0 0.0: 18.3 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 18 . . . 0 4 . . 0 0:
Old : 32: 20 18 . . . 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 : 45.9 39.2 64.4 54.2 40.8 28.8 48.9 40.1
Old : 45.9 39.2 64.4 54.2 40.8 28.8 48.9 40.1
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, February 19, 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 : 54,540: 31,670 19,335 0 5,035 7,580 450 8,640 40 375 0 0: 14,425 13,910
Old : 54,540: 31,670 19,335 0 5,035 7,580 450 8,640 40 375 0 0: 14,425 13,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 2,795: 3,180 -555 -395 205 -505 0 3,135 0 0 0 0: 515 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 35.5 0.0 9.2 13.9 0.8 15.8 0.1 0.7 0.0 0.0: 26.4 25.5
Old : 100.0: 58.1 35.5 0.0 9.2 13.9 0.8 15.8 0.1 0.7 0.0 0.0: 26.4 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 16 0 . . . . . . 0 0:
Old : 27: 16 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 : 45.9 42.8 64.3 55.2 38.7 31.9 44.1 41.7
Old : 45.9 42.8 64.3 55.2 38.7 31.9 44.1 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 01, 2019